Proventus Capital Management LLC : Proventus Alpha

archived programs
Year-to-Date
N / A
Oct Performance
6.56%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
9.37%
Sharpe (RFR=1%)
4.26
CAROR
-
Assets
$ 207k
Worst DD
-0.77
S&P Correlation
0.17

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
1/2015
Proventus Alpha 6.56 - - - - 11.71 - 39.33
S&P 500 8.30 - - - - 75.70 - 73.67
+/- S&P 500 -1.74 - - - - -64.00 - -34.34

Strategy Description

Summary

The Proventus Alpha trading program takes long or short positions in energy futures, such as crude oil and natural gas, based on long-term trends and market fundamental analysis. We bring highly-focused, intraday attention to just a few key markets to accomplish steady, consistent... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 1.00
Management Fee 0%
Performance Fee 25.00%
Average Commission $14.00
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 7200 RT/YR/$M
Avg. Margin-to-Equity 2%
Targeted Worst DD -10.00%
Worst Peak-to-Trough -0.77%
Sector Focus Energy Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 2.00%
Intraday 98.00%

Decision-Making

Discretionary 80.00%
Systematic 20.00%

Strategy

Fundamental
20.00%
Momentum
10.00%
Pattern Recognition
25.00%
Technical
25.00%
Trend-following
20.00%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Summary

The Proventus Alpha trading program takes long or short positions in energy futures, such as crude oil and natural gas, based on long-term trends and market fundamental analysis. We bring highly-focused, intraday attention to just a few key markets to accomplish steady, consistent returns.

Investment Strategy

Historical prices, multiple weighted moving averages and daily trading volume form the basis of each potential position after trend and fundamental factors are analyzed. Orders are only entered at technical levels demonstrated to have the highest probability of success.

Risk Management

Each position is opened, then added to, in small increments (relative to capital) to keep the risk profile low. All trades are usually liquidated before the close of each market day, reducing overnight market risk as well as minimizing margin requirements.

   

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

Reward
Average RoR:
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
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Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-0.77 1 1 1/1/0001 1/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
40.41 9 2/1/2015 10/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.77 1 1/1/2015 1/1/2015
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Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable90.00100.00
Average Period Return3.4011.09
Average Gain3.8711.09
Average Loss-0.77
Best Period6.9018.89
Worst Period-0.770.33
Standard Deviation2.706.95
Gain Standard Deviation2.416.95
Loss Standard Deviation
Sharpe Ratio (1%)1.231.56
Average Gain / Average Loss5.02
Profit / Loss Ratio45.21
Downside Deviation (10%)0.380.32
Downside Deviation (5%)0.27
Downside Deviation (0%)0.24
Sortino Ratio (10%)7.9531.20
Sortino Ratio (5%)12.31
Sortino Ratio (0%)13.98

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.