Alternative Asset Management Limited : Megalio Vision Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 2.85% Min Investment $ 160k Mgmt. Fee 2.00% Perf. Fee 40.00% Annualized Vol 61.16% Sharpe (RFR=1%) 0.73 CAROR N/A Assets $ 1.0M Worst DD -84.37 S&P Correlation 0.27 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Sep Qtr 2020 1yr 3yr 5yr 10yr Since2/2009 Megalio Vision Fund 2.85 - - - - - -81.98 95.12 S&P 500 -7.18 - - - - - 8.68 405.69 +/- S&P 500 10.03 - - - - - -90.67 -310.56 Strategy Description SummaryShort Term Trend Following with attitude! Megalio Vision is the result of over 4 decades of cumulative 'market' trading experience by two remarkable in-house proprietary traders who have produced significant positive returns over the past 22 months through short term trend following. Highly... Read More Account & Fees Type Fund Minimum Investment $ 160k Trading Level Incremental Increase $ 16k CTA Max Funding Factor 5.00 Management Fee 2.00% Performance Fee 40.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 3 Trading Trading Frequency 15000 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD Worst Peak-to-Trough 20.64% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 20.00% Intraday 80.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Trend-following 100.00% Composition Stock Indices 100.00% SummaryShort Term Trend Following with attitude! Megalio Vision is the result of over 4 decades of cumulative 'market' trading experience by two remarkable in-house proprietary traders who have produced significant positive returns over the past 22 months through short term trend following. Highly liquid investment strategy with Monthly liquidity Megalio Vision seeks to maximize investor returns with carefully controlled high risk balanced with the intention of allowing trades room to 'breath' Megalio Vision traders have achieved a significant real return since February 2009 – against a back-drop of one of the most tumultuous financial markets in over 100 years. Base equity returns of (Est) +271% (Net to Investor - i.e. post all commissions and charges). Currently a single-market strategy dedicated to investing in the DAX market volatility as an asset. The objective is to capture the uncorrelated alpha that exists in trading the futures market in the DAX in a risk limited way Megalio Vision traders use market volatility as an asset. Hands on trading via constant monitoring of the markets during 'market hours' as traders scan for perceived trading opportunities, to create a long/short portfolio of short-term futures trades targeting maximum risk adjusted returns to build profit Looking to achieve high value and consistent absolute returns 22 month track record of actual results: Market prices for futures are used to predict future movements in the underlying market(s). Compound returns calculation (where profits are re-invested on a monthly basis) would naturally be significantly higher however it is our policy not to compound returns as a part of our risk management measures.Investment StrategyOur Megalio Vision traders constantly monitor, analyse and compare proprietary views with the market's implied prospective movement to identify optimal trading strategies. Futures are used to either accumulate a 'long' position in the markets (Where our traders believe the market direction is up) or a short position (where our traders believe the market direction is down). This assessment is based on many decades of hands-on experience by a core team of some of the most experienced professional market traders in the 'markets' today. Trading positions are calculated and sized so as to attempt to maximize investor returns whilst limiting, wherever possible, risk. It is always important to allow trading positions to 'breath' with the markets. Our traders know only too well that most traders are often caught between the inexorable position of 'greed' and 'fear' – not knowing whether to sell and crystallise losses before it is too late, or add to positions as losses are incurred so as to enjoy the benefits of a 'reversion to mean' or clear change in trend or direction. Such knowledge can only come through years of hands-on physical trading experience and this is often what makes a good trader into a great trader.Risk ManagementA2ML and Megalio Vision Fund’s risk management philosophy is to ensure that the Megalio Vision Fund trading portfolio cannot suffer unlimited losses. This is achieved by prohibiting the downside by applying strict stop losses on the trading portfolios wherever possible. In response to demand for a limited downside risk from potential investors, A2ML and Megalio Vision Fund intend to use active ‘Stop losses’ where necessary. Megalio Vision Fund’s philosophical approach underlying the decision making process for each trade has been developed and refined over many years Investors should note that volatility in trading is a feature of High Risk, High Return trading strategies and thus from time to time our portfolio(s) will see significant ‘draw-down’ before achieving profit targets. Draw-down can last for minutes, hours or even days and weeks. Investors should be aware of the risks and consult with their own professional and legal adviser if they are in any doubt as to the risks involved in futures trading. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -84.37 7 - 1/1/2011 8/1/2011 -8.86 1 1 10/1/2010 11/1/2010 -4.02 1 1 5/1/2010 6/1/2010 -3.79 1 2 8/1/2009 9/1/2009 -0.60 1 1 1/1/0001 2/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 178.39 8 10/1/2009 5/1/2010 155.41 6 3/1/2009 8/1/2009 62.37 4 7/1/2010 10/1/2010 25.64 2 12/1/2010 1/1/2011 2.85 1 9/1/2011 9/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -84.37 7 2/1/2011 8/1/2011 -8.86 1 11/1/2010 11/1/2010 -4.02 1 6/1/2010 6/1/2010 -3.79 1 9/1/2009 9/1/2009 -0.60 1 2/1/2009 2/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods32.0030.0027.0021.0015.00 Percent Profitable65.6373.3374.0776.1973.33 Average Period Return3.7916.7150.63159.99314.88 Average Gain14.0038.3390.14229.99443.78 Average Loss-15.69-42.75-62.24-64.02-39.62 Best Period33.9872.04155.41342.68719.12 Worst Period-43.60-62.83-80.30-79.84-55.21 Standard Deviation17.6540.5573.52150.19304.12 Gain Standard Deviation8.0317.3230.6589.84246.68 Loss Standard Deviation14.1720.0219.4713.8516.70 Sharpe Ratio (1%)0.210.410.681.061.03 Average Gain / Average Loss0.890.901.453.5911.20 Profit / Loss Ratio1.702.474.1411.5030.80 Downside Deviation (10%)12.3224.6834.2034.2125.50 Downside Deviation (5%)12.1824.2233.2432.3022.51 Downside Deviation (0%)12.1424.1032.9931.8221.78 Sortino Ratio (10%)0.270.631.414.5312.05 Sortino Ratio (5%)0.300.681.514.9213.92 Sortino Ratio (0%)0.310.691.535.0314.46 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. x {{title}} x {{title}} Add Cancel