Blake Capital Management, Inc. : SRD Energies Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -0.38% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 33.30% Annualized Vol 1.07% Sharpe (RFR=1%) -1.88 CAROR -1.02% Assets $ 96k Worst DD -3.69 S&P Correlation 0.06 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 Mar Qtr 2019 1yr 3yr 5yr 10yr Since8/2011 SRD Energies -0.38 -0.38 - -1.94 -2.90 - - -3.69 S&P 500 -1.74 0.44 - 10.44 46.82 - - 72.87 +/- S&P 500 1.36 -0.82 - -12.38 -49.72 - - -76.56 Strategy Description SummaryThe SRD Energies program trades electronic NYMEX Crude Oil and Natural Gas future contracts. This program endeavors to “buy supports” and “sell resistances,” in each case using stops for protection and seeking a multiple of any amount risked. Proprietary pattern recognition models... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 0% Performance Fee 33.30% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -5.00% Worst Peak-to-Trough 0% Sector Focus Energy Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 10.00% Intraday 90.00% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Pattern Recognition 100.00% Composition Energy 100.00% SummaryThe SRD Energies program trades electronic NYMEX Crude Oil and Natural Gas future contracts. This program endeavors to “buy supports” and “sell resistances,” in each case using stops for protection and seeking a multiple of any amount risked. Proprietary pattern recognition models generate trade signals. This program trades 99% outright futures, 1% future options, mostly on an intraday basis. For risk management purposes, future positions are not held over the weekend.Investment StrategyThe Support & Resistance Diversified ("SRD") programs focus on trading organic support & resistance levels, which are often former highs and lows. By buying futures near perceived supports (floors) and selling futures near perceived resistances (ceilings), the manager takes a somewhat counter-trend approach, looking to benefit from short-term buying or selling exhaustion. This program utilizes proprietary pattern recognition systems to generate trade ideas.Risk ManagementThe Manager enters stop-orders to exit losing positions, alongside limit orders to initiate positions. The Manager intends to keep daily V.A.R. at approximately 2%, or less. Market liquidity, Order book behavior, economic reports, margin requirements and profitability goals are all factored into decisions. 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 -3.69 43 - 8/1/2011 3/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 0.68 1 7/1/2013 7/1/2013 0.65 1 11/1/2013 11/1/2013 0.54 1 1/1/2014 1/1/2014 0.30 1 4/1/2013 4/1/2013 0.23 1 3/1/2012 3/1/2012 0.19 1 2/1/2015 2/1/2015 0.18 1 10/1/2012 10/1/2012 0.17 1 12/1/2014 12/1/2014 0.15 2 12/1/2011 1/1/2012 0.11 1 2/1/2013 2/1/2013 0.07 1 6/1/2012 6/1/2012 0.03 1 10/1/2014 10/1/2014 0.03 1 9/1/2013 9/1/2013 0.02 1 4/1/2014 4/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -1.33 5 5/1/2014 9/1/2014 -0.91 1 10/1/2013 10/1/2013 -0.88 3 7/1/2012 9/1/2012 -0.51 3 11/1/2012 1/1/2013 -0.49 2 2/1/2014 3/1/2014 -0.49 2 4/1/2012 5/1/2012 -0.45 4 8/1/2011 11/1/2011 -0.41 1 1/1/2015 1/1/2015 -0.38 1 3/1/2015 3/1/2015 -0.36 1 11/1/2014 11/1/2014 -0.29 2 5/1/2013 6/1/2013 -0.26 1 2/1/2012 2/1/2012 -0.15 1 8/1/2013 8/1/2013 -0.12 1 3/1/2013 3/1/2013 -0.05 1 12/1/2013 12/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods44.0042.0039.0033.0027.0021.00 Percent Profitable34.0926.1917.9515.150.000.00 Average Period Return-0.09-0.25-0.48-0.89-1.15-1.40 Average Gain0.220.270.390.31 Average Loss-0.25-0.43-0.67-1.10-1.15-1.40 Best Period0.681.140.680.78-0.04-0.88 Worst Period-0.91-1.10-1.56-2.36-2.33-2.04 Standard Deviation0.310.440.570.780.640.31 Gain Standard Deviation0.220.340.260.28 Loss Standard Deviation0.210.300.430.620.640.31 Sharpe Ratio (1%)-0.54-1.14-1.71-2.43-4.15-11.00 Average Gain / Average Loss0.880.630.580.28 Profit / Loss Ratio0.470.220.130.05 Downside Deviation (10%)0.581.543.005.948.7611.65 Downside Deviation (5%)0.320.641.132.042.733.42 Downside Deviation (0%)0.260.450.721.161.311.43 Sortino Ratio (10%)-0.85-0.96-0.98-0.99-1.00-1.00 Sortino Ratio (5%)-0.53-0.77-0.87-0.93-0.97-1.00 Sortino Ratio (0%)-0.33-0.55-0.67-0.76-0.88-0.98 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