Blue Bar Futures Trading Management LLC : Blue Bar Prime Ag Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.22% Oct Performance 2.32% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 32.19% Sharpe (RFR=1%) 1.18 CAROR 39.94% Assets $ 12.2M Worst DD -42.26 S&P Correlation -0.09 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 Since1/2014 Blue Bar Prime Ag Program 2.32 3.17 -1.22 0.23 107.32 206.80 - 610.02 S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 - 68.67 +/- S&P 500 0.28 1.26 -22.38 -11.77 65.90 157.82 - 541.35 Strategy Description SummaryBlue Bar Futures utilizes a combination of technical and fundamental analysis in its trading methodology, while incorporating risk management considerations. The Advisor trades both futures and options, primarily in the agricultural sector of the U.S. commodity exchanges. Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 5400 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -20.00% Worst Peak-to-Trough 30.00% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 25.00% 1-30 Days 60.00% Intraday 10.00% Decision-Making Discretionary 40.00% Systematic 60.00% Strategy Counter-trend 10.00% Fundamental 10.00% Momentum 10.00% Option-spreads 10.00% Option-writing 10.00% Pattern Recognition 10.00% Seasonal/cyclical 10.00% Spreading/hedging 10.00% Technical 10.00% Trend-following 10.00% Composition Livestock 95.00% Grains 5.00% SummaryBlue Bar Futures utilizes a combination of technical and fundamental analysis in its trading methodology, while incorporating risk management considerations. The Advisor trades both futures and options, primarily in the agricultural sector of the U.S. commodity exchanges. Investment StrategyThe Blue Bar Prime Ag Program seeks to achieve capital appreciation through the execution of outright long/short and spread strategies identified by technical and fundamental analysis augmented by risk management principles employed by the Advisor. The strategy employs both fundamental and technical analysis to identify potentially low-risk trade opportunities. The trade execution methodology used for the program is based on a process that is approximately 60% systematic and 40% discretionary. Trade duration for spreads varies widely, from one to three days up to several months; though individual “legs” of a particular spread may be modified over time to establish a new spread position. In extreme market situations, a spread may be converted to a directional position for a relatively brief period of time. Many spread positions may be considered “scalps” that are completed intraday or are held for a short period of time, designed to take advantage of a market anomaly. Certain relatively small spread positions may also be held for longer periods of time, to attempt to capture a potential opportunity outside of typical seasonal spread patterns. Risk ManagementThe Advisor monitors both fundamental and technical factors associated with each trade on a continuous basis, and a 3% to 5% adverse movement in the underlying commodity's price would generally be cause for liquidation of the trade. 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 -42.26 2 10 1/1/2015 3/1/2015 -26.87 4 8 8/1/2016 12/1/2016 -10.05 2 - 3/1/2019 5/1/2019 -7.24 2 2 1/1/0001 2/1/2014 -5.93 1 2 9/1/2014 10/1/2014 -5.37 1 2 7/1/2018 8/1/2018 -1.65 2 1 12/1/2018 2/1/2019 -0.75 1 1 1/1/2016 2/1/2016 -0.71 1 1 11/1/2017 12/1/2017 -0.65 1 1 5/1/2016 6/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 165.20 7 3/1/2014 9/1/2014 75.77 7 5/1/2017 11/1/2017 45.50 6 4/1/2015 9/1/2015 38.84 7 1/1/2018 7/1/2018 25.94 3 11/1/2014 1/1/2015 25.36 3 11/1/2015 1/1/2016 16.27 2 7/1/2016 8/1/2016 14.18 3 3/1/2016 5/1/2016 7.80 4 9/1/2018 12/1/2018 5.94 2 6/1/2019 7/1/2019 4.77 1 1/1/2017 1/1/2017 4.46 2 9/1/2019 10/1/2019 3.29 1 3/1/2017 3/1/2017 2.15 1 3/1/2019 3/1/2019 0.30 1 10/1/2016 10/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -42.26 2 2/1/2015 3/1/2015 -17.34 2 11/1/2016 12/1/2016 -11.79 1 9/1/2016 9/1/2016 -10.05 2 4/1/2019 5/1/2019 -7.24 2 1/1/2014 2/1/2014 -5.93 1 10/1/2014 10/1/2014 -5.37 1 8/1/2018 8/1/2018 -3.68 1 10/1/2015 10/1/2015 -3.22 1 4/1/2017 4/1/2017 -1.91 1 2/1/2017 2/1/2017 -1.65 2 1/1/2019 2/1/2019 -1.23 1 8/1/2019 8/1/2019 -0.75 1 2/1/2016 2/1/2016 -0.71 1 12/1/2017 12/1/2017 -0.65 1 6/1/2016 6/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods70.0068.0065.0059.0053.0047.0035.0023.00 Percent