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Program Details

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Vision Capital Management,LLC 

Neptune

Manager: Dario Michalek

Address: 1601 East 1860 North, Lehi, UT, 84043, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Feb 1, 2012
AUM:$500,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$500,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-1.21%80.03%
Annual ROR:-0.23%12.05%
YTD:-9.49%5.53%
1 Year:-10.31%14.40%
Alpha:0.19
Beta:-0.05
Statistics Program S&P 500
Average Monthly Gain:3.81%2.63%
Average Monthly Loss:-4.61%-2.19%
Winning Months:3541
Losing Months:2721
Current DD:34.120.04
Max DD:34.128.89
Sharpe Ratio (RF 1%):-0.06
Annualized Std Dev:19.79

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Pattern Recognition:50%
Trend Following:50%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20175.471.19-15.19-9.49
20162.955.13-16.33-8.50-1.2410.21-8.16-2.028.321.21-0.91-6.87-17.90
20153.20-2.646.28-10.001.24-3.63-0.82-5.862.170.4410.10-4.30-5.34
20140.251.090.511.750.986.23-0.314.974.68-3.128.627.9338.32
20130.640.96-3.53-2.08-1.16-0.52-3.59-1.021.276.78-1.191.89-1.96
20120.20-0.160.14-4.736.732.370.114.74-6.00-10.6112.713.55

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Vision Capital is a research driven investment firm specializing in alternative investment strategies. We seek to achieve positive absolute returns through a Multi-Strategy investment approach which is applied across a highly diversified global portfolio. Strategies implemented within the program are pattern recognition and trend following. By utilizing a multi-strategy approach we are able to capitalize on a greater range of opportunities and market environments compare to a single strategy approach.

Company Info

Vision Capital is a research driven investment firm specializing in alternative investment strategies. We seek to achieve positive absolute returns through a multi-model approach, which is applied across a highly diversified portfolio. www.visioncapitalmanagement.com

Manager Info

Mr. Michalek has approximately 15 years investment experience. He formed Vision Capital in 2005 and is the portfolio manager and developer of their proprietary trading and risk management methodologies. From November 2002 to May 2007 he served as head analyst for Vision Investing Group, LLC a financial newsletter publisher that provides trading education, training and research. Mr. Michalek prepared in-depth analysis reports on S&P 500 and NASDAQ 100 stocks for individual and institutional clients. From August 1999 until October 2002 Mr. Michalek was employed by Mapleton Capital Management, LLC a proprietary trading firm. Mr. Michalek was hired to perform research on trading systems and tested thousands of ideas both with computers and manually on stocks, options, and futures.