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Program Details

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K4 Capital Management, LLC 

MVS Flex

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:Jan 1, 2011
AUM:$718,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:1%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:4.62%92.08%
Annual ROR:9.44%268.94%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:0.65
Beta:0.13
Statistics Program S&P 500
Average Monthly Gain:0.76%2.77%
Average Monthly Loss:N/A-1.09%
Winning Months:63
Losing Months:03
Current DD:0.003.15
Max DD:0.003.15
Sharpe Ratio (RF 1%):3.74
Annualized Std Dev:2.26

Methodology

Discretionary:30%
Systematic:70%

Strategy

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

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20111.360.270.111.640.940.224.62

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

MVS Flex uses the MVS methodology to select and sell far out of the money strikes. The premiums collected are then used to purchase close to the money options. Therefore unlike MVS, the profits from Flex come from the difference in time decay between long and short options and/or the intrinsic value of the long options.

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