Revolution Capital Management : Alpha Program
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Year-to-Date
4.18%
Apr 0.31%
|
Min. Investment
|
$ 5,000k
|
Inception
|
Jun 2007
|
Assets
|
$ 62.0M
|
|
Mgmt Fee
|
0%
|
Sharpe (RFR=1%)
|
0.98
|
Worst DD
|
-13.77
|
|
Perf Fee
|
25.00%
|
CAROR
|
11.02%
|
S&P Correlation
|
-0.04
|
Growth of 1,000 - VAMI
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | 2.76 | 0.51 | 0.56 | 0.31 | | | | | | | | | 4.18 | N/A |
| 2012 | -0.13 | 3.04 | 4.14 | 1.44 | 7.99 | 0.50 | -0.73 | 0.67 | 0.12 | 0.53 | -1.84 | -0.05 | 16.43 | -1.89 |
| 2011 | 3.06 | -3.43 | -1.99 | -1.92 | -1.88 | 0.09 | 1.19 | 0.36 | 0.75 | 1.44 | -1.86 | -1.01 | -5.26 | -8.91 |
| 2010 | -7.49 | 4.94 | 4.71 | 6.23 | 0.76 | 1.43 | 1.83 | 2.65 | 3.68 | 5.92 | -3.66 | 0.83 | 23.06 | -7.49 |
| 2009 | -1.27 | 0.04 | -1.26 | -1.42 | -1.18 | -1.11 | -4.45 | 3.20 | 1.87 | -1.85 | 3.07 | -2.37 | -6.79 | -10.23 |
| 2008 | 5.33 | 3.42 | -2.81 | 1.26 | 3.34 | 0.58 | -0.11 | -0.30 | 2.51 | 5.20 | 2.68 | 4.35 | 28.23 | -2.81 |
| 2007 | | | | | | 3.54 | -6.17 | -0.42 | 6.99 | 4.06 | 1.39 | 0.56 | 9.82 | -6.56 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Period Returns
|
|
Apr
|
Qtr
|
YTD
|
1yr
|
3yr
|
5yr
|
10yr
|
Since
6/2007
|
|
Alpha Program
|
0.31
|
1.39
|
4.18
|
11.58
|
30.96
|
57.67
|
-
|
85.62
|
|
S&P 500
|
1.81
|
6.64
|
12.02
|
14.28
|
34.60
|
15.28
|
-
|
6.25
|
|
+/- S&P 500
|
-1.50
|
-5.25
|
-7.83
|
-2.70
|
-3.64
|
42.39
|
-
|
79.37
|
Strategy Description
Summary
Alpha is a fully-diversified, short- to medium-term program that utilizes a multi-strategy pattern-recognition methodology. It targets a long-term correlation of 0.5 to trend-following indices. Annual volatility is targeted to approximately 12%-15%.Read More
Strategy Description
Summary
Alpha is a fully-diversified, short- to medium-term program that utilizes a multi-strategy pattern-recognition methodology. It targets a long-term correlation of 0.5 to trend-following indices. Annual volatility is targeted to approximately 12%-15%.