Volt Capital Management AB : Diversified Alpha Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.63% Feb Performance -0.42% Min Investment $ 5,000k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 10.19% Sharpe (RFR=1%) 0.86 CAROR 9.69% Assets $ 62.0M Worst DD -8.81 S&P Correlation -0.19 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since3/2017 Diversified Alpha Program -0.42 3.95 -0.63 27.44 48.56 - - 44.78 S&P 500 5.94 8.65 4.76 33.19 44.98 - - 64.84 +/- S&P 500 -6.36 -4.70 -5.39 -5.76 3.57 - - -20.07 Strategy Description Investment StrategyThe Volt Diversified Alpha Program (the “Program”) is a diversified, systematic trading program that applies machine learning to financial markets with the aim to deliver capital appreciation in all market conditions. The Program is fundamental in nature, primarily seeking... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission 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 1250 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 90.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Fundamental 100.00% Composition Interest Rates 19.00% Currency Futures 17.00% Precious Metals 17.00% Energy 17.00% Grains 13.00% Stock Indices 11.00% Livestock 3.00% Softs 3.00% Investment StrategyThe Volt Diversified Alpha Program (the “Program”) is a diversified, systematic trading program that applies machine learning to financial markets with the aim to deliver capital appreciation in all market conditions. The Program is fundamental in nature, primarily seeking to capture price moves that are motivated by a change in underlying economic factors, but it also uses technical information for risk management, trade timing and execution decisions. The Program trades a diversified portfolio of liquid futures contracts, covering the main global financial and commodity markets. Trading signals span a variety of horizons from monthly to intraday. Intraday or daily signals are used primarily to aid execution and risk management while signals with a weekly or longer horizon are used to establish core positions. The Program targets a 10% annualized volatility. Position risk is managed on an intraday basis, maintaining strict limits on exposure and Value-at-Risk (VaR). Execution is fully automated using direct market access (DMA). Thanks to the use of machine learning and fundamental input data, the Program is expected to have a low correlation to traditional assets as well as systematic trading benchmarks. 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 -8.81 5 3 6/1/2019 11/1/2019 -7.55 4 6 1/1/0001 6/1/2017 -6.93 3 7 1/1/2018 4/1/2018 -3.34 1 1 9/1/2020 10/1/2020 -1.09 3 1 2/1/2019 5/1/2019 -0.63 2 - 12/1/2020 2/1/2021 -0.60 1 2 4/1/2020 5/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 27.36 5 12/1/2019 4/1/2020 12.79 5 10/1/2018 2/1/2019 9.29 4 6/1/2020 9/1/2020 8.30 2 11/1/2020 12/1/2020 5.63 4 10/1/2017 1/1/2018 5.33 2 7/1/2017 8/1/2017 4.72 2 5/1/2018 6/1/2018 1.81 1 6/1/2019 6/1/2019 1.38 1 8/1/2019 8/1/2019 0.50 1 3/1/2018 3/1/2018 0.40 1 8/1/2018 8/1/2018 0.23 1 4/1/2019 4/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.71 3 9/1/2019 11/1/2019 -7.55 4 3/1/2017 6/1/2017 -4.26 1 2/1/2018 2/1/2018 -3.34 1 10/1/2020 10/1/2020 -3.27 1 4/1/2018 4/1/2018 -1.86 1 7/1/2018 7/1/2018 -1.47 1 7/1/2019 7/1/2019 -1.04 1 9/1/2017 9/1/2017 -0.79 1 3/1/2019 3/1/2019 -0.65 1 9/1/2018 9/1/2018 -0.63 2 1/1/2021 2/1/2021 -0.60 1 5/1/2020 5/1/2020 -0.53 1 5/1/2019 5/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods48.0046.0043.0037.0031.0025.0013.00 Percent Profitable60.4267.3974.4286.4993.55100.00100.00 Average Period Return0.822.775.8812.0216.2622.3937.97 Average Gain2.565.598.9314.3017.5022.3937.97 Average Loss-1.85-3.06-3.02-2.55-1.70 Best Period11.5422.5826.5940.9433.7643.2948.56 Worst Period-4.36-8.71-7.16-4.41-2.241.6613.61 Standard Deviation2.946.078.5511.9610.0312.919.07 Gain Standard Deviation2.345.187.7311.239.1212.919.07 Loss Standard Deviation1.292.612.191.820.77 Sharpe Ratio (1%)0.250.420.630.921.471.583.85 Average Gain / Average Loss1.381.832.965.6010.30 Profit / Loss Ratio2.113.788.6035.83149.36 Downside Deviation (10%)1.632.843.063.182.542.340.60 Downside Deviation (5%)1.452.382.071.440.830.07 Downside Deviation (0%)1.412.261.861.110.45 Sortino Ratio (10%)0.250.541.112.213.425.1837.13 Sortino Ratio (5%)0.511.062.607.6517.89294.20 Sortino Ratio (0%)0.581.223.1610.8035.90 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