Valhalla Capital Group, LLC : International AB

archived programs
Year-to-Date
N / A
Jul Performance
0.99%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
50.00%
Annualized Vol
7.53%
Sharpe (RFR=1%)
2.75
CAROR
23.97%
Assets
$ 555k
Worst DD
-4.56
S&P Correlation
0.29

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
7/2009
International AB 0.99 - - - - - 91.37 192.81
S&P 500 -1.51 - - - - - 75.21 250.81
+/- S&P 500 2.50 - - - - - 16.16 -57.99

Strategy Description

Investment Strategy

The leading objective of the program is preservation of capital through consistent, multi-strategic, “market neutral” trading strategies. The program seeks to achieve capital appreciation with a relatively low level of volatility and a low correlation with traditional asset... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 50.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency 15-30 Days
Investor Requirements QEP
Lock-up Period 1

Trading

Trading Frequency 24000 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD -5.00%
Worst Peak-to-Trough 4.56%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Investment Strategy

The leading objective of the program is preservation of capital through consistent, multi-strategic, “market neutral” trading strategies. The program seeks to achieve capital appreciation with a relatively low level of volatility and a low correlation with traditional asset classes (stocks and bonds).The program will seek to accomplish these objectives by allocation of assets among a diverse group of proprietary investment strategies. The program will pursue attractive risk-adjusted returns, consistent with our leading objective of preservation of capital. The number of strategies being employed at any time may vary and may change considerably over time as determined by the development team and investment managers, at their discretion, based on market and price action at any time.A disciplined trading approach will be employed at all times and a very stringent risk management standard will be followed by all systems. The assets under management of this program will be traded by the systems and traders selected by Capital Ventures.

Risk Management

See Disclosure Document

   

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:
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
-4.56 1 3 4/1/2010 5/1/2010
-1.53 2 2 1/1/2012 3/1/2012
-0.67 1 1 3/1/2014 4/1/2014
-0.54 2 2 4/1/2013 6/1/2013
-0.28 1 1 3/1/2011 4/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
52.38 10 7/1/2009 4/1/2010
24.93 10 6/1/2010 3/1/2011
21.15 9 5/1/2011 1/1/2012
16.04 13 4/1/2012 4/1/2013
9.73 9 7/1/2013 3/1/2014
7.69 3 5/1/2014 7/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-4.56 1 5/1/2010 5/1/2010
-1.53 2 2/1/2012 3/1/2012
-0.67 1 4/1/2014 4/1/2014
-0.54 2 5/1/2013 6/1/2013
-0.28 1 4/1/2011 4/1/2011
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods60.0059.0056.0050.0044.0038.0026.0014.00
Percent Profitable88.3389.8398.2198.0097.7397.3796.1592.86
Average Period Return1.817.0412.0718.3229.6942.2367.6494.31
Average Gain2.199.0813.3819.9031.6844.8471.93103.65
Average Loss-1.08-10.95-59.91-59.06-55.81-54.18-39.74-27.10
Best Period8.25173.74189.9446.4965.9698.60126.29149.46
Worst Period-4.56-60.85-59.91-59.06-55.81-54.18-39.74-27.10
Standard Deviation2.1724.1626.9715.1619.5325.3830.0939.97
Gain Standard Deviation1.9523.4925.3610.3514.5819.9221.0520.20
Loss Standard Deviation1.5524.45
Sharpe Ratio (1%)0.790.280.431.141.441.582.152.26
Average Gain / Average Loss2.020.830.220.340.570.831.813.82
Profit / Loss Ratio15.317.3212.2916.5124.4130.6245.2549.71
Downside Deviation (10%)0.718.118.349.069.5610.4510.8913.00
Downside Deviation (5%)0.637.968.078.498.649.118.398.33
Downside Deviation (0%)0.617.938.018.358.418.797.797.24
Sortino Ratio (10%)1.980.721.151.472.313.064.775.60
Sortino Ratio (5%)2.730.851.432.043.264.417.7010.84
Sortino Ratio (0%)2.940.891.512.193.534.818.6813.02

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.