Vergho Asset Management LLC : Kinematics
Get help with terms and abbreviations
Year-to-Date
0.96%
Mar -0.55%
|
Min. Investment
|
$ 1,000k
|
Inception
|
Nov 2008
|
Assets
|
$ 23.0M
|
|
Mgmt Fee
|
2.00%
|
Sharpe (RFR=1%)
|
1.83
|
Worst DD
|
-5.48
|
|
Perf Fee
|
25.00%
|
CAROR
|
16.91%
|
S&P Correlation
|
-0.05
|
Growth of 1,000 - VAMI
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | 1.03 | 0.48 | -0.55 | | | | | | | | | | 0.96 | -0.55 |
| 2012 | 1.73 | -1.75 | 0.01 | -0.16 | 2.66 | -0.11 | -0.46 | 1.08 | 0.47 | -3.31 | -0.79 | -1.47 | -2.22 | -5.48 |
| 2011 | -3.07 | 2.18 | -0.36 | 3.05 | -0.90 | 2.18 | 2.38 | 0.67 | 2.61 | 4.62 | -0.93 | 2.00 | 15.13 | -3.07 |
| 2010 | 1.85 | 1.36 | 1.05 | -1.46 | 8.36 | 2.80 | 2.25 | 3.94 | 6.34 | -2.95 | 0.33 | 4.78 | 32.03 | -2.95 |
| 2009 | -0.05 | 0.83 | 1.54 | -1.95 | 3.36 | 1.99 | 1.63 | 1.36 | 5.54 | 4.51 | 0.82 | 4.26 | 26.33 | -1.95 |
| 2008 | | | | | | | | | | | 2.39 | 2.73 | 5.19 | N/A |
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
|
|
Mar
|
Qtr
|
YTD
|
1yr
|
3yr
|
5yr
|
10yr
|
Since
11/2008
|
|
Kinematics
|
-0.55
|
-0.07
|
0.96
|
-1.08
|
45.99
|
-
|
-
|
99.40
|
|
S&P 500
|
3.60
|
10.03
|
10.03
|
11.41
|
34.16
|
-
|
-
|
78.22
|
|
+/- S&P 500
|
-4.15
|
-10.10
|
-9.07
|
-12.50
|
11.82
|
-
|
-
|
21.18
|
Strategy Description
Summary
Short term pattern recognition. Kinematics program is a model-driven discretionary approach which trades multiple liquid futures markets over various time frames.
...
Read More
Strategy Description
Summary
Short term pattern recognition. Kinematics program is a model-driven discretionary approach which trades multiple liquid futures markets over various time frames.
Investment Strategy
The assets of Kinematics Fund are invested in accordance with its Kinematics Trading Program, a proprietary trading program developed and refined by the Trading Advisor, Vergho Asset Management (VAM). The Kinematics Trading Program seeks to achieve capital appreciation through trading in highly liquid futures markets. The program is generally short-term in nature, with trades generally lasting one to seven days, and relies on proprietary price patterns in combination with volatility measures and momentum models to determine market entries. Trades made pursuant to the program are based on extensive analysis of price, volume, and market volatility to develop models with favorable risk-reward characteristics. The program model screens activity in the futures markets and seeks to identify entry signals based on these technical inputs. The final trading decisions are based upon a combination of these entry signals and the Trading Advisor's discretion, judgment and experience. VAM believes this combination of systematic and discretionary trading will outperform a purely systematic approach over the long run.
Risk Management
Highly effective risk management is a crucial aspect of any trading program. The Kinematics Trading Program involves a risk management system that uses market price, equity level and current market volatility. Position sizes, equity levels, and stop losses are constantly monitored and adjusted for changes in market volatility.