Vilk Commodity Services Limited : Vilk Base Metals Relative Value Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -0.01% Min Investment $ 2,000k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 6.11% Sharpe (RFR=1%) 0.52 CAROR 4.07% Assets $ 17.3M Worst DD -4.46 S&P Correlation -0.03 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since1/2013 Vilk Base Metals Relative Value Program -0.01 - - - 2.33 8.27 - 24.56 S&P 500 0.48 - - - 30.43 67.53 - 122.20 +/- S&P 500 -0.49 - - - -28.10 -59.26 - -97.64 Strategy Description SummaryVilk Commodity Services Limited is an independent Investment Manager authorised and regulated by the Financial Conduct Authority. The company was founded in 2012 and is based in the City of London.... Read More Account & Fees Type Managed Account Minimum Investment $ 2,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 4.00 Management Fee 1.50% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 600 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 95.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 30.00% Technical 20.00% Other 50.00% Composition Industrial Metals 100.00% SummaryVilk Commodity Services Limited is an independent Investment Manager authorised and regulated by the Financial Conduct Authority. The company was founded in 2012 and is based in the City of London.Investment StrategyThe Vilk Base Metals Relative Value Program is a discretionary relative value approach to the commodity markets, underpinned by a quantitative framework. It aims to produce absolute returns in all market cycles. Fundamental and technical analysis are used along with the continued study of internal and external data to maximise alpha.Risk ManagementRisk management is at the core of the program and reviewed throughout the investment process, at strategy and portfolio level. Operational risk is also continually reviewed and improved by the automation of processes and the increased transparency of all parts of the investment cycle. 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 -4.46 6 12 3/1/2015 9/1/2015 -4.21 5 2 10/1/2017 3/1/2018 -3.45 4 4 1/1/2017 5/1/2017 -3.40 2 1 3/1/2013 5/1/2013 -3.29 2 2 1/1/2014 3/1/2014 -2.84 2 1 6/1/2014 8/1/2014 -2.39 2 3 10/1/2014 12/1/2014 -1.83 1 1 11/1/2013 12/1/2013 -1.77 2 1 1/1/0001 2/1/2013 -0.42 1 3 9/1/2016 10/1/2016 -0.01 1 - 5/1/2018 6/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 18.52 6 6/1/2013 11/1/2013 6.49 3 4/1/2014 6/1/2014 5.52 3 8/1/2017 10/1/2017 4.54 2 8/1/2016 9/1/2016 4.50 2 4/1/2018 5/1/2018 3.60 2 9/1/2014 10/1/2014 2.95 3 1/1/2015 3/1/2015 2.67 1 3/1/2013 3/1/2013 2.23 2 10/1/2015 11/1/2015 1.99 1 1/1/2014 1/1/2014 1.80 1 6/1/2017 6/1/2017 1.68 2 5/1/2016 6/1/2016 1.27 3 1/1/2016 3/1/2016 1.24 1 1/1/2017 1/1/2017 0.34 1 11/1/2016 11/1/2016 0.10 2 3/1/2017 4/1/2017 0.00 1 5/1/2015 5/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -4.21 5 11/1/2017 3/1/2018 -4.17 4 6/1/2015 9/1/2015 -3.40 2 4/1/2013 5/1/2013 -3.29 2 2/1/2014 3/1/2014 -3.21 1 7/1/2016 7/1/2016 -2.84 2 7/1/2014 8/1/2014 -2.39 2 11/1/2014 12/1/2014 -2.29 1 5/1/2017 5/1/2017 -1.83 1 12/1/2013 12/1/2013 -1.77 2 1/1/2013 2/1/2013 -1.35 1 7/1/2017 7/1/2017 -1.29 1 2/1/2017 2/1/2017 -1.12 1 4/1/2016 4/1/2016 -0.46 1 12/1/2015 12/1/2015 -0.42 1 10/1/2016 10/1/2016 -0.31 1 12/1/2016 12/1/2016 -0.30 1 4/1/2015 4/1/2015 -0.01 1 6/1/2018 6/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods66.0064.0061.0055.0049.0043.0031.0019.00 Percent Profitable54.5560.9475.4176.3685.7193.0296.77100.00 Average Period Return0.351.102.173.865.005.847.9513.10 Average Gain1.612.833.515.516.046.378.2413.10 Average Loss-1.16-1.61-1.93-1.47-1.30-1.21-1.00 Best Period5.049.8418.5220.3422.4923.2422.0923.74 Worst Period-3.21-3.27-4.46-3.77-2.25-2.19-1.004.60 Standard Deviation1.762.964.225.716.676.976.976.82 Gain Standard Deviation1.232.463.975.556.646.946.886.82 Loss Standard Deviation0.910.921.281.170.760.99 Sharpe Ratio (1%)0.150.290.400.500.520.550.711.32 Average Gain / Average Loss1.381.761.823.764.655.278.22 Profit / Loss Ratio1.662.755.5812.1427.9170.26246.64 Downside Deviation (10%)1.221.882.473.895.447.0910.2410.73 Downside Deviation (5%)1.031.291.351.341.181.091.21 Downside Deviation (0%)0.991.151.140.900.560.380.18 Sortino Ratio (10%)-0.05-0.07-0.12-0.29-0.48-0.62-0.76-0.79 Sortino Ratio (5%)0.260.661.242.142.963.534.05 Sortino Ratio (0%)0.350.951.914.308.9315.2244.12 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 10 2.20 5/2018 Discretionary Trader Index Month 10 2.25 4/2018 Discretionary Trader Index Month 9 2.23 10/2017 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