CNV Capital Management LLC : Adaptive Alpha Strategy (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 1.12% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.66% Sharpe (RFR=1%) 0.86 CAROR 7.58% Assets $ 228k Worst DD -14.86 S&P Correlation 0.12 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since11/2010 Adaptive Alpha Strategy (Client) 1.12 - - - - - 20.13 53.16 S&P 500 -0.12 - - - - - 66.48 273.33 +/- S&P 500 1.24 - - - - - -46.35 -220.17 Strategy Description SummaryCNV Capital Management LLC is a managed futures fund (CTA) that has developed the Adaptive Alpha Strategy which contains a low volatility breakout model, as well as a high volatility mean reversion model. Richard Weissman is the CEO and head of trading; he is an industry leader... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 10000 RT/YR/$M Avg. Margin-to-Equity 9% Targeted Worst DD -10.00% Worst Peak-to-Trough 10.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 20.00% Momentum 80.00% Composition Grains 25.00% Currency Futures 20.00% Energy 15.00% Stock Indices 15.00% Interest Rates 10.00% Industrial Metals 5.00% Precious Metals 5.00% Softs 5.00% SummaryCNV Capital Management LLC is a managed futures fund (CTA) that has developed the Adaptive Alpha Strategy which contains a low volatility breakout model, as well as a high volatility mean reversion model. Richard Weissman is the CEO and head of trading; he is an industry leader who teaches professional traders risk management and trading, and is the author of the well known book "Trade Like a Casino", as well as "Mechanical Trading Systems".Investment StrategyCNV Capital Management LLC is a managed futures fund (CTA) that has developed the Adaptive Alpha Strategy which contains a low volatility breakout model, as well as a high volatility mean reversion model. Richard Weissman is the CEO and head of trading; he is an industry leader who teaches professional traders risk management and trading, and is the author of the well known book "Trade Like a Casino", as well as "Mechanical Trading Systems".Risk ManagementWe strive to never risk more than 1% of AUM on any single position. Risk is further dampened by our proprietary correlation analysis so that we strive to have risk among positively correlated assets never exceed 2.5% of AUM. 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 -14.86 10 - 4/1/2015 2/1/2016 -6.49 4 2 6/1/2013 10/1/2013 -4.85 8 3 10/1/2011 6/1/2012 -2.05 1 2 10/1/2014 11/1/2014 -1.32 1 1 7/1/2014 8/1/2014 -0.49 1 1 1/1/2013 2/1/2013 -0.46 1 1 7/1/2011 8/1/2011 -0.31 1 1 2/1/2014 3/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.08 9 11/1/2010 7/1/2011 11.84 4 11/1/2013 2/1/2014 11.27 7 7/1/2012 1/1/2013 7.20 5 12/1/2014 4/1/2015 7.16 4 3/1/2016 6/1/2016 5.74 4 4/1/2014 7/1/2014 3.36 2 9/1/2014 10/1/2014 3.27 2 9/1/2011 10/1/2011 2.98 1 3/1/2013 3/1/2013 2.47 2 10/1/2015 11/1/2015 2.30 2 5/1/2013 6/1/2013 1.22 1 3/1/2012 3/1/2012 1.12 1 8/1/2016 8/1/2016 0.41 1 8/1/2013 8/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.43 5 5/1/2015 9/1/2015 -8.26 3 12/1/2015 2/1/2016 -5.42 2 9/1/2013 10/1/2013 -3.25 4 11/1/2011 2/1/2012 -2.84 3 4/1/2012 6/1/2012 -2.05 1 11/1/2014 11/1/2014 -1.54 1 7/1/2013 7/1/2013 -1.32 1 8/1/2014 8/1/2014 -0.69 1 7/1/2016 7/1/2016 -0.49 1 2/1/2013 2/1/2013 -0.46 1 8/1/2011 8/1/2011 -0.31 1 3/1/2014 3/1/2014 Show More 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