Rabar Market Research : Diversified Program
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Year-to-Date
0.34%
Mar -0.05%
|
Min. Investment
|
$ 2,000k
|
Inception
|
Jan 1989
|
Assets
|
$ 295.7M
|
|
Mgmt Fee
|
2.00%
|
Sharpe (RFR=1%)
|
0.58
|
Worst DD
|
-29.82
|
|
Perf Fee
|
20.00%
|
CAROR
|
11.91%
|
S&P Correlation
|
-0.02
|
Growth of 1,000 - VAMI
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | 3.09 | -2.62 | -0.05 | | | | | | | | | | 0.34 | -2.67 |
| 2012 | 0.84 | 2.79 | -4.92 | -0.33 | 7.87 | -4.39 | 2.72 | 1.13 | -2.91 | -7.17 | -1.71 | 0.03 | -6.74 | -12.01 |
| 2011 | 0.73 | 5.29 | -2.55 | 8.60 | -7.44 | -5.86 | 5.79 | -0.37 | -7.29 | -4.01 | -1.29 | 0.38 | -9.10 | -19.32 |
| 2010 | -7.98 | 0.98 | 5.86 | 1.95 | -8.71 | -0.77 | 5.47 | 4.87 | 9.29 | 5.20 | -2.41 | 10.49 | 24.57 | -9.41 |
| 2009 | -1.20 | -1.72 | -1.63 | -2.97 | 2.24 | -3.55 | 2.09 | 2.58 | 3.87 | 0.98 | 7.03 | -0.52 | 6.89 | -8.61 |
| 2008 | 1.77 | 12.91 | -1.42 | 1.87 | 4.42 | 3.01 | -4.10 | -2.43 | -2.03 | 1.16 | 0.74 | 1.95 | 18.22 | -8.33 |
| 2007 | -1.30 | -4.18 | -2.73 | 5.94 | 5.88 | 3.41 | -3.10 | -2.32 | 9.80 | 5.99 | -3.76 | 1.80 | 15.16 | -8.01 |
| 2006 | 5.38 | -3.41 | 3.82 | 8.85 | -0.82 | -3.94 | -3.56 | 2.07 | -0.65 | -1.58 | 5.17 | -1.69 | 9.06 | -8.30 |
| 2005 | -6.37 | 5.18 | -3.80 | -5.33 | 4.37 | 2.95 | -0.28 | -1.79 | 1.68 | -3.71 | 3.12 | -1.18 | -5.84 | -10.31 |
| 2004 | 2.74 | 8.34 | -1.20 | -13.07 | -3.85 | -4.64 | -2.14 | -1.92 | 0.92 | 3.07 | 11.94 | -0.84 | -2.86 | -24.42 |
| 2003 | 3.36 | 5.21 | -10.35 | 4.18 | 10.83 | -2.58 | -0.39 | 0.03 | 1.33 | 3.97 | -1.52 | 9.45 | 24.08 | -10.35 |
| 2002 | -0.72 | -3.96 | 2.32 | -5.98 | 6.77 | 11.41 | 7.85 | 3.18 | 3.51 | -3.54 | -2.06 | 4.87 | 24.52 | -8.27 |
| 2001 | 1.53 | 0.27 | 4.79 | -4.64 | -1.98 | -1.84 | 0.65 | -1.64 | 2.02 | 6.39 | -8.06 | 4.20 | 0.76 | -9.36 |
| 2000 | -0.71 | 0.20 | -2.13 | -5.30 | -0.05 | -3.70 | -1.17 | 4.73 | -1.84 | 0.40 | 5.60 | 6.53 | 1.85 | -12.29 |
| 1999 | -1.92 | 3.70 | -4.33 | 3.28 | -6.92 | -0.02 | -2.89 | -0.42 | 0.09 | -6.01 | 2.13 | 4.25 | -9.41 | -16.35 |
| 1998 | 2.28 | 1.55 | 0.00 | -6.43 | 4.17 | 2.12 | 1.16 | 19.37 | 6.10 | -4.05 | -3.75 | 1.61 | 24.30 | -7.65 |
| 1997 | 5.37 | 5.07 | -0.64 | -6.41 | -2.10 | -0.11 | 14.84 | -7.75 | 3.11 | -3.33 | 0.51 | 4.24 | 11.39 | -9.06 |
| 1996 | -0.13 | -9.52 | -1.49 | 3.33 | -3.45 | 1.54 | -2.13 | -1.30 | 3.75 | 10.75 | 5.95 | -5.08 | 0.66 | -12.89 |
| 1995 | -9.45 | 14.00 | 15.25 | 5.84 | 8.91 | -2.45 | -9.28 | -8.66 | -9.11 | -4.48 | 2.42 | 14.20 | 12.57 | -29.82 |
| 1994 | -10.51 | -6.02 | 19.43 | 2.47 | 11.40 | 18.00 | -4.31 | -4.42 | 3.35 | -4.17 | 10.65 | -1.25 | 33.91 | -15.90 |
| 1993 | -0.12 | 14.17 | 0.22 | 10.89 | 3.45 | -1.28 | 14.75 | -3.89 | -4.10 | -6.03 | 5.63 | 10.07 | 49.55 | -13.39 |
| 1992 | -12.26 | -3.31 | 0.57 | -2.13 | -0.77 | 5.47 | 12.93 | 7.70 | -7.12 | -0.69 | 1.45 | -3.93 | -4.45 | -17.14 |
| 1991 | -7.43 | -7.75 | 2.26 | -5.58 | -1.17 | 3.32 | -8.12 | -2.93 | 2.43 | 0.66 | -0.27 | 22.14 | -5.69 | -24.91 |
| 1990 | 1.89 | 7.76 | 12.16 | 16.71 | -13.61 | 9.50 | 16.06 | 21.80 | 10.40 | 4.87 | 2.51 | -2.45 | 122.51 | -13.61 |
| 1989 | -0.77 | -3.57 | 13.82 | -0.18 | 13.76 | -2.61 | -2.84 | -13.76 | 2.69 | -13.81 | 5.24 | 17.01 | 10.00 | -27.77 |
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
|
|
Mar
|
Qtr
|
YTD
|
1yr
|
3yr
|
5yr
|
10yr
|
Since
1/1989
|
|
Diversified Program
|
-0.05
|
0.34
|
0.34
|
-5.05
|
7.71
|
18.19
|
95.73
|
1,430.54
|
|
S&P 500
|
3.60
|
10.03
|
10.03
|
11.41
|
34.16
|
18.62
|
84.98
|
409.10
|
|
+/- S&P 500
|
-3.65
|
-9.69
|
-9.69
|
-16.47
|
-26.45
|
-0.43
|
10.76
|
1,021.44
|
Strategy Description
Summary
Rabar's DIVERSIFIED PROGRAM utilizes a quantitative approach incorporating both medium and short-term systems to trade a variety of futures and forward currency contracts. A portion of the systems comprising the program are trend...
Read More
Strategy Description
Summary
Rabar's DIVERSIFIED PROGRAM utilizes a quantitative approach incorporating both medium and short-term systems to trade a variety of futures and forward currency contracts. A portion of the systems comprising the program are trend following while others can differ materially in that they are trend anticipating. Rabar’s systems have been developed through a robust and sophisticated proprietary research effort and have been enhanced and modified particularly since the mid-2000’s. Rabar utilizes a strictly disciplined risk management approach which quantitatively limits exposure in the portfolio and incorporates elements of price action, volatility, and risk reward measures. Rabar’s trading is highly diversified not only across a wide array of markets but also across multiple systems and time frames.