Purple Valley Capital, Inc

Diversified Trend I


Monthly Performance (%)

Date Range: 07/08 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -7.79 8.24 -12.08 5.09   -7.78 
2018 17.56 -16.35 -4.16 -0.62 -22.21 4.82 -4.60 14.49 0.20 -16.71 12.92 3.06  -18.98 
2017 -6.14 -0.70 -2.93 0.86 -3.56 -2.78 0.68 -0.41 -8.35 7.44 3.96 0.25  -11.97 
2016 -1.21 4.33 -16.59 18.18 -10.12 -6.89 3.01 -12.34 -10.60 1.06 2.97 -2.02  -30.02 
2015 19.00 -5.65 2.15 -9.01 -6.87 -9.48 13.30 -0.67 4.45 -15.83 10.72 -9.26  -12.55 
2014 2.93 8.82 6.88 1.42 -8.09 11.12 -7.44 1.14 33.18 0.70 13.47 6.37  87.91 
2013 3.15 -11.19 -4.75 6.92 6.30 9.50 -7.92 3.34 -10.59 -15.49 -2.23 0.58  -23.22 
2012 -3.14 12.48 -1.84 -6.34 15.27 -11.55 10.54 3.26 -2.92 -10.66 -1.74 3.42  2.74 
2011 -0.61 18.00 -0.52 13.64 -17.28 -12.14 -0.79 17.05 -5.17 -17.47 1.48 -0.06  -11.18 
2010 -8.48 -6.65 -2.46 -0.77 0.67 5.33 -16.07 -1.70 32.59 28.39 0.99 23.32  53.37 
2009 -12.07 3.14 -5.74 -1.68 38.24 -13.27 2.31 11.66 2.94 -2.10 27.26 -21.51  15.88 
2008 10.83 0.86 47.09 5.79 -1.79  70.83 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Purple Valley Capital, Inc. utilizes a long-term global macro systematic trend following trading program called Diversified Trend I (“DTI”) for both individually managed accounts and a pooled investment vehicle. Created by Purple Valley Capital, Inc.’s President Donald Wieczorek, DTI is a trading system that attempts to generate outsized positive returns by trading equity, currency, interest rate, and commodity futures markets. The core of the investment program is to trade with a positive edge, appropriately manage risk, be consistent, and keep it simple. As a trend following trading system, Diversified Trend I enters positions only with the trend, either buying breakouts to enter long trades or selling breakdowns to enter short trades. The trading system cuts losing trades extremely quickly while keeping (and in many cases adding to) winning positions. We do not predict market direction. In fact we never know which trades will be winners and which will be losers when entering the positions, but we do know that markets often exhibit positive serial correlation and tend to trend for a variety reasons, most importantly because of human emotion and the psychology of market participants. By cutting losing positions and letting winners run, our trading system attempts to capture the large trends or “fat tail events” that can occur in financial markets. Thus the system is geared towards being long optionality with positive skewness and option-like payouts.

Performance Statistics

Date Range: 07/08 - 04/19
  Program S&P 500 Altegris 40 
Total Return 60.89% 190.23% 9.62% 
Annualized Return 4.52% 10.34% 0.85% 
Annualized Std. Deviation 40.67% 14.84% 8.77% 
Correlation -0.07 0.51 
Sharpe Ratio (rf=2.5%) 0.05 0.53 -0.19 
Worst Month -22.21% -16.79% -6.10% 
Date of Worst Month 05/2018 10/2008 02/2018 
Worst Drawdown -68.48% -41.83% -15.74% 
Date of Worst Drawdown 1/15 - 10/18 8/08 - 2/09 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 07/08 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 -7.78 18.24 5.17 
2018 -18.98 -4.38 -4.29 
2017 -11.97 21.84 1.24 
2016 -30.02 11.98 -3.13 
2015 -12.55 1.41 0.09 
2014 87.91 13.69 15.75 
2013 -23.22 32.41 -2.45 
2012 2.74 15.98 -4.75 
2011 -11.18 2.12 -3.23 
2010 53.37 15.06 11.33 
2009 15.88 26.45 -7.98 
2008 70.83 -27.87 9.05 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 07/08 - 04/19
