Bluenose Capital Management, LLC : BNC EI Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 1.66% Min Investment $ 15k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 13.18% Sharpe (RFR=1%) 0.09 CAROR 1.33% Assets $ 577k Worst DD -33.29 S&P Correlation 0.11 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 YTD 1yr 3yr 5yr 10yr Since7/2010 BNC EI 1.66 - - - -7.98 -8.06 -9.28 12.30 S&P 500 1.79 - - - 36.22 49.85 251.60 268.50 +/- S&P 500 -0.13 - - - -44.20 -57.91 -260.88 -256.21 Strategy Description SummaryBNC EI uses mini contracts which can be executed electronically. BNC EI requires an initial capital amount of $15,000. . Since inception the program has returned 51.49%. During this time volatility was sharply higher which enabled the account to achieve the results it did. There is... Read More Account & Fees Type Managed Account Minimum Investment $ 15k Trading Level Incremental Increase $ 15k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $4.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 11000 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD Worst Peak-to-Trough -9.98% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-writing 100.00% Composition Stock Indices 100.00% SummaryBNC EI uses mini contracts which can be executed electronically. BNC EI requires an initial capital amount of $15,000. . Since inception the program has returned 51.49%. During this time volatility was sharply higher which enabled the account to achieve the results it did. There is no guarantee that past performance will be the same as future performance. Investment StrategyBluenose Capital Management, LLC develops and implements strategies intended to generate above average returns while seeking to be flexible enough to profit in rising markets as well as declining markets. (The potential for loss is, of course, also equal.) Additionally, Bluenose Capital Management, LLC trading strategy has the potential to perform well in both inflationary and deflationary periods (unlike stocks). The Bluenose Capital Management, LLC strategy is based on the belief that investments in stock indexes and commodities, not individual stocks or sectors, hold more possibilities for growth than day trading, swing trading, trend following or “buy and hold” strategies. Bluenose Capital Management, LLC believes that their approach to investing will continue to be more effective in repairing the damage that was caused to portfolios by the bear market beginning in 2007 and in generating growth to new portfolios. The markets do not operate in a static environment. They are constantly changing. In order for Bluenose Capital Management, LLC strategies to continue to work it is necessary to continually evaluate where we have been and where we are going and adjust accordingly. Bluenose Capital Management, LLC trading strategy incorporates five vital elements; fundamental analysis, technical analysis, strategy, money-management and risk assessment. Fundamental analysis is the study of the economic environment, both macro and micro. It is the study of supply and demand, interest rate policy, labor productivity and monetary policies. Fundamental analysis also considers the state of our economy as well as the global economic and political situation. The use of fundamentals assists in recognizing potential trading opportunities and aids in determining what the market is thinking and how it might react. Technical analysis is the study of price movement in the context of statistical and probability outcomes. It is the study of price pattern histories in order to predict how prices might react in the future. The use of technical analysis assists in determining a more favorable entry or exit of Bluenose Capital Management, LLC positions. After assessing both fundamental and technical conditions of the market Bluenose Capital Management, LLC then ascertains the best strategy. At the present time, Bluenose Capital Management, LLC believes that the selling of premium on futures indexes is the best strategy. Proper money management is imperative to the long term success of any portfolio. We understand the importance of this issue and are constantly implementing proper money management techniques. The final element to our plan is risk assessment. We are continually