Bayland Capital Management, LLC : The Bayland Trading Program (P) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance -2.41% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 41.00% Sharpe (RFR=1%) 0.65 CAROR 20.42% Assets $ 600k Worst DD -48.22 S&P Correlation 0.18 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 Jan Qtr 2020 1yr 3yr 5yr 10yr Since12/2007 The Bayland Trading Program (P) -2.41 - - - - - -16.86 116.92 S&P 500 4.36 - - - - - 16.10 153.16 +/- S&P 500 -6.77 - - - - - -32.96 -36.23 Strategy Description SummaryBayland Capital Management, LLC is an alternative investment management firm engaged in the management of commodity futures trading accounts for qualified investors. Bryan Bonner is founder and President of Bayland Capital Management, LLC. The Bayland Trading Program uses a proprietary... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $20.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3720 RT/YR/$M Avg. Margin-to-Equity 35% Targeted Worst DD Worst Peak-to-Trough 33.85% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 64.00% 1-3 Months 15.00% 1-30 Days 21.00% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Technical 10.00% Trend-following 90.00% Composition Interest Rates 14.00% Softs 14.00% Grains 13.00% Currency Futures 12.00% Industrial Metals 11.00% Stock Indices 11.00% Energy 9.00% Precious Metals 6.00% Livestock 5.00% Other 5.00% SummaryBayland Capital Management, LLC is an alternative investment management firm engaged in the management of commodity futures trading accounts for qualified investors. Bryan Bonner is founder and President of Bayland Capital Management, LLC. The Bayland Trading Program uses a proprietary systematic approach that attempts to identify behavioral characteristics and then establishes either long or short positions when those characteristics exist in significant enough force that the price behavior may be expected to persist for a sufficient length of time. The approach is primarily mechanistic, but some limited amount of discretion is used in certain situations which include, but are not limited to, in which delivery months positions are held, which markets are considered viable for the strategy, how new accounts incorporate existing positions, and how much risk the strategy as a whole will accept.Investment StrategyThe Bayland Trading Program uses a proprietary systematic approach that attempts to identify behavioral characteristics and then establishes either long or short positions when those characteristics exist in significant enough force that the price behavior may be expected to persist for a sufficient length of time. The approach is primarily mechanistic, but some limited amount of discretion is used in certain situations which include, but are not limited to, in which delivery months positions are held, which markets are considered viable for the strategy, how new accounts incorporate existing positions, and how much risk the strategy as a whole will accept. Combining multiple approaches in a unified strategy, the Advisor utilizes long and short positions to seek maximum profits amidst varying durations of price movements. The Advisor believes that diversification among trading approaches increases the number of market environments from which its program can extract profits. The Bayland Trading Program will trade futures and options in a broad array of markets, including, but not limited to, equity indices, government bonds, energies, grains, livestock, precious and base metals and others, traded on U.S. and non-U.S. exchanges.Risk ManagementPositions are established to take advantage of developing trends and managed to limit downside risk during unfavorable market conditions. Effective risk management is a crucial aspect of the trading program. With the goal of limiting potential loss, the Advisor uses risk assessment techniques. Account size, expectation, volatility of market traded and the nature of other positions taken are all factors in deciding whether to take a position and determining the amount of equity committed to that position. Protective stops may be used to control risks. There are times when the Advisor’s trading program is fully positioned in the markets and times when it may not be in the markets at all depending on assessment of the reward and risk ratio. The program is geared toward absolute return. Thus, despite the risk management of the Advisor, the Advisor’s trading will be volatile and there is an inherent downside risk. 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 -48.22 5 - 4/1/2011 9/1/2011 -33.85 3 3 6/1/2008 9/1/2008 -28.25 2 6 4/1/2010 6/1/2010 -7.83 2 1 11/1/2009 1/1/2010 -6.10 3 3 2/1/2009 5/1/2009 -5.34 1 1 4/1/2008 5/1/2008 -2.08 1 1 9/1/2009 10/1/2009 -1.69 1 1 2/1/2008 3/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 59.11 5 12/1/2010 4/1/2011 58.27 5 10/1/2008 2/1/2009 41.18 3 2/1/2010 4/1/2010 36.96 3 12/1/2007 2/1/2008 35.65 4 7/1/2010 10/1/2010 21.85 1 11/1/2009 11/1/2009 19.48 3 10/1/2011 12/1/2011 17.40 2 7/1/2011 8/1/2011 14.75 1 6/1/2008 6/1/2008 10.13 4 6/1/2009 9/1/2009 5.60 1 4/1/2008 4/1/2008 0.82 1 4/1/2009 4/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -38.46 1 9/1/2011 9/1/2011 -33.85 3 7/1/2008 9/1/2008 -28.32 2 5/1/2011 6/1/2011 -28.25 2 5/1/2010 6/1/2010 -10.64 1 11/1/2010 11/1/2010 -7.83 2 12/1/2009 1/1/2010 -6.09 1 5/1/2009 5/1/2009 -5.34 1 5/1/2008 5/1/2008 -2.41 1 1/1/2012 1/1/2012 -2.08 1 10/1/2009 10/1/2009 -1.69 1 3/1/2008 3/1/2008 -0.82 1 3/1/2009 3/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods50.0048.0045.0039.0033.0027.0015.00 Percent Profitable66.0064.5864.4487.1893.94100.00100.00 Average Period Return2.326.7211.7428.8347.8869.30110.05 Average Gain8.7518.8526.2935.4752.2569.30110.05 Average Loss-10.17-15.39-14.62-16.37-19.88 Best Period21.8552.3258.5568.13129.81128.30170.36 Worst Period-38.46-33.85-42.76-25.01-20.799.5738.22 Standard Deviation11.8420.6226.1123.5836.3235.9343.83 Gain Standard Deviation5.9013.3818.3816.6532.8935.9343.83 Loss Standard Deviation10.4210.4114.808.231.28 Sharpe Ratio (1%)0.190.310.431.181.281.872.44 Average Gain / Average Loss0.861.221.802.172.63 Profit / Loss Ratio1.672.233.2614.7440.73 Downside Deviation (10%)8.5311.5713.318.136.770.13 Downside Deviation (5%)8.3911.0812.426.765.27 Downside Deviation (0%)8.3610.9612.216.434.90 Sortino Ratio (10%)0.220.470.702.935.95450.24 Sortino Ratio (5%)0.270.580.914.128.80 Sortino Ratio (0%)0.280.610.964.499.77 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