Date: 4/30/2019
Perf: $1,148.96 Date: 3/31/2019
Perf: $1,118.21 Date: 2/28/2019
Perf: $1,079.46 Date: 1/31/2019
Perf: $1,072.60 Date: 12/31/2018
Perf: $1,092.48 Date: 11/30/2018
Perf: $1,087.91 Date: 10/31/2018
Perf: $1,101.12 Date: 9/30/2018
Perf: $1,129.01 Date: 8/31/2018
Perf: $1,134.11 Date: 7/31/2018
Perf: $1,105.91 Date: 6/30/2018
Perf: $1,114.27 Date: 5/31/2018
Perf: $1,104.99 Date: 4/30/2018
Perf: $1,119.43 Date: 3/31/2018
Perf: $1,107.47 Date: 2/28/2018
Perf: $1,108.47 Date: 1/31/2018
Perf: $1,180.47 Date: 12/31/2017
Perf: $1,141.44 Date: 11/30/2017
Perf: $1,129.13 Date: 10/31/2017
Perf: $1,127.66 Date: 9/30/2017
Perf: $1,082.32 Date: 8/31/2017
Perf: $1,105.64 Date: 7/31/2017
Perf: $1,087.59 Date: 6/30/2017
Perf: $1,083.37 Date: 5/31/2017
Perf: $1,115.95 Date: 4/30/2017
Perf: $1,113.83 Date: 3/31/2017
Perf: $1,120.56 Date: 2/28/2017
Perf: $1,137.16 Date: 1/31/2017
Perf: $1,112.90 Date: 12/31/2016
Perf: $1,127.44 Date: 11/30/2016
Perf: $1,118.94 Date: 10/31/2016
Perf: $1,131.38 Date: 9/30/2016
Perf: $1,161.35 Date: 8/31/2016
Perf: $1,176.52 Date: 7/31/2016
Perf: $1,209.05 Date: 6/30/2016
Perf: $1,196.84 Date: 5/31/2016
Perf: $1,148.05 Date: 4/30/2016
Perf: $1,168.50 Date: 3/31/2016
Perf: $1,198.58 Date: 2/29/2016
Perf: $1,234.00 Date: 1/31/2016
Perf: $1,204.37 Date: 12/31/2015
Perf: $1,163.87 Date: 11/30/2015
Perf: $1,191.27 Date: 10/31/2015
Perf: $1,151.98 Date: 9/30/2015
Perf: $1,172.38 Date: 8/31/2015
Perf: $1,147.48 Date: 7/31/2015
Perf: $1,167.68 Date: 6/30/2015
Perf: $1,123.74 Date: 5/31/2015
Perf: $1,185.38 Date: 4/30/2015
Perf: $1,193.98 Date: 3/31/2015
Perf: $1,241.92 Date: 2/28/2015
Perf: $1,215.07 Date: 1/31/2015
Perf: $1,217.01 Date: 12/31/2014
Perf: $1,162.83 Date: 11/30/2014
Perf: $1,142.71 Date: 10/31/2014
Perf: $1,078.54 Date: 9/30/2014
Perf: $1,062.92 Date: 8/31/2014
Perf: $1,047.31 Date: 7/31/2014
Perf: $1,004.81 Date: 6/30/2014
Perf: $1,012.91 Date: 5/31/2014
Perf: $1,004.27 Date: 4/30/2014
Perf: $979.21 Date: 3/31/2014
Perf: $971.82 Date: 2/28/2014
Perf: $986.42 Date: 1/31/2014
Perf: $978.40 Date: 12/31/2013
Perf: $1,004.62 Date: 11/30/2013
Perf: $1,006.03 Date: 10/31/2013
Perf: $988.14 Date: 9/30/2013
Perf: $966.02 Date: 8/31/2013
Perf: $971.85 Date: 7/31/2013
Perf: $990.87 Date: 6/30/2013
Perf: $999.57 Date: 5/31/2013
Perf: $1,038.95 Date: 4/30/2013
Perf: $1,085.63 Date: 3/31/2013
Perf: $1,058.32 Date: 2/28/2013
Perf: $1,043.30 Date: 1/31/2013
Perf: $1,049.39 Date: 12/31/2012
Perf: $1,029.82 Date: 11/30/2012
Perf: $1,024.80 Date: 10/31/2012
Perf: $1,021.94 Date: 9/30/2012
Perf: $1,060.32 Date: 8/31/2012
Perf: $1,078.11 Date: 7/31/2012
Perf: $1,092.97 Date: 6/30/2012
Perf: $1,050.03 Date: 5/31/2012
Perf: $1,091.05 Date: 4/30/2012
Perf: $1,070.71 Date: 3/31/2012
Perf: $1,064.32 Date: 2/29/2012
Perf: $1,089.04 Date: 1/31/2012
Perf: $1,084.60 Date: 12/31/2011
Perf: $1,081.14 Date: 11/30/2011
Perf: $1,070.86 Date: 10/31/2011
Perf: $1,067.65 Date: 9/30/2011
Perf: $1,111.68 Date: 8/31/2011
Perf: $1,112.34 Date: 7/31/2011
Perf: $1,114.57 Date: 6/30/2011
Perf: $1,075.95 Date: 5/31/2011
Perf: $1,104.67 Date: 4/30/2011
Perf: $1,146.52 Date: 3/31/2011
Perf: $1,103.48 Date: 2/28/2011
Perf: $1,120.63 Date: 1/31/2011
Perf: $1,101.89 Date: 12/31/2010
Perf: $1,117.20 Date: 11/30/2010
Perf: $1,071.24 Date: 10/31/2010
Perf: $1,110.56 Date: 9/30/2010
Perf: $1,069.08 Date: 8/31/2010
Perf: $1,049.97 Date: 7/31/2010
Perf: $1,008.23 Date: 6/30/2010
Perf: $1,021.40 Date: 5/31/2010