analyzing the markets to ascertain the risks. Risk assessment and money management work together. There are times when we are fully positioned in the markets and times when we are not depending on our opinions of the risk assessment. Although risks cannot be eliminated and profits cannot be guaranteed through money management and risk control, these two steps are vital for the long-term growth we wish Bluenose Capital Management, LLC and its clients to attain. Bluenose Capital Management, LLC will take advantage of the financial markets using diversified strategies. Some of these strategies involve the selling of time (calls and puts) on stock indices or other suitable commodities. At times we may purchase calls and puts to reduce margin or to take advantage of what we believe will be a profitable trade based on market conditions. We look for investment opportunities trying to capitalize on the fear and greed of the average investor. Bluenose Capital Management, LLC will follow a long-term plan for portfolio growth and protection. There are times when Bluenose Capital Management, LLC is not in the markets at all and others when we are fully invested. At present, the main strategy that best meets Bluenose Capital Management, LLC criteria for effective growth to risk management is one that focuses on the writing (selling) of options using Futures contracts of indices and other commodities. We currently offer three programs, BNC EI BNC BI and BNC CL. 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 -33.29 51 - 9/1/2014 12/1/2018 -11.72 4 9 2/1/2013 6/1/2013 -6.47 3 4 7/1/2011 10/1/2011 -5.00 3 2 4/1/2014 7/1/2014 -3.14 2 2 5/1/2012 7/1/2012 -1.32 1 1 12/1/2012 1/1/2013 -0.21 1 1 2/1/2012 3/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 33.05 13 7/1/2010 7/1/2011 15.92 5 12/1/2013 4/1/2014 12.40 5 7/1/2016 11/1/2016 10.64 5 8/1/2012 12/1/2012 8.94 4 11/1/2011 2/1/2012 6.84 3 5/1/2015 7/1/2015 6.80 2 7/1/2013 8/1/2013 6.67 7 6/1/2017 12/1/2017 6.65 3 9/1/2018 11/1/2018 6.26 3 1/1/2019 3/1/2019 6.21 4 1/1/2017 4/1/2017 5.69 2 8/1/2014 9/1/2014 4.57 1 11/1/2014 11/1/2014 4.47 2 2/1/2015 3/1/2015 3.87 3 4/1/2018 6/1/2018 3.76 2 4/1/2012 5/1/2012 3.36 1 9/1/2011 9/1/2011 3.14 2 4/1/2016 5/1/2016 3.03 1 2/1/2013 2/1/2013 2.58 1 6/1/2014 6/1/2014 1.92 1 9/1/2015 9/1/2015 0.62 1 11/1/2015 11/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.43 3 1/1/2018 3/1/2018 -16.29 1 12/1/2018 12/1/2018 -15.11 1 10/1/2014 10/1/2014 -13.22 4 12/1/2015 3/1/2016 -11.72 4 3/1/2013 6/1/2013 -6.84 1 8/1/2015 8/1/2015 -6.62 2 7/1/2018 8/1/2018 -5.65 1 8/1/2011 8/1/2011 -5.62 3 9/1/2013 11/1/2013 -4.37 1 5/1/2014 5/1/2014 -4.22 2 12/1/2014 1/1/2015 -4.09 1 10/1/2011 10/1/2011 -3.16 1 7/1/2014 7/1/2014 -3.14 2 6/1/2012 7/1/2012 -1.73 1 10/1/2015 10/1/2015 -1.32 1 1/1/2013 1/1/2013 -0.82 1 5/1/2017 5/1/2017 -0.60 1 12/1/2016 12/1/2016 -0.51 1 6/1/2016 6/1/2016 -0.27 1 4/1/2015 4/1/2015 -0.21 1 3/1/2012 3/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods105.00103.00100.0094.0088.0082.0070.0058.0046.00 Percent Profitable67.6266.9958.0054.2657.9563.4150.0048.2854.35 Average Period Return0.190.430.861.362.223.132.171.922.28 Average Gain2.124.277.7111.6011.9411.7614.2017.2214.27 Average Loss-3.84-7.35-8.60-10.78-11.17-11.84-9.85-12.37-11.99 Best Period5.449.2515.5431.5730.5438.2735.3354.7646.43 Worst Period-16.29-22.43-21.01-32.83-29.28-24.52-20.88-23.62-27.47 Standard Deviation3.806.629.6113.2914.4314.7114.9218.2317.20 Gain Standard Deviation1.192.484.137.119.3310.2011.0613.4112.50 Loss Standard Deviation4.225.456.437.288.017.505.657.009.19 Sharpe Ratio (1%)0.030.030.040.030.050.08-0.06-0.12-0.16 Average Gain / Average Loss0.550.580.901.081.070.991.441.391.19 Profit / Loss Ratio1.151.181.241.281.471.721.441.301.42 Downside Deviation (10%)3.385.828.2711.7913.4214.5619.4625.8030.28 Downside Deviation (5%)3.265.357.199.349.699.499.9412.8113.05 Downside Deviation (0%)3.225.236.938.778.888.448.0010.1810.12 Sortino Ratio (10%)-0.07-0.14-0.19-0.31-0.40-0.49-0.70-0.76-0.84 Sortino Ratio (5%)0.030.030.050.040.070.12-0.09-0.17-0.22 Sortino Ratio (0%)0.060.080.120.160.250.370.270.190.23 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 8 0.00 4/2019 Option Strategy Index Month 10 0.00 3/2019 Discretionary Trader Index Month 10 1.17 2/2019 