Valhalla Capital Group, LLC : MXAL

archived programs
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

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 Since
11/2011
MXAL 1.20 - - - - - - -0.86
S&P 500 2.08 - - - - - - 177.84
+/- S&P 500 -0.88 - - - - - - -178.71

Strategy Description

Summary

Our 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%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

Our 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 Strategy

The 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 volatility

Risk Management

Consistent 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

   

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
-6.91 14 - 2/1/2012 4/1/2013
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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
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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
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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.