Voss Capital Management, LLC : Alpha Index

Year-to-Date
6.21%
Aug Performance
0.05%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
3.99%
Sharpe (RFR=1%)
-2.63
CAROR
-
Assets
$ 188k
Worst DD
-7.11
S&P Correlation
-0.37

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
1/2021
Alpha Index 0.05 -1.98 -6.21 - - - - -6.21
S&P 500 3.04 7.72 24.49 - - - - 25.89
+/- S&P 500 -2.99 -9.70 -30.70 - - - - -32.10

Strategy Description

Summary

Voss Capital's primary product offering is the Alpha Index Program (AIP). The trading instruments utilized are stock index futures, most notably, the E-mini S&P and Micro E-Mini S&P. Trades will engage on both the long side and short side of the market. The AIP trading strategy... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 1.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $2.50
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 2000 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD -10.00%
Worst Peak-to-Trough 0%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 75.00%
Systematic 25.00%

Strategy

Counter-trend
30.00%
Trend-following
70.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Voss Capital's primary product offering is the Alpha Index Program (AIP). The trading instruments utilized are stock index futures, most notably, the E-mini S&P and Micro E-Mini S&P. Trades will engage on both the long side and short side of the market. The AIP trading strategy is the result of over 10 years of research, development and testing. AIP is unique in that it only trades intraday, positions are not intended to be held overnight. Client accounts are designed to be in cash and fully liquid at the end of each trading day. This allows us to avoid undue overnight risk caused by unforeseen economic and geopolitical events.

Investment Strategy

Trade entries are determined by technical analysis with emphasis on trend, momentum and timing. Our AIP strategy looks for specific situations where a statistical edge is present and the trade meets our pre-defined risk tolerance. We trade AIP with a process-oriented approach and a probabilistic mindset.

Risk Management

Our goal is to provide clients with capital appreciation while managing risk at all times. The AIP risk management plan includes volatility analysis and daily loss limits. We believe that growth can only be achieved through diligent risk management. Returns of the program are designed to be uncorrelated with the underlying stock market and most other asset classes. Positions are not intended to be held overnight. ​

   

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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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
-7.11 6 - 1/1/2021 7/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
0.92 1 1/1/2021 1/1/2021
0.05 1 8/1/2021 8/1/2021
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.11 6 2/1/2021 7/1/2021
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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.