Kingsview Management

Targeted Volatility Program

Year-to-Date
N/A
Jul-2.59%
Minimum Investment
50k
Management Fee2.00%
Performance Fee25.00%
Annualized Volatility20.32%
Sharpe (RFR=1%)0.22
CAROR3.52%
AUM148K
Worst Drawdown-20.75
S&P Correlation-0.48
Annualized Vol
20.32%
Sharpe (RFR=1%)
0.22
CAROR
3.52%
Worst DD
-20.75
S&P Correlation
-0.48
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0Jul '10Jan '11Jul '11Jan '12ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllMar 1, 2010Jul 1, 2012Apr '10Jul '10Oct '10Jan '11Apr '11Jul '11Oct '11Jan '12Apr '12Jul '129731.04k1.11k1.17k1.24k1.31k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20121.27-1.73-2.704.10-2.43-2.50-2.59-6.59-7.76
2011-1.962.531.68-3.75-1.853.741.34-5.535.17-19.697.374.59-9.04-20.75
2010-2.6516.912.583.721.310.811.120.261.7627.59-2.65

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
Jul
Qtr
YTD
1yr
3yr
5yr
10yr
Since 3/2010
Targeted Volatility Program-2.59-15.768.40
S&P 5001.26-68.599.6821.90271.40
+/- S&P 500-3.8568.59-9.68-37.66-262.99
Account & Fees
TypeManaged Account
Minimum Investment
50k
Management Fee2.00%
Performance Fee25.00%
Available to US InvestorsYes
Investor RequirementsAny Investor
High Water Markyes
Subscription Frequency1-7 Days
Redemption Frequency1-7 Days
Decision-Making
Trading
Trading Frequencynull RT/YR/$M
Avg. Margin-Equity Ratio25.00%
Targeted Worst DD2.65%
Worst Peak-to-Trough-2.65%
Sector FocusDiversified Traders
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days0.00%
Intraday0.00%