Vilk Commodity Services Limited : Vilk Base Metals Relative Value Program

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

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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	2019	1yr	3yr	5yr	10yr	Since 1/2013
Vilk Base Metals Relative Value Program	-0.01	4.49	-	4.20	6.20	22.66	-	24.56
S&P 500	0.48	2.93	-	11.21	30.43	67.53	-	79.62
+/- S&P 500	-0.49	1.55	-	-7.01	-24.23	-44.87	-	-55.06

Strategy Description

Summary

Vilk 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%

Summary

Vilk 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 Strategy

The 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 Management

Risk 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.

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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.

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Index:

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	66.00	64.00	61.00	55.00	49.00	43.00	31.00	19.00
Percent Profitable	54.55	60.94	75.41	76.36	85.71	93.02	96.77	100.00
Average Period Return	0.35	1.10	2.17	3.86	5.00	5.84	7.95	13.10
Average Gain	1.61	2.83	3.51	5.51	6.04	6.37	8.24	13.10
Average Loss	-1.16	-1.61	-1.93	-1.47	-1.30	-1.21	-1.00
Best Period	5.04	9.84	18.52	20.34	22.49	23.24	22.09	23.74
Worst Period	-3.21	-3.27	-4.46	-3.77	-2.25	-2.19	-1.00	4.60
Standard Deviation	1.76	2.96	4.22	5.71	6.67	6.97	6.97	6.82
Gain Standard Deviation	1.23	2.46	3.97	5.55	6.64	6.94	6.88	6.82
Loss Standard Deviation	0.91	0.92	1.28	1.17	0.76	0.99
Sharpe Ratio (1%)	0.15	0.29	0.40	0.50	0.52	0.55	0.71	1.32
Average Gain / Average Loss	1.38	1.76	1.82	3.76	4.65	5.27	8.22
Profit / Loss Ratio	1.66	2.75	5.58	12.14	27.91	70.26	246.64
Downside Deviation (10%)	1.22	1.88	2.47	3.89	5.44	7.09	10.24	10.73
Downside Deviation (5%)	1.03	1.29	1.35	1.34	1.18	1.09	1.21
Downside Deviation (0%)	0.99	1.15	1.14	0.90	0.56	0.38	0.18
Sortino Ratio (10%)	-0.05	-0.07	-0.12	-0.29	-0.48	-0.62	-0.76	-0.79
Sortino Ratio (5%)	0.26	0.66	1.24	2.14	2.96	3.53	4.05
Sortino Ratio (0%)	0.35	0.95	1.91	4.30	8.93	15.22	44.12

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.

^#10

Top Performer

DISCRETIONARY TRADER INDEX

MAY
2018

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Vilk Commodity Services Limited : Vilk Base Metals Relative Value Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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