AVR Capital Advisors LLC : AVR Diversified Trading Program (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 16.16% Dec Performance 1.29% Min Investment $ 300k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.10% Sharpe (RFR=1%) 1.44 CAROR - Assets $ 369k Worst DD -3.61 S&P Correlation 0.37 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 Dec Qtr 2019 1yr 3yr 5yr 10yr Since1/2019 AVR Diversified Trading Program (Proprietary) 1.29 5.15 16.16 16.16 - - - 16.16 S&P 500 2.86 8.53 28.87 28.87 - - - 19.47 +/- S&P 500 -1.57 -3.38 -12.71 -12.71 - - - -3.31 Strategy Description SummaryThe AVR Diversified Trading Program (“Trading Program”) is a systematic, diversified program that seeks to achieve long term capital appreciation with low correlation to stocks and bonds. The Trading Program is managed by AVR Capital Advisors LLC (“AVR Capital”), founded by Mr. Harsha... Read More Account & Fees Type Managed Account Minimum Investment $ 300k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2200 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 50.00% Intraday 50.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Arbitrage 25.00% Counter-trend 25.00% Momentum 25.00% Other 25.00% Composition Stock Indices 85.00% Interest Rates 15.00% SummaryThe AVR Diversified Trading Program (“Trading Program”) is a systematic, diversified program that seeks to achieve long term capital appreciation with low correlation to stocks and bonds. The Trading Program is managed by AVR Capital Advisors LLC (“AVR Capital”), founded by Mr. Harsha Patwardhan in 2019. Mr. Patwardhan developed the key components of the Trading Program as a portfolio manager at Pacific Life and its subsidiaries. The Trading Program started proprietary trading on January 10, 2019.Investment StrategyThe Trading Program comprises several underlying strategies that seek to capture primary short-term dislocations and behavioral biases. The strategies are not intended to predict market direction or volatility but instead use the current state of the market to determine whether a behavioral bias exists. The strategies are designed to remain robust and perform over a long period. The research process is based upon employing statistical analysis and to a lesser extent, fundamental analysis, to develop the strategies. The strategies look for, amongst others, mean reversion, trend, volatility and relative value. The Trading Program takes both long and short positions and may hold positions both intraday and overnight. While overnight positions are calibrated daily, they may be between one and five trading days. Periodically, the capital allocated to each strategy is optimized using proprietary models. The systematic nature of the strategies eliminates the emotional bias especially in time of market stress.Risk ManagementAVR Capital has developed a proprietary risk management system. The Trading Program embraces short term volatility in an effort to increase the potential for long-term performance. Each individual strategy and the overall portfolio are structured with proprietary risk parameters. 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 -3.61 1 1 4/1/2019 5/1/2019 -2.74 1 1 6/1/2019 7/1/2019 -0.22 1 1 8/1/2019 9/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.47 1 8/1/2019 8/1/2019 5.66 4 1/1/2019 4/1/2019 5.15 3 10/1/2019 12/1/2019 3.99 1 6/1/2019 6/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -3.61 1 5/1/2019 5/1/2019 -2.74 1 7/1/2019 7/1/2019 -0.22 1 9/1/2019 9/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods12.0010.007.00 Percent Profitable75.0080.0085.71 Average Period Return1.293.446.47 Average Gain2.464.927.56 Average Loss-2.19-2.48-0.09 Best Period7.479.2712.60 Worst Period-3.61-2.51-0.09 Standard Deviation2.924.093.97 Gain Standard Deviation2.203.002.98 Loss Standard Deviation1.760.04 Sharpe Ratio (1%)0.420.781.50 Average Gain / Average Loss1.121.9887.31 Profit / Loss Ratio3.367.94523.85 Downside Deviation (10%)1.491.680.97 Downside Deviation (5%)1.341.220.22 Downside Deviation (0%)1.311.110.03 Sortino Ratio (10%)0.601.324.14 Sortino Ratio (5%)0.902.6126.99 Sortino Ratio (0%)0.993.10197.62 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. x {{title}} x {{title}} Add Cancel