B G Asset Management LLC : Futures Trend Trading Programme Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 0.25% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 24.32% Sharpe (RFR=1%) -0.41 CAROR - Assets $ 88k Worst DD -14.59 S&P Correlation -0.46 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD 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 Program / Index Aug Qtr 2020 1yr 3yr 5yr 10yr Since1/2013 Futures Trend Trading Programme 0.25 - - - - - - -7.51 S&P 500 -3.13 - - - - - - 148.17 +/- S&P 500 3.38 - - - - - - -155.68 Strategy Description SummaryThe aim of the Futures Trend Trading Program is to catch new trends or breakouts after periods of consolidation and ride the trend or breakout until profit targets are reached. The strategy is based primarily on technical analysis, backed up by fundamental analysis. ... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 160 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD -10.00% Worst Peak-to-Trough 10.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 80.00% 1-30 Days 20.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 20.00% Technical 40.00% Trend-following 40.00% Composition Currency Futures 30.00% Energy 20.00% Grains 20.00% Precious Metals 15.00% Softs 10.00% Industrial Metals 5.00% SummaryThe aim of the Futures Trend Trading Program is to catch new trends or breakouts after periods of consolidation and ride the trend or breakout until profit targets are reached. The strategy is based primarily on technical analysis, backed up by fundamental analysis. Investment StrategyOnce technical analysis reveals a possible floor forming in a down-trending market or a ceiling forming in an up-trending market, extensive fundamental analysis would be carried out to determine the reasons behind the new price action. If the fundamentals point to a sustained move, relevant levels of execution are established. These would be: Support, in a possible new downtrend or, in a possible new uptrend, resistance. An entry point below support or above resistance. A stop loss level to minimise risk in the event the trade fails. The stop loss level would restrict loss to no more than 2% of invested Capital. A take profit level, set at preferably three times, the stop loss level (where 3 times the stop loss level would not be feasible, 2 times would be used). A long order with a stop loss $1 below entry price would have a take profit $3 above above entry price. Executed trades usually last between a month to three months. As positions move into profit, the stop loss level is moved to lock in and protect some of this profit. Positions are closed by price hitting the take profit target, or in the absence of a sustained move, price hitting the stop loss level. Risk ManagementNo more than 2% of invested capital is risked on each trade. Average exposure at any one time is 6% of invested capital. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -14.59 4 - 3/1/2013 7/1/2013 -4.05 1 2 1/1/0001 1/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 12.57 2 2/1/2013 3/1/2013 6.09 1 6/1/2013 6/1/2013 0.25 1 8/1/2013 8/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.67 1 7/1/2013 7/1/2013 -6.74 2 4/1/2013 5/1/2013 -4.05 1 1/1/2013 1/1/2013 Show More Time Windows Analysis 1 Month3 Month Number of Periods8.006.00 Percent Profitable50.0050.00 Average Period Return-0.75-0.51 Average Gain4.655.81 Average Loss-6.15-6.83 Best Period8.388.33 Worst Period-13.67-11.24 Standard Deviation7.028.10 Gain Standard Deviation3.464.10 Loss Standard Deviation5.035.22 Sharpe Ratio (1%)-0.12-0.09 Average Gain / Average Loss0.760.85 Profit / Loss Ratio0.760.85 Downside Deviation (10%)5.566.45 Downside Deviation (5%)5.385.84 Downside Deviation (0%)5.335.69 Sortino Ratio (10%)-0.21-0.27 Sortino Ratio (5%)-0.15-0.13 Sortino Ratio (0%)-0.14-0.09 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel