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
Leverage: 1.24
14.8%

Best 30 days

-9.4%

Worst 30 days

Performance

  • 2.0%
    30 day
  • 2.0%
    90 day
  • -11.6%
    365 day
    March 23, 2009
Monthly vs S&P500
A2M Capital LLC - Technical Swing Monthly vs S&P500
-33.4% 12 months
  • $50,000 investment min
  • Margin account required
  • 1.5% fee

Exposure

30.3%
23.3%
-12.4%
11.8%
8.1%
  • Consumer, Cyclical
  • Basic Materials
  • Commodity Fund
  • Consumer, Non-cyclical
  • Energy

Top 5 securities View all

12.9%
-12.4%
12.2%
12.2%
11.7%

Portfolio commentary

  1. The perils of trading in a V-shaped market

    14 November 2014

    This stock market seems locked in a V-shaped trading pattern.

  2. 3 things to know about your 401(k) rollover 12 November 2014
  3. Top 5 ways you're sabotaging your finances 7 November 2014
  4. Is this bull market running out of oomph? 10 October 2014
  5. Investing like a hedge fund without the lofty fees 5 August 2014

show more


Performance detail

Pre-Covestor performance history

  • Manager (net of fees)

Performance

Covestor inception March 23, 2009

as of November 20, 2014 Manager (net of fees) S&P 500
Past 30 days 2.0% 6.0%
Past 90 days 2.0% 3.7%
Past 365 days -11.6% 17.6%
Since Covestor inception (Annualized) 10.8% 20.0%
2014 (YTD) -12.7% 13.1%
2013 13.4% 32.4%
2012 18.4% 16.0%
2011 12.7% 2.1%
2010 18.7% 15.1%

Risk metrics

Last 365 days

as of November 20, 2014 Manager (net of fees) S&P 500
Best 30 days 4.3% 9.7%
Worst 30 days -6.0% -6.7%
Volatility 10.2% 10.8%
Sharpe Ratio - 1.14 1.63
Sortino Ratio - 1.58 2.08
Maximum Drawdown -16.3% -7.3%
Value-at-risk (95%, 1 week) -2.4% -2.5%
vs. S&P 500
Information Ratio - 2.50
Alpha -17.9%
Beta 0.36
R-Squared 0.15
  • $50,000 investment min
  • Margin account required
  • 1.5% fee

Latest transactions View all

Average trades per month 53.0
Executed Symbol Security Replicable Type Price
11/20/14 AYI Acuity Brands Inc Yes Buy $140.82
11/20/14 BIG Big Lots Inc Yes Buy $49.34
11/19/14 NKE NIKE Inc Yes Sell $96.55
11/19/14 BTU Peabody Energy Corp Yes Sell short $10.86
11/19/14 MSFT Microsoft Corp Yes Sell $48.06
11/18/14 STLD Steel Dynamics Inc Yes Buy $22.85
11/18/14 AA Alcoa Inc Yes Buy $17.08
11/18/14 STLD Steel Dynamics Inc Yes Buy $22.83

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 and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the average, time-weighted returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment 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 are provided by Covestor, and are intended to serve as a general guide.
  9. Transactions that are marked as "Replicable" 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 investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.
  11. This portfolio was launched on Covestor on March 23, 2009. Trading history prior to launch was reviewed and deemed consistent with current portfolio strategy. This data is included in the main performance chart (displayed as dotted line) but not in the performance metrics below. This data has not been audited by an independent firm.