Perf: $1,017.54 Date: 4/30/2010
Perf: $1,042.77 Date: 3/31/2010
Perf: $1,026.96 Date: 2/28/2010
Perf: $987.74 Date: 1/31/2010
Perf: $978.54 Date: 12/31/2009
Perf: $1,003.53 Date: 11/30/2009
Perf: $1,045.35 Date: 10/31/2009
Perf: $1,004.85 Date: 9/30/2009
Perf: $1,031.25 Date: 8/31/2009
Perf: $1,007.28 Date: 7/31/2009
Perf: $1,003.96 Date: 6/30/2009
Perf: $1,005.07 Date: 5/31/2009
Perf: $1,032.54 Date: 4/30/2009
Perf: $1,018.48 Date: 3/31/2009
Perf: $1,052.91 Date: 2/28/2009
Perf: $1,082.91 Date: 1/31/2009
Perf: $1,083.45 Date: 12/31/2008
Perf: $1,090.54 Date: 11/30/2008
Perf: $1,063.21 Date: 10/31/2008
Perf: $1,025.57 Date: 9/30/2008
Perf: $975.34 Date: 8/31/2008
Perf: $973.30 Date: 7/31/2008
Perf: $1,000.00 Date: 4/30/2019
Perf: $2,926.91 Date: 3/31/2019
Perf: $2,812.99 Date: 2/28/2019
Perf: $2,759.46 Date: 1/31/2019
Perf: $2,673.63 Date: 12/31/2018
Perf: $2,475.36 Date: 11/30/2018
Perf: $2,721.07 Date: 10/31/2018
Perf: $2,666.67 Date: 9/30/2018
Perf: $2,862.46 Date: 8/31/2018
Perf: $2,846.24 Date: 7/31/2018
Perf: $2,756.38 Date: 6/30/2018
Perf: $2,657.52 Date: 5/31/2018
Perf: $2,641.14 Date: 4/30/2018
Perf: $2,578.99 Date: 3/31/2018
Perf: $2,569.23 Date: 2/28/2018
Perf: $2,636.19 Date: 1/31/2018
Perf: $2,737.19 Date: 12/31/2017
Perf: $2,588.85 Date: 11/30/2017
Perf: $2,560.43 Date: 10/31/2017
Perf: $2,484.16 Date: 9/30/2017
Perf: $2,427.60 Date: 8/31/2017
Perf: $2,378.60 Date: 7/31/2017
Perf: $2,371.25 Date: 6/30/2017
Perf: $2,323.39 Date: 5/31/2017
Perf: $2,309.07 Date: 4/30/2017
Perf: $2,276.97 Date: 3/31/2017
Perf: $2,253.75 Date: 2/28/2017
Perf: $2,251.05 Date: 1/31/2017
Perf: $2,165.10 Date: 12/31/2016
Perf: $2,124.73 Date: 11/30/2016
Perf: $2,083.48 Date: 10/31/2016
Perf: $2,009.14 Date: 9/30/2016
Perf: $2,046.38 Date: 8/31/2016
Perf: $2,045.97 Date: 7/31/2016
Perf: $2,043.11 Date: 6/30/2016
Perf: $1,970.40 Date: 5/31/2016
Perf: $1,965.29 Date: 4/30/2016
Perf: $1,930.54 Date: 3/31/2016
Perf: $1,923.04 Date: 2/29/2016
Perf: $1,800.94 Date: 1/31/2016
Perf: $1,803.28 Date: 12/31/2015
Perf: $1,897.40 Date: 11/30/2015
Perf: $1,927.86 Date: 10/31/2015
Perf: $1,922.09 Date: 9/30/2015
Perf: $1,772.49 Date: 8/31/2015
Perf: $1,817.38 Date: 7/31/2015
Perf: $1,934.00 Date: 6/30/2015
Perf: $1,894.22 Date: 5/31/2015
Perf: $1,931.70 Date: 4/30/2015
Perf: $1,907.10 Date: 3/31/2015
Perf: $1,888.96 Date: 2/28/2015
Perf: $1,919.29 Date: 1/31/2015
Perf: $1,814.93 Date: 12/31/2014
Perf: $1,871.06 Date: 11/30/2014
Perf: $1,875.75 Date: 10/31/2014
Perf: $1,826.61 Date: 9/30/2014
Perf: $1,783.11 Date: 8/31/2014
Perf: $1,808.42 Date: 7/31/2014
Perf: $1,738.87 Date: 6/30/2014
Perf: $1,763.20 Date: 5/31/2014
Perf: $1,727.44 Date: 4/30/2014
Perf: $1,687.78 Date: 3/31/2014
Perf: $1,675.38 Date: 2/28/2014
Perf: $1,661.43 Date: 1/31/2014
Perf: $1,588.82 Date: 12/31/2013
Perf: $1,645.76 Date: 11/30/2013
Perf: $1,605.15 Date: 10/31/2013
Perf: $1,557.64 Date: 9/30/2013
Perf: $1,489.14 Date: 8/31/2013
Perf: $1,443.81 Date: 7/31/2013
Perf: $1,486.93 Date: 6/30/2013
Perf: $1,414.91 Date: 5/31/2013
Perf: $1,434.13 Date: 4/30/2013
Perf: $1,401.33 Date: 3/31/2013
Perf: $1,374.80 Date: 2/28/2013
Perf: $1,325.11 Date: 1/31/2013
Perf: $1,307.33 Date: 12/31/2012
Perf: $1,242.94 Date: 11/30/2012
Perf: $1,231.74 Date: 10/31/2012
Perf: $1,224.63 Date: 9/30/2012
Perf: $1,247.72 Date: 8/31/2012
Perf: $1,216.33 Date: 7/31/2012
Perf: $1,189.57 Date: 6/30/2012
Perf: $1,173.26 Date: 5/31/2012
Perf: $1,126.84 Date: 4/30/2012
Perf: $1,198.89 Date: 3/31/2012
