Alpha Capital Ventures LLC : Alpha Global Program

archived programs
Year-to-Date
N / A
Jun Performance
4.08%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
48.61%
Sharpe (RFR=1%)
0.61
CAROR
22.21%
Assets
$ 109k
Worst DD
-32.25
S&P Correlation
-0.48

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
7/2015
Alpha Global Program 4.08 - - - - 40.79 - 49.35
S&P 500 0.33 - - - - 77.64 - 70.39
+/- S&P 500 3.75 - - - - -36.84 - -21.04

Strategy Description

Summary

The Alpha Global Program bases its trades on technical and fundamental factors. The technical data used includes following chart channels with possible breakout points either on the upside or downside which would indicate a possible long or short entry point respectively. Open interest... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 25%
Targeted Worst DD -25.00%
Worst Peak-to-Trough 32.00%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 20.00%
1-30 Days 60.00%
Intraday 20.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
40.00%
Momentum
10.00%
Pattern Recognition
5.00%
Technical
40.00%
Trend-following
5.00%
Strategy Pie Chart

Composition

Currency FX
80.00%
Precious Metals
10.00%
Stock Indices
10.00%
Composition Pie Chart

Summary

The Alpha Global Program bases its trades on technical and fundamental factors. The technical data used includes following chart channels with possible breakout points either on the upside or downside which would indicate a possible long or short entry point respectively. Open interest of the chosen market is also considered prior to establishing a position. Fundamental factors such as current economic conditions and supply demand numbers will ultimately influence the decision to enter the market. The forex trading may use a carry-trade strategy which is basically a spread that attempts to take advantage of the differences in exchange rates of different pairs of forex contracts.

   

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
-32.25 3 1 9/1/2015 12/1/2015
-12.06 4 6 4/1/2016 8/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
64.77 4 1/1/2016 4/1/2016
18.81 1 11/1/2015 11/1/2015
17.74 6 1/1/2017 6/1/2017
17.65 3 7/1/2015 9/1/2015
11.01 2 9/1/2016 10/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-24.86 1 12/1/2015 12/1/2015
-24.11 1 10/1/2015 10/1/2015
-12.06 4 5/1/2016 8/1/2016
-1.06 2 11/1/2016 12/1/2016
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods24.0022.0019.0013.007.00
Percent Profitable66.6763.6473.68100.00100.00
Average Period Return2.546.0110.6017.5037.92
Average Gain7.7214.6817.1317.5037.92
Average Loss-8.93-9.18-7.69
Best Period52.7161.3055.0059.1487.37
Worst Period-24.86-32.25-20.290.4813.32
Standard Deviation14.0318.1017.8317.1625.50
Gain Standard Deviation12.8115.7915.7717.1625.50
Loss Standard Deviation10.8910.287.46
Sharpe Ratio (1%)0.180.320.580.991.46
Average Gain / Average Loss0.861.602.23
Profit / Loss Ratio1.982.806.24
Downside Deviation (10%)7.428.556.241.30
Downside Deviation (5%)7.298.075.320.00
Downside Deviation (0%)7.278.025.22
Sortino Ratio (10%)0.290.561.309.59
Sortino Ratio (5%)0.340.731.953546.93
Sortino Ratio (0%)0.350.752.03

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 7 3.42 5/2017
Discretionary Trader Index Month 4 4.07 4/2017

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