Valhalla Capital Group, LLC : VCP

archived programs
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

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 Since
6/2013
VCP -6.48 - - - - - - 92.41
S&P 500 -1.51 - - - - - - 115.70
+/- S&P 500 -4.97 - - - - - - -23.29

Strategy Description

Investment Strategy

The 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%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Investment Strategy

The 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% .

   

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
-6.48 1 - 6/1/2014 7/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
105.74 13 6/1/2013 6/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.48 1 7/1/2014 7/1/2014
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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.