Tranen Capital Alternative Investment Fund Ltd.
Ken Landgaard, Arthur L. Bowen 30 De Castro Street, Road Town, Tortola VG 1110 British Virgin Islands ph. +1-284-494-9082 fax

July 2011 Primary Category: Fixed Income: Asset-Backed ANNUAL RETURNS 2007 2008 2009 Advisor N/A 17.36% 39.61% Barclay/GHS HF 10.22% -21.63% 23.74% Funds Managed (Mil.) $ N/A $ 15.70 $ 63.00 ACCOUNT INFORMATION Mgmt. Fee: Incentive Fee: Min. Acc: Fund Assets: 1.00% Open: Open 20.00% High Water: Yes $ 100K Redemptions: Monthly 136M

2010 23.99% 10.88% $ 101.00

2011 YTD 12.32% 1.23% $ 136.00

REWARD/RISK RATIOS 3-Years Cumulative Sharpe Ratio: 8.50 8.21 Sterling Ratio: 3.15 3.15 Barclay Ratio: 23.05 22.61 Efficiency Index: 8.55 8.28 GEO. ALLOCATIONS EXPOSURES …ver más…

PERIODS

DISTRIBUTION OF MONTHLY RETURNS

THE BARCLAY INSTITUTIONAL REPORT 641-472-3456
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Tranen Capital Alternative Investment Fund Ltd.
July 2011 TRADING METHOD
The Tranen Capital Alternative Investment Fund Ltd. operates as a pooled investment vehicle through which its assets are invested in purchasing a portfolio of life insurance policies in the life settlement