A-VENTURE CAPITAL PRO : Investment Program

archived programs
Year-to-Date
N / A
Jul Performance
22.69%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
50.00%
Annualized Vol
72.27%
Sharpe (RFR=1%)
2.67
CAROR
-
Assets
$ 273k
Worst DD
-8.93
S&P Correlation
-0.14

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

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

Program / Index Jul Qtr YTD 1yr 3yr 5yr 10yr Since
4/2008
Investment Program 22.69 - - - - - - 73.25
S&P 500 -0.99 - - - - - - 150.01
+/- S&P 500 23.68 - - - - - - -76.76

Strategy Description

Summary

-OPEN TO INVESTORS ...A-VENTURE CAPITAL, L.L.C. (?AVC?), an Florida Limited Liability Company incorporated in Florida on October 26, 2004 ; became registered with the U.S. Commodity Futures Trading Commission as a commodity trading advisor (?CTA?) in April 2007 and is a member of the... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 50.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-OPEN TO INVESTORS ...A-VENTURE CAPITAL, L.L.C. (?AVC?), an Florida Limited Liability Company incorporated in Florida on October 26, 2004 ; became registered with the U.S. Commodity Futures Trading Commission as a commodity trading advisor (?CTA?) in April 2007 and is a member of the National Futures Association (?NFA?).   nbsp;&At its inception, the principal is Jean Marc Lopez. Mr Lopez has been involved in trading, investment banking and the venture capital business since 1990 and has successfully invested in private equities, financial instruments, commodities and real estate ventures. Jean Marc Lopez brings to A-Venture Capital experienced business development and extensive contacts in the international financial community. &Mr. Lopez holds several Business School degrees and Masters from the Nice Sophia Antipolis University, Nice, France and is fluent in English, Spanish, French and Italian. He began his career with the European Union (E.U), financing technology projects, continuing with successful investments in financial services, commodities and real estate ventures.A-VENTURE CAPITAL L.L.C. uses discretionary trading with a trading system based on pure mathematical algorithm and technical overlays developed by Jean Marc Lopez (President & Founder) to trades speculatively in the U.S and international futures ,options on futures and cash foreign currency markets. AVC?s trading methods are both proprietary and confidential. AVC offers the AVC Program (the ?Program?).  This unique trading system (A-VENTURE CAPITAL PRO) is based on pure mathematical algorithm which are based on quantitative analysis, statistical arbitrage, trends and position size management. This new system trades currencies of developed countries, in the U.S, international futures, and cash foreign currency markets. (Such trading will be referred to collectively in this Document as trading in ?commodity interests.?)   When A-VENTURE CAPITAL LLC developed this unique trading system (A-VENTURE CAPITAL PRO) based on pure mathematical algorithm.  Jean Marc Lopez was confident that FOREX was the perfect market and the right place where the mathematically precise instruments of quantitative analysis could be applied. During years he has been involved in research and development of trading strategies and systems.A-VENTURE CAPITAL, L.L.C. (?AVC?),  remain an independent firm. We offer a level of organizational stability and commitment to our sector which most large asset management firms cannot match. Because speculative trading in commodity interests presents the risk of substantial loss, only persons with high income and the ability to absorb such loss should consider participating in the Program.  See ?DISCLOSURE DOCUMENT.?  This Program has been developed for investors who are willing to commit funds for a period of at least one year.  

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
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Risk
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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Average Loss:
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Sharpe Ratio: (RF=1%)
Skewness:
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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-8.93 1 1 1/1/0001 4/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
90.24 3 5/1/2008 7/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-8.93 1 4/1/2008 4/1/2008
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Time Windows Analysis

 1 Month
Number of Periods4.00
Percent Profitable75.00
Average Period Return16.16
Average Gain24.53
Average Loss-8.93
Best Period40.63
Worst Period-8.93
Standard Deviation20.86
Gain Standard Deviation15.27
Loss Standard Deviation
Sharpe Ratio (1%)0.77
Average Gain / Average Loss2.75
Profit / Loss Ratio8.24
Downside Deviation (10%)4.67
Downside Deviation (5%)4.51
Downside Deviation (0%)4.47
Sortino Ratio (10%)3.37
Sortino Ratio (5%)3.57
Sortino Ratio (0%)3.62

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.