Option Strategy Index Month 4 1.17 2/2019 Option Strategy Index Month 3 3.32 1/2019 Discretionary Trader Index Month 6 3.32 1/2019 Stock Index Trader Index Month 7 3.32 1/2019 Option Strategy Index Month 8 0.00 11/2018 Option Strategy Index Month 7 0.00 10/2018 Discretionary Trader Index Month 7 2.22 9/2018 Stock Index Trader Index Month 2 2.22 9/2018 Option Strategy Index Month 2 2.22 9/2018 Option Strategy Index Month 9 0.00 8/2018 Option Strategy Index Month 3 2.09 6/2018 Stock Index Trader Index Month 5 2.09 6/2018 Discretionary Trader Index Month 8 2.09 6/2018 Option Strategy Index Month 8 0.00 5/2018 Option Strategy Index Month 6 1.54 4/2018 Option Strategy Index Month 10 -14.66 2/2018 Option Strategy Index Month 6 0.33 12/2017 Option Strategy Index Month 3 1.08 11/2017 Option Strategy Index Month 9 0.42 10/2017 Option Strategy Index Month 5 0.93 9/2017 Option Strategy Index Month 5 1.28 8/2017 Stock Index Trader Index Month 7 1.28 8/2017 Option Strategy Index Month 5 1.14 7/2017 Option Strategy Index Month 5 1.31 6/2017 Stock Index Trader Index Month 10 1.31 6/2017 Option Strategy Index Month 3 1.81 4/2017 Stock Index Trader Index Month 6 1.81 4/2017 Option Strategy Index Month 5 1.93 3/2017 Discretionary Trader Index Month 9 1.93 3/2017 Stock Index Trader Index Month 9 1.93 3/2017 Option Strategy Index Month 3 2.14 1/2017 Stock Index Trader Index Month 8 2.14 1/2017 Stock Index Trader Index Month 7 3.51 11/2016 Option Strategy Index Month 2 3.51 11/2016 Stock Index Trader Index Month 1 5.24 10/2016 Option Strategy Index Month 1 5.24 10/2016 IASG CTA Index Month 5 5.24 10/2016 Discretionary Trader Index Month 6 5.24 10/2016 Option Strategy Index Month 9 0.25 9/2016 Option Strategy Index Month 7 1.42 8/2016 Stock Index Trader Index Month 8 1.42 8/2016 Stock Index Trader Index Month 8 1.48 7/2016 Option Strategy Index Month 4 1.48 7/2016 Option Strategy Index Month 9 -0.51 6/2016 Option Strategy Index Month 8 2.37 5/2016 Stock Index Trader Index Month 8 2.37 5/2016 Option Strategy Index Month 4 0.75 4/2016 Stock Index Trader Index Month 5 0.75 4/2016 Option Strategy Index Month 10 -3.15 1/2016 Option Strategy Index Month 10 0.62 11/2015 Option Strategy Index Month 8 2.38 7/2015 Option Strategy Index Month 3 2.63 6/2015 Discretionary Trader Index Month 8 2.63 6/2015 Stock Index Trader Index Month 6 2.63 6/2015 Option Strategy Index Month 7 1.68 5/2015 Stock Index Trader Index Month 7 2.46 3/2015 Option Strategy Index Month 6 2.46 3/2015 Stock Index Trader Index Month 4 4.57 11/2014 Option Strategy Index Month 3 4.57 11/2014 Discretionary Trader Index Month 4 4.57 11/2014 Option Strategy Index Month 3 3.79 9/2014 Stock Index Trader Index Month 6 3.79 9/2014 Option Strategy Index Month 6 2.58 6/2014 Stock Index Trader Index Month 7 2.58 6/2014 Option Strategy Index Month 6 1.90 4/2014 Stock Index Trader Index Month 10 1.90 4/2014 Option Strategy Index Month 6 4.32 3/2014 Discretionary Trader Index Month 8 4.32 3/2014 Stock Index Trader Index Month 8 4.32 3/2014 Option Strategy Index Month 2 4.69 1/2014 Stock Index Trader Index Month 3 4.69 1/2014 Discretionary Trader Index Month 4 4.69 1/2014 Stock Index Trader Index Month 5 4.13 12/2013 Discretionary Trader Index Month 7 4.13 12/2013 Option Strategy Index Month 4 4.13 12/2013 Discretionary Trader Index Month 4 5.44 8/2013 Option Strategy Index Month 1 5.44 8/2013 Stock Index Trader Index Month 2 5.44 8/2013 IASG CTA Index Month 10 5.44 8/2013 Option Strategy Index Month 3 3.03 2/2013 Stock Index Trader Index Month 7 3.03 2/2013 Stock Index Trader Index Month 7 2.57 11/2012 Option Strategy Index Month 10 2.57 11/2012 Stock Index Trader Index Month 7 2.01 9/2012 Option Strategy Index Month 7 2.01 9/2012 Option Strategy Index Month 8 2.23 5/2012 Stock Index Trader Index Month 7 1.12 7/2011 Option Strategy Index Month 7 2.93 6/2011 Stock Index Trader Index Month 4 2.93 6/2011 Option Strategy Index Month 10 1.18 4/2011 Option Strategy Index Month 9 2.98 3/2011 Option Strategy Index Month 4 3.04 2/2011 Stock Index Trader Index Month 6 3.04 2/2011 Stock Index Trader Index Month 10 2.43 1/2011 Option Strategy Index Month 9 2.43 1/2011 Option Strategy Index Month 10 2.08 11/2010 Option Strategy Index Month 8 1.99 9/2010 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