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Hedge Fund Database
Morgan Hedge Fund Database
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Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.


Summary

Morgan Hedge Rank:Not Ranked
Performance Rank (1 year):Not Ranked
Base currency:GBP
Minimum Investment:25,000 GBP
Assets (AUM):100.00 Million GBP
Geographical Focus:Global
Performance Reporting:Monthly
Investment Manager:Hedgeweb Sample Co.

Performance

March 2008:
  -1.00 %
2012 Year to Date:
--
Last 12 months:
2.82 %
2011:
--
Since Inception:
78.95 %


Asset Allocation



Description

The objective of the Fund is to achieve capital appreciation whilst maintaining a conservative risk profile. We aim to achieve a 15% rate of return with 6-7% volatility and a maximum drawdown of 3-4% with a low correlation to global equity and fixed income markets.


Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.


General

NAV 03/2008:120.00
Assets (AUM):100.00  Million GBP
Lead Manager:John Doe III
Domicile:United Kingdom
Legal Structure:Limited Liability Company
Management Domicile:Luxembourg
ISIN:GB0002634947
Stockexchange:LSE-AIM
Ticker:HEWE
Benchmark:Morgan Hedge Hedge Funds Index

Investment Details

Accepted Types of Investors:Private, Institutional, Professional, Inv. Management Company, Corporate, SWF, Only Non-US Investors are accepted
New Investors accepted:Yes
Minimum Investment:25,000 GBP
Additional Investment:25,000 GBP
Subscriptions:Monthly
Redemptions:Monthly
Redemtion Notice:30 Days
Lock Up Period:60 Days
Capital guarantee:No

Fees

Management fee (yearly):1.5 %
Performance fee:10 %
Sales fee:--
Redemption fee:1 % within first 6 months
Administration Fee:0.3 %
High Watermark:Yes
Hurdle Rate:LIBOR +1.5

Administrative Data

Auditor:Young, Cooper & Ernst
Prime Broker:HSBC Bank plc
Custodian:McAbbey

Fund Description - Investment Objectives

The description is provided by the Fund and published without warranty.

The objective of the Fund is to achieve capital appreciation whilst maintaining a conservative risk profile. We aim to achieve a 15% rate of return with 6-7% volatility and a maximum drawdown of 3-4% with a low correlation to global equity and fixed income markets. We will seek to achieve this objective by investing in a select group of global markets and commodities.


Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.

Performance Statistics

Total return:   78.95 %
Compound annual ROR (CAGR):15.66 %
Compound monthly ROR:1.22 %
Average monthly return:1.27 %
Average annual return:15.18 %
Performance-Reporting:Net of Fees


Overall Distribution of Returns

Fund Performance (Rolling)% 
3 Mo.6 Mo.12 Mo.24 Mo.36 Mo.5 Yrs10 YrsTotal
-1.051.002.829.7740.70----78.95%

Compound Annual Growth Rate 
3 Years5 Years10 YearsSince Inception
12.06----15.66 %

Performance - Monthly  
YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2008-0.680.63-1.00
--
--
--
--
--
--
--
--
--
-1.05
2007-2.361.151.23-0.581.70-1.55-1.891.902.30-0.550.881.743.89
2006-1.004.003.002.00-1.00-3.005.002.20-0.501.30-0.451.2513.25
20052.007.004.00-3.00-2.00-4.005.008.009.003.001.003.0037.19
2004
--
--
--
3.004.00-5.006.002.001.00-3.005.00-1.0012.05

Time Series 
PeriodHighLowAverage
1 Mo.9.00 %-5.00 %1.27 %
3 Mo.23.61 %-8.74 %3.83 %
6 Mo.32.44 %-0.48 %7.98 %
1 Year37.58 %1.08 %17.54 %
2 Years63.02 %9.77 %40.84 %
3 Years74.05 %40.70 %59.89 %
5 Years------
10 Years------

Annual Performance vs. Peers 
YearFundØ   CategoryØ   StrategyS&P 500
2008-1.05 %-20.34 %-0.73 %-38.49 %
20073.89 %13.23 %14.87 %3.53 %
200613.25 %15.31 %11.30 %13.62 %
200537.19 %13.24 %11.13 %3.00 %
200412.05 %12.13 %7.46 %8.99 %
 S&P500 as of: 2008 - End of Year


Distribution of Monthly Returns

0
below -5%
1
-5 to -4%
1
-4 to -3%
4
-3 to -2%
3
-2 to -1%
9
-1 to 0%
2
0 to 1%
9
1 to 2%
5
2 to 3%
4
3 to 4%
3
4 to 5%
7
above 5%


Hedgeweb Sample Fund Outperformer Ltd vs. S&P 500

Performance of a hypothetical $1,000 investment since inception of the fund


Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.

