PROGRAMS
The Valhalla Explorers Fund is the core Matsen Enterpises investment vehicle and has been managing client funds for over 16 years, focused primarily on proprietary agricultural option strategies developed by Mr. Matsen.
These option strategies have evoloved over Mr. Matsen's 40+ years in agricultural markets. Trading positions normally maintain small directional and option volatility biases in a few selected commodities. Focus is on volatility skew relationships structured to leverage positions over time. Closely managed risk is the primary concern. Seasonal spreads and positions often emanate from an understanding of the cash merchandising businesses. Diversification among trading strategies increases the number of market environments from which its program seeks to extract profits.
The Alternative Commodity Algo Program (ACAP) is a diversified, long/short/flat commodity index-like program that has shown to provide non-correlated benefits to a core 60/40 portfolio.
ACAP features:
- Targets the return of the ACAP Index - Total Return net of costs and fees
- Fixed Methodolgy
- Highly Liquid
- Diversified across 20 U.S. Exchange listed commodity components
- Non-correlated to equities and long-only commodity programs
- Algorithm incorporates trend and commodity specific factors (i.e. seasonality, contango/backwardation)
- Risk-parity weighting scheme
- Rebalances and repositions monthly
This web page is for informational purposes only and should not be treated as investment advice or an offer to invest. Past performance is not necessarily indicative of future performance. There is always a substantial risk of loss.