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Program Details

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K4 Capital Management, LLC 

MVS LITE

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:Feb 15, 2006
AUM:$2,260,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:0%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:51.80%84.58%
Annual ROR:8.01%11.98%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:0.23
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:1.05%6025.93%
Average Monthly Loss:-2.14%-3.12%
Winning Months:5758
Losing Months:87
Current DD:0.0014.76
Max DD:6.0352.56
Sharpe Ratio (RF 1%):1.22
Annualized Std Dev:5.74

Methodology

Discretionary:10%
Systematic:90%

Strategy

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

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20110.600.670.50-2.472.850.402.50
2010-0.150.380.69-0.410.560.031.140.180.700.950.260.114.52
20090.340.730.450.280.990.260.42-0.020.480.29-2.393.325.18
20080.561.140.950.290.850.220.990.020.27-6.030.410.650.11
20070.93-1.612.470.841.041.74-4.067.301.431.580.940.7413.77
20062.860.561.902.622.761.740.901.010.880.820.9018.27

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

MVS LITE is a variation of K4 Capital's MVS Program. Like MVS, it is an option selling strategy based on statistical analysis of market behavior. LITE trades fewer contracts for similar account sizes, and option strikes will typically be further out of the money than with the original MVS. MVS LITE will have a lower margin to equity ratio relative to MVS, however, all the same risk factors apply. The results of these modifications is that LITE will generate lower returns than MVS, but should also be more resistant to drawdowns.

Company Info

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

Manager Info

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