Valu-Trac Investment Management : 2.5XUSD
Help with terms and abbreviations? See our
definitions page
Year-to-Date
N / A
Dec -0.20%
|
Min. Investment |
$ 1,000k |
Inception |
Feb 2004 |
Assets |
$ 1.8M |
|
Mgmt Fee |
5.00% |
Sharpe (RFR=1%)
|
0.41 |
Worst DD |
-47.44 |
|
Perf Fee |
20.00% |
CAROR |
9.79% |
S&P Correlation |
0.09 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2011 | 3.03 | 7.53 | -8.91 | 13.92 | -7.73 | -9.24 | 3.58 | -6.57 | -0.29 | -14.32 | 10.97 | -0.20 | -11.85 | -30.76 |
| 2010 | -16.45 | 5.22 | 8.09 | 1.08 | 12.11 | 0.91 | -16.69 | 14.44 | 0.78 | 5.34 | -0.03 | 17.97 | 29.71 | -16.69 |
| 2009 | -0.78 | -1.23 | -6.50 | 17.33 | 1.30 | -12.96 | 10.87 | -1.25 | 26.16 | -3.63 | 24.40 | -2.40 | 53.20 | -12.96 |
| 2008 | -1.48 | 35.16 | -4.81 | -6.90 | 3.52 | -3.33 | -13.24 | -18.68 | 13.92 | -0.35 | -1.22 | 5.64 | -1.30 | -37.43 |
| 2007 | -8.95 | 11.32 | -0.53 | -6.13 | -1.13 | 3.52 | -2.92 | -18.04 | 27.92 | 17.15 | -27.36 | 17.79 | -1.18 | -27.36 |
| 2006 | 12.48 | 4.79 | 16.28 | 11.66 | -12.93 | -14.20 | 0.80 | 6.15 | -11.34 | 14.40 | 16.20 | 3.62 | 49.40 | -29.13 |
| 2005 | 2.10 | -1.85 | -0.79 | -1.38 | 2.25 | 5.83 | 5.96 | -31.25 | 21.78 | -7.84 | 15.20 | 13.10 | 13.02 | -31.25 |
| 2004 | | 6.78 | -6.57 | -14.19 | 2.50 | -10.65 | -3.89 | 1.05 | -10.72 | 1.62 | -0.89 | 6.06 | -27.38 | -36.33 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
-Valu-Trac Strategic is a global absolute return alternative investment strategy. It is diversified over equity and bond markets, currencies and commodities. Its investment edge comes from a systematic application of the Level and Behavior of Intrinsic Value. Intrinsic Value, for income producing assets such as equities and bonds, is a long-term, globally consistent, potential annual real rate of income return, incorporating objective growth and inflation rates. Intrinsic Value for currencies and commodities is calculated with reference to monetary inflation. Valu-Trac Strategic as an investment strategy was launched in October 2002 as a managed account. The inception of Valu-Trac Strategic Fund SPC was 3 March 2003. Valu-Trac Strategic is available either as a managed account or through investment in the Fund. The Fund is available in a number of different currency denominations and different leverages. The performance returns shown are for a representative account for the Valu-Trac Strategic SPC 10x USD program which is our higher leverage program targeting an annualized volatility of 25%. Assets shown are the aggregated assets managed under the 10x USD program. Standard dealing instruments include futures and forwards and the strategy is registered as a CTA/CPO with the NFA.
