Salida Multi Strategy Fund
| Monthly Performance (% change) | ||||||||||||||
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | ||
| 2010 | 2.10 | 5.13 | 7.34 | |||||||||||
| 2009 | 3.34 | 4.95 | 16.01 | 7.56 | 26.04 | 7.51 | 9.08 | 8.07 | 13.54 | -1.29 | 4.85 | 10.83 | 181.55 | |
| 2008 | -9.62 | 15.79 | -3.44 | -4.55 | 9.42 | 4.26 | -28.26 | -5.00 | -24.74 | -34.18 | -12.79 | 3.39 | -66.50 | |
| 2007 | 4.38 | 5.12 | 7.52 | 9.43 | 5.30 | 0.55 | 3.16 | -14.47 | 9.08 | 13.53 | -8.24 | -0.88 | 35.84 | |
| 2006 | 22.08 | 7.48 | 10.59 | 8.15 | -0.84 | -1.98 | 2.39 | 1.88 | -3.01 | 7.29 | 10.96 | 2.00 | 87.40 | |
| 2005 | 8.14 | 11.93 | -5.86 | -6.02 | -2.35 | 2.44 | 1.72 | 7.20 | 10.13 | -8.86 | 6.79 | 7.22 | 34.25 | |
| 2004 | 18.05 | 3.33 | 21.98 | |||||||||||
| Class A | Class F | |
| Current Month NAV | $20.7949 | $9.9744 |
| Current Month Performance | 5.13% | 5.20% |
| Year-to-Date Performance | 7.34% | 7.49% |
| 30.99% | 36.46% | 0.80 |
| Annualized Compound Return | Annualized Standard Deviation | Correlation to S&P/TSX |
Risk/Reward Analysis
| Multi | S&P/TSX | |
| Annualized Compound ROR | 30.99% | 6.40% |
| Annualized Std. Deviation | 36.46% | 15.45% |
| 12 Month Return | 178.64% | 43.17% |
| Winning Months | 70.31% | 60.46% |
| Average Monthly Gain | 7.99% | 3.29% |
| Average Monthly Loss | -9.28% | -3.47% |
| Sharpe Ratio (5.0%) | 0.81 | 0.17 |
| Alpha | 1.92% | - |
| Beta | 1.74 | - |
Drawdown Analysis (Top 5 Drawdowns)
| Depth | Length | Recovery | Peak | Valley |
| -70.56% | 5 | 0 | Jun-08 | Nov-08 |
| -17.8% | 3 | 5 | Oct-07 | Jan-08 |
| -14.47% | 1 | 2 | Jul-07 | Aug-07 |
| -13.61% | 3 | 4 | Feb-05 | May-05 |
| -8.86% | 1 | 2 | Sep-05 | Oct-05 |
Proven Performance
Growth of $1,000 (VAMI)
Portfolio Review
Security Weightings
| |||
| Gross Long | 149.80% | ||
| Gross Short | 37.44% | ||
| Net | 112.36% | ||
| Long Holdings | 42 | ||
| Short Holdings | 11 | ||
| Concentration - Top 10 Holdings | 39% | ||
Strategy Allocations
| % of Portfolio | |
| 1. Event Driven | 32 |
| 2. Long/Short Equity | 46 |
| 3. Fixed Income | 5 |
| 4. Privates | 9 |
| 5. Merger Arbitrage | 8 |
Sector Allocations
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*Although care is taken in arriving at estimates, estimates may vary from the final number posted for a month/year - investors should not rely on estimates for investing decisions. Please review the applicable offering memorandum for detailed description of strategies, objectives and risk factors. The above is provided for informational purposes only and is qualified in its entirely by way of the relevant offering memorandum, which is only available to qualified investors. It is further advised that any prospective investor consult with a professional financial advisor before investing. There can be no assurance that a fund's investment objectives will be met. The returns presented in this information sheet are net of management fees and performance fees, but do not take into account other fees that may apply such as early redemption fees. Past performance cannot predict future results and the funds' net asset value, net asset value per unit or share and yields will fluctuate. Investments in the funds are only available to qualified investors in Canada who purchase their investments through a registered dealer. Please contact your registered financial advisor for further information. Source: PerTrac.