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Performance

A long/short fund that aims to preserve and grow capital over time.

The Preservation Capital aims to generate solid returns when opportunities present themslves, while minimizing drawdowns in more difficult market environments.

Monthly Fund Returns

Since inception

 

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

YTD

 

1999

-

-

-

-

13.92

-1.82

3.35

-3.68

4.79

-1.08

-10.52

0.74

4.04

 

2000

-1.32

-5.23

0.53

24.00

10.99

-1.42

2.67

2.97

-0.36

2.97

1.20

-2.93

35.91

 

2001

15.58

7.39

6.14

-0.60

8.60

-2.53

11.30

10.80

3.01

4.76

-10.16

-1.59

63.12

 

2002

8.03

4.04

-3.26

5.52

1.77

2.21

1.38

-2.22

0.38

-0.58

1.67

2.14

22.61

 

2003

0.31

-4.03

-0.29

-3.58

-0.59

-0.09

3.77

0.02

-1.36

2.35

2.36

3.45

2.00

 

2004

-1.47

1.45

1.40

-0.52

0.70

-0.50

0.46

-1.79

0.24

-0.94

-4.45

-8.25

-13.23

 

2005

-0.74

3.71

-1.27

-2.44

-5.91

-1.94

-0.08

1.49

-1.21

-2.97

-0.01

1.32

-9.91

 

2006

-0.10

2.02

1.70

-1.01

0.68

-2.04

1.06

0.68

-0.92

2.10

2.23

0.20

6.70

 

2007

0.29

8.00

4.30

-0.96

-0.66

5.56

5.36

2.79

1.81

2.84

3.09

1.96

39.85

 

2008

-0.46

3.89

0.89

-4.04

-2.12

3.69

3.04

-0.70

5.92

-1.30

-0.53

2.04

10.31

 

2009

-0.30

-3.66

2.55

0.23

4.08

-1.59

0.08

0.59

1.54

0.98

0.39

0.37

5.17

 

2010

0.40

-0.05

-1.11

0.38

-0.24

2.10

-4.16

-

-

-

-

-

-2.76

 

Relative Performance

Cumulative returns of the fund against its benchmark (since inception)

 

Return Analysis

Comparison of return statistics of the fund against its benchmark

 

Preservation Capital

Benchmark

Avg. Monthly Return (since incep.)

1.08%

0.23%

Months with Positive 1-year Return

78.23%

59.68%

Months with Negative 1-year Return

21.77%

40.32%

Annualized Returns

 

 

Since Inception

12.59%

1.57%

1 Year

1.06%

10.14%

3 Year

8.47%

-7.03%

5 Year

10.66%

0.16%

10 Year

10.78%

-0.60%

Best Month

24.00%

8.81%

Worst Month

-10.52%

-16.88%

Best 12 Month Return

90.46%

46.79%

Worst 12 Month Return

-22.04%

-42.35%

Advancing Months

57.78%

55.56%

Declining Months

42.22%

44.44%

Risk Management

Comparison of volatility statistics of the fund against its benchmark

 

 

Preservation Capital

Benchmark

Annualized Standard Deviation

Since Inception

15.01%

15.34%

Last 12 Months

5.44%

14.79%

Kurtosis

6.72

1.12

Skewness

1.52

-0.76

Up Months

Average Monthly Return

3.41%

3.34%

Standard Deviation

3.99%

2.13%

Down Months

Average Monthly Return

-2.10%

-3.66%

Standard Deviation

2.29%

3.34%

Sharpe Ratio (4%)

Since Inception

0.57

-0.16

Last 12 Months

-0.54

0.42

Largest Peak to Valley Drawdown

-24.01%

-48.48%
* The benchmark used for the JCClark Preservation Capital is equal weightings of the S&P 500 and S&P/TSX Composite Index.
 

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