AVR Capital Advisors LLC

AVR Diversified Trading Program (Proprietary)

Year-to-Date
N/A
Mar-2.14%
Minimum Investment
$300k
Management Fee2.00%
Performance Fee20.00%
Annualized Volatility10.10%
Sharpe (RFR=1%)1.44
CAROR
AUM$767K
Worst Drawdown-16.96
S&P Correlation0.59
Annualized Vol
10.10%
Sharpe (RFR=1%)
1.44
CAROR
16.16%
Worst DD
-16.96
S&P Correlation
0.59
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0Jan '19Apr '19Jul '19Oct '19Jan '20ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllDec 1, 2018Mar 1, 2020Dec '18Dec '…Jan '19Feb '19Mar '19Apr '19May '19Jun '19Jul '19Aug '19Sep '19Oct '19Nov '19Dec '19Jan '20Feb '20Mar '20Mar …9841.02k1.07k1.11k1.15k1.19k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20202.04-15.14-2.14-15.26-16.96
20193.101.271.110.09-3.613.99-2.747.47-0.221.901.881.2916.16-3.61

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
Since 12/2018
AVR Diversified Trading Program (Proprietary)-2.14-1.57
S&P 500-12.51-41.75-20.0064.67
+/- S&P 50010.3741.7520.00-66.25

Strategy

Created with Highcharts 9.1.0
Arbitrage25.00%
Other25.00%
Momentum25.00%
Counter-trend25.00%

Composition

Created with Highcharts 9.1.0
Account & Fees
TypeManaged Account
Minimum Investment
$300k
Management Fee2.00%
Performance Fee20.00%
Available to US InvestorsYes
Investor RequirementsAny Investor
High Water Markyes
Subscription FrequencyDaily
Redemption FrequencyDaily
Decision-Making
Trading
Trading Frequency2200 RT/YR/$M
Avg. Margin-Equity Ratio4.00%
Targeted Worst DD0.00%
Worst Peak-to-Trough0.00%
Sector FocusDiversified Traders
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days50.00%
Intraday50.00%