Alpha Capital Ventures LLC : Alpha Global Program (Proprietary)

archived programsClosed to new investments
Year-to-Date
N / A
Aug Performance
6.09%
Min Investment
$ 25k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
50.48%
Sharpe (RFR=1%)
1.18
CAROR
-
Assets
$ 4k
Worst DD
-13.92
S&P Correlation
-0.47

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
8/2014
Alpha Global Program (Proprietary) 6.09 - - - - - - 70.67
S&P 500 -6.26 - - - - - - 66.16
+/- S&P 500 12.35 - - - - - - 4.51

Strategy Description

Summary

Short term, swing trading based on fundamental & technical factors.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
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 Daily
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 7000 RT/YR/$M
Avg. Margin-to-Equity 20%
Targeted Worst DD -20.00%
Worst Peak-to-Trough 13.92%
Sector Focus Currency Traders

Holding Periods

Over 12 Months
4-12 Months
1-3 Months 5.00%
1-30 Days 75.00%
Intraday 20.00%

Decision-Making

Discretionary 100.00%
Systematic

Strategy

Fundamental
35.00%
Technical
35.00%
Trend-following
30.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

Short term, swing trading based on fundamental & technical factors.

Investment Strategy

Short term, swing trading based on fundamental & technical factors.

   

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
-13.92 1 4 3/1/2015 4/1/2015
-10.00 1 1 1/1/2015 2/1/2015
-8.96 2 3 1/1/0001 9/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
47.17 4 10/1/2014 1/1/2015
39.22 1 3/1/2015 3/1/2015
18.10 4 5/1/2015 8/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-13.92 1 4/1/2015 4/1/2015
-10.00 1 2/1/2015 2/1/2015
-8.96 2 8/1/2014 9/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods13.0011.008.00
Percent Profitable69.2372.73100.00
Average Period Return5.0617.1946.92
Average Gain10.9825.8146.92
Average Loss-8.26-5.80
Best Period39.2259.5784.41
Worst Period-13.92-7.5420.06
Standard Deviation14.5721.4321.74
Gain Standard Deviation13.4718.5421.74
Loss Standard Deviation4.891.81
Sharpe Ratio (1%)0.340.792.14
Average Gain / Average Loss1.334.45
Profit / Loss Ratio2.9911.87
Downside Deviation (10%)5.353.75
Downside Deviation (5%)5.193.25
Downside Deviation (0%)5.153.13
Sortino Ratio (10%)0.874.26
Sortino Ratio (5%)0.965.21
Sortino Ratio (0%)0.985.50

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.