XVA Capital Management, LLC : Purple Sheet Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -2.59% Min Investment $ 200k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 47.36% Sharpe (RFR=1%) -0.30 CAROR - Assets $ 181k Worst DD -31.07 S&P Correlation 0.95 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since9/2013 Purple Sheet -2.59 - - - - - - -13.50 S&P 500 0.69 - - - - - - 161.18 +/- S&P 500 -3.28 - - - - - - -174.67 Strategy Description SummaryThe Purple Sheet is a volatility program focused on exploiting short term movements in the futures markets – mainly in energy, precious metals, softs, grains and currencies.... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 200k CTA Max Funding Factor 1.00 Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 5.86% Sector Focus Diversified 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 0% Systematic 100.00% Strategy Other 100.00% Composition Currency Futures 20.00% Precious Metals 20.00% Energy 20.00% Grains 20.00% Softs 20.00% SummaryThe Purple Sheet is a volatility program focused on exploiting short term movements in the futures markets – mainly in energy, precious metals, softs, grains and currencies. 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 -31.07 1 - 12/1/2013 1/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.21 4 9/1/2013 12/1/2013 4.56 1 2/1/2014 2/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -31.07 1 1/1/2014 1/1/2014 -2.59 1 3/1/2014 3/1/2014 Show More 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