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Pelican Hill AEG Risk Measurements – Inception |
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Pelican Hill |
S&P 500 |
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Inception Date |
01/02/99 |
01/02/99 |
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Annualized Return (%) |
46.59 |
2.73 |
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Max Drawdown (%) |
-41.71 |
-56.78 |
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Standard Deviation |
48.29 |
24.58 |
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Sharpe Ratio |
.88 |
-0.05 |
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Sortino Ratio |
1.23 |
-0.07 |
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Correlation with Benchmark |
0.00 |
– |
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R-Squared |
0.01 |
– |
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Beta |
-0.01 |
– |
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Alpha (%) (annualized) |
41.08 |
– |
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Annualized Return (%) |
46.59 |
2.73 |
Risk Statistics
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Pelican Hill AEG Risk Measurements – Trailing 3 Year |
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Pelican Hill |
S&P 500 |
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Total Return (%) |
243.85 |
42.84 |
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Annualized Return (%) |
50.93 |
12.62 |
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Max Drawdown (%) |
-41.69 |
-19.39 |
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Standard Deviation (%) |
45.76 |
20.01 |
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Sharpe Ratio |
1.06 |
0.53 |
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Sortino Ratio |
1.46 |
0.67 |
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Correlation with Benchmark |
0.84 |
– |
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R-Squared |
0.71 |
– |
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Beta |
1.93 |
– |
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Alpha (%) (annualized) |
27.69 |
– |
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Independent Third Party Vendors |
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Independent Auditors: |
Ashland Partners |
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Custodian of Funds: |
Citibank, Morgan Stanley, BofA Securities |
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Fund Administrator: |
Perennial Fund Services |
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Prime Brokers: |
Citibank, Morgan Stanley, BofA Securities |
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Legal Counsel: |
Walkers Global and Wolf Haldenstein- NY |
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Offshore Legal: |
Walkers Global |
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Risk Management: |
Risk Compliance Assoc. |
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Compliance Firm: |
Advisor Compliance |
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Domicile: |
United States and Cayman Islands |
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Structure: |
Master/Feeder Domestic/Offshore |
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Terms |
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Fund Strategy: |
Accelerating EPS Growth Global Equity |
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Minimum Investment: |
$10,000,000 |
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Management Fee: |
3.00% |
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Incentive Fee: |
25.00% |
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High Water Mark: |
Yes |
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Hurdle Rate: |
Yes |
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Lockout: |
None |
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Reports: |
Monthly NAV, Monthly Manager Letter, Annual Audit |
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Expected leverage range: |
0.0-2.5x |
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Positively scaled to: |
$1.5 B |