Return Distribution

Compound annual ROR (CAGR):15.66 %
Compound monthly ROR:1.22 %
Positive months:62.50 %(30 Months)
Average monthly gain:3.11 %
Negative months:37.50 %(18 Months)
Average monthly loss:-1.81 %
Best month:9.00 %(09/2005)
Worst month:-5.00 %(06/2004)
Longest consecutive losing streak:3 Months

Risk Reward Ratios

 3 YearsSince Inception
Standard Deviation:9.95%10.63%
Max. Drawdown:8.74%8.74%
Alpha:11.29%15.07%
Beta:0.15   0.02   
Sharpe Ratio*:0.90   1.15   
Calmar Ratio:1.38   1.79   
Kurtosis:1.07   0.05   
Skewness:0.83   0.36   
Sortino Ratio*:1.80   2.27   
Downside Deviation (Monthly)*:1.36%1.49%
R-squared:0.02   0.00   
Treynor Ratio*:60.17   501.64   
Tracking Error:12.54%13.81%
Active Return:7.74%10.80%
Information Ratio:0.62   0.78   
Up Capture:64.42   61.70   
Down Capture:-17.88   -63.63   
VAR 95 (Monthly):-4.74%-5.06%
VAR 99 (Monthly):-6.69%-7.15%
VAR 95 (Annual):-16.41%-17.53%
VAR 99 (Annual):-23.18%-24.76%
Upside Potential Ratio*:5.99   8.50   

* Risk Free Rate / MAR = 3%
Alpha, Sharpe, Sortino, StDev, Tracking Error = Annualized
Benchmark: S&P500


Drawdown Analysis

DepthLength (Months)RecoveryBeginTroughEnd
8.74 %324/20056/20058/2005
5.00 %116/20046/20047/2004
3.97 %215/20066/20067/2006


Exposure

Max. Leverage:1.5 : 1
Long:130%
Short:40%


Asset Allocation



Regional Allocation


Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.
 


Investment Manager

Active Funds [1]  Show all
Inactive Funds [14]  Show all

Company Name:Hedgeweb Sample Co.
Domicile:Luxembourg
Date of Incorporation:05/2000
Legal Structure:Ltd. Partnership
Regulated by:SEC
Reg. Number:0123458
Total Assets under Management:185 Million  USD

Management Company - Key Principals

Hedge Fund Manager PictureJohn Doe II
Biography:

John Doe is the CEO of Hedgeweb Sample Co. After graduating from college in 1985 he worked for several high profile Investment Banks. In 1995 he founded his first hedge fund Y2K Partners which was very successfull and later sold to Bear Stearns in 1999. In 2000 he founded Hedgeweb Sample Co.

 
Name, Position:John Doe III
Biography:
Lorem ipsum dolor sit amet, consetetur sadipscing elitr, sed diam nonumy eirmod tempor invidunt ut labore et dolore magna aliquyam erat, sed diam voluptua.
 

Fund - Lead Manager

Lead Manager:John Doe III


Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.


Management Company

Company Name:Hedgeweb Sample Co.
Street:190, Route de Thionville
ZIP:2611
CITY:Luxembourg
State / Province:
Country:Luxembourg
Telephone:+352-20 20 20 20 20
Fax:+352 20 20 20 20
Company URL:www.MorganHedge.com
Email:Sample Email
Contact Name:IRR

Fund / Investment Program

Street:12 Paternoster Square
ZIP:EC4M 7LS
CITY:London
Country:United Kingdom
Fax:--
Company URL:HEDGEweb.net

Administrative Contacts

Auditor:Young, Cooper & Ernst
Street:10 Palace Road
ZIP, City:SE1 7EU London
 
Custodian:McAbbey
Street:Riverside
ZIP, City: Dublin
 
Administrator:International Fund Services Ltd
Street:Bishop's Square
ZIP, City: Dublin


Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.


DateDocument NameView
11/2012Monthly Returns (since inception)Excel File
11/2012Monthly AUMExcel File
11/2012Morgan Hedge Investment ReportPDF File
03/2009Audit 2008PDF File
01/2009Research / OutlookPDF File
06/2008Monthly Report 06-2008PDF File
04/2008PresentationPDF File
01/2008Disclosure DocumentPDF File
01/2008ProspectusPDF File


Hedgeweb Sample Fund Outperformer Ltd

Date of inception:04/2004
Category:Hedge Fund
Style:Directional/Opportunistic
Strategy:Global Macro
Substrategy:Commodities
UCITS Compliant:No
Morgan Hedge Rating™: Not Rated
Fund Status:Inactive

 

Last Fund update: 03/2008
The Fund Details may be outdated or inaccurate.


Morgan Hedge Fund Rank

Hedgeweb Sample Fund Outperformer Ltd - Absolute Performance Rank 
Peer Group3 Mo.6 Mo.12 Mo.36 Mo.
Morgan Hedge Universe3,358
(4,169)
642
(4,168)
2,210
(4,135)
652
(3,534)
Category: Hedge Fund2,294
(2,911)
570
(2,909)
1,792
(2,890)
606
(2,397)
Strategy: Market Neutral33
(45)
9
(42)
23
(42)
5
(29)

Hedgeweb Sample Fund Outperformer Ltd - Morgan Hedge Risk Adjusted Rank™ 
Peer Group3 Mo.6 Mo.12 Mo.36 Mo.
Morgan Hedge Universe3,163
(4,169)
684
(4,168)
2,170
(4,135)
734
(3,534)
Category: Hedge Fund2,133
(2,911)
591
(2,909)
1,690
(2,890)
638
(2,397)
Strategy: Market Neutral29
(45)
7
(42)
20
(42)
8
(29)

(Peers) = All active funds in the Morgan Hedge Universe for the respective Peer Group.
Rank as of: 2008-03-31

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