Bharwani Asset Management LLC : Alpha Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance 8.67% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.64% Sharpe (RFR=1%) -0.49 CAROR -12.79% Assets $ 366k Worst DD -55.32 S&P Correlation 0.15 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 May Qtr YTD 1yr 3yr 5yr 10yr Since2/2013 Alpha 8.67 - - - - 15.07 - -36.64 S&P 500 1.53 - - - - 55.85 - 128.74 +/- S&P 500 7.14 - - - - -40.78 - -165.38 Strategy Description Investment StrategyThe majority of BAM's trading uses a blend of fundamental, technical and sentiment analysis to identify what it believes are distortions in futures options pricing dynamics. BAM uses a variety of option strategies which include a variety of option spreads and the outright... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.50 Management Fee 2.00% Performance Fee 20.00% Average Commission $11.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 10000 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD Worst Peak-to-Trough 15.85% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 5.00% 1-30 Days 90.00% Intraday 0% Decision-Making Discretionary 90.00% Systematic 10.00% Strategy Option-purchasing 5.00% Option-spreads 85.00% Option-writing 5.00% Spreading/hedging 5.00% Composition Grains 65.00% Currency Futures 5.00% Precious Metals 5.00% Energy 5.00% Interest Rates 5.00% Livestock 5.00% Softs 5.00% Stock Indices 5.00% Investment StrategyThe majority of BAM's trading uses a blend of fundamental, technical and sentiment analysis to identify what it believes are distortions in futures options pricing dynamics. BAM uses a variety of option strategies which include a variety of option spreads and the outright purchase and sales of call and put options in its trading. Depending on the pricing dynamics of a given futures options market, an option strategy will be employed that is best suited to profit from that given pricing dynamic. BAM uses the combination of price distortions and option strategies in fulfilling its goal of capital appreciation for its client's assets. BAM will also trade commodity futures outright and commodity futures spreads when it believes that a particular commodity is either significantly undervalued or overvalued. BAM has sole discretion as to which futures and options on futures contracts it will trade. The majority of trades are in the grain markets. BAM will on occasion trade in precious metals, fixed income, indexes, energies, currencies, meats, and softs futures markets. The BAM LLC Alpha program is currently open and accepting new assets. Email Uttam.Bharwani@BAMCTA.com for inquiries. 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 -55.32 18 - 1/1/2014 7/1/2015 -16.18 4 4 4/1/2013 8/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.11 5 9/1/2013 1/1/2014 15.49 3 2/1/2013 4/1/2013 10.43 3 3/1/2016 5/1/2016 9.09 3 4/1/2014 6/1/2014 4.65 3 11/1/2015 1/1/2016 2.98 2 8/1/2015 9/1/2015 2.36 1 8/1/2014 8/1/2014 1.48 1 7/1/2013 7/1/2013 0.10 1 11/1/2014 11/1/2014 0.03 1 1/1/2015 1/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -23.71 2 9/1/2014 10/1/2014 -21.61 2 2/1/2014 3/1/2014 -16.15 1 7/1/2014 7/1/2014 -15.05 6 2/1/2015 7/1/2015 -14.35 1 8/1/2013 8/1/2013 -6.17 1 12/1/2014 12/1/2014 -3.57 2 5/1/2013 6/1/2013 -0.75 1 10/1/2015 10/1/2015 -0.07 1 2/1/2016 2/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods40.0038.0035.0029.0023.0017.00 Percent Profitable57.5039.4728.5710.340.000.00 Average Period Return-0.89-3.41-8.76-21.20-36.05-45.13 Average Gain2.968.078.0310.24 Average Loss-6.10-10.89-15.47-24.83-36.05-45.13 Best Period12.5519.3415.1820.13-5.90-36.81 Worst Period-22.52-27.23-38.50-47.40-55.32-52.50 Standard Deviation6.8311.6714.1718.3114.015.60 Gain Standard Deviation3.225.833.938.65 Loss Standard Deviation7.017.6810.7015.4014.015.60 Sharpe Ratio (1%)-0.14-0.31-0.65-1.21-2.68-8.41 Average Gain / Average Loss0.490.740.520.41 Profit / Loss Ratio0.660.480.210.05 Downside Deviation (10%)6.1411.0917.5631.6645.7555.65 Downside Deviation (5%)5.9910.4516.1428.3339.9847.45 Downside Deviation (0%)5.9610.2915.7927.5238.5745.46 Sortino Ratio (10%)-0.21-0.42-0.64-0.83-0.95-1.00 Sortino Ratio (5%)-0.16-0.35-0.57-0.78-0.94-0.99 Sortino Ratio (0%)-0.15-0.33-0.55-0.77-0.93-0.99 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