Perf: $1,206.49 Date: 2/29/2012
Perf: $1,168.06 Date: 1/31/2012
Perf: $1,119.69 Date: 12/31/2011
Perf: $1,071.68 Date: 11/30/2011
Perf: $1,060.86 Date: 10/31/2011
Perf: $1,063.20 Date: 9/30/2011
Perf: $958.44 Date: 8/31/2011
Perf: $1,030.91 Date: 7/31/2011
Perf: $1,090.10 Date: 6/30/2011
Perf: $1,112.69 Date: 5/31/2011
Perf: $1,131.59 Date: 4/30/2011
Perf: $1,144.52 Date: 3/31/2011
Perf: $1,111.62 Date: 2/28/2011
Perf: $1,111.17 Date: 1/31/2011
Perf: $1,074.33 Date: 12/31/2010
Perf: $1,049.45 Date: 11/30/2010
Perf: $983.74 Date: 10/31/2010
Perf: $983.64 Date: 9/30/2010
Perf: $947.54 Date: 8/31/2010
Perf: $869.94 Date: 7/31/2010
Perf: $911.03 Date: 6/30/2010
Perf: $851.35 Date: 5/31/2010
Perf: $898.33 Date: 4/30/2010
Perf: $976.34 Date: 3/31/2010
Perf: $961.16 Date: 2/28/2010
Perf: $906.49 Date: 1/31/2010
Perf: $879.24 Date: 12/31/2009
Perf: $912.07 Date: 11/30/2009
Perf: $894.80 Date: 10/31/2009
Perf: $844.15 Date: 9/30/2009
Perf: $860.15 Date: 8/31/2009
Perf: $829.22 Date: 7/31/2009
Perf: $800.33 Date: 6/30/2009
Perf: $744.08 Date: 5/31/2009
Perf: $742.59 Date: 4/30/2009
Perf: $703.28 Date: 3/31/2009
Perf: $641.85 Date: 2/28/2009
Perf: $590.16 Date: 1/31/2009
Perf: $660.50 Date: 12/31/2008
Perf: $721.31 Date: 11/30/2008
Perf: $713.74 Date: 10/31/2008
Perf: $768.95 Date: 9/30/2008
Perf: $924.11 Date: 8/31/2008
Perf: $1,014.50 Date: 7/31/2008
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,608.89 Date: 3/31/2019
Perf: $1,530.97 Date: 2/28/2019
Perf: $1,741.32 Date: 1/31/2019
Perf: $1,608.76 Date: 12/31/2018
Perf: $1,744.67 Date: 11/30/2018
Perf: $1,692.86 Date: 10/31/2018
Perf: $1,499.17 Date: 9/30/2018
Perf: $1,799.94 Date: 8/31/2018
Perf: $1,796.35 Date: 7/31/2018
Perf: $1,569.00 Date: 6/30/2018
Perf: $1,644.65 Date: 5/31/2018
Perf: $1,569.03 Date: 4/30/2018
Perf: $2,017.00 Date: 3/31/2018
Perf: $2,029.59 Date: 2/28/2018
Perf: $2,117.68 Date: 1/31/2018
Perf: $2,531.60 Date: 12/31/2017
Perf: $2,153.45 Date: 11/30/2017
Perf: $2,148.08 Date: 10/31/2017
Perf: $2,066.26 Date: 9/30/2017
Perf: $1,923.17 Date: 8/31/2017
Perf: $2,098.39 Date: 7/31/2017
Perf: $2,107.03 Date: 6/30/2017
Perf: $2,092.80 Date: 5/31/2017
Perf: $2,152.64 Date: 4/30/2017
Perf: $2,232.10 Date: 3/31/2017
Perf: $2,213.07 Date: 2/28/2017
Perf: $2,279.87 Date: 1/31/2017
Perf: $2,295.94 Date: 12/31/2016
Perf: $2,446.14 Date: 11/30/2016
Perf: $2,496.57 Date: 10/31/2016
Perf: $2,424.56 Date: 9/30/2016
Perf: $2,399.13 Date: 8/31/2016
Perf: $2,683.59 Date: 7/31/2016
Perf: $3,061.36 Date: 6/30/2016
Perf: $2,971.91 Date: 5/31/2016
Perf: $3,191.82 Date: 4/30/2016
Perf: $3,551.20 Date: 3/31/2016
Perf: $3,004.91 Date: 2/29/2016
Perf: $3,602.58 Date: 1/31/2016
Perf: $3,453.06 Date: 12/31/2015
Perf: $3,495.35 Date: 11/30/2015
Perf: $3,852.06 Date: 10/31/2015
Perf: $3,479.10 Date: 9/30/2015
Perf: $4,133.42 Date: 8/31/2015
Perf: $3,957.32 Date: 7/31/2015
Perf: $3,984.01 Date: 6/30/2015
Perf: $3,516.34 Date: 5/31/2015
Perf: $3,884.60 Date: 4/30/2015
Perf: $4,171.15 Date: 3/31/2015
Perf: $4,584.19 Date: 2/28/2015
Perf: $4,487.70 Date: 1/31/2015
Perf: $4,756.44 Date: 12/31/2014
Perf: $3,997.01 Date: 11/30/2014
Perf: $3,757.65 Date: 10/31/2014
Perf: $3,311.58 Date: 9/30/2014
Perf: $3,288.56 Date: 8/31/2014
Perf: $2,469.26 Date: 7/31/2014
Perf: $2,441.43 Date: 6/30/2014
Perf: $2,637.67 Date: 5/31/2014
Perf: $2,373.71 Date: 4/30/2014
Perf: $2,582.65 Date: 3/31/2014
Perf: $2,546.49 Date: 2/28/2014
Perf: $2,382.57 Date: 1/31/2014
Perf: $2,189.46 Date: 12/31/2013
