Bear Commodities Corporation : Bear Commodities Corporation Level 2

archived programs
Year-to-Date
N / A
Oct Performance
6.19%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
66.12%
Sharpe (RFR=1%)
0.61
CAROR
22.87%
Assets
$ 510k
Worst DD
-53.48
S&P Correlation
0.13

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
6/2011
Bear Commodities Corporation Level 2 6.19 - - - 11.35 38.46 - 274.89
S&P 500 1.34 - - - 26.32 80.52 - 162.31
+/- S&P 500 4.85 - - - -14.97 -42.06 - 112.59

Strategy Description

Summary

Bear Commodities Corporation's Level 2 program is an aggressive, primarily intraday, short term contrarian/pattern recognition, discretionary approach to various volatile and liquid futures markets. The attempt is to realize small profits often in a variety of products while maintaining... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $1.00
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 88000 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD -29.00%
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 3.00%
Intraday 97.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Counter-trend
30.00%
Fundamental
15.00%
Momentum
15.00%
Pattern Recognition
33.00%
Technical
5.00%
Trend-following
2.00%
Strategy Pie Chart

Composition

Precious Metals
39.00%
Energy
39.00%
Stock Indices
13.00%
Grains
5.00%
Currency Futures
2.00%
Interest Rates
2.00%
Composition Pie Chart

Summary

Bear Commodities Corporation's Level 2 program is an aggressive, primarily intraday, short term contrarian/pattern recognition, discretionary approach to various volatile and liquid futures markets. The attempt is to realize small profits often in a variety of products while maintaining a strict discipline over the downside risk.

Investment Strategy

Trading is focussed on the more volatile yet liquid markets (current examples: Oil, Gold, E-Minis etc) with an objective of recognizing intraday patterns, overbought and oversold conditions, approaches to major support and resistance levels and emotional/panic market conditions. Patience and discipline enable us to recognize one or more of these variables to be affecting any of a variety of markets in an irrational way and to capitalize on these opportunities. Rarely are positions held overnight but if so risk management remains in place with either hands on attention or the use of stops.

Risk Management

Margin is set at two times the exchange overnight margin. Drawdown cut off of 29%. Positions liquidated and discussion with account holder prior to any recommencement of trading. Positions are often spread across two or more markets to hedge against full commitment to one individual future’s market. There is never a large portion of margin committed to any position when important economic news is released.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Risk
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Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
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Average Gain:
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Risk
Standard Deviation:
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Loss Frequency:
Average Loss:
Loss Deviation:
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Sharpe Ratio: (RF=1%)
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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
-53.48 1 3 7/1/2011 8/1/2011
-53.15 15 - 5/1/2016 8/1/2017
-41.39 13 2 3/1/2012 4/1/2013
-34.47 11 11 11/1/2013 10/1/2014
-25.92 1 4 12/1/2015 1/1/2016
-6.53 2 1 8/1/2013 10/1/2013
-3.79 1 1 1/1/0001 6/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
327.28 7 9/1/2011 3/1/2012
155.11 4 9/1/2015 12/1/2015
152.10 4 5/1/2013 8/1/2013
40.44 4 2/1/2016 5/1/2016
34.65 1 7/1/2011 7/1/2011
31.96 4 2/1/2014 5/1/2014
18.33 1 10/1/2016 10/1/2016
16.96 1 3/1/2013 3/1/2013
16.51 2 11/1/2014 12/1/2014
15.35 1 7/1/2015 7/1/2015
14.10 1 2/1/2015 2/1/2015
12.52 1 11/1/2013 11/1/2013
11.35 2 9/1/2017 10/1/2017
11.14 1 11/1/2012 11/1/2012
9.79 1 1/1/2013 1/1/2013
6.67 1 9/1/2012 9/1/2012
5.40 1 5/1/2015 5/1/2015
5.33 1 6/1/2012 6/1/2012
5.28 1 7/1/2017 7/1/2017
4.85 1 3/1/2017 3/1/2017
3.40 1 5/1/2017 5/1/2017
2.22 1 8/1/2014 8/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-53.48 1 8/1/2011 8/1/2011
-36.21 1 4/1/2013 4/1/2013
-33.08 4 6/1/2016 9/1/2016
-27.24 4 11/1/2016 2/1/2017
-25.92 1 1/1/2016 1/1/2016
-25.23 2 12/1/2013 1/1/2014
-21.76 2 9/1/2014 10/1/2014
-20.00 1 8/1/2017 8/1/2017
-17.75 1 12/1/2012 12/1/2012
-16.96 2 6/1/2014 7/1/2014
-13.90 2 7/1/2012 8/1/2012
-13.41 2 3/1/2015 4/1/2015
-10.95 1 1/1/2015 1/1/2015
-10.54 1 8/1/2015 8/1/2015
-9.53 2 4/1/2012 5/1/2012
-9.15 1 10/1/2012 10/1/2012
-7.39 1 6/1/2015 6/1/2015
-6.53 2 9/1/2013 10/1/2013
-5.70 1 4/1/2017 4/1/2017
-5.57 1 6/1/2017 6/1/2017
-3.79 1 6/1/2011 6/1/2011
-1.55 1 2/1/2013 2/1/2013
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods77.0075.0072.0066.0060.0054.0042.0030.00
Percent Profitable54.5544.0052.7851.5276.6790.74100.0093.33
Average Period Return3.4610.2621.7134.7045.7069.4693.09141.54
Average Gain15.5739.1655.5188.1367.8778.5993.09152.23
Average Loss-11.07-12.45-16.07-22.06-27.15-20.08-8.19
Best Period70.36196.64308.14250.57235.68531.38456.16349.28
Worst Period-53.48-39.73-36.27-43.66-42.13-28.840.45-11.52
Standard Deviation19.0941.4558.8567.0556.1584.66103.7490.91
Gain Standard Deviation15.9748.3063.8351.6344.3183.60103.7484.24
Loss Standard Deviation10.428.929.8511.417.667.704.70
Sharpe Ratio (1%)0.180.240.360.500.790.800.871.51
Average Gain / Average Loss1.413.153.453.992.503.9118.58
Profit / Loss Ratio1.692.473.864.248.2238.36260.14
Downside Deviation (10%)10.3812.1714.3820.4017.199.473.738.50
Downside Deviation (5%)10.2211.5713.1917.8614.297.040.403.28
Downside Deviation (0%)10.1811.4112.9017.2413.596.462.28
Sortino Ratio (10%)0.290.741.341.462.226.2520.7514.11
Sortino Ratio (5%)0.330.871.611.893.099.58226.2541.94
Sortino Ratio (0%)0.340.901.682.013.3610.7562.00

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.