Valhalla Capital Group, LLC : Valhalla Prop FX

archived programs
Year-to-Date
N / A
Oct Performance
-2.14%
Min Investment
$ 25k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
6.17%
Sharpe (RFR=1%)
-1.52
CAROR
-
Assets
$ 33k
Worst DD
-8.13
S&P Correlation
-0.19

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
1/2011
Valhalla Prop FX -2.14 - - - - - - -6.89
S&P 500 10.77 - - - - - - 169.36
+/- S&P 500 -12.91 - - - - - - -176.25

Strategy Description

Summary

Our Valhalla Prop 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 $ 25k
Trading Level Incremental Increase $ 10k
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 -10.00%
Worst Peak-to-Trough 2.36%
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

Trend-following
100.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

Our Valhalla Prop 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 Valhalla Prop program is capital appreciation and preservation of capital through reliable, multi strategic investment strategies. The objective of this program is to achieve capital appreciation with a low level of volatility. The program seeks to accomplish its objective by allocating its assets among a diverse group of specialized trading systems. The program’s systems will trade a range of technically based investment strategies, in pursuit of delightful risk-adjusted returns. The actual number of strategies being used may vary and may change materially over time as determined by Valhalla Capital Group in their sole discretion. Valhalla Capital Group intends that the program’s objective will be achieved by a disciplined trading approach. The assets of this program will be traded by the technical trading systems selected by the firm. All signals under the program are generated by our proprietary automated trading systems, which are constantly monitored. These systems use a wide array of technical indicators to identify price patterns that improve the probability for success. Certain algorithms find mini trends, directional movements and inefficiencies which produce multiple signals.

Risk Management

Consistent risk management and capital preservation represent key elements 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 per day, presently set at 5% 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. In summary, the program’s multiple logic based systems utilize small amounts of trading capital per trade, and concurrently adhering to automated drawdown limits, continuously evaluating markets, and exercising efficient risk management processes, which hopefully lead to consistent and reliable profitable results, whilst also preserving capital. All trade entries are accompanied by two preset levels for exit, one for the profit target and the other for a preset stop loss target. All trades will carry a protective stop loss, pre-determined with a definite maximum percentage risk per trade. This % risk per trade can and will vary by the strategy being employed.

   

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
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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
-8.13 9 - 1/1/2011 10/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
2.23 2 3/1/2011 4/1/2011
1.35 1 1/1/2011 1/1/2011
0.06 1 9/1/2011 9/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.00 4 5/1/2011 8/1/2011
-2.36 1 2/1/2011 2/1/2011
-2.14 1 10/1/2011 10/1/2011
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Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable40.0025.00
Average Period Return-0.70-2.13
Average Gain0.910.47
Average Loss-1.77-2.99
Best Period1.840.78
Worst Period-3.70-5.76
Standard Deviation1.782.61
Gain Standard Deviation0.830.44
Loss Standard Deviation1.362.43
Sharpe Ratio (1%)-0.44-0.91
Average Gain / Average Loss0.510.16
Profit / Loss Ratio0.340.05
Downside Deviation (10%)1.944.15
Downside Deviation (5%)1.733.40
Downside Deviation (0%)1.673.23
Sortino Ratio (10%)-0.57-0.81
Sortino Ratio (5%)-0.45-0.70
Sortino Ratio (0%)-0.42-0.66

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.