Perf: $2,127.13 Date: 11/30/2013
Perf: $2,114.87 Date: 10/31/2013
Perf: $2,163.10 Date: 9/30/2013
Perf: $2,559.58 Date: 8/31/2013
Perf: $2,862.75 Date: 7/31/2013
Perf: $2,770.22 Date: 6/30/2013
Perf: $3,008.50 Date: 5/31/2013
Perf: $2,747.48 Date: 4/30/2013
Perf: $2,584.65 Date: 3/31/2013
Perf: $2,417.37 Date: 2/28/2013
Perf: $2,537.92 Date: 1/31/2013
Perf: $2,857.70 Date: 12/31/2012
Perf: $2,770.43 Date: 11/30/2012
Perf: $2,678.81 Date: 10/31/2012
Perf: $2,726.25 Date: 9/30/2012
Perf: $3,051.54 Date: 8/31/2012
Perf: $3,143.33 Date: 7/31/2012
Perf: $3,044.09 Date: 6/30/2012
Perf: $2,753.84 Date: 5/31/2012
Perf: $3,113.44 Date: 4/30/2012
Perf: $2,701.00 Date: 3/31/2012
Perf: $2,883.83 Date: 2/29/2012
Perf: $2,937.89 Date: 1/31/2012
Perf: $2,611.92 Date: 12/31/2011
Perf: $2,696.59 Date: 11/30/2011
Perf: $2,698.21 Date: 10/31/2011
Perf: $2,658.86 Date: 9/30/2011
Perf: $3,221.69 Date: 8/31/2011
Perf: $3,397.33 Date: 7/31/2011
Perf: $2,902.46 Date: 6/30/2011
Perf: $2,925.58 Date: 5/31/2011
Perf: $3,329.82 Date: 4/30/2011
Perf: $4,025.41 Date: 3/31/2011
Perf: $3,542.24 Date: 2/28/2011
Perf: $3,560.76 Date: 1/31/2011
Perf: $3,017.59 Date: 12/31/2010
Perf: $3,036.11 Date: 11/30/2010
Perf: $2,461.98 Date: 10/31/2010
Perf: $2,437.85 Date: 9/30/2010
Perf: $1,898.78 Date: 8/31/2010
Perf: $1,432.07 Date: 7/31/2010
Perf: $1,456.84 Date: 6/30/2010
Perf: $1,735.77 Date: 5/31/2010
Perf: $1,647.94 Date: 4/30/2010
Perf: $1,636.97 Date: 3/31/2010
Perf: $1,649.67 Date: 2/28/2010
Perf: $1,691.28 Date: 1/31/2010
Perf: $1,811.76 Date: 12/31/2009
Perf: $1,979.64 Date: 11/30/2009
Perf: $2,522.15 Date: 10/31/2009
Perf: $1,981.89 Date: 9/30/2009
Perf: $2,024.40 Date: 8/31/2009
Perf: $1,966.58 Date: 7/31/2009
Perf: $1,761.22 Date: 6/30/2009
Perf: $1,721.46 Date: 5/31/2009
Perf: $1,984.85 Date: 4/30/2009
Perf: $1,435.80 Date: 3/31/2009
Perf: $1,460.33 Date: 2/28/2009
Perf: $1,549.26 Date: 1/31/2009
Perf: $1,502.09 Date: 12/31/2008
Perf: $1,708.28 Date: 11/30/2008
Perf: $1,739.42 Date: 10/31/2008
Perf: $1,644.22 Date: 9/30/2008
Perf: $1,117.83 Date: 8/31/2008
Perf: $1,108.30 Date: 7/31/2008
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 07/08 - 04/19
Date: 4/30/2019
Return: 5.09 % Date: 3/31/2019
Return: -12.08 % Date: 2/28/2019
Return: 8.24 % Date: 1/31/2019
Return: -7.79 % Date: 12/31/2018
Return: 3.06 % Date: 11/30/2018
Return: 12.92 % Date: 10/31/2018
Return: -16.71 % Date: 9/30/2018
Return: 0.20 % Date: 8/31/2018
Return: 14.49 % Date: 7/31/2018
Return: -4.60 % Date: 6/30/2018
Return: 4.82 % Date: 5/31/2018
Return: -22.21 % Date: 4/30/2018
Return: -0.62 % Date: 3/31/2018
Return: -4.16 % Date: 2/28/2018
Return: -16.35 % Date: 1/31/2018
Return: 17.56 % Date: 12/31/2017
Return: 0.25 % Date: 11/30/2017
Return: 3.96 % Date: 10/31/2017
Return: 7.44 % Date: 9/30/2017
Return: -8.35 % Date: 8/31/2017
Return: -0.41 % Date: 7/31/2017
Return: 0.68 % Date: 6/30/2017
Return: -2.78 % Date: 5/31/2017
Return: -3.56 % Date: 4/30/2017
Return: 0.86 % Date: 3/31/2017
Return: -2.93 % Date: 2/28/2017
Return: -0.70 % Date: 1/31/2017
Return: -6.14 % Date: 12/31/2016
Return: -2.02 % Date: 11/30/2016
Return: 2.97 % Date: 10/31/2016
Return: 1.06 % Date: 9/30/2016
Return: -10.60 % Date: 8/31/2016
Return: -12.34 % Date: 7/31/2016
Return: 3.01 % Date: 6/30/2016
Return: -6.89 % Date: 5/31/2016
Return: -10.12 % Date: 4/30/2016
Return: 18.18 % Date: 3/31/2016
Return: -16.59 % Date: 2/29/2016
Return: 4.33 % Date: 1/31/2016
Return: -1.21 % Date: 12/31/2015
