Oak Investment Group : Blue Star

archived programs
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

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 Since
4/2010
Blue Star -37.07 - - - - - -86.38 -90.33
S&P 500 1.11 - - - - - 80.04 191.92
+/- S&P 500 -38.18 - - - - - -166.42 -282.25

Strategy Description

Summary

Oak 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%
Strategy Pie Chart

Composition

Livestock
100.00%
Composition Pie Chart

Summary

Oak 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 Strategy

Oak 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 Management

Oak 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.

   

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
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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
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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
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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
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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.