Valhalla Capital Group, LLC : VCP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -6.48% Min Investment $ 25k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 19.55% Sharpe (RFR=1%) 2.91 CAROR - Assets $ 531k Worst DD -6.48 S&P Correlation 0.40 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since6/2013 VCP -6.48 - - - - - - 92.41 S&P 500 -1.51 - - - - - - 115.70 +/- S&P 500 -4.97 - - - - - - -23.29 Strategy Description Investment StrategyThe VCP program is a 100% fully automated trading system designed to capture profit in counter trend markets. It also utilizes hedging, taking profits when the markets are directions. It currently trades 3 currency pairs,but not limited to taking trades in other Major pairs... Read More Account & Fees Type Managed Account Minimum Investment $ 25k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD -30.00% Worst Peak-to-Trough 17.00% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 20.00% Intraday 80.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 70.00% Momentum 20.00% Technical 10.00% Composition Currency FX 100.00% Investment StrategyThe VCP program is a 100% fully automated trading system designed to capture profit in counter trend markets. It also utilizes hedging, taking profits when the markets are directions. It currently trades 3 currency pairs,but not limited to taking trades in other Major pairs as well. The VCP system is purely technical and uses its own internal logic to scale in and out of positions based on market movement. The average holding period is typically a few days and trades 24hrs from market open to market close. We do require the system to be completely flat to allocate new accounts. Due to its trading style and nature, the system does carry open equity positions at all times and each pair has speciffic risk limits and adjusted stoplosses. The VCP system also has an automated cut off at 30% . 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 -6.48 1 - 6/1/2014 7/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 105.74 13 6/1/2013 6/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.48 1 7/1/2014 7/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods13.0012.009.00 Percent Profitable92.3183.3388.89 Average Period Return4.8319.0739.21 Average Gain5.7725.4344.25 Average Loss-6.48-12.72-1.15 Best Period18.1285.53105.74 Worst Period-6.48-24.49-1.15 Standard Deviation5.6425.5328.98 Gain Standard Deviation4.7122.2726.42 Loss Standard Deviation16.65 Sharpe Ratio (1%)0.840.741.34 Average Gain / Average Loss0.892.0038.59 Profit / Loss Ratio10.6910.00308.73 Downside Deviation (10%)1.917.451.21 Downside Deviation (5%)1.827.150.55 Downside Deviation (0%)1.807.080.38 Sortino Ratio (10%)2.312.4030.48 Sortino Ratio (5%)2.612.6370.58 Sortino Ratio (0%)2.692.70102.58 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