Vision Capital Management : Global Futures 2X Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance 15.00% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 43.91% Sharpe (RFR=1%) 0.54 CAROR 16.70% Assets $ 800k Worst DD -48.33 S&P Correlation -0.36 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 Nov Qtr 2020 1yr 3yr 5yr 10yr Since9/2008 Global Futures 2X 15.00 - - - - - -13.71 65.18 S&P 500 -0.51 - - - - - 9.42 218.71 +/- S&P 500 15.51 - - - - - -23.13 -153.52 Strategy Description SummaryVision Capital is an alternative investment firm specializing in managed futures. We offer investment products to institutions and high net-worth individuals who seek diversification through uncorrelated asset classes. Our investment products... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 25k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $25.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -50.00% Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 25.00% 4-12 Months 50.00% 1-3 Months 20.00% 1-30 Days 5.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Currency Futures 13.00% Energy 13.00% Grains 13.00% Interest Rates 13.00% Softs 13.00% Stock Indices 13.00% Livestock 12.00% Industrial Metals 5.00% Precious Metals 5.00% SummaryVision Capital is an alternative investment firm specializing in managed futures. We offer investment products to institutions and high net-worth individuals who seek diversification through uncorrelated asset classes. Our investment products are designed to provide clients with strategic access to a wide range of global futures and commodity markets. Our commitment is to create investment strategies that can add value to our client's investment portfolios in an uncertain market environment.Investment StrategyThe investment program is quantitative and primarily directional in nature, meaning it seeks to identify and take advantage of upward and downward price trends. Price data is used to respond to price moves across a highly diversified global futures portfolio. Investment rules are executed within a systematic framework. Sophisticated research led to the formulation of the investment approach. The cornerstone of the investment philosophy is that financial markets experience inefficiencies in the form of price trends, which arise as a result of crowd behavior. Although they vary in intensity, duration and frequency, price trends are a universal and recurrent phenomenon across all markets and sectors. As a persistent type of market behavior, trends are an attractive focus for active trading styles applied across a diverse range of global markets.Risk ManagementThe main principle behind risk management is strategic diversification in pursuit of a maximum attainable risk spreading, taking correlation analysis and degrees of profit expectancy into account. Market and sector exposure are dynamically adjusted in real time to reflect changes in the volatility of each individual market. An increase in volatility of a particular market means directional positions are exposed to greater risk. Therefore the risk weighting for a market decreases as volatility increases. The assessment of price volatility plays a prominent role. The strength of our Global Futures program is the disciplined, systematic and dynamic nature of investment approach. The overall performance is determined by the entirety of all markets and all trades. The results of individual trades deserve only limited attention in a portfolio strategy. In a systematic investment approach, the consistent disciplined application by Vision’s investment team and a consistent prolonged participation by the client are both essential to realize the pursued returns over the course of time. 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 -48.33 28 - 2/1/2009 6/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 138.76 6 9/1/2008 2/1/2009 29.85 3 7/1/2011 9/1/2011 21.90 3 8/1/2010 10/1/2010 20.99 1 12/1/2010 12/1/2010 18.14 2 8/1/2009 9/1/2009 15.00 1 11/1/2011 11/1/2011 12.66 2 3/1/2010 4/1/2010 11.60 1 4/1/2011 4/1/2011 7.35 1 11/1/2009 11/1/2009 1.47 1 6/1/2009 6/1/2009 0.71 1 2/1/2011 2/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -32.47 2 5/1/2011 6/1/2011 -30.82 3 5/1/2010 7/1/2010 -27.44 3 3/1/2009 5/1/2009 -13.80 3 12/1/2009 2/1/2010 -10.33 1 10/1/2011 10/1/2011 -10.32 1 3/1/2011 3/1/2011 -5.73 1 10/1/2009 10/1/2009 -5.70 1 11/1/2010 11/1/2010 -5.32 1 1/1/2011 1/1/2011 -2.51 1 7/1/2009 7/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods39.0037.0034.0028.0022.0016.00 Percent Profitable56.4154.0538.2425.0027.2718.75 Average Period Return2.044.832.62-1.96-8.28-11.85 Average Gain10.5922.0333.3330.8831.0126.00 Average Loss-9.02-15.41-16.38-12.91-23.01-20.59 Best Period44.9489.30138.7694.5076.6142.74 Worst Period-25.38-30.82-35.55-26.75-40.22-29.82 Standard Deviation12.6826.4635.3027.8131.3821.09 Gain Standard Deviation9.3123.9540.6039.1034.1920.51 Loss Standard Deviation6.119.428.609.0611.816.73 Sharpe Ratio (1%)0.150.170.06-0.11-0.31-0.66 Average Gain / Average Loss1.171.432.032.391.351.26 Profit / Loss Ratio1.521.681.260.800.510.29 Downside Deviation (10%)7.3512.8716.2217.3027.9028.46 Downside Deviation (5%)7.1712.2914.8214.2723.0721.19 Downside Deviation (0%)7.1312.1414.4713.5521.9219.45 Sortino Ratio (10%)0.220.280.01-0.40-0.57-0.78 Sortino Ratio (5%)0.270.370.14-0.21-0.42-0.65 Sortino Ratio (0%)0.290.400.18-0.14-0.38-0.61 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