A-VENTURE CAPITAL S.A : A-VENTURE CAPITAL S.A Euros signals

archived programs
Year-to-Date
N / A
Dec Performance
1.30%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
50.00%
Annualized Vol
17.92%
Sharpe (RFR=1%)
1.25
CAROR
24.44%
Assets
$ 48.8M
Worst DD
-5.28
S&P Correlation
-0.10

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
10/2007
A-VENTURE CAPITAL S.A Euros signals 1.30 1.95 - 9.47 20.89 103.60 - 387.92
S&P 500 -0.42 4.39 - 11.39 63.72 84.61 - 32.86
+/- S&P 500 1.72 -2.44 - -1.92 -42.83 18.99 - 355.06

Strategy Description

Summary

A-VENTURE CAPITAL S.A
•A-Venture Capital is a Swiss based company and regulated by ARIF
• Parent Company is based on Wall Street. A-Venture Capital S.A operates under a license agreement but has independant management team and shareholders
• Offering managed accounts... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 50k
Trading Level Incremental Increase
$ 10k
CTA Max Funding Factor
1.00
Management Fee
2.00%
Performance Fee
50.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
0 RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Currency Traders

Holding Periods

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

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

A-VENTURE CAPITAL S.A
•A-Venture Capital is a Swiss based company and regulated by ARIF
• Parent Company is based on Wall Street. A-Venture Capital S.A operates under a license agreement but has independant management team and shareholders
• Offering managed accounts for hedge funds, Banks and private individuals
• Profit sharing formula
• High returns with a capital preservation target
• A-Venture Capital research team members have more than 30 years of experience
• PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS

Investment Strategy

Trading methodology
• Most trading is conducted with the view of short term trading using spot Forex
• Positional trading is done on 1:1 or lower leverage and is a scaled in targeted performance
• Using propriety technical analysis and also 33 years of fundamental knowledge base
• Low leverage rates are employed with a capital preservation goal within the trading
• Long Term Strategy Signals and Short Term Strategy Signals.
• Highest leverage employed is 15:1 on day trading only
• Stop loss and take profits are established before any trade is implemented
• 3:1 return ratio is targeted for all trading

Risk Management

Propriety technical analysis
• Based on the works of Gann and refined over the course of 27 years of work
• Market timing critical to the system

   

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:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

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
-5.28 1 2 2/1/2013 3/1/2013
-3.30 1 5 4/1/2012 5/1/2012
-2.96 1 1 10/1/2009 11/1/2009
-2.87 1 2 2/1/2011 3/1/2011
-2.56 1 3 2/1/2009 3/1/2009
-0.16 1 1 10/1/2012 11/1/2012
-0.07 1 1 6/1/2009 7/1/2009
-0.05 1 1 11/1/2010 12/1/2010
-0.01 1 1 3/1/2014 4/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
103.51 10 10/1/2007 7/1/2008
55.92 7 12/1/2009 6/1/2010
19.07 13 4/1/2011 4/1/2012
12.47 12 4/1/2013 3/1/2014
8.40 8 5/1/2014 12/1/2014
5.41 4 8/1/2010 11/1/2010
4.80 6 9/1/2008 2/1/2009
3.55 3 4/1/2009 6/1/2009
2.77 3 6/1/2012 8/1/2012
2.35 3 8/1/2009 10/1/2009
1.96 3 12/1/2012 2/1/2013
1.74 1 10/1/2012 10/1/2012
1.30 2 1/1/2011 2/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.28 1 3/1/2013 3/1/2013
-3.30 1 5/1/2012 5/1/2012
-2.96 1 11/1/2009 11/1/2009
-2.87 1 3/1/2011 3/1/2011
-2.56 1 3/1/2009 3/1/2009
-0.16 1 11/1/2012 11/1/2012
-0.12 1 9/1/2012 9/1/2012
-0.07 1 7/1/2009 7/1/2009
-0.05 1 12/1/2010 12/1/2010
-0.01 1 4/1/2014 4/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods87.0085.0082.0076.0070.0064.0052.0040.0028.00
Percent Profitable86.2187.0692.6898.68100.00100.00100.00100.00100.00
Average Period Return1.956.0010.8319.6429.6141.7870.3099.57136.01
Average Gain2.507.1411.7419.9329.6141.7870.3099.57136.01
Average Loss-1.74-1.62-0.64-1.98
Best Period35.8362.4594.74105.40107.82116.81248.10295.85308.01
Worst Period-5.28-4.45-1.90-1.981.119.5118.1036.61103.60
Standard Deviation5.1711.8917.9722.7625.7129.9251.4159.1755.53
Gain Standard Deviation5.3312.3518.3622.7825.7129.9251.4159.1755.53
Loss Standard Deviation1.891.180.74
Sharpe Ratio (1%)0.360.480.580.821.091.331.311.612.36
Average Gain / Average Loss1.444.4118.2710.06
Profit / Loss Ratio10.7729.67231.46754.31
Downside Deviation (10%)0.951.111.041.080.910.10
Downside Deviation (5%)0.870.780.360.340.05
Downside Deviation (0%)0.850.710.250.23
Sortino Ratio (10%)1.624.308.0713.6024.29309.92
Sortino Ratio (5%)2.167.3428.4554.51603.14
Sortino Ratio (0%)2.318.4743.0786.41

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 5 3.91 4/2013
IASG CTA Index 5 Year Rolling 10 157.88 2007 - 2012
Discretionary Trader Index Month 8 5.46 6/2011
Discretionary Trader Index Month 9 4.19 5/2011
Discretionary Trader Index Month 10 4.62 5/2010
Discretionary Trader Index Month 1 22.14 2/2010
IASG CTA Index Month 2 22.14 2/2010
Discretionary Trader Index Month 2 12.20 12/2009
IASG CTA Index Month 6 12.20 12/2009
IASG CTA Index Month 6 8.83 3/2008
Discretionary Trader Index Month 2 8.83 3/2008
Discretionary Trader Index Month 10 9.68 2/2008
IASG CTA Index Sharpe 6 3.76 2006 - 2007
Discretionary Trader Index Month 1 35.83 12/2007
IASG CTA Index Month 1 35.83 12/2007
Discretionary Trader Index Month 1 16.93 11/2007
IASG CTA Index Month 4 16.93 11/2007

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