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/ K4 Capital Management / MVS Flex

K4 Capital Management : MVS Flex

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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
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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 Since
1/2011
MVS Flex 0.22 - - - - - - 4.62
S&P 500 -1.83 - - - - - - 169.36
+/- S&P 500 2.05 - - - - - - -164.74

Strategy Description

Summary

Also 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%
Strategy Pie Chart

Composition

Currency Futures
40.00%
Stock Indices
30.00%
Other
30.00%
Composition Pie Chart

Summary

Also 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.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.

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