Boulder Creek Capital : Livestock Program

archived programs
Year-to-Date
N / A
Dec Performance
0.70%
Min Investment
$ 50k
Mgmt. Fee
1.00%
Perf. Fee
30.00%
Annualized Vol
25.01%
Sharpe (RFR=1%)
0.40
CAROR
7.98%
Assets
$ 2.0M
Worst DD
-35.16
S&P Correlation
0.11

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
1/2013
Livestock Program 0.70 - - - -3.21 16.65 - 46.77
S&P 500 3.43 - - - 28.55 85.57 - 131.27
+/- S&P 500 -2.73 - - - -31.76 -68.92 - -84.50

Strategy Description

Summary

The Program generally involves trading in hog- and cattle-related futures contracts, and options thereon. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 30.00%
Average Commission $0
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 1250 RT/YR/$M
Avg. Margin-to-Equity 8%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Agricultural 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

Fundamental
50.00%
Spreading/hedging
25.00%
Technical
25.00%
Strategy Pie Chart

Composition

Livestock
100.00%
Composition Pie Chart

Summary

The Program generally involves trading in hog- and cattle-related futures contracts, and options thereon.

Investment Strategy

The Program employs a blended decision-making approach that is partially systematic and partially discretionary, and which relies on a combination of technical and fundamental analysis. The Advisor’s trading decisions are based on both technical and fundamental analysis. Technical analysis is based on the theory that the study of the past price action in a given market, rather than external factors that affect the supply and demand of a particular instrument, provides a means of anticipating future prices. Fundamental analysis is concerned with any factor that would affect the supply and demand, and therefore the price, of a given instrument. The difficulty of predicting future prices through any method of analysis is a significant source of the risk associated with participating in any managed futures program, including the Program.

Risk Management

During extremely volatile market conditions or unique circumstances,the Advisor may from time to time use discretion. Particularly in managing risk control and determining position size, the Advisor may assume a more active discretionary role.

   

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
-35.16 1 5 2/1/2014 3/1/2014
-21.99 9 6 9/1/2015 6/1/2016
-7.56 1 - 9/1/2017 10/1/2017
-5.19 1 1 12/1/2013 1/1/2014
-5.10 2 4 8/1/2014 10/1/2014
-4.93 5 4 1/1/2013 6/1/2013
-3.46 1 2 4/1/2015 5/1/2015
-1.35 1 1 2/1/2017 3/1/2017
-1.18 1 1 2/1/2015 3/1/2015
-0.93 1 2 4/1/2017 5/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
54.63 5 4/1/2014 8/1/2014
40.49 6 9/1/2016 2/1/2017
13.89 6 7/1/2013 12/1/2013
11.96 4 11/1/2014 2/1/2015
10.32 1 2/1/2014 2/1/2014
8.33 4 6/1/2017 9/1/2017
7.95 4 6/1/2015 9/1/2015
7.36 1 7/1/2016 7/1/2016
3.19 1 4/1/2017 4/1/2017
1.99 2 11/1/2017 12/1/2017
1.78 1 4/1/2015 4/1/2015
0.48 1 5/1/2016 5/1/2016
0.35 1 4/1/2013 4/1/2013
0.03 1 1/1/2013 1/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-35.16 1 3/1/2014 3/1/2014
-21.00 7 10/1/2015 4/1/2016
-7.56 1 10/1/2017 10/1/2017
-5.19 1 1/1/2014 1/1/2014
-5.10 2 9/1/2014 10/1/2014
-4.25 1 8/1/2016 8/1/2016
-3.46 1 5/1/2015 5/1/2015
-3.33 2 2/1/2013 3/1/2013
-2.00 2 5/1/2013 6/1/2013
-1.73 1 6/1/2016 6/1/2016
-1.35 1 3/1/2017 3/1/2017
-1.18 1 3/1/2015 3/1/2015
-0.93 1 5/1/2017 5/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods60.0058.0055.0049.0043.0037.0025.0013.00
Percent Profitable63.3358.6270.9173.4779.0778.38100.00100.00
Average Period Return0.922.645.6511.8516.2116.1424.7145.17
Average Gain3.938.9612.1321.0422.8722.1024.7145.17
Average Loss-4.26-6.32-10.14-13.61-8.94-5.47
Best Period20.0243.3450.8062.3572.2045.8991.3757.08
Worst Period-35.16-32.18-25.89-24.04-15.95-11.610.4929.02
Standard Deviation7.2211.4714.6320.9620.9713.7522.048.80
Gain Standard Deviation5.069.0111.2616.2418.398.2722.048.80
Loss Standard Deviation7.548.178.625.753.644.17
Sharpe Ratio (1%)0.120.210.350.520.701.030.984.67
Average Gain / Average Loss0.921.421.201.552.564.04
Profit / Loss Ratio1.592.012.924.289.6614.65
Downside Deviation (10%)5.287.088.1710.027.937.537.51
Downside Deviation (5%)5.186.667.298.055.043.920.71
Downside Deviation (0%)5.156.567.087.574.383.12
Sortino Ratio (10%)0.100.200.390.681.090.781.19
Sortino Ratio (5%)0.160.360.711.352.923.6030.71
Sortino Ratio (0%)0.180.400.801.573.705.17

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.