Global Tactical Asset Allocation
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1 Global Tactical Asset Allocation This material is solely for informational purposes to be viewed in conjunction with this presentation. The information presented should not be construed as representative of any performance information with respect to any funds managed by Haidar Capital Management. HAIDAR CAPITAL MANAGEMENT, LLC Established 1997
2 Haidar Global Tactical Asset Allocation (GTAA) Program Extensively backtested quantitative model based on global macro trends and volatilities Tactical allocation among 5 major global asset groups: North American Equities (All Sectors) European, Asian and Emerging Market Equities Fixed Income (US, Europe, Japan, EM, High Yield) US and International Real Estate Commodities
3 Haidar GTAA Strategy Outline Long only. No Leverage. Model Applied to Trends in 5 Major Asset Classes Maximum 50% allocation in any one asset class Risk Exit on Elevated Asset Class Volatility Shift up to 100% of capital into safe haven assets (most liquid Short Term US treasury bills) in highly turbulent periods. Weekly rebalancing with occasional action to hedge/readjust allocation intraweek in highly turbulent markets. Most liquid, broad-based macro ETFs
4 Haidar GTAA Pro Forma Risk/Return Profile GTAA Pro Forma Stats (June 2003 December 2012) Sharpe Ratio : 0.85 Average Annual Excess Return : 11.1% Average Annualized Daily Return : 12.3% Annualized Daily Volatility : 13.1% Sharpe Ratio : 0.85 Worst Month : -6.4% Max Drawdown : -14.6% Max Drawdown Date : 9/22/2008 Calmar Ratio : 0.84 Correlation to S&P Index : 34% Correlation to MSCI World Index : 32%
5 Haidar GTAA Pro Forma Performance GTAA EQ WGHT SPTR MSCI
6 GTAA Pro Forma Monthly Returns Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Annual % 1.42% -2.81% 2.05% 3.97% 1.90% 3.01% 0.41% 0.36% -3.78% 2.57% 1.85% 8.52% % 0.38% 3.04% 0.92% -4.27% -2.56% 1.20% 0.79% 1.70% 3.61% 3.10% 0.39% 12.10% % 0.16% -0.12% 1.60% 0.26% 0.93% 0.20% -2.66% 6.45% 1.37% -2.60% 0.57% 8.98% % 6.00% -0.49% 3.44% 2.36% -3.47% -6.50% 0.38% -1.41% -1.19% 10.64% 7.63% 16.54% % -1.28% -0.75% 4.66% 9.45% -1.40% 9.56% 7.58% 3.54% -1.64% 4.26% 1.56% 32.33% % 3.37% 7.08% 2.11% -4.94% -3.32% -2.01% 1.48% 3.23% 2.73% -3.08% 7.48% 7.80% % 4.29% -1.00% 4.05% -1.33% -3.38% -0.12% -1.52% 6.36% -4.87% -2.94% 1.91% 3.51% 2.25% 2.42% 1.69% -0.49% -2.53% 0.43% 1.27% 0.69% -2.14% -2.23% -1.08% 1.12% 1.23%
7 Haidar Jupiter Fund Global Macro Strategies Important Disclosures This presentation is for illustration and discussion purposes only and is not intended to be, neither should it be construed or used as, financial, legal, tax or investment advice nor an offer to sell, nor a solicitation of any offer to buy, an interest in any fund, either domestic or offshore (collectively, the funds ). Any offer or solicitation of an investment in a funds may be made only by delivery of a respective fund s confidential offering memorandum to qualified prospective investors. This presentation is as of the date indicated, is not complete, and does not contain certain material information about the funds, including important disclosures and risk factors associated with an investment in the funds. The funds have not yet been formed and therefore have no operating history. Certain graphs and charts depict simulated hypothetical portfolio trading examples, which are shown for illustration and discussion purposes only, and are intended to illustrate the investment process and analysis of the investment manager, Haidar Capital Management LLC utilizing various strategies that may be employed by a fund. These hypothetical examples do not represent actual trading by any funds and are not intended to be, nor should they be construed as, illustrations of performance. Such simulated results should not be relied upon and neither represent, and are not necessarily indicative of, the results that may be achieved by a fund. There is no guarantee that a funds will be able to avail themselves of these or similar investment opportunities. There is no assurance that Haidar Capital Management LLC will achieve its objectives or that its investment process or risk management will be successful. Return objectives are used for measurement purposes only and are targets only. Investors may lose money. No representation is made that the funds will or are likely to achieve their respective objectives or that any investor will or is likely to achieve results comparable to any that may be shown or will make any profit at all or will be able to avoid incurring substantial losses. Past performance is no guarantee of future results. Any performance results are unaudited and reflect reinvestment of income and profits. HYPOTHETICAL PERFORMANCE AND OTHER RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED HEREIN. ONE LIMITATION IS THAT THEY DO NOT REFLECT ACTUAL TRADING BY THE FUNDS AND THEREFORE DO NOT REFLECT THE IMPACT THAT ACTUAL ECONOMIC AND MARKET CONDITIONS MAY HAVE ON THE INVESTMENT DECISIONS OF THE FUNDS INVESTMENT MANAGER. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL RESULTS AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ANOTHER LIMITATION IS THAT DECISIONS MADE WITH RESPECT TO HYPOTHETICAL RESULTS ARE MADE WITH THE BENEFIT OF HINDSIGHT AND WILL INVARIABLY SHOW POSITIVE RATES OF RETURN. NO REPRESENTATION IS MADE THAT THE FUNDS WOULD HAVE REFLECTED THE HYPOTHETICAL RESULTS HAD THE FUNDS BEEN IN EXISTENCE DURING SUCH TIME. ANOTHER LIMITATION IS THAT HYPOTHETICAL RESULTS CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK ON THE MANNER IN WHICH THE FUNDS WOULD HAVE BEEN MANAGED. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVSERLY AFFECT ACTUAL TRADING RESULTS. THERE ARE MANY OTHER FACTORS WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL RESULTS, ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. This presentation does not take into account the particular investment objectives or financial circumstances of any specific person who may receive it. Before making any investment, you should thoroughly review a fund s confidential offering memorandum with your financial and tax advisor to determine whether an investment in a fund is suitable for you in light of your financial situation. This presentation is subject to revision and updating. Certain information has been provided by third-party sources and, although believed to be reliable, it has not been independently verified and its accuracy or completeness cannot be guaranteed. This presentation is confidential, is intended only for the person to whom it has been delivered and under no circumstance may a copy be shown, copied, transmitted, or otherwise given to any person other than the authorized recipient. All rights are reserved.
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