Year-to-Date
N/A
May-0.56%
Minimum Investment
$1,000k
Management Fee2.00%
Performance Fee20.00%
Annualized Volatility10.66%
Sharpe (RFR=1%)0.33
CAROR3.98%
AUM$2.2M
Worst Drawdown-21.54
S&P Correlation0.01
Annualized Vol
10.66%
Sharpe (RFR=1%)
0.33
CAROR
3.98%
Worst DD
-21.54
S&P Correlation
0.01
Growth of $1,000 — VAMI
Created with Highcharts 9.1.02000200220042006200820102012ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllDec 1, 1999May 1, 20132000200120022003200420052006200720082009201020112012201310001.23k1.46k1.68k1.91k2.14k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
2013-0.23-1.930.610.65-0.56-1.47-2.16
2012-0.370.42-0.39-1.70-0.070.050.35-0.41-1.650.40-0.210.53-3.04-3.78
2011-1.230.200.80-0.27-2.72-0.63-1.86-2.68-3.98-1.250.390.40-12.21-12.90
2010-0.291.922.71-0.58-5.240.46-2.45-3.392.79-2.092.483.10-1.00-10.80

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
May
Qtr
YTD
1yr
3yr
5yr
10yr
Since 12/1999
System CFE-0.56-4.9168.77
S&P 5002.08-62.8714.3444.12216.06
+/- S&P 500-2.6462.87-14.34-49.03-147.29
Account & Fees
TypeManaged Account
Minimum Investment
$1,000k
Management Fee2.00%
Performance Fee20.00%
Available to US InvestorsYes
Investor RequirementsAny Investor
High Water Markno
Subscription Frequency
Redemption Frequency
Decision-Making
Trading
Trading Frequency800 RT/YR/$M
Avg. Margin-Equity Ratio18.00%
Targeted Worst DD0.00%
Worst Peak-to-Trough0.00%
Sector Focus
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days0.00%
Intraday0.00%