Bulkara Capital : Bulkara Systematic Fund SP

Year-to-Date
6.88%
Sep Performance
4.22%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
10.97%
Sharpe (RFR=1%)
0.77
CAROR
9.16%
Assets
$ 13.8M
Worst DD
-15.29
S&P Correlation
-0.12

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
4/2014
Bulkara Systematic Fund SP 4.22 5.94 6.88 9.58 9.81 51.84 - 61.90
S&P 500 1.72 1.19 18.74 2.15 35.89 49.39 - 56.40
+/- S&P 500 2.50 4.75 -11.86 7.43 -26.08 2.45 - 5.50

Strategy Description

Summary

The Bulkara Capital investment processes are a function of mathematical, algorithmic and technical models, with no discretionary influence over the portfolio positioning. The system employs a contrarian investment theme across individual equity indices. The Bulkara Capital proprietary... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 25k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
QEP
Lock-up Period
1

Trading

Trading Frequency
RT/YR/$M
Avg. Margin-to-Equity
30%
Targeted Worst DD
Worst Peak-to-Trough
8.00%
Sector Focus
Stock Index Traders

Holding Periods

Over 12 Months
0%
4-12 Months
5.00%
1-3 Months
10.00%
1-30 Days
80.00%
Intraday
5.00%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

The Bulkara Capital investment processes are a function of mathematical, algorithmic and technical models, with no discretionary influence over the portfolio positioning. The system employs a contrarian investment theme across individual equity indices. The Bulkara Capital proprietary system seeks to identify opportunities in both rising and falling market environments. The system continues to demonstrate un-correlated returns to traditional long equity investments, as well as strong performance during periods of higher than average volatility.

   

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
-15.29 12 - 10/1/2017 10/1/2018
-7.98 2 3 12/1/2015 2/1/2016
-5.35 1 4 5/1/2016 6/1/2016
-2.32 3 1 1/1/2015 4/1/2015
-1.75 1 1 10/1/2016 11/1/2016
-0.63 2 1 8/1/2014 10/1/2014
-0.43 2 1 6/1/2017 8/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
29.47 8 5/1/2015 12/1/2015
14.14 3 2/1/2018 4/1/2018
13.01 3 3/1/2016 5/1/2016
9.97 7 12/1/2016 6/1/2017
9.12 5 11/1/2018 3/1/2019
7.42 3 11/1/2014 1/1/2015
7.28 5 4/1/2014 8/1/2014
6.53 4 6/1/2019 9/1/2019
5.14 1 7/1/2016 7/1/2016
3.75 2 9/1/2017 10/1/2017
2.21 1 10/1/2016 10/1/2016
2.19 1 12/1/2017 12/1/2017
0.36 1 9/1/2018 9/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-12.39 4 5/1/2018 8/1/2018
-8.43 1 1/1/2018 1/1/2018
-7.98 2 1/1/2016 2/1/2016
-6.46 1 11/1/2017 11/1/2017
-5.35 1 6/1/2016 6/1/2016
-3.57 1 10/1/2018 10/1/2018
-2.32 3 2/1/2015 4/1/2015
-2.24 2 4/1/2019 5/1/2019
-1.75 1 11/1/2016 11/1/2016
-1.63 2 8/1/2016 9/1/2016
-0.63 2 9/1/2014 10/1/2014
-0.43 2 7/1/2017 8/1/2017
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods66.0064.0061.0055.0049.0043.0031.0019.00
Percent Profitable66.6775.0077.0574.5571.4372.09100.00100.00
Average Period Return0.782.224.298.7513.9818.1628.5138.66
Average Gain2.404.537.0713.8921.6626.3928.5138.66
Average Loss-2.44-4.71-5.02-6.28-5.24-3.11
Best Period7.5314.1426.8333.0939.5045.5957.7766.58
Worst Period-8.43-12.47-15.21-15.29-9.38-6.140.4216.52
Standard Deviation3.175.607.5911.9615.9918.1521.5814.30
Gain Standard Deviation1.943.895.869.0512.0814.4621.5814.30
Loss Standard Deviation2.643.994.763.872.281.73
Sharpe Ratio (1%)0.220.350.500.650.780.891.182.42
Average Gain / Average Loss0.980.961.412.214.138.49
Profit / Loss Ratio1.962.894.736.4710.3321.93
Downside Deviation (10%)2.223.554.236.037.097.576.751.31
Downside Deviation (5%)2.093.143.444.133.802.860.60
Downside Deviation (0%)2.053.053.263.693.041.86
Sortino Ratio (10%)0.170.280.430.620.901.041.8913.11
Sortino Ratio (5%)0.340.631.101.883.285.6542.22
Sortino Ratio (0%)0.380.731.322.384.609.76

Top Performer Badges

Index Award Type Rank Performance Period
Stock Index Trader Index Month 4 1.47 7/2019
Stock Index Trader Index Month 7 1.12 3/2019
Stock Index Trader Index Month 5 1.23 12/2018
Stock Index Trader Index Month 1 5.03 11/2018
Systematic Trader Index Month 10 5.03 11/2018
IASG CTA Index Month 6 5.23 3/2018
Systematic Trader Index Month 4 5.23 3/2018
Stock Index Trader Index Month 5 5.23 3/2018
Stock Index Trader Index Month 5 7.53 2/2018
IASG CTA Index Month 6 7.53 2/2018
Systematic Trader Index Month 9 7.53 2/2018
Stock Index Trader Index Month 4 2.19 12/2017
Stock Index Trader Index Month 1 2.66 10/2017
Stock Index Trader Index Month 10 1.06 9/2017
Stock Index Trader Index Month 3 2.80 6/2017
Systematic Trader Index Month 9 2.80 6/2017
IASG CTA Index Month 7 5.11 12/2016
Stock Index Trader Index Month 1 5.11 12/2016
Systematic Trader Index Month 5 5.11 12/2016
Stock Index Trader Index Month 6 2.21 10/2016
Systematic Trader Index Month 10 5.14 7/2016
Stock Index Trader Index Month 2 5.14 7/2016

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