Up over 17% YTD – Rolling 12 Month Return: 134.05%

Distressed Debt up over 17% in 2017 click to see compared to our peers.   We provided another outstanding month. We are proud to get so many awards, are most recent was from Hedgco.net dated 3-3-2017 from their data base of over 9000 hedge funds where we placed 1st or 2nd in each of their top 4 categories.

Distressed Debt 1 is proud announce AI – The voice of Corporate Finance awarded us:

Best US Distressed Debt Hedge Fund

The following are the HedgeCo Awards on 3-3-2017

Best Performers Within The Last 2 Months

# Fund Name CAGR SD YTD Return
1 Distressed Debt 1(Feb 2017) 68.39% 8.86% 17.89% 12.11%
2 KCM S&P(Feb 2017) 9.49% 8.56% 12.72% 8.29%
3 Maycrest Balanced Fund LP(Feb 2017) 10.47% 4.33% 6.67% 4.46%
4 FORT Global Contrarian(Feb 2017) 4.02% 2.49% 3.82% 4.42%
5 Reformation Technologies Fund LP(Feb 2017) 2.98% 4.05% 3.16% 4.20%

 

Compound Annual Growth Rate (CAGR)

# Fund Name SD YTD CAGR
1 Distressed Debt 1(Feb 2017) 8.86% 17.89% 68.39%
2 Renovatio Fund, LP(Feb 2017) 14.70% -6.20% 50.11%
3 Tianyou Fund LP(Feb 2017) 3.17% 2.69% 27.18%
4 Horse Cove Partners Absolute Return Strategy(Feb 2017) 4.16% 2.43% 20.96%
5 KCM S&P SELECT(Feb 2017) 5.53% -0.34% 20.04%

 

Year To Date

# Fund Name CAGR SD YTD
1 Distressed Debt 1(Feb 2017) 68.39% 8.86% 17.89%
2 KCM S&P(Feb 2017) 9.49% 8.56% 12.72%
3 RYJ Fund, LP(Feb 2017) 8.85% 6.26% 7.69%
4 Silverdale India Equity Fund(Feb 2017) 12.11% 3.38% 7.37%
5 Dynamic Global Growth Opportunities Fund(Feb 2017) 11.22% 10.10% 7.04%

 

Highest Sharpe Ratio (Annualized)

# Fund Name CAGR SD YTD Sharpe
1 Tianyou Fund LP(Feb 2017) 27.18% 3.17% 2.69% 1.81
2 Distressed Debt 1(Feb 2017) 68.39% 8.86% 17.89% 1.71
3 Kawa Onshore Feeder Fund LLC(Feb 2017) 13.18% 1.33% 1.72% 1.64
4 The Tech Trader Fund(Feb 2017) 17.44% 2.57% 4.65% 1.29
5 Silverdale Fund SP-1(Feb 2017) 13.32% 1.75% 3.55% 1.28

More Data

*Rolling 12 Month Return: 183.54%
*Cumulative Return (10/1/15) 134.05%
*Beta -0.67
*Compounded Rate of Return (Annual): 68.39%

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 5.16 12.11 17.89
2016 2.82 27.30 21.26 3.72 -1.15 13.80 14.60 7.52 5.02 -1.28 3.52 6.11 145.59
2015 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 -4.75 -11.60 16.30 -2.07

 

Statistics

 

Distressed Debt 1 S&P 500 TR
Cumulative Return: 183.54% 19.29%
Rolling 12 Month Return: 134.05% 20.06%
Rolling 36 Month Return:
Rolling 60 Month Return:
Compounded Rate of Return (Annual): 68.39% 9.22%
Compounded Rate of Return (Monthly): 4.44% 0.74%
Average of Up Months: 11.37% 2.47%
Average of Down Months: -4.32% -2.56%
Highest Return: 27.30% 8.44%
Lowest Return: -11.60% -6.03%
Lowest 1-year Return: 21.14% 10.27%
Highest 1-year Return: 169.18% 19.09%
Lowest 2-year Return: 183.54% 35.36%
Highest 2-year Return: 183.54% 35.36%
Longest Losing Streak: 2 month(s) 3 month(s)
Profitable Percentage: 50.00% 66.67%
Maximum Drawdown: -15.80% -8.35%
Distressed Debt 1 S&P 500 TR
Standard Deviation (Annual): 30.68% 11.64%
Standard Deviation (Monthly): 8.86% 3.36%
Annualized Sharpe Ratio (RFR 3%): 1.77 0.56
Annualized Sharpe Ratio (RFR 5%): 1.71 0.11
Sharpe Ratio (RFR 0%): 0.54 0.24
Sharpe Ratio (RFR 3%): 0.51 0.16
Sharpe Ratio (RFR 5%): 0.49 0.11
Sortino Ratio (MAR 5%): 4.99 0.16
Sortino Ratio (MAR 3%): 4.99 0.25
Downside Deviation (MAR 10%): 2.96% 2.22%
Downside Deviation (MAR 5%): 2.80% 2.02%
Downside Deviation (MAR 0%): 2.65% 1.82%
Distressed Debt 1 vs S&P 500 TR
Beta: -0.67
Alpha: 5.32
R: -0.26
R2: 0
Information Ratio: 1.87

 

Draw downs

 

Depth Length of Drawdown Months to Recover Start End
-15.80% 2 months 3 months 2015-10 2016-01
-1.28% 1 months 1 months 2016-10 2016-10
-1.15% 1 months 1 months 2016-05 2016-05

 

Risk Management

 

Fund Structure

Primary Strategy: Distressed
Secondary Strategy: Fixed Income
Domicile: United States of America
Currency: USD
Fund Assets: 3.04 M USD
Firm Assets: 50.0000 M USD
Min. Investment: 0.100 M USD
Mgmt. Fee: 1.20%
Incentive Fee: 20.00%
Highwater Mark: No
Hurdle Rate: Profitable
Redemptions: Monthly
Lockup: Annually
: no
Location: Tigard, Oregon, US

 

Fund Service Providers

Fund Administrator: Hugh Smithers
Prime Broker: TD Ameritrade
Legal Counsel: Justin Stark
Auditor: Ashland Partners
Portfolio Manager: Randy Durig
General Partner: Durig Capital Inc

Graphs

 

Distribution of Returns