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Program Details

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K4 Capital Management, LLC 

MVS

Manager: Barry Kosoris

Address: 3814 Mirror Pond Way, Eugene, OR, 97408, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:May 15, 2004
AUM:$12,638,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:0%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:197.92%113.38%
Annual ROR:16.45%11.15%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:1.26
Beta:0.12
Statistics Program S&P 500
Average Monthly Gain:1.68%2.93%
Average Monthly Loss:-3.04%-3.90%
Winning Months:7953
Losing Months:733
Current DD:0.0014.76
Max DD:6.4652.56
Sharpe Ratio (RF 1%):2.21
Annualized Std Dev:6.99

Methodology

Discretionary:10%
Systematic:90%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Option Writing:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20110.770.830.82-0.671.200.563.55
20100.150.590.59-0.99-2.540.140.800.420.461.511.070.833.01
20090.751.091.120.411.820.430.830.380.830.44-1.613.4410.32
20081.452.181.001.071.370.710.950.230.43-6.460.430.693.84
20072.22-3.752.311.920.902.63-5.2310.842.582.341.960.9220.55
20061.353.760.922.623.433.831.590.971.171.802.521.8629.03
20051.292.321.423.433.373.860.533.192.040.952.591.3329.66
20045.242.422.232.281.530.552.742.2820.90

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

MVS is a short-term, non directional strategy based on extensive statistical analysis of markets. It is an option selling program designed to capture small but steady returns on a monthly basis.

Company Info

Please see www.k4capital.net for company and program information as well as our most current disclosure document.

Manager Info

Please see our most recent disclosure document, which can be found at www.k4capital.net