Valhalla Capital Group, LLC : MS1

archived programs
Year-to-Date
N / A
Nov Performance
1.58%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
30.00%
Annualized Vol
11.71%
Sharpe (RFR=0.50%)
1.24
CAROR
15.35%
Assets
$ 530k
Worst DD
-9.74
S&P Correlation
-0.25

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
1/2010
MS1 1.58 4.73 - 18.18 68.96 - - 74.92
S&P 500 2.80 10.58 - 27.51 52.94 - - 72.09
+/- S&P 500 -1.22 -5.86 - -9.33 16.02 - - 2.83

Strategy Description

Summary

For investors with an interest in the area of fundamental news trader, MS1 is the program of choice. ***Please note, there are 2 programs listed on IASG database for MS1 and MS1 Retail. Differences are: 1. MS1 is for investors with deposits of $250k+, who pay a discounted performance... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
30.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
-20.00%
Worst Peak-to-Trough
9.00%
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

Fundamental
100.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

For investors with an interest in the area of fundamental news trader, MS1 is the program of choice. ***Please note, there are 2 programs listed on IASG database for MS1 and MS1 Retail. Differences are: 1. MS1 is for investors with deposits of $250k+, who pay a discounted performance fee of 30% monthly on the net new profits. 2. MS1 Retail reflects investors with less than $250k, who pay a slightly higher performance fee of 40% monthly on the net new profits. ***

Investment Strategy

The MS1 program was developed over the past 3 years by our development team. The MS1 is a well defined mathematical algorithm (automated trading system), designed to provide the necessary instructions to forecast potential price action and trade the resulting momentum of fundamental news announcements around the globe ahead of other traders who must analyze and trade these announcements manually. The algorithm was developed and programmed to receive market data feeds from different paid data sources. This data being received is then sent directly into our trading model that is programmed to analyze the actual news release and establish whether it should or should not enter a position. Our trading system will analyze the effect of that data’s deviation of the actual news result against the market’s prior forecast. From there, the system can make a prediction about the likely movement of the market in the seconds to follow, and can place its trade automatically ahead of the market’s ability to process the data and do the same manually.

Risk Management

The system was programmed for minimal open market exposure, as most trades are entered and exited in a short window of time (seconds to minutes). Given the model’s rare drawdowns into a 10%+ range, the trading advisor will suspend any further trading if the equity of the portfolio falls below 20% of its beginning monthly balance. This is to ensure that all system issues, broker issues and market issues are identified and resolved. Given the high degree of risk in forex trading, no guarantee can be made that a stop loss order or equity stop will be honored by the broker at the requested price. Due to market volatility during news announcements, clients must invest only risk capital that they can afford to lose in the event of a market gap that falls outside of the trading advisor’s risk management settings, resulting in unavoidable losses that cannot be controlled by either the trading advisor, system or broker.

   

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=0.50%)
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=0.50%)
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
-9.74 1 5 9/1/2011 10/1/2011
-6.04 2 12 4/1/2010 6/1/2010
-1.18 2 1 1/1/2010 3/1/2010
-0.37 1 1 10/1/2012 11/1/2012
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
25.13 8 3/1/2012 10/1/2012
20.53 5 5/1/2011 9/1/2011
18.86 12 12/1/2012 11/1/2013
8.37 1 1/1/2010 1/1/2010
4.73 3 7/1/2010 9/1/2010
2.64 3 1/1/2011 3/1/2011
2.15 1 11/1/2011 11/1/2011
1.27 1 4/1/2010 4/1/2010
0.18 1 11/1/2010 11/1/2010
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-9.74 1 10/1/2011 10/1/2011
-6.04 2 5/1/2010 6/1/2010
-1.75 1 12/1/2010 12/1/2010
-1.44 1 10/1/2010 10/1/2010
-1.18 2 2/1/2010 3/1/2010
-0.37 1 11/1/2012 11/1/2012
-0.04 3 12/1/2011 2/1/2012
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods47.0045.0042.0036.0030.0024.00
Percent Profitable74.4782.2285.7188.89100.00100.00
Average Period Return1.253.436.8915.1826.0335.91
Average Gain2.274.918.4317.3226.0335.91
Average Loss-2.29-3.39-2.37-1.91
Best Period13.3316.6020.6029.5039.0048.95
Worst Period-9.74-7.80-4.98-3.291.388.97
Standard Deviation3.385.116.489.1510.7711.51
Gain Standard Deviation2.954.265.627.2110.7711.51
Loss Standard Deviation3.082.541.751.05
Sharpe Ratio (1%)0.350.620.991.552.282.95
Average Gain / Average Loss0.991.453.559.06
Profit / Loss Ratio3.856.7021.3272.46
Downside Deviation (10%)1.742.211.972.351.150.26
Downside Deviation (5%)1.641.831.241.020.02
Downside Deviation (0%)1.621.751.080.71
Sortino Ratio (10%)0.481.002.244.3316.0497.22
Sortino Ratio (5%)0.711.745.1413.941046.50
Sortino Ratio (0%)0.771.976.3721.50

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.