Quadriga Superfund - Managed Futures

Discussion in 'Financial Futures' started by USAtrader, Mar 22, 2004.

  1. damir00

    damir00 Guest

    an aquaintance pointed out this fab passage from the Quadriga prospectus...

     
    #421     Jul 29, 2004
  2. In light of all the debate regarding Quadriga, I decided to read their disclosure document to gain a better perspective of what they are doing and what they are making off of this. Now I know that its common practice for CTA's and their ilk to charge 2% management fees/20% performance fees. I also know that many CTA's who hire asset allocators to assist in the asset gathering do a split on the management fees or will give up a certain percentage on the performance fees. Now, I get to the Quadriga disclosure document and I find the following fees listed and amortized against the account on a monthly basis:

    SERIES A
    Management Fees 1.85%
    General Partner Perfomance Fees(1) 25.00%
    Selling Commissions 4.00%
    Offering Expenses 1.00%
    Brokerage Fees(2) 3.75%
    Redemption Charges(3) 0.00%
    Less Interest Income 2.00%
    12 Month Breakeven 8.75%

    (1) No performance fees will be charged until breakeven costs are met.
    (2) Assumes 1,500 round-turn commissions per million dollars per year at $25 per transaction
    (3) No additional charges or fees are proposed on redemption of Units.

    SERIES B
    Management Fees 1.85%
    General Partner Perfomance Fees(1) 25.00%
    Selling Commissions 4.00%
    Offering Expenses 1.00%
    Brokerage Fees(2) 5.63%
    Redemption Charges(3) 0.00%
    Less Interest Income 2.00%
    12 Month Breakeven 10.63%

    (1) No performance fees will be charged until breakeven costs are met.
    (2) Assumes 2,250 round-turn commissions per million dollars per year at $25 per transaction
    (3) No additional charges or fees are proposed on redemption of Units.

    Now here is a further caveat that Quadriga states in its disclosure document "The fees payable to Quadriga Capital Management were established by it and were not the subject of arm's-length negotiation. Furthermore, the fact that Quadriga Asset Management is an affiliate of Quadriga Capital Management presents the possibility of Quadriga Capital Management increasing the level of trading to generate greater commission income for Quadriga Asset Management".
     
    #422     Jul 29, 2004
  3. damir00

    damir00 Guest

    tastes like...fresh butter!
     
    #423     Jul 29, 2004
  4. Double your flavor with doublemint gum.



     
    #424     Jul 29, 2004
  5. bigfish

    bigfish

    Hey Vulture, you know what's even more amazing? That their performance numbers over the last 8 years is net of fees. So they have averaged 30% to 40% net of all those high fees. My guess is if the performance numbers come down, so will the fees. I have actually seen hedge funds charge 50% performance fees if you can believe that. I know LTCM charged 35% performance fees.
     
    #425     Jul 29, 2004
  6. bigfish

    bigfish

    Hey Damir, I use to run a fund and I had that statement in my prospectus too. Not because I would actually do that but my lawyers told me to put it in. I would be curious to hear if Aaron Schindler also has such a statement like that in there. I have found after reading hundreds of hedge fund prospectuses that this line is quite common. Funds tend to cover their ass a lot and go really over the top in what they say.
     
    #426     Jul 29, 2004
  7. Aaron

    Aaron

    This is in the Schindler Trading disclosure document: "The General Partner, its employees and affiliates, may act as investment advisors or investment managers for others, may manage funds or capital for others, may have, make, and maintain investments in their own names or through other entities, and may serve as consultants, partners, or stockholders of one or more investment funds, partnerships, securities firms, or advisory firms."

    We also have a requirement in the limited partnership agreement that I eat my own cooking: "The General Partner shall at all times maintain his Capital Account equal to at least the lesser of 1% of the total Capital Accounts in the Partnership and $100,000."

    I hold a couple stock index futures (Eurostoxx & Russell minis) in my personal account to get some equity exposure, but these aren't contracts we trade in the fund. I invest in my fund and am planning to add more now that my allocation has declined in the current drawdown.

    I'm happy to send anyone who is interested a disclosure document. Just email me your email address.
     
    #427     Jul 30, 2004
  8. damir00

    damir00 Guest

    i if i give someone my money to manage, i want their undivided attention, their unconflicted interest. if i know the manager personally, the disclosure in question might not be a problem - but from a stranger? not for me, thanks, lol. and please - i'm not taking shots at you, i'm talking in general. you followed your legal counsel and i have no reason at all to believe you aren't a standup individual.
     
    #428     Jul 30, 2004
  9. deacsa4

    deacsa4

    This is a general question about high water marks for Aaron or any other managers out there. Is the high water mark specific to each investor's account depending on when they begin the program? Or is everyone tied to the overall fund performance, so that new equity highs are determined by the fund NAV and not their specific account equity? Sorry for the simple question.
     
    #429     Jul 30, 2004
  10. damir00

    damir00 Guest

    good question: as it read the Quadriga stuff there is no performance incentive payable until the fund more-or-less doubles from here.
     
    #430     Jul 30, 2004