Blackwater Capital Management : Tactical Equity Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -6.24% Min Investment $ 500k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 7.98% Sharpe (RFR=1%) 0.20 CAROR 2.31% Assets $ 10.0M Worst DD -16.01 S&P Correlation 0.16 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since12/2013 Tactical Equity -6.24 - - - -12.92 0.78 - 11.86 S&P 500 -6.94 - - - 29.10 52.82 - 80.09 +/- S&P 500 0.70 - - - -42.02 -52.05 - -68.23 Strategy Description SummaryBlackwater Tactical Equity seeks to capitalize on short-term momentum reversals in global stock index futures once it determines a market’s primary direction. This program, while fully technical, is neither trend following nor mean reverting, rather is looks for retracement trading... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 5.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 400 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD -12.00% Worst Peak-to-Trough 10.30% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 100.00% Composition Stock Indices 100.00% SummaryBlackwater Tactical Equity seeks to capitalize on short-term momentum reversals in global stock index futures once it determines a market’s primary direction. This program, while fully technical, is neither trend following nor mean reverting, rather is looks for retracement trading opportunities. This program is truly tactical in that it is as highly selective and generally positioned only 60% of the time and those positions are typically held only 4-7 days. 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 -16.01 9 - 1/1/2018 10/1/2018 -10.30 3 6 9/1/2014 12/1/2014 -3.17 2 4 12/1/2013 2/1/2014 -2.95 5 1 12/1/2015 5/1/2016 -2.38 1 1 7/1/2014 8/1/2014 -1.17 1 2 12/1/2016 1/1/2017 -1.10 1 2 6/1/2016 7/1/2016 -0.75 1 1 7/1/2015 8/1/2015 -0.24 1 1 5/1/2017 6/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.81 7 1/1/2015 7/1/2015 7.83 4 2/1/2017 5/1/2017 6.89 5 3/1/2014 7/1/2014 6.69 7 7/1/2017 1/1/2018 4.44 5 8/1/2016 12/1/2016 4.34 1 6/1/2016 6/1/2016 3.83 4 9/1/2015 12/1/2015 2.67 1 9/1/2014 9/1/2014 1.97 1 12/1/2013 12/1/2013 1.82 1 2/1/2016 2/1/2016 1.80 2 6/1/2018 7/1/2018 0.78 1 3/1/2018 3/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.30 3 10/1/2014 12/1/2014 -8.52 3 8/1/2018 10/1/2018 -6.93 1 2/1/2018 2/1/2018 -3.85 2 4/1/2018 5/1/2018 -3.17 2 1/1/2014 2/1/2014 -2.79 3 3/1/2016 5/1/2016 -2.38 1 8/1/2014 8/1/2014 -1.95 1 1/1/2016 1/1/2016 -1.17 1 1/1/2017 1/1/2017 -1.10 1 7/1/2016 7/1/2016 -0.75 1 8/1/2015 8/1/2015 -0.24 1 6/1/2017 6/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods59.0057.0054.0048.0042.0036.0024.00 Percent Profitable66.1063.1668.5277.0895.2497.22100.00 Average Period Return0.220.912.155.269.9413.4120.81 Average Gain1.453.405.528.1510.6913.9220.81 Average Loss-2.18-3.36-5.19-4.47-4.93-4.54 Best Period5.689.1213.7918.3121.3423.7540.00 Worst Period-6.93-10.30-10.37-14.04-9.07-4.540.74 Standard Deviation2.304.036.116.956.216.258.87 Gain Standard Deviation1.231.993.654.635.275.528.87 Loss Standard Deviation2.002.873.193.885.86 Sharpe Ratio (1%)0.060.160.270.611.361.822.00 Average Gain / Average Loss0.661.011.061.822.173.06 Profit / Loss Ratio1.291.732.326.1443.36107.27 Downside Deviation (10%)1.893.264.665.003.373.063.70 Downside Deviation (5%)1.742.773.633.161.671.090.47 Downside Deviation (0%)1.702.653.392.781.400.76 Sortino Ratio (10%)-0.10-0.10-0.070.050.701.031.37 Sortino Ratio (5%)0.080.240.461.355.0610.4437.96 Sortino Ratio (0%)0.130.340.641.897.0817.71 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 9 1.59 11/2017 Stock Index Trader Index Month 7 1.51 7/2017 Stock Index Trader Index Month 7 1.72 5/2017 Stock Index Trader Index Month 5 2.30 4/2017 Stock Index Trader Index Month 5 2.53 3/2017 Systematic Trader Index Month 9 2.53 3/2017 Stock Index Trader Index Month 5 1.07 2/2017 Stock Index Trader Index Month 4 3.23 9/2016 Stock Index Trader Index Month 2 4.34 6/2016 Stock Index Trader Index Month 7 1.82 2/2016 Stock Index Trader Index Month 10 2.67 9/2015 Systematic Trader Index Month 8 5.68 6/2015 Stock Index Trader Index Month 2 5.68 6/2015 Stock Index Trader Index Month 10 1.87 4/2015 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