K4 Capital Management : MVS Flex Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 0.22% Min Investment $ 250k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 2.26% Sharpe (RFR=1%) 3.58 CAROR - Assets $ 718k Worst DD N/A S&P Correlation 0.43 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since1/2011 MVS Flex 0.22 - - - - - 2.82 4.62 S&P 500 -1.83 - - - - - 7.86 215.65 +/- S&P 500 2.05 - - - - - -5.04 -211.03 Strategy Description SummaryAlso based on MVS, Flex will generally sell options at the MVS strikes and use the revenue to purchase at or near the money options. The “Flex” name is due to the inherent flexibility with this type of trading. Any or all of the “legs” of a Flex trade may be closed out at any time... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 95.00% Intraday 0% Decision-Making Discretionary 30.00% Systematic 70.00% Strategy Option-spreads 100.00% Composition Currency Futures 40.00% Stock Indices 30.00% Other 30.00% SummaryAlso based on MVS, Flex will generally sell options at the MVS strikes and use the revenue to purchase at or near the money options. The “Flex” name is due to the inherent flexibility with this type of trading. Any or all of the “legs” of a Flex trade may be closed out at any time during the expiration period, or allowed to run all the way until expiration. 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 Consecutive Gains Run-up Length (Mos.) Start End 4.62 6 1/1/2011 6/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End Show More Time Windows Analysis 1 Month3 Month Number of Periods6.004.00 Percent Profitable100.00100.00 Average Period Return0.762.33 Average Gain0.762.33 Average Loss Best Period1.642.82 Worst Period0.111.75 Standard Deviation0.650.52 Gain Standard Deviation0.650.52 Loss Standard Deviation Sharpe Ratio (1%)1.033.98 Average Gain / Average Loss Profit / Loss Ratio Downside Deviation (10%)0.15 Downside Deviation (5%) Downside Deviation (0%) Sortino Ratio (10%)2.27 Sortino Ratio (5%) Sortino Ratio (0%) 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