A2M Capital LLC Profile Picture Investment Adviser

A2M Capital LLC

President & Founder,A2M Capital LLC

  • EducationUniversity of Stuttgart, Germany
  • QualificationsMaster in Aerospace Engineering
  • Investment Experience16 years private investing, 4 years short term equity trading

Technical Swing

Swing trading strategy that owns or shorts stocks that are more volatile than the S&P 500. My rules-based system seeks to reduce drawdowns and beat the benchmark index with lower volatility. My goal is to find stocks within strong trends that are moving sideways in the near term, and buy or short the ones that I think are likely to resume their moves.

Risk score

Risk Score 4
4
19.3%

Best 30 days

-16.7%

Worst 30 days

Performance

  • -3.6%
    30 day
  • -7.4%
    90 day
  • -3.5%
    365 day
    September 06, 2007
Monthly vs S&P500
A2M Capital LLC - Technical Swing Monthly vs S&P500
-23.8% 12 months
  • $50,000 subscription min
  • Margin account required
  • 1.5% fee

Replicability

100.0%
  • Replicable

Top 5 Holdings View all

60.2%
12.9%
12.1%
8.7%
6.0%

Portfolio commentary

  1. Stock Picking: It’s all about finding the swing pattern

    7 April 2014

    Why US stocks are in an uptrend.

  2. Leading stocks showing signs of fatigue -- cause for worry? 2 April 2014
  3. Covestor pioneer Arold launches new momentum portfolio 20 March 2014
  4. Trading in a ‘dip and run’ stock market 11 March 2014
  5. Four reasons a stock market correction is likely 4 February 2014

show more


Performance detail

  • Manager (net of fees)

Performance

Inception September 06, 2007

as of April 21, 2014 Manager (net of fees) S&P 500
Past 30 days -3.6% 0.4%
Past 90 days -7.4% 2.1%
Past 365 days -3.5% 22.9%
Since Inception (Annualized) 8.9% 5.9%
2014 (YTD) -9.8% 1.9%
2013 13.4% 32.4%
2012 18.4% 16.0%
2011 12.7% 2.1%
2010 18.7% 15.1%
2009 -5.4% 26.5%
2008 11.1% -37.0%

Risk metrics

Last 365 days

as of April 21, 2014 Manager (net of fees) S&P 500
Best 30 days 8.0% 7.9%
Worst 30 days -6.2% -4.8%
Volatility 9.8% 11.4%
Sharpe Ratio - 0.36 2.01
Sortino Ratio - 0.63 2.82
Maximum Drawdown -14.2% -5.7%
Value-at-risk (95%, 1 week) -2.3% -2.6%
vs. S&P 500
Information Ratio - 2.49
Alpha -12.4%
Beta 0.44
R-Squared 0.26
  • $50,000 subscription min
  • Margin account required
  • 1.5% fee

Latest transactions View all

Average trades per month 52.8
Executed Symbol Security Replicable Type Price
04/21/14 Z Zillow Inc Yes Buy $102.04
04/21/14 UNP Union Pacific Corp Yes Buy $191.44
04/21/14 CDW CDW Corp/DE Yes Buy $28.59
04/17/14 JOY Joy Global Inc Yes Buy $61.62
04/17/14 SKF ProShares UltraShort Financials Yes Sell $16.86
04/17/14 TWM ProShares UltraShort Russell2000 Yes Sell $48.20
04/16/14 XONE ExOne Co/The Yes Buy to cover $26.71
04/16/14 KBH KB Home Yes Buy to cover $16.85

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions, and broker commissions. Manager returns include trades that fail Covestor's trading rules, do not reflect any Covestor suitability or risk score restrictions and are exclusive of Covestor fees. More
  3. Average subscription returns ("Avg Sub" or "Avg Client") are calculated by Covestor and are composed of the average, daily, time weighted returns of all active subscriptions to the underlying portfolio. These daily average returns are then linked together for the timeframe requested. In addition, these returns include cash, dividends and earnings distributions, brokerage commissions, Covestor advisory fees, and reflect individual client suitability and risk score restrictions. More
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The subscription minimum is the minimum subscription required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications (Approach, Asset Class) are provided by Covestor, and are intended to serve as a general guide.
  9. These securities are currently held in the portfolio manager's brokerage account. Holdings in the "Replicable Holdings" table currently pass Covestor's trading rules, subject to individual client constraints. Eligibility for replication may change over time. Actual client subscription holdings may vary.
  10. These transactions were executed in the portfolio manager's brokerage account. Those marked as "Replicable Transactions" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication may change over time. Actual client subscription trade activity may vary.
  11. S&P 500 Index is an unmanaged index compiled by Standard & Poor´s Corp. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index. S&P 500 index data: S&P/Dow Jones Indices LLC, a subsidiary of The McGraw-Hill Companies Copyright © 2014.
  12. This portfolio was launched on Covestor on March 23, 2009. Trading history prior to launch was audited by Covestor and is consistent with current portfolio strategy. Manager performance incorporates this historical data. This data has not been audited by an independent firm.