Spring Valley Asset Management
SVAM Tactical Trend Portfolio
Principal(s): John Ryan
Strategy: Systematic / Multi-Strategy / Risk-Managed / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Tactical Trend Portfolio pursues a multi-strategy approach to trading across a diversified blend of futures markets, including global stock indices, interest rates, currencies, energies, metals and agricultural commodities, while trading in excess of 100 individual models — each varying in trading style and time horizon. The Portfolio employs a systematic Dynamic Allocation Model to allocate exposures based upon a proprietary assessment of prevailing market conditions, adjusting overall portfolio leverage and market/model participation accordingly.
The Tactical Trend Portfolio employs a systematic process to dynamically balance portfolio exposures across more than 100 distinct trading models and seeks to ensure optimal exposures across the prevailing opportunity set.
Spring Valley Asset Management, LLC is a quantitative investment management firm founded on the principles of science, cutting-edge technology and ingenuity. We are problem solvers, analytical thinkers, and the global financial markets fuel our imagination to better understand the world around us.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.06% | 3.00% | -6.03% | 0.18% | -0.68% | 1.56% | – | – | – | – | – | – | 1.78% | -6.50% |
| 2025 | 0.71% | -3.31% | -3.09% | -5.57% | -1.54% | -0.91% | 1.01% | 1.99% | 3.41% | -1.78% | -0.59% | 0.83% | -8.81% | -13.67% |
| 2024 | -2.72% | 6.68% | 2.01% | 0.61% | -3.35% | -0.83% | 0.12% | -8.20% | 0.21% | -1.85% | 1.30% | 0.61% | -5.94% | -13.35% |
| 2023 | -0.01% | 1.64% | -4.91% | 1.56% | -1.60% | 4.18% | -0.22% | -2.34% | -0.34% | -3.77% | -3.04% | 1.34% | -7.62% | -10.30% |
| 2022 | 0.97% | 2.84% | 3.97% | 5.40% | -0.65% | 1.02% | -1.34% | -1.00% | 2.91% | 0.29% | -0.24% | -1.30% | 13.35% | -2.33% |
| 2021 | -0.07% | -0.80% | 1.42% | 0.39% | 0.64% | -1.96% | -1.03% | 1.70% | 2.24% | 0.80% | -3.73% | 0.04% | -0.51% | -3.73% |
| 2020 | -0.46% | -0.82% | 5.96% | 0.59% | -0.38% | -0.61% | 0.09% | 0.01% | -1.81% | -3.05% | 7.12% | 1.48% | 7.92% | -5.65% |
| 2019 | -2.87% | 1.71% | 4.51% | 2.50% | -0.37% | 0.50% | 2.53% | 3.48% | -4.25% | -1.06% | 3.75% | -1.09% | 9.30% | -5.26% |
| 2018 | 1.18% | -10.52% | 0.67% | 0.23% | -3.52% | 0.05% | -0.17% | 1.87% | -1.07% | -5.99% | 3.05% | 3.68% | -10.89% | -17.57% |
| 2017 | -3.85% | 4.01% | -0.37% | -1.01% | -0.53% | -4.32% | -0.07% | 0.45% | -2.16% | 7.26% | 0.01% | 1.89% | 0.76% | -7.82% |
| 2016 | 1.94% | 1.46% | -3.18% | -1.10% | 0.48% | 5.32% | 0.53% | 0.63% | 0.96% | -4.69% | 0.52% | 2.77% | 5.40% | -4.69% |
| 2015 | 1.18% | 0.71% | 0.44% | -0.76% | -0.38% | 0.45% | 0.56% | -3.67% | 2.74% | 0.23% | 2.60% | 0.33% | 4.37% | -3.80% |
| 2014 | – | – | – | – | 2.65% | 4.12% | -2.32% | 0.72% | 0.09% | -2.48% | 1.67% | 0.47% | 4.84% | -3.97% |
Track Record Compiled By: Track Record Prepared In-House
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.