Return: -9.26 % Date: 11/30/2015
Return: 10.72 % Date: 10/31/2015
Return: -15.83 % Date: 9/30/2015
Return: 4.45 % Date: 8/31/2015
Return: -0.67 % Date: 7/31/2015
Return: 13.30 % Date: 6/30/2015
Return: -9.48 % Date: 5/31/2015
Return: -6.87 % Date: 4/30/2015
Return: -9.01 % Date: 3/31/2015
Return: 2.15 % Date: 2/28/2015
Return: -5.65 % Date: 1/31/2015
Return: 19.00 % Date: 12/31/2014
Return: 6.37 % Date: 11/30/2014
Return: 13.47 % Date: 10/31/2014
Return: 0.70 % Date: 9/30/2014
Return: 33.18 % Date: 8/31/2014
Return: 1.14 % Date: 7/31/2014
Return: -7.44 % Date: 6/30/2014
Return: 11.12 % Date: 5/31/2014
Return: -8.09 % Date: 4/30/2014
Return: 1.42 % Date: 3/31/2014
Return: 6.88 % Date: 2/28/2014
Return: 8.82 % Date: 1/31/2014
Return: 2.93 % Date: 12/31/2013
Return: 0.58 % Date: 11/30/2013
Return: -2.23 % Date: 10/31/2013
Return: -15.49 % Date: 9/30/2013
Return: -10.59 % Date: 8/31/2013
Return: 3.34 % Date: 7/31/2013
Return: -7.92 % Date: 6/30/2013
Return: 9.50 % Date: 5/31/2013
Return: 6.30 % Date: 4/30/2013
Return: 6.92 % Date: 3/31/2013
Return: -4.75 % Date: 2/28/2013
Return: -11.19 % Date: 1/31/2013
Return: 3.15 % Date: 12/31/2012
Return: 3.42 % Date: 11/30/2012
Return: -1.74 % Date: 10/31/2012
Return: -10.66 % Date: 9/30/2012
Return: -2.92 % Date: 8/31/2012
Return: 3.26 % Date: 7/31/2012
Return: 10.54 % Date: 6/30/2012
Return: -11.55 % Date: 5/31/2012
Return: 15.27 % Date: 4/30/2012
Return: -6.34 % Date: 3/31/2012
Return: -1.84 % Date: 2/29/2012
Return: 12.48 % Date: 1/31/2012
Return: -3.14 % Date: 12/31/2011
Return: -0.06 % Date: 11/30/2011
Return: 1.48 % Date: 10/31/2011
Return: -17.47 % Date: 9/30/2011
Return: -5.17 % Date: 8/31/2011
Return: 17.05 % Date: 7/31/2011
Return: -0.79 % Date: 6/30/2011
Return: -12.14 % Date: 5/31/2011
Return: -17.28 % Date: 4/30/2011
Return: 13.64 % Date: 3/31/2011
Return: -0.52 % Date: 2/28/2011
Return: 18.00 % Date: 1/31/2011
Return: -0.61 % Date: 12/31/2010
Return: 23.32 % Date: 11/30/2010
Return: 0.99 % Date: 10/31/2010
Return: 28.39 % Date: 9/30/2010
Return: 32.59 % Date: 8/31/2010
Return: -1.70 % Date: 7/31/2010
Return: -16.07 % Date: 6/30/2010
Return: 5.33 % Date: 5/31/2010
Return: 0.67 % Date: 4/30/2010
Return: -0.77 % Date: 3/31/2010
Return: -2.46 % Date: 2/28/2010
Return: -6.65 % Date: 1/31/2010
Return: -8.48 % Date: 12/31/2009
Return: -21.51 % Date: 11/30/2009
Return: 27.26 % Date: 10/31/2009
Return: -2.10 % Date: 9/30/2009
Return: 2.94 % Date: 8/31/2009
Return: 11.66 % Date: 7/31/2009
Return: 2.31 % Date: 6/30/2009
Return: -13.27 % Date: 5/31/2009
Return: 38.24 % Date: 4/30/2009
Return: -1.68 % Date: 3/31/2009
Return: -5.74 % Date: 2/28/2009
Return: 3.14 % Date: 1/31/2009
Return: -12.07 % Date: 12/31/2008
Return: -1.79 % Date: 11/30/2008
Return: 5.79 % Date: 10/31/2008
Return: 47.09 % Date: 9/30/2008
Return: 0.86 % Date: 8/31/2008
Return: 10.83 % Date: 7/31/2008
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 07/08 - 04/19
Return: 8.00 %
Count: 1 Return: -4.00 %
Count: 2 Return: -10.00 %
Count: 1 Return: 4.00 %
Count: 3 Return: -9.00 %
Count: 3 Return: 19.00 %
Count: 1 Return: 13.00 %
Count: 3 Return: 9.00 %
Count: 1 Return: -15.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: 7.00 %
Count: 3 Return: -11.00 %
Count: 4 Return: 15.00 %
Count: 1 Return: -3.00 %
Count: 4 Return: -5.00 %
Count: 3 Return: 17.00 %
Count: 1 Return: -17.00 %
Count: 4 Return: 14.00 %
Count: 2 Return: 18.00 %
Count: 3 Return: 23.00 %
Count: 1 Return: 28.00 %
Count: 1 Return: 33.00 %
