Bouchard Capital, LLC : Bouchard short Term Multi Market (C)

archived programs
Year-to-Date
N / A
Jun Performance
-3.46%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
19.02%
Sharpe (RFR=1%)
0.34
CAROR
-
Assets
$ 4.5M
Worst DD
-17.55
S&P Correlation
0.15

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 YTD 1yr 3yr 5yr 10yr Since
9/2010
Bouchard short Term Multi Market (C) -3.46 0.21 - -14.49 - - - 11.00
S&P 500 3.96 -3.29 - 3.13 - - - 19.34
+/- S&P 500 -7.42 3.50 - -17.62 - - - -8.34

Strategy Description

Summary

Bouchard Capital’s Short-Term Multi Commodity program is a natural evolution from traditional long-term trend-following systems. While we embrace many similar risk management characteristics, we feel our attempt to capture short-terms trends provides more opportunities in rising, falling... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
2.00
Management Fee
2.00%
Performance Fee
20.00%
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
6000 RT/YR/$M
Avg. Margin-to-Equity
13%
Targeted Worst DD
-20.00%
Worst Peak-to-Trough
20.00%
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
5.00%
1-30 Days
95.00%
Intraday
0%

Decision-Making

Discretionary
1.00%
Systematic
99.00%

Strategy

Momentum
30.00%
Technical
40.00%
Trend-following
30.00%
Strategy Pie Chart

Composition

Currency Futures
24.00%
Grains
19.00%
Interest Rates
13.00%
Softs
11.00%
Energy
10.00%
Stock Indices
8.00%
Livestock
7.00%
Precious Metals
5.00%
Industrial Metals
3.00%
Composition Pie Chart

Summary

Bouchard Capital’s Short-Term Multi Commodity program is a natural evolution from traditional long-term trend-following systems. While we embrace many similar risk management characteristics, we feel our attempt to capture short-terms trends provides more opportunities in rising, falling and choppy markets.

Risk Management

All market entries have accompanying stop orders. We intend to put no more than 1% of initial equity at risk on any individual trade. Position sizes are volatility based. The portfolio is made up of a diverse and non-correlated group of 27 liquid markets. We do not have any allocation targets as portfolio balance is naturally handled by only having exposure to markets exhibiting preferred trading characteristics.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-17.55 5 - 6/1/2011 11/1/2011
-3.75 1 1 12/1/2010 1/1/2011
-1.91 2 1 9/1/2010 11/1/2010
-1.33 1 1 3/1/2011 4/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
13.63 2 2/1/2011 3/1/2011
13.53 3 12/1/2011 2/1/2012
10.97 2 5/1/2011 6/1/2011
10.31 1 12/1/2010 12/1/2010
5.73 1 5/1/2012 5/1/2012
0.33 1 10/1/2011 10/1/2011
0.18 1 9/1/2010 9/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-13.78 3 7/1/2011 9/1/2011
-10.50 2 3/1/2012 4/1/2012
-4.69 1 11/1/2011 11/1/2011
-3.75 1 1/1/2011 1/1/2011
-3.46 1 6/1/2012 6/1/2012
-1.91 2 10/1/2010 11/1/2010
-1.33 1 4/1/2011 4/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods22.0020.0017.0011.00
Percent Profitable50.0060.0052.9463.64
Average Period Return0.622.034.613.73
Average Gain4.897.2513.6110.45
Average Loss-3.65-5.79-5.52-8.04
Best Period11.2818.1521.9419.15
Worst Period-8.84-13.78-12.48-14.49
Standard Deviation5.498.2411.5310.43
Gain Standard Deviation3.965.527.585.12
Loss Standard Deviation2.744.464.034.50
Sharpe Ratio (1%)0.100.220.360.26
Average Gain / Average Loss1.341.252.461.30
Profit / Loss Ratio1.341.882.772.27
Downside Deviation (10%)3.415.176.068.21
Downside Deviation (5%)3.224.644.885.94
Downside Deviation (0%)3.174.514.595.39
Sortino Ratio (10%)0.060.160.35-0.16
Sortino Ratio (5%)0.170.380.840.46
Sortino Ratio (0%)0.190.451.000.69

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.