Track Record

JanFebMarAprMayJuneJulyAugSepOctNovDecYTDVolatility
2019-0.80% -0.67% 1.01% -1.34%        -1.81%6.12%
20184.22%-2.16%-1.42%0.47%2.48%0.80%0.56%0.12%-0.04%-0.61%-3.28%2.03%3.00%6.36%
2017-3.57%-1.46%-0.90%-1.84%0.46%-2.41%1.10%-0.72%2.82%-0.43%-2.38%-1.18%-10.17%5.17%
20162.63%2.08%-1.04%-0.18%0.20%0.76%0.98%-0.25%-2.90%3.32%4.57%-0.74%9.60%7.01%
20155.05%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%
20132.85%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%
20121.36%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 & 2016). 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

IndexCorrelation
S&P 5000.06
Newedge CTA Index0.26
Newedge Trend Index0.26
HFR Macro CTA Index0.24
HFR Global Hedge Fund Index0.18
MSCI World Equity Index0.09
JP Morgan Global Bond Index-0.02
S&P GSCI Commodity Index0.08

Profit Attribution

P&L Attribution (Gross)2019
Foreign Exchange-2.18%
Precious Metals-0.72%
Equity Indices-0.38%
Interest Rates3.15%


Largest Drawdowns

Start of DrawdownEnd of DrawdownMax. Drawdown
01-Jun-200929-Sep-2009-17.54%
28-Nov-2016current-11.07%
10-Nov-201011-Jan-2012-8.91%
14-Aug-201331-Oct-2014-8.85%
24-Mar-200901-Jun-2009-7.83%

Margin to Equity Ratio

Average Margin to Equity (since Dec 2012)2.66%

Current Fee Structure

Management Fee1%
Performance20%