Mothly Performance
% utilization
| |
Jan |
Feb |
Mar |
Apr |
May |
June |
July |
Aug |
Set |
Oct |
Nov |
Dec |
Year |
|
| 2007 |
+4.9 |
+2.6 |
|
|
|
|
|
|
|
|
|
|
+7.6 |
|
| 2006 |
+4.0 |
+1.7 |
+6.8 |
+1.1 |
-4.6 |
-1.8 |
-5.2 |
+0.8 |
+8.6 |
+6.8 |
+7.5 |
-1.13 |
+26.0 |
|
| 2005 |
-0.9 |
+0.6 |
+.18 |
-5.1 |
+5.3 |
+6.6 |
+2.9 |
-4.5 |
-3.4 |
-2.7 |
+2.7 |
+2.7 |
+3.5 |
|
| 2004 |
+2.3 |
+3.1 |
+5.0 |
-3.3 |
-2.6 |
+1.8 |
-9.3 |
-2.0 |
+2.9 |
+1.3 |
+3.1 |
+6.4 |
+8.0 |
|
| 2003 |
+1.6 |
+0.2 |
-1.5 |
+8.6 |
+1.5 |
+3.8 |
+1.5 |
+3.9 |
+4.1 |
+3.7 |
-0.9 |
-2.0 |
+23.5 |
|
| 2002 |
+12.9 |
+3.2 |
+5.1 |
+0.5 |
+0.6 |
-6.5 |
-17.8 |
-3.6 |
-5.5 |
+0.8 |
+11.7 |
-9.8 |
-12.0 |
|
| 2001 |
+18.5 |
-6.3 |
-8.4 |
+11.4 |
+7.7 |
+8.9 |
-7.7 |
+9.7 |
-17.1 |
+13.2 |
+9.4 |
+0.4 |
+38.8 |
|
| 2000 |
-12.7 |
+7.8 |
+50.2 |
-3.6 |
-15.8 |
+10.8 |
+3.0 |
+7.7 |
-0.5 |
+4.3 |
-11.6 |
-15.3 |
+9.6 |
|
| 1999 |
+1.1 |
+1.9 |
+23.1 |
-0.5 |
+3.8 |
+2.6 |
-0.7 |
-18.5 |
-4.3 |
+7.9 |
+15.2 |
+12.3 |
+45.0 |
|
| 1998 |
- |
- |
- |
- |
- |
- |
- |
- |
-3.9 |
+9.7 |
+12.8 |
+5.0 |
+25.0 |
|
| |
Triwizards Fund |
S&P 500 |
Better (Worse) |
|
|
| Cumulative Return (net of mgmt fees) |
+354.1% |
+42.3% |
+311.8% |
|
| Compounded annual Return |
+19.5% |
+4.2% |
+15.3% |
|
| Standard Deviation (Annualized) |
30.8% |
14.3% |
-16.5% |
|
| Maximum Draw Down |
-30.1% |
-20.5% |
-9.6% |
|
| % Gain Periods |
63.7% |
58.8% |
+4.9% |
|
| Sharpe
Ratio (T-bill) Annualized |
+0.52 |
+0.06 |
+0.46 |
|
| Alpha
- Monthly |
+1.17% |
|
|
|
| Beta
- Monthly |
1.26 |
|
|
|
| Correlation
w/ S&P 500 (r-squared) |
+0.34 |
|
|
|
General Partner: Mosaic Investments LLC
Subscriptions:
Monthly
Prime Broker: Baypoint Prime Brokerage
Redemptions: Quarterly
with 30 days notice (After 12 months)
Auditor: Harb, Levy & Weiland LLP
Legal Counsel: Eric Brill, Esq.
Fees: 1.5% Management Fee, 20% Performance Fee 20% Performance
Fee
Relative to S&P 500 Benchmark (with dividends reinvested)
Fund Assets: $4.2 Million
Minimum Contribution: $250,000
High Water Mark: Yes ( 1 year limit) |
