Blackheath Fund Management Inc. : Blackheath Offshore Limited Class A
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Year-to-Date
8.45%
Apr -8.96%
|
Min. Investment
|
$ 100k
|
Inception
|
Mar 2003
|
Assets
|
$ 1.9M
|
|
Mgmt Fee
|
1.50%
|
Sharpe (RFR=1%)
|
0.56
|
Worst DD
|
-34.10
|
|
Perf Fee
|
15.00%
|
CAROR
|
12.75%
|
S&P Correlation
|
0.06
|
Growth of 1,000 - VAMI
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | -6.98 | 9.05 | -0.87 | -8.96 | | | | | | | | | -8.45 | -9.75 |
| 2012 | -2.44 | -6.64 | -8.32 | 6.94 | 2.21 | -4.28 | -5.06 | 3.03 | 2.76 | 4.29 | -4.24 | 4.58 | -8.28 | -17.05 |
| 2011 | -5.59 | 5.68 | 0.10 | 9.82 | -9.34 | -2.77 | 2.26 | 3.95 | 6.60 | 3.31 | 0.63 | 2.40 | 16.63 | -11.85 |
| 2010 | 0.33 | 2.89 | -0.55 | -7.63 | -7.39 | 2.21 | 3.30 | -4.46 | 8.59 | 5.54 | 1.30 | 2.44 | 5.36 | -14.93 |
| 2009 | -4.60 | 6.05 | 2.42 | 2.04 | 15.86 | 0.31 | 7.01 | -3.67 | 1.78 | 0.56 | 0.59 | 1.84 | 32.81 | -4.60 |
| 2008 | 0.08 | 8.49 | -3.70 | -0.41 | -9.74 | 4.55 | -4.77 | 4.78 | -1.45 | 2.17 | 1.73 | 2.67 | 3.12 | -13.81 |
| 2007 | -2.40 | 0.69 | -1.63 | 9.79 | 0.96 | -5.70 | 6.81 | -7.07 | 24.29 | 6.45 | -0.53 | 0.03 | 32.04 | -7.07 |
| 2006 | 0.74 | -3.77 | -0.26 | 9.11 | 1.99 | 2.29 | 5.85 | 6.40 | -3.26 | -1.90 | -0.09 | -1.71 | 15.52 | -6.80 |
| 2005 | -3.65 | 10.81 | -0.90 | -10.48 | -1.08 | 13.42 | 4.80 | 2.07 | 9.52 | -0.16 | 3.34 | 0.58 | 29.19 | -12.24 |
| 2004 | -1.24 | 5.27 | -2.69 | -12.95 | -7.18 | -4.73 | 1.36 | 7.66 | 29.18 | -5.05 | 1.45 | -3.83 | 1.70 | -25.09 |
| 2003 | | | -5.94 | -17.83 | 10.47 | -8.44 | -15.70 | 29.29 | 17.04 | 10.38 | 3.64 | 4.89 | 19.66 | -34.10 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Period Returns
|
|
Apr
|
Qtr
|
YTD
|
1yr
|
3yr
|
5yr
|
10yr
|
Since
3/2003
|
|
Blackheath Offshore Limited Class A
|
-8.96
|
-1.58
|
-8.45
|
-5.97
|
8.80
|
35.69
|
338.38
|
238.82
|
|
S&P 500
|
1.81
|
6.64
|
12.02
|
14.28
|
34.60
|
15.28
|
74.20
|
88.32
|
|
+/- S&P 500
|
-10.77
|
-8.22
|
-20.47
|
-20.26
|
-25.80
|
20.41
|
264.18
|
150.50
|
Strategy Description
Summary
Blackheath Offshore Limited utilizes Blackheath's Sentiment Strategy with the objective of earning a positive return on capital every year uncorrelated to major market indices.
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Strategy Description
Summary
Blackheath Offshore Limited utilizes Blackheath's Sentiment Strategy with the objective of earning a positive return on capital every year uncorrelated to major market indices.
Investment Strategy
Blackheath’s Sentiment Strategy is a pure sentiment-driven approach to futures markets, which is unique in its field. At the heart of our system is a systematic trading methodology to understand and employ sentiment data to exploit hard-wired human biases and crowd behaviour.
Our system attempts to identify:
1. Trending markets that are being ignored by speculative traders
2. Oversold or overbought markets where sentiment and positioning are stretched to extremes
We trade infrequently, and only when we believe that our indicators present the opportunity for significant profit. That means that while we have the ability to trade up to six markets at a time, most commonly we have outstanding positions on only 3 markets – and sometimes none at all.
Risk Management
Max 6 positions, 3% portfolio max risk per position