Count: 2 Return: -16.00 %
Count: 3 Return: 5.00 %
Count: 3 Return: -1.00 %
Count: 8 Return: -7.00 %
Count: 4 Return: -8.00 %
Count: 5 Return: -22.00 %
Count: 2 Return: 27.00 %
Count: 1 Return: 12.00 %
Count: 2 Return: 2.00 %
Count: 2 Return: -13.00 %
Count: 1 Return: 38.00 %
Count: 1 Return: -6.00 %
Count: 4 Return: 3.00 %
Count: 10 Return: -12.00 %
Count: 5 Return: -2.00 %
Count: 9 Return: 6.00 %
Count: 3 Return: 47.00 %
Count: 1 Return: 1.00 %
Count: 11 Return: 11.00 %
Count: 4 Return: 0.00 %
Count: 5
Note: All performance data is since program inception.

Underwater Curve

Date Range: 07/08 - 04/19
Date: 4/30/2019
Drawdown: -66.17 % Date: 3/31/2019
Drawdown: -67.81 % Date: 2/28/2019
Drawdown: -63.39 % Date: 1/31/2019
Drawdown: -66.18 % Date: 12/31/2018
Drawdown: -63.32 % Date: 11/30/2018
Drawdown: -64.41 % Date: 10/31/2018
Drawdown: -68.48 % Date: 9/30/2018
Drawdown: -62.16 % Date: 8/31/2018
Drawdown: -62.23 % Date: 7/31/2018
Drawdown: -67.01 % Date: 6/30/2018
Drawdown: -65.42 % Date: 5/31/2018
Drawdown: -67.01 % Date: 4/30/2018
Drawdown: -57.59 % Date: 3/31/2018
Drawdown: -57.33 % Date: 2/28/2018
Drawdown: -55.48 % Date: 1/31/2018
Drawdown: -46.78 % Date: 12/31/2017
Drawdown: -54.73 % Date: 11/30/2017
Drawdown: -54.84 % Date: 10/31/2017
Drawdown: -56.56 % Date: 9/30/2017
Drawdown: -59.57 % Date: 8/31/2017
Drawdown: -55.88 % Date: 7/31/2017
Drawdown: -55.70 % Date: 6/30/2017
Drawdown: -56.00 % Date: 5/31/2017
Drawdown: -54.74 % Date: 4/30/2017
Drawdown: -53.07 % Date: 3/31/2017
Drawdown: -53.47 % Date: 2/28/2017
Drawdown: -52.07 % Date: 1/31/2017
Drawdown: -51.73 % Date: 12/31/2016
Drawdown: -48.57 % Date: 11/30/2016
Drawdown: -47.51 % Date: 10/31/2016
Drawdown: -49.03 % Date: 9/30/2016
Drawdown: -49.56 % Date: 8/31/2016
Drawdown: -43.58 % Date: 7/31/2016
Drawdown: -35.64 % Date: 6/30/2016
Drawdown: -37.52 % Date: 5/31/2016
Drawdown: -32.89 % Date: 4/30/2016
Drawdown: -25.34 % Date: 3/31/2016
Drawdown: -36.82 % Date: 2/29/2016
Drawdown: -24.26 % Date: 1/31/2016
Drawdown: -27.40 % Date: 12/31/2015
Drawdown: -26.51 % Date: 11/30/2015
Drawdown: -19.01 % Date: 10/31/2015
Drawdown: -26.86 % Date: 9/30/2015
Drawdown: -13.10 % Date: 8/31/2015
Drawdown: -16.80 % Date: 7/31/2015
Drawdown: -16.24 % Date: 6/30/2015
Drawdown: -26.07 % Date: 5/31/2015
Drawdown: -18.33 % Date: 4/30/2015
Drawdown: -12.31 % Date: 3/31/2015
Drawdown: -3.62 % Date: 2/28/2015
Drawdown: -5.65 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -0.71 % Date: 11/30/2014
Drawdown: -6.65 % Date: 10/31/2014
Drawdown: -17.73 % Date: 9/30/2014
Drawdown: -18.30 % Date: 8/31/2014
Drawdown: -38.66 % Date: 7/31/2014
Drawdown: -39.35 % Date: 6/30/2014
Drawdown: -34.47 % Date: 5/31/2014
Drawdown: -41.03 % Date: 4/30/2014
Drawdown: -35.84 % Date: 3/31/2014
Drawdown: -36.74 % Date: 2/28/2014
Drawdown: -40.81 % Date: 1/31/2014
Drawdown: -45.61 % Date: 12/31/2013
Drawdown: -47.16 % Date: 11/30/2013
Drawdown: -47.46 % Date: 10/31/2013
Drawdown: -46.26 % Date: 9/30/2013
Drawdown: -36.41 % Date: 8/31/2013
Drawdown: -28.88 % Date: 7/31/2013
Drawdown: -31.18 % Date: 6/30/2013
Drawdown: -25.26 % Date: 5/31/2013
Drawdown: -31.75 % Date: 4/30/2013
Drawdown: -35.79 % Date: 3/31/2013
Drawdown: -39.95 % Date: 2/28/2013
Drawdown: -36.95 % Date: 1/31/2013
Drawdown: -29.01 % Date: 12/31/2012
Drawdown: -31.18 % Date: 11/30/2012
Drawdown: -33.45 % Date: 10/31/2012
Drawdown: -32.27 % Date: 9/30/2012
Drawdown: -24.19 % Date: 8/31/2012
Drawdown: -21.91 % Date: 7/31/2012
