Blake Capital Management, Inc. : SRD Short Equities Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance 0.03% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 33.30% Annualized Vol 0.89% Sharpe (RFR=1%) -1.96 CAROR -0.76% Assets $ 198k Worst DD -6.75 S&P Correlation 0.14 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 YTD 1yr 3yr 5yr 10yr Since1/2011 SRD Short Equities 0.03 - - - -0.75 -0.92 -5.97 -6.64 S&P 500 -0.16 - - - 40.10 60.04 197.26 202.80 +/- S&P 500 0.19 - - - -40.85 -60.96 -203.23 -209.43 Strategy Description SummaryThe SRD Short Equities program trades the E-Mini S&P 500 future contract with a bearish directional bias (betting the stock market will decline). SRD Short Equities attempts to “sell resistances” in the market, seeking to benefit from short or medium-term tops. This trading program... 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 $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1200 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -5.00% Worst Peak-to-Trough Sector Focus Stock Index 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 Stock Indices 100.00% SummaryThe SRD Short Equities program trades the E-Mini S&P 500 future contract with a bearish directional bias (betting the stock market will decline). SRD Short Equities attempts to “sell resistances” in the market, seeking to benefit from short or medium-term tops. This trading program uses stops for protection and seeks a multiple of any amount risked. This program may be considered an appropriate compliment to individuals and institutions that are passively long equities, or those desiring an actively-managed trading program that generally goes short the stock market. Because of this program’s meticulous risk-management, we believe it may serve as a stand-alone, institutional-grade trading solution to today’s volatile equity markets.Investment StrategyTraders may conceive supports as "floors" and resistances as "ceilings." When a floor breaks it may later become a ceiling, and vice-versa. This simple mechanism gives the Manager many of its signals. Other proprietary strategies include anticipating short-term exhaustion points based on pattern recognition. The program is 100% technical and mostly systematic in nature, and operates on a short-term time horizon, rarely holding positions overnight or into the weekend. Risk management is always priority number one.Risk ManagementLimit orders to initiate a position and stop orders to close a losing position are entered together, without exception. The Manager generally intends to risk approximately 0.25% of client equity per trade idea. The SRD Short Equities program is for sophisticated investors, though daily VAR is generally 2% or less of account equity. 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 -6.75 -1 - 1/1/0001 6/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 1.67 3 2/1/2012 4/1/2012 0.94 2 5/1/2011 6/1/2011 0.81 1 7/1/2019 7/1/2019 0.27 1 11/1/2011 11/1/2011 0.25 1 8/1/2012 8/1/2012 0.19 1 10/1/2017 10/1/2017 0.19 1 3/1/2013 3/1/2013 0.17 1 5/1/2018 5/1/2018 0.15 2 8/1/2014 9/1/2014 0.11 1 5/1/2014 5/1/2014 0.10 1 11/1/2014 11/1/2014 0.04 1 7/1/2013 7/1/2013 0.03 1 1/1/2020 1/1/2020 0.03 1 1/1/2014 1/1/2014 0.02 1 9/1/2013 9/1/2013 0.02 1 3/1/2011 3/1/2011 0.02 1 7/1/2018 7/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -1.43 4 7/1/2011 10/1/2011 -1.38 3 4/1/2013 6/1/2013 -1.24 6 9/1/2012 2/1/2013 -1.22 2 12/1/2011 1/1/2012 -1.16 3 5/1/2012 7/1/2012 -0.88 34 12/1/2014 9/1/2017 -0.85 11 8/1/2018 6/1/2019 -0.72 5 8/1/2019 12/1/2019 -0.71 2 1/1/2011 2/1/2011 -0.49 6 11/1/2017 4/1/2018 -0.48 1 4/1/2011 4/1/2011 -0.40 3 2/1/2014 4/1/2014 -0.32 1 10/1/2014 10/1/2014 -0.18 1 8/1/2013 8/1/2013 -0.14 2 6/1/2014 7/1/2014 -0.13 3 10/1/2013 12/1/2013 -0.08 1 6/1/2018 6/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods109.00107.00104.0098.0092.0086.0074.0062.0050.00 Percent Profitable19.2714.0210.583.062.172.330.000.000.00 Average Period Return-0.06-0.18-0.35-0.71-1.05-1.39-1.96-2.54-3.16 Average Gain0.240.390.260.150.120.12 Average Loss-0.22-0.41-0.57-0.92-1.26-1.56-1.96-2.54-3.16 Best Period0.891.670.700.190.190.19-0.13-0.23-1.18 Worst Period-0.94-1.38-2.00-2.55-3.49-4.02-4.84-5.55-5.77 Standard Deviation0.260.410.500.700.871.121.451.581.34 Gain Standard Deviation0.280.420.220.080.090.09 Loss Standard Deviation0.200.330.470.660.801.071.451.581.34 Sharpe Ratio (1%)-0.57-1.04-1.69-2.45-2.93-3.03-3.43-4.18-6.15 Average Gain / Average Loss1.070.950.440.160.100.08 Profit / Loss Ratio0.420.230.070.010.000.00 Downside Deviation (10%)0.531.472.865.758.6911.6917.7824.1430.82 Downside Deviation (5%)0.260.570.981.852.703.585.196.788.37 Downside Deviation (0%)0.210.400.600.991.371.782.432.983.43 Sortino Ratio (10%)-0.89-0.96-0.98-0.99-1.00-1.00-1.00-1.00-1.00 Sortino Ratio (5%)-0.56-0.75-0.86-0.93-0.95-0.95-0.96-0.97-0.99 Sortino Ratio (0%)-0.30-0.46-0.58-0.71-0.77-0.78-0.81-0.85-0.92 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