City Fund Management : BB Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 1.16% Min Investment $ 500k Mgmt. Fee 1.00% Perf. Fee 25.00% Annualized Vol 1.07% Sharpe (RFR=1%) 14.02 CAROR - Assets $ 2.5M Worst DD N/A S&P Correlation -0.64 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 Since1/2015 BB 1.16 - - - - - - 4.05 S&P 500 -1.74 - - - - - - 73.67 +/- S&P 500 2.90 - - - - - - -69.62 Strategy Description SummaryCFM BB is a longshort trading strategy focused only on trading the most liquid Asian futures and options markets. The trader has over a period of 8 years based in in HK, developed a unique and proprietary trading system based on statistical analysis to capture returns from short... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 25.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 4-12 Months 1-3 Months 1-30 Days Intraday Decision-Making Discretionary 100.00% Systematic Strategy Option-purchasing 10.00% Pattern Recognition 80.00% Technical 10.00% Composition Stock Indices 100.00% SummaryCFM BB is a longshort trading strategy focused only on trading the most liquid Asian futures and options markets. The trader has over a period of 8 years based in in HK, developed a unique and proprietary trading system based on statistical analysis to capture returns from short term trends to longer term market cycles using pattern recognition style of modelsInvestment StrategyThe trading program can hold long or short futures positions across 5 Asian futures contracts (HK, Singapore, Australia Taiwan and Korea) over periods ranging between 1 day to 1 month.Risk ManagementUtilising a disciplined risk management process the manager is able to extract the best of trend following to generate an absolute return profile that is de-correlated to both Asian and Global stock index returns. As an experienced discretionary option trader CFM BB also utilises a discretionary Korean Option trading program to mitigate the risk from a purely systematic futures program. The combination of systematic futures and discretionary options in Asian markets leads to a high level of diversification and return enhancement compared to many managers in Europe. 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 Consecutive Gains Run-up Length (Mos.) Start End 4.05 3 1/1/2015 3/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End Show More Time Windows Analysis 1 Month Number of Periods3.00 Percent Profitable100.00 Average Period Return1.33 Average Gain1.33 Average Loss Best Period1.69 Worst Period1.15 Standard Deviation0.31 Gain Standard Deviation0.31 Loss Standard Deviation Sharpe Ratio (1%)4.05 Average Gain / Average Loss Profit / Loss Ratio Downside Deviation (10%) Downside Deviation (5%) Downside Deviation (0%) Sortino Ratio (10%) Sortino Ratio (5%) Sortino Ratio (0%) 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