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Program Details

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XVA Capital Management, LLC 

The Purple Sheet

Manager: Toni Aoun

Address: 2101 Cedar Springs Road Ste 1050, Dallas, TX, 75201, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Sep 23, 2013
AUM:$181,250
QEP:Yes
Incentive Fee:30%
Annual Mgt Fee:0%
Min Investment:$200,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-13.50%47.93%
Annual ROR:-22.01%95.67%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:-10.47
Beta:4.69
Statistics Program S&P 500
Average Monthly Gain:5.22%2.93%
Average Monthly Loss:-16.83%-3.56%
Winning Months:56
Losing Months:21
Current DD:29.790.00
Max DD:31.073.56
Sharpe Ratio (RF 1%):-0.49
Annualized Std Dev:47.36

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodIntraday
---------------------------
Mean Reversion:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2014-31.074.56-2.59-29.79
20135.166.228.251.9023.21

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Purple Sheet is a volatility program focused on exploiting short term movements in the futures markets - mainly in energy, precious metals, softs, grains and currencies.

Company Info

XVA Capital Management, LLC is a Dallas based boutique absolute return manager. We specialize in long/short volatility strategies in the futures and commodities markets uncorrelated to traditional asset classes and with minimal correlation to directional trading strategies. With over a decade of experience in trading the futures markets, XVA has ensured that it adapts to current market conditions, controls risk, provides returns and improves performance by adhering to its proprietary quantitative strategies.

Manager Info

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