Bluewater Trading LLC : Short Term Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -1.12% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 15.10% Sharpe (RFR=1%) 0.81 CAROR 12.77% Assets $ 10.0M Worst DD -25.00 S&P Correlation -0.02 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 Jun Qtr 2020 1yr 3yr 5yr 10yr Since12/2007 Short Term Program -1.12 - - - - - -17.12 53.81 S&P 500 -1.83 - - - - - 7.86 153.16 +/- S&P 500 0.71 - - - - - -24.99 -99.34 Strategy Description SummaryThe last part of our process is a combination of mathematics and art. Our process is designed to ferret out the “duds” from what we “think” is an opportunity. Only methods that can be completely justified and mathematically proven are allowed into the mix. In keeping with our general... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 7800 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD 6.54% Worst Peak-to-Trough Sector Focus Diversified 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 10.00% Systematic 90.00% Strategy Counter-trend 35.00% Momentum 20.00% Pattern Recognition 45.00% Composition Interest Rates 25.00% Stock Indices 25.00% Currency Futures 15.00% Energy 15.00% Industrial Metals 10.00% Grains 10.00% SummaryThe last part of our process is a combination of mathematics and art. Our process is designed to ferret out the “duds” from what we “think” is an opportunity. Only methods that can be completely justified and mathematically proven are allowed into the mix. In keeping with our general strategy of minimizing our footprint we currently deploy five separate methods that perform well on various sectors.Investment StrategyBluewater Trading's (BWT) managed futures strategy seeks to capitalize on opportunities in (22) liquid futures markets in the short term. Specifically, BWT uses a variety of proprietary tactical trading methods that in aggregate create aggressive but stable performance while maintaining a small market footprint.Risk ManagementBWT trading believes that risk management is preservation of capital during unfavorable market conditions. BWT utilizes general risk measures such as VaR, stress, etc. using in house software. However we feel these tools lead to a false sense of security. Daily Risk: Managed using short term product (dynamic portfolio inherently manages risk), stop usage - each position represents approximately 30 bps risk to the portfolio and is constrained to lose no more than 10% in one day, experienced human overlay -risk manager with over 23 years trading. Systemic Risk: Since much of our trading revolves around systematic trades, careful attention is also paid to this potential area of error. We address systematic risk with redundancy (backup location), human overlay (manual execution as needed), alternative data services, and a business continuity plan. 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 -25.00 5 - 1/1/2011 6/1/2011 -6.53 3 15 10/1/2008 1/1/2009 -3.79 3 1 4/1/2010 7/1/2010 -1.80 1 2 5/1/2008 6/1/2008 -1.25 2 1 10/1/2010 12/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 29.29 6 12/1/2007 5/1/2008 23.56 3 8/1/2010 10/1/2010 16.29 4 7/1/2008 10/1/2008 10.84 2 3/1/2010 4/1/2010 10.50 1 1/1/2011 1/1/2011 3.29 2 10/1/2009 11/1/2009 3.09 2 4/1/2009 5/1/2009 1.53 1 8/1/2009 8/1/2009 0.72 1 2/1/2009 2/1/2009 0.13 1 12/1/2008 12/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -25.00 5 2/1/2011 6/1/2011 -6.39 1 11/1/2008 11/1/2008 -3.79 3 5/1/2010 7/1/2010 -2.66 2 6/1/2009 7/1/2009 -1.80 1 6/1/2008 6/1/2008 -1.25 2 11/1/2010 12/1/2010 -1.06 3 12/1/2009 2/1/2010 -1.01 1 9/1/2009 9/1/2009 -0.44 1 3/1/2009 3/1/2009 -0.28 1 1/1/2009 1/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods43.0041.0038.0032.0026.0020.00 Percent Profitable53.4968.2986.8490.63100.00100.00 Average Period Return1.103.467.7214.6220.1226.64 Average Gain4.077.5810.4616.2820.1226.64 Average Loss-2.58-5.41-10.31-1.41 Best Period10.8923.5634.8343.7847.6948.61 Worst Period-11.15-18.57-17.12-3.413.378.76 Standard Deviation4.368.4511.5412.7012.0910.10 Gain Standard Deviation3.035.879.4412.1612.0910.10 Loss Standard Deviation2.946.017.051.76 Sharpe Ratio (1%)0.230.380.631.071.542.44 Average Gain / Average Loss1.581.401.0111.58 Profit / Loss Ratio2.023.026.69111.92 Downside Deviation (10%)2.684.965.222.310.980.43 Downside Deviation (5%)2.534.554.540.86 Downside Deviation (0%)2.494.454.380.62 Sortino Ratio (10%)0.260.451.014.1712.8238.20 Sortino Ratio (5%)0.400.711.5915.77 Sortino Ratio (0%)0.440.781.7623.76 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