Investments engineered for institutional clients

We conduct persistent market surveillance using an array of highly sensitive volatility models. Our nowcasting framework tells us where we are in the macroeconomic cycle. Sophisticated reinforcement learning informs optimal portfolio construction. We apply fundamental rationale and rigorous scientific methodology to evaluate large datasets for the purpose of generating exceptional risk-adjusted outcomes in the financial markets.

Valravn Statistical Arbitrage

Valravn Statistical Arbitrage ("VSA") is a systematic, market-neutral, North American equity stat. arb. strategy with uncorrelated returns to major markets and factors.

STRATEGY ATTRIBUTES

  • Designed to be long-term and short-term market neutral with low correlation to major market indices, fundamental, and statistical risk factors
  • Utilizes state-of-the-art machine learning methods for model building and risk management

PORTFOLIO HIGHLIGHTS

  • Investment universe: Top 2000 liquid stocks
  • Average holding horizon: 1 day
  • Alpha forecast range: Intraday to overnight
  • Maximum leverage: 300% long, 300% short

STRATEGY TARGETS

  • Sharpe ratio: Greater than 3.0
  • Annualized volatility: Approximately 7.5%

Valravn Multi-Manager Fund

The Valravn Multi-Manager Fund ("VMMF") is a multi-strategy, absolute return investment designed for robust performance during various volatility regimes over economic cycles.

FUND ATTRIBUTES

  • Fund is composed of strategies with attractive and uncorrelated return streams
  • Managers may employ quantitative or fundamental analysis, and systematic or discretionary investing
  • Investment generally in liquid instruments across multiple regions and sectors

PORTFOLIO ALLOCATION & RISK MANAGEMENT

  • Allocation to a diverse set of hedge fund styles determined via risk budgeting
  • Portfolio rebalances quarterly if risk thresholds exceeded
  • Continuous monitoring of macro and market environments for risk management purposes
  • Tactical derivatives overlay applied based on volatility regime and economic cycle signals

FUND TARGETS

  • Trailing twelve month Sharpe Ratio greater than 2.0
  • Annualized volatiliy less than 10%

Bespoke Solutions

Valravn provides customized, separate accounts and hedge fund advisory services to family offices, endowments, foundations, sovereign wealth investors, and other institutional clients.

BENEFITS

  • Customized portfolio construction
  • Highly focused hedge structures
  • Complete transparency
  • Increased liquidity
  • More attractive fee structure

Valravn Capital, LLC.

28 Liberty Street, #657
New York, NY, 10005
(646) 450-2073
info@valravncapital.com

This website is for informational purposes only and is not intended to be, and should not be construed as an offer to sell, or the solicitation of an offer to buy, any interest in any entity or other investment vehicle. If such an investment opportunity should become available, a confidential private offering memorandum outlining such investment opportunity would be provided to you, and the information in this document would be qualified in its entirety by reference to all of the information, including without limitation the risk factors. An investment in any product or vehicle described herein should be regarded as highly speculative in nature and could result in the loss of all of the capital invested. Any such investment is intended only for experienced and sophisticated investors who could afford such a loss. Past performance is not indicative of future results.

Additional information about Valravn Capital, LLC and its Advisory Persons is also available on the SEC's website at http://www.adviserinfo.sec.gov by searching the firm name or the firm CRD #307231.