Program Details
Alpha Global Program
Manager: Pete Sabharwal
Address: New York, , NY, , U.S.A.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Overview
| Program Type: | CTA |
| Inception Date: | Jul 15, 2015 |
| AUM: | N/A |
| QEP: | No |
| Incentive Fee: | 25% |
| Annual Mgt Fee: | 2% |
| Min Investment: | $25,000 |
| Disclosure Doc: | View |
| Performance |
Program |
S&P 500 |
| Total ROR: | 145.22% | 173.78% |
| Annual ROR: | 14.80% | 16.76% |
| YTD: | 0.00% | 18.42% |
| 1 Year: | 0.00% | 31.72% |
| Alpha: | 1.01 | |
| Beta: | 0.62 | |
| Statistics |
Program |
S&P 500 |
| Average Monthly Gain: | 6.70% | 3.15% |
| Average Monthly Loss: | -7.15% | -3.57% |
| Winning Months: | 50 | 55 |
| Losing Months: | 28 | 23 |
| Current DD: | 0.00 | 0.00 |
| Max DD: | 38.12 | 20.00 |
| Sharpe Ratio (RF 1%): | 0.36 | |
| Annualized Std Dev: | 38.72 | |
Methodology
| Discretionary: | 100% |
| Systematic: | 0% |
Strategy
| Strategy | Multi-Strategy |
| Directional | Long / Short |
| Holding Period | Short Term |
| --------------------- | ------ |
| Fundamentals: | 40% |
| Momentum: | 10% |
| Technical Analysis: | 40% |
| Trend Following: | 10% |
Monthly Returns as Percentage by Year
| Jan | Feb | Mar | Apr | May | Jun | Jul |
Aug | Sep | Oct | Nov | Dec | YTD |
|---|
| 2021 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.22 | -2.63 | -0.18 | 3.07 | 0.40 |
| 2020 | -2.86 | -11.06 | -22.71 | 13.93 | 15.26 | 20.94 | 39.47 | 8.40 | 2.13 | 0.63 | 0.19 | 0.00 | 65.09 |
| 2019 | 9.61 | 2.95 | -5.94 | 1.84 | -14.42 | 15.27 | -5.48 | -16.32 | 1.57 | 13.44 | -2.83 | 10.74 | 4.57 |
| 2018 | -0.94 | -4.98 | -6.22 | 13.41 | 3.01 | 0.02 | -1.88 | 5.77 | -1.87 | 3.56 | 5.12 | -8.29 | 4.87 |
| 2017 | 0.58 | 2.48 | 0.70 | 3.05 | -4.18 | 4.32 | -6.59 | -8.76 | 15.27 | -1.63 | -7.93 | 12.81 | 7.32 |
| 2016 | 51.58 | 0.99 | 4.30 | 3.03 | -0.13 | -6.01 | -0.51 | -6.55 | 2.21 | 9.58 | 0.00 | -1.09 | 59.04 |
| 2015 | | | | | | | 1.52 | 5.48 | 7.73 | -23.25 | 18.84 | -24.88 | -20.96 |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Program Info
Alpha Global Program's strategy is primarily focused on short to medium term trading in forex and futures contracts. The program's trading methodology is discretionary based. It relies on diverse methods of technical and fundamental analysis and incorporates both macro and micro economics, thereby creating a general economic overview in the rationale for trading strategies.
Company Info
Alpha Capital Ventures LLC is an Investment Management Firm, offering Portfolio Management services to individuals and institutions, globally. The firm is registered in the US as a "CTA" and "Forex Firm" with the NFA. The firm primarily trades in forex contracts.
Manager Info
The Program's Manager is a seasoned and accomplished investment professional with a career spanning over 15 years. He has held senior level management positions at several financial services firms and managed investment portfolios for clients, globally.
