K4 Capital Management

MVS Lite Program

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 0.00%
Performance Fee 20.00%
Annualized Volatility 5.96%
Sharpe (RFR=1%) 1.02
CAROR 7.13%
Assets $1,992,254
Worst Drawdown -6.03
S&P Correlation 0.28

Summary

MVS LITE is a variation of K4 Capital's MVS Program. Like MVS, it is an option selling strategy based on statistical analysis of market behavior. LITE trades fewer contracts for similar account sizes, and options strikes will typically be further out than with the original MVS. MVS Lite will have a lower margin to equity ratio relative to MVS, however, all the same risk factors apply. The result of these modifications is that Lite will generate lower returns than MVS, but will also be more resistant to drawdowns.