Profitable71.4377.9470.7784.75100.00100.00100.00100.00 Average Period Return3.2610.9324.6245.2468.54100.20149.81289.71 Average Gain6.9617.4339.8254.0068.54100.20149.81289.71 Average Loss-5.99-12.04-12.18-3.39 Best Period34.5291.64156.11192.49160.80229.24239.82516.55 Worst Period-31.60-40.16-31.59-8.5818.180.6575.59143.24 Standard Deviation9.2921.4138.8946.9845.3955.8549.56128.72 Gain Standard Deviation7.1818.9536.2145.8145.3955.8549.56128.72 Loss Standard Deviation7.3811.638.922.89 Sharpe Ratio (1%)0.340.500.620.941.481.762.962.22 Average Gain / Average Loss1.161.453.2715.93 Profit / Loss Ratio2.905.127.9188.50 Downside Deviation (10%)5.148.179.213.691.87 Downside Deviation (5%)5.037.828.312.020.20 Downside Deviation (0%)5.007.738.091.70 Sortino Ratio (10%)0.551.192.4010.9148.13 Sortino Ratio (5%)0.631.372.9021.88487.98 Sortino Ratio (0%)0.651.413.0426.64 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 6 2.09 9/2019 Agricultural Trader Index Month 7 0.98 7/2019 Agricultural Trader Index Month 2 4.91 6/2019 Agricultural Trader Index Month 3 2.15 3/2019 Agricultural Trader Index Month 3 1.00 12/2018 IASG CTA Index 3 Year Rolling 1 160.81 2015 - 2018 IASG CTA Index 5 Year Rolling 1 618.81 2013 - 2018 IASG CTA Index Year Rolling 1 41.63 2017 - 2018 Agricultural Trader Index Month 3 0.47 11/2018 Agricultural Trader Index Month 8 0.74 10/2018 Systematic Trader Index Month 2 5.45 9/2018 Agricultural Trader Index Month 1 5.45 9/2018 IASG CTA Index Month 2 5.45 9/2018 IASG CTA Index Month 2 5.45 9/2018 Agricultural Trader Index Month 1 5.45 9/2018 Systematic Trader Index Month 2 5.45 9/2018 Systematic Trader Index Month 4 4.67 7/2018 Agricultural Trader Index Month 4 4.67 7/2018 IASG CTA Index Month 8 4.67 7/2018 Systematic Trader Index Month 2 7.28 6/2018 Agricultural Trader Index Month 1 7.28 6/2018 IASG CTA Index Month 2 7.28 6/2018 Agricultural Trader Index Month 1 4.45 5/2018 Discretionary Trader Index Month 4 4.45 5/2018 IASG CTA Index Month 7 4.45 5/2018 IASG CTA Index Month 4 5.05 4/2018 Agricultural Trader Index Month 1 5.05 4/2018 Systematic Trader Index Month 1 5.05 4/2018 Agricultural Trader Index Month 1 5.05 4/2018 IASG CTA Index Month 4 5.05 4/2018 Discretionary Trader Index Month 4 5.05 4/2018 Agricultural Trader Index Month 3 3.02 3/2018 Discretionary Trader Index Month 6 3.02 3/2018 Discretionary Trader Index Month 4 4.59 2/2018 Agricultural Trader Index Month 2 4.59 2/2018 Agricultural Trader Index Month 2 4.58 1/2018 Discretionary Trader Index Month 6 4.58 1/2018 IASG CTA Index 3 Year Rolling 7 80.46 2014 - 2017 IASG CTA Index Year Rolling 1 79.28 2016 - 2017 Discretionary Trader Index Month 1 8.91 11/2017 IASG CTA Index Month 1 8.91 11/2017 Agricultural Trader Index Month 1 8.91 11/2017 Agricultural Trader Index Month 2 2.65 10/2017 Discretionary Trader Index Month 6 2.65 10/2017 Agricultural Trader Index Month 1 8.44 9/2017 IASG CTA Index Month 1 8.44 9/2017 Discretionary Trader Index Month 1 8.44 9/2017 IASG CTA Index Month 1 16.46 8/2017 Discretionary Trader Index Month 1 16.46 8/2017 Agricultural Trader Index Month 1 16.46 8/2017 Agricultural Trader Index Month 1 5.67 7/2017 Discretionary Trader Index Month 2 5.67 7/2017 Discretionary Trader Index Month 2 10.59 6/2017 Agricultural Trader Index Month 2 10.59 6/2017 IASG CTA Index Month 2 10.59 6/2017 Agricultural Trader Index Month 1 6.53 5/2017 Discretionary Trader Index Month 2 6.53 5/2017 IASG CTA Index Month 4 6.53 5/2017 Discretionary Trader Index Month 6 3.29 3/2017 Agricultural Trader Index Month 2 3.29 3/2017 IASG CTA Index Month 9 3.29 3/2017 IASG CTA Index Month 9 4.77 1/2017 Systematic Trader Index Month 5 4.77 1/2017 Agricultural Trader Index Month 1 4.77 1/2017 IASG CTA Index 3 Year Rolling 3 183.09 2013 - 2016 Agricultural Trader Index Month 9 0.30 10/2016 Systematic Trader Index Month 5 2.65 8/2016 Agricultural Trader Index Month 5 2.65 8/2016 Systematic Trader Index Month 3 13.27 7/2016 IASG CTA Index Month 1 13.27 7/2016 Agricultural Trader Index Month 1 13.27 7/2016 Systematic Trader Index Month 2 5.34 5/2016 Agricultural Trader Index Month 1 5.34 5/2016 Agricultural Trader Index Month 5 2.26 4/2016 Agricultural Trader Index Month 1 6.00 3/2016 Agricultural Trader Index Month 1 7.29 1/2016 Agricultural Trader Index Month 2 7.99 12/2015 Systematic Trader Index Month 2 7.99 12/2015 Agricultural Trader Index Month 2 8.20 11/2015 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