Valhalla Capital Group, LLC : MXAL Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance 1.20% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 6.66% Sharpe (RFR=1%) -0.20 CAROR - Assets $ 112k Worst DD -6.91 S&P Correlation 0.29 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 May Qtr YTD 1yr 3yr 5yr 10yr Since11/2011 MXAL 1.20 - - - - - - -0.86 S&P 500 2.08 - - - - - - 177.84 +/- S&P 500 -0.88 - - - - - - -178.71 Strategy Description SummaryOur Valhalla MXAL is a fully automated trading strategy that seeks to capitalize on a multi-strategic technical trading model. We rely on a very well designed group of strategies that has had past successes of providing trading signals with a highly probable win ratio.... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 3.00 Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD -7.00% Worst Peak-to-Trough 2.30% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 1.00% Intraday 99.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 100.00% Composition Currency FX 100.00% SummaryOur Valhalla MXAL is a fully automated trading strategy that seeks to capitalize on a multi-strategic technical trading model. We rely on a very well designed group of strategies that has had past successes of providing trading signals with a highly probable win ratio.Investment StrategyThe primary objective of the MXAL program is capital appreciation and preservation of capital through reliable, multi-strategic, short precision investment strategies. The objective of this program is to achieve capital appreciation with a low level of volatilityRisk ManagementConsistent risk management and capital preservation represent a key element of the program’s objective. Proper risk management is the means to successful trading followed by sound technical and fundamental analytical skills. Every trade takes into account risk to reward parameters and overall impact to yield. The initial risk for the strategy is limited to a pre-determined maximum drawdown limit, presently set at 10% of the program’s total assets. These drawdown limits are mandatory. These pre-determined drawdown limits are imposed, so any position(s) that realizes the pre-determined drawdown limit will be discontinued 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 -6.91 14 - 2/1/2012 4/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 5.23 4 11/1/2011 2/1/2012 2.27 2 12/1/2012 1/1/2013 1.91 1 6/1/2012 6/1/2012 1.83 1 8/1/2012 8/1/2012 1.76 1 3/1/2013 3/1/2013 1.20 1 5/1/2013 5/1/2013 0.26 1 10/1/2012 10/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.07 1 4/1/2013 4/1/2013 -4.62 3 3/1/2012 5/1/2012 -2.64 1 7/1/2012 7/1/2012 -1.06 1 9/1/2012 9/1/2012 -0.82 1 2/1/2013 2/1/2013 -0.61 1 11/1/2012 11/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods19.0017.0014.008.00 Percent Profitable57.8952.9428.5712.50 Average Period Return-0.03-0.20-0.92-1.74 Average Gain1.301.941.650.59 Average Loss-1.86-2.60-1.95-2.08 Best Period1.914.532.850.59 Worst Period-5.07-4.62-4.73-3.63 Standard Deviation1.922.672.231.33 Gain Standard Deviation0.561.411.36 Loss Standard Deviation1.561.271.581.02 Sharpe Ratio (1%)-0.06-0.17-0.64-2.06 Average Gain / Average Loss0.700.740.850.28 Profit / Loss Ratio0.960.840.340.04 Downside Deviation (10%)1.752.764.016.86 Downside Deviation (5%)1.582.122.433.01 Downside Deviation (0%)1.531.962.082.13 Sortino Ratio (10%)-0.25-0.52-0.84-0.98 Sortino Ratio (5%)-0.07-0.21-0.58-0.91 Sortino Ratio (0%)-0.02-0.10-0.44-0.82 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