K4 Capital Management : MVS Lite Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -3.70% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 5.96% Sharpe (RFR=1%) 1.02 CAROR 7.13% Assets $ 2.0M Worst DD -6.03 S&P Correlation 0.28 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 Since2/2006 MVS Lite Program -3.70 - - - - - -1.18 46.92 S&P 500 -5.68 - - - - - 7.52 179.87 +/- S&P 500 1.98 - - - - - -8.70 -132.95 Strategy Description SummaryMVS LITE is a variation of K4 Capital's MVS Program. Like MVS, it is an option selling strategy based on statistical analysis of market behavior. LITE trades fewer contracts for similar account sizes, and options strikes will typically be further out than with the original MVS. MVS... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 20.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Option-writing 100.00% Composition Currency Futures 40.00% Stock Indices 30.00% Other 30.00% SummaryMVS LITE is a variation of K4 Capital's MVS Program. Like MVS, it is an option selling strategy based on statistical analysis of market behavior. LITE trades fewer contracts for similar account sizes, and options strikes will typically be further out than with the original MVS. MVS Lite will have a lower margin to equity ratio relative to MVS, however, all the same risk factors apply. The result of these modifications is that Lite will generate lower returns than MVS, but will also be more resistant to drawdowns. 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 -6.03 1 16 9/1/2008 10/1/2008 -4.06 1 1 6/1/2007 7/1/2007 -3.70 1 - 7/1/2011 8/1/2011 -2.47 1 1 3/1/2011 4/1/2011 -1.61 1 1 1/1/2007 2/1/2007 -0.41 1 1 3/1/2010 4/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.00 12 2/1/2006 1/1/2007 18.48 14 8/1/2007 9/1/2008 6.22 4 3/1/2007 6/1/2007 5.84 11 5/1/2010 3/1/2011 4.62 9 11/1/2008 7/1/2009 3.32 1 12/1/2009 12/1/2009 3.26 2 5/1/2011 6/1/2011 1.07 2 2/1/2010 3/1/2010 0.77 2 9/1/2009 10/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.03 1 10/1/2008 10/1/2008 -4.06 1 7/1/2007 7/1/2007 -3.70 2 7/1/2011 8/1/2011 -2.47 1 4/1/2011 4/1/2011 -2.39 1 11/1/2009 11/1/2009 -1.61 1 2/1/2007 2/1/2007 -0.41 1 4/1/2010 4/1/2010 -0.15 1 1/1/2010 1/1/2010 -0.02 1 8/1/2009 8/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods67.0065.0062.0056.0050.0044.0032.0020.00 Percent Profitable85.0789.2385.4883.9398.00100.00100.00100.00 Average Period Return0.591.853.626.8910.0712.8017.4928.18 Average Gain1.062.484.758.3910.3112.8017.4928.18 Average Loss-2.32-3.40-3.05-0.94-1.86 Best Period7.3010.5313.0820.0026.6036.0035.8442.19 Worst Period-6.03-5.76-4.43-1.44-1.862.293.3413.80 Standard Deviation1.722.694.126.098.019.658.596.77 Gain Standard Deviation1.151.973.255.487.909.658.596.77 Loss Standard Deviation2.031.991.460.42 Sharpe Ratio (1%)0.300.590.760.971.071.121.683.56 Average Gain / Average Loss0.460.731.568.915.54 Profit / Loss Ratio2.906.049.1646.52271.49 Downside Deviation (10%)1.221.662.212.753.203.764.481.74 Downside Deviation (5%)1.121.341.450.810.55 Downside Deviation (0%)1.101.271.280.410.26 Sortino Ratio (10%)0.150.370.520.690.770.680.393.81 Sortino Ratio (5%)0.451.192.157.2515.47 Sortino Ratio (0%)0.541.452.8416.7938.25 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