K.C. Capital Management, Inc. : Capital Management Arbitrage and Risk Management Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance 63.41% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 122.10% Sharpe (RFR=1%) 0.84 CAROR - Assets $ 79k Worst DD -34.48 S&P Correlation -0.42 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since11/2011 Capital Management Arbitrage and Risk Management 63.41 - - - - - - 25.79 S&P 500 -0.75 - - - - - - 177.84 +/- S&P 500 64.16 - - - - - - -152.06 Strategy Description SummaryCapital Management Arbitrage and Risk Management... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 130 RT/YR/$M Avg. Margin-to-Equity 100% Targeted Worst DD -40.00% Worst Peak-to-Trough Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Arbitrage 100.00% Composition Stock Indices 80.00% Energy 20.00% SummaryCapital Management Arbitrage and Risk ManagementInvestment StrategyKC Capital Management is an RIA and a CTA utilizing price action theories like Price Physics, Financial Science, Pairs Trading Arbitrage, Risk Management, and Capital Management Arbitrage. Our models are systematic, and based on these ideas of trading. We are trading our proprietary accounts in this performance report, and we hope that you’ll follow our trades as we try to outperform the market significantly with drawdowns between 25 and 50%. Risk ManagementWe utilize Efficient Frontier Analysis to model the most optimal allocations of our trading programs in our proprietary portfolio. 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 -34.48 3 3 1/1/0001 1/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 63.41 1 4/1/2012 4/1/2012 24.67 1 2/1/2012 2/1/2012 22.60 1 12/1/2011 12/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -31.83 1 1/1/2012 1/1/2012 -21.60 1 11/1/2011 11/1/2011 -5.77 1 3/1/2012 3/1/2012 Show More Time Windows Analysis 1 Month3 Month Number of Periods6.004.00 Percent Profitable50.0050.00 Average Period Return8.5810.44 Average Gain36.8948.08 Average Loss-19.73-27.20 Best Period63.4191.97 Worst Period-31.83-34.48 Standard Deviation35.2556.64 Gain Standard Deviation22.9962.07 Loss Standard Deviation13.1310.30 Sharpe Ratio (1%)0.240.18 Average Gain / Average Loss1.871.77 Profit / Loss Ratio1.871.77 Downside Deviation (10%)16.1320.75 Downside Deviation (5%)15.9320.08 Downside Deviation (0%)15.8819.91 Sortino Ratio (10%)0.510.44 Sortino Ratio (5%)0.530.51 Sortino Ratio (0%)0.540.52 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