Oak Investment Group : Blue Star Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -37.07% Min Investment $ 50k Mgmt. Fee 1.00% Perf. Fee 30.00% Annualized Vol 68.63% Sharpe (RFR=1%) -0.74 CAROR -55.11% Assets $ 1.0M Worst DD -90.33 S&P Correlation -0.13 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since4/2010 Blue Star -37.07 - - - - - -88.25 -90.33 S&P 500 1.11 - - - - - 80.04 209.76 +/- S&P 500 -38.18 - - - - - -168.29 -300.09 Strategy Description SummaryOak Investment Group’s Bluestar program trades primarily in one of the “true” tangible & non-correlated markets, Live Cattle Futures and Options on the CME. Blue Star builds on the principles of our Ag Options Program, which utilizes a short options strangle strategy, by incorporating... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 30.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3500 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD -30.00% Worst Peak-to-Trough 38.07% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 95.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Livestock 100.00% SummaryOak Investment Group’s Bluestar program trades primarily in one of the “true” tangible & non-correlated markets, Live Cattle Futures and Options on the CME. Blue Star builds on the principles of our Ag Options Program, which utilizes a short options strangle strategy, by incorporating additional risk management strategies, namely, an Options strategy called a Condor. The Blue Star Program of the Advisor employs a fundamental analysis of the Cattle market to determine a range that we believe the market will remain in through a 60 day period. Our strategy analyzes and anticipates the final two months of the cycle of a cow from birth to the slaughter house of approximately 18 months. Primarily, our conclusion is derived from simple supply vs. demand. In essence, once the trader has determined the range; we sell calls above the market and puts below the market. In addition, we will buy both “insurance” calls above the calls we sold and puts below the puts we sold, enabling the Blue Star program to have a pre-defined limited risk component. Typically, a client can expect a maximum of 25 to 35% total risk per option cycle. The Advisor believes these additional risk management strategies will provide clients with lower volatility and a smoother overall equity curve.Investment StrategyOak Investment Group’s Bluestar program trades primarily in one of the “true” tangible & non-correlated markets, Live Cattle Futures and Options on the CME. Blue Star builds on the principles of our Ag Options Program, which utilizes a short options strangle strategy, by incorporating additional risk management strategies, namely, an Options strategy called a Condor. The Blue Star Program of the Advisor employs a fundamental analysis of the Cattle market to determine a range that we believe the market will remain in through a 60 day period. Our strategy analyzes and anticipates the final two months of the cycle of a cow from birth to the slaughter house of approximately 18 months. Primarily, our conclusion is derived from simple supply vs. demand. In essence, once the trader has determined the range; we sell calls above the market and puts below the market. In addition, we will buy both “insurance” calls above the calls we sold and puts below the puts we sold, enabling the Blue Star program to have a pre-defined limited risk component. Typically, a client can expect a maximum of 25 to 35% total risk per option cycle. The Advisor believes these additional risk management strategies will provide clients with lower volatility and a smoother overall equity curve.Risk ManagementOak Investment Group’s Bluestar program trades primarily in one of the “true” tangible & non-correlated markets, Live Cattle Futures and Options on the CME. Blue Star builds on the principles of our Ag Options Program, which utilizes a short options strangle strategy, by incorporating additional risk management strategies, namely, an Options strategy called a Condor. The Blue Star Program of the Advisor employs a fundamental analysis of the Cattle market to determine a range that we believe the market will remain in through a 60 day period. Our strategy analyzes and anticipates the final two months of the cycle of a cow from birth to the slaughter house of approximately 18 months. Primarily, our conclusion is derived from simple supply vs. demand. In essence, once the trader has determined the range; we sell calls above the market and puts below the market. In addition, we will buy both “insurance” calls above the calls we sold and puts below the puts we sold, enabling the Blue Star program to have a pre-defined limited risk component. Typically, a client can expect a maximum of 25 to 35% total risk per option cycle. The Advisor believes these additional risk management strategies will provide clients with lower volatility and a smoother overall equity curve. 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 -90.33 -1 - 1/1/0001 2/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 62.60 3 9/1/2011 11/1/2011 39.15 1 5/1/2012 5/1/2012 29.14 6 6/1/2010 11/1/2010 17.07 1 7/1/2012 7/1/2012 14.32 1 7/1/2011 7/1/2011 8.45 2 1/1/2011 2/1/2011 5.04 1 1/1/2012 1/1/2012 3.79 2 11/1/2012 12/1/2012 0.63 1 9/1/2012 9/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -74.51 3 2/1/2012 4/1/2012 -49.77 2 1/1/2013 2/1/2013 -47.93 4 3/1/2011 6/1/2011 -38.06 2 4/1/2010 5/1/2010 -33.00 1 6/1/2012 6/1/2012 -14.28 1 8/1/2011 8/1/2011 -6.54 1 8/1/2012 8/1/2012 -2.83 1 10/1/2012 10/1/2012 -2.78 1 12/1/2010 12/1/2010 -0.74 1 12/1/2011 12/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods35.0033.0030.0024.0018.00 Percent Profitable51.4354.5536.674.1722.22 Average Period Return-4.15-7.97-15.41-43.05-49.31 Average Gain9.3413.9729.4015.705.22 Average Loss-18.44-34.29-41.35-45.61-64.89 Best Period39.1562.6067.2615.7012.97 Worst Period-51.78-74.51-75.04-86.57-77.71 Standard Deviation19.8130.3540.6427.2833.83 Gain Standard Deviation10.3714.7920.435.24 Loss Standard Deviation17.2621.8822.1724.7817.72 Sharpe Ratio (1%)-0.21-0.27-0.39-1.62-1.50 Average Gain / Average Loss0.510.410.710.340.08 Profit / Loss Ratio0.540.490.410.010.02 Downside Deviation (10%)17.5727.8738.8754.9365.71 Downside Deviation (5%)17.4127.3037.4751.4360.46 Downside Deviation (0%)17.3627.1637.1250.5659.18 Sortino Ratio (10%)-0.26-0.33-0.46-0.87-0.87 Sortino Ratio (5%)-0.24-0.30-0.42-0.86-0.84 Sortino Ratio (0%)-0.24-0.29-0.42-0.85-0.83 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