Track Record

Jan Feb Mar Apr May June July Aug Sep Oct Nov Dec YTD Volatility
2017 -3.57% -1.46% -0.90% -1.84% 0.46% -2.41% 1.10% -0.72% 2.82% -6.48% 5.29%
2016 2.63% 2.08% -1.04% -0.18% 0.20% 0.76% 0.98% -0.25% -2.90% 3.32% 4.57% -0.74% 9.59% 7.01%
2015 5.05% 2.36% 4.15% 1.17% 2.75% -3.98% -0.17% 0.14% -2.08% 2.93% 0.09% 1.12% 13.98% 7.30%
2014 -1.43% -1.69% -1.42% -1.43% -1.02% -0.34% -0.46% 0.88% 5.68% 3.67% 5.47% 0.30% 8.09% 7.95%
2013 2.85% 0.14% -1.16% 0.55% 0.45% 1.84% -0.80% 1.41% -0.69% -1.36% 2.19% 0.68% 6.15% 6.83%
2012 1.36% 2.07% 1.99% -1.12% 1.91% -0.61% 1.98% 0.98% 0.30% -1.92% 1.82% 0.02% 9.03% 4.92%
2011 -4.33% -1.06% 2.20% 4.25% -3.75% -3.22% 1.18% 0.43% -0.78% 2.79% 0.01% 2.96% 0.24% 9.65%
2010 -0.76% 3.97% 4.79% 2.51% 1.81% -3.01% 0.27% 2.33% 6.30% 2.73% 2.52% 2.96% 29.44% 12.84%
2009 -4.32% 4.36% 3.68% -3.14% 8.00% -7.19% -1.53% -7.42% -0.20% 3.34% 1.14% -2.54% -6.85% 18.31%

From January 2009 to November 2012 Three Rock Capital Management traded as Anark Capital Ltd. The firm has been regulated by the Central Bank of Ireland since December 2012 and has been registered with the CFTC and a member of the NFA since January 2013. The performance record has been reviewed by KPMG (January 2009 to Dec 2014) and Arthur Bell(2015). The performance record is net of actual management and performance fees. Since inception the average annualised management fee and performance fee is 1.73% and 15.3% respectively. The current fee structure available to new clients is 1% management fee  & 20% performance fee. Past Performance is not necessarily indicative of future results.

Correlations

Index Correlation
S&P 500 0.07
Newedge CTA Index 0.28
Newedge Trend Index 0.27
HFR Macro CTA Index 0.27
HFR Global Hedge Fund Index 0.20
MSCI World Equity Index 0.10
JP Morgan Global Bond Index -0.01
S&P GSCI Commodity Index 0.10

Profit Attribution

P&L Attribution (Gross) 2017
Foreign Exchange -1.74%
Precious Metals -0.92%
Equity Indices -1.11%
Interest Rates -2.09%


Largest Drawdowns

Start of Drawdown End of Drawdown Max. Drawdown
01-Jun-2009 29-Sep-2009 -17.54%
28-Nov-2016 current -10.05%
10-Nov-2010 11-Jan-2012 -8.91%
14-Aug-2013 31-Oct-2014 -8.85%
24-Mar-2009 01-Jun-2009 -7.83%

Margin to Equity Ratio

Average Margin to Equity (since Dec 2012) 2.72%

Current Fee Structure

Management Fee 1%
Performance 20%