Drawdown: -24.38 % Date: 6/30/2012
Drawdown: -31.59 % Date: 5/31/2012
Drawdown: -22.66 % Date: 4/30/2012
Drawdown: -32.90 % Date: 3/31/2012
Drawdown: -28.36 % Date: 2/29/2012
Drawdown: -27.02 % Date: 1/31/2012
Drawdown: -35.11 % Date: 12/31/2011
Drawdown: -33.01 % Date: 11/30/2011
Drawdown: -32.97 % Date: 10/31/2011
Drawdown: -33.95 % Date: 9/30/2011
Drawdown: -19.97 % Date: 8/31/2011
Drawdown: -15.60 % Date: 7/31/2011
Drawdown: -27.90 % Date: 6/30/2011
Drawdown: -27.32 % Date: 5/31/2011
Drawdown: -17.28 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -0.52 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -0.61 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -2.39 % Date: 10/31/2010
Drawdown: -3.34 % Date: 9/30/2010
Drawdown: -24.72 % Date: 8/31/2010
Drawdown: -43.22 % Date: 7/31/2010
Drawdown: -42.24 % Date: 6/30/2010
Drawdown: -31.18 % Date: 5/31/2010
Drawdown: -34.66 % Date: 4/30/2010
Drawdown: -35.10 % Date: 3/31/2010
Drawdown: -34.59 % Date: 2/28/2010
Drawdown: -32.94 % Date: 1/31/2010
Drawdown: -28.17 % Date: 12/31/2009
Drawdown: -21.51 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -2.10 % Date: 9/30/2009
Drawdown: 0.00 % Date: 8/31/2009
Drawdown: -0.92 % Date: 7/31/2009
Drawdown: -11.27 % Date: 6/30/2009
Drawdown: -13.27 % Date: 5/31/2009
Drawdown: 0.00 % Date: 4/30/2009
Drawdown: -17.46 % Date: 3/31/2009
Drawdown: -16.04 % Date: 2/28/2009
Drawdown: -10.93 % Date: 1/31/2009
Drawdown: -13.64 % Date: 12/31/2008
Drawdown: -1.79 % Date: 11/30/2008
Drawdown: 0.00 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: 0.00 % Date: 8/31/2008
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Purple Valley Capital, Inc
Address: 1516 Mallory Street
City: Jacksonville
State: FL
Zip: 32205
Country: USA

Key People

Name:  Donald Wieczorek
Position:  Principal
Biography: 

Donald Wieczorek attended Governor’s Academy in Byfield, Massachusetts from 2000-2004. In the fall of 2004, Donald enrolled in Williams College, where he completed his Bachelor of Arts degree in Economics on June 1, 2008. In the summer of 2007, Donald joined JPMorgan Chase & Co. as an investment banking summer analyst in corporate finance. He worked in the firm’s Equity Capital Markets Investment Banking Division from May, 2007 through August 2007, helping to underwrite public equity offerings of several leading technology and media firms. After soon realizing that he did not want to pursue a job on the sell-side, Donald spent several months developing the core of his present trading strategy. During this time, Donald did extensive research in the technical and methodological aspects of futures trading. Combining the information he has gathered about markets over the past ten years with the ideas that he developed during his research, Donald began analyzing numerous different trading systems and philosophies. Through this process many long-venerated trading strategies were shown to be unviable in changing market conditions, while other strategies proved to maximize profitability. This research led Donald to develop the long-term trend following program employed by Purple Valley Capital. Please consult the Investment Program section of the Disclosure Document for a more comprehensive summary of PVC’s trading system and philosophies.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Other Futures Yes 
 Mini-Futures Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio: 18% 
 Managed Account Availability: Open