Year-to-Date
N/A
Oct-2.30%
Minimum Investment
100k
Management Fee1.00%
Performance Fee20.00%
Annualized Volatility11.54%
Sharpe (RFR=1%)-0.28
CAROR-2.85%
AUM93K
Worst Drawdown-18.06
S&P Correlation-0.37
Annualized Vol
11.54%
Sharpe (RFR=1%)
-0.28
CAROR
-2.85%
Worst DD
-18.06
S&P Correlation
-0.37
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0Jul '10Jan '11Jul '11Jan '12Jul '12ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllMay 1, 2010Oct 1, 2012Jul '10Oct '10Jan '11Apr '11Jul '11Oct '11Jan '12Apr '12Jul '12Oct '129029459881.03k1.07k1.12k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20122.20-2.000.40-3.80-5.201.30-3.10-3.400.70-2.30-14.45-16.29
2011-1.90-0.10-2.302.106.630.303.302.601.20-2.002.003.2015.68-4.25
20101.760.008.20-5.80-2.80-1.85-4.77-5.77-14.42

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
Oct
Qtr
YTD
1yr
3yr
5yr
10yr
Since 5/2010
YOOF-2.30-11.75-6.74
S&P 500-1.98-67.8412.2924.80327.60
+/- S&P 500-0.3267.84-12.29-36.55-334.34

Strategy

Created with Highcharts 9.1.0

Composition

Created with Highcharts 9.1.0
Account & Fees
TypeManaged Account
Minimum Investment
100k
Management Fee1.00%
Performance Fee20.00%
Available to US InvestorsYes
Investor RequirementsQualified Eligible Persons (QEP)
High Water Markyes
Subscription Frequency
Redemption Frequency
Decision-Making
Trading
Trading Frequency2500 RT/YR/$M
Avg. Margin-Equity Ratio20.00%
Targeted Worst DD0.00%
Worst Peak-to-Trough0.00%
Sector FocusFinancial & Metals Traders
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months100.00%
1-30 Days0.00%
Intraday0.00%