The Barbashop LLC : Barbashop Program

archived programs
Year-to-Date
N / A
Oct Performance
-17.54%
Min Investment
$ 25k
Mgmt. Fee
0%
Perf. Fee
50.00%
Annualized Vol
117.04%
Sharpe (RFR=1%)
0.46
CAROR
-0.47%
Assets
$ 3.1M
Worst DD
-85.37
S&P Correlation
-0.10

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
1/2005
Barbashop Program -17.54 - - - - - -31.61 -3.14
S&P 500 10.77 - - - - - 18.25 193.26
+/- S&P 500 -28.31 - - - - - -49.86 -196.40

Strategy Description

Summary

The 50% incentive fee in the Barbashop LLC program is only after the customer receives the first 3% return in a given quarter. Ronald Barba is the owner and managing director of The Barbashop, LLC. He is a graduate of Brown University and has been registered as a CTA since October... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 50.00%
Average Commission $55.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 11000 RT/YR/$M
Avg. Margin-to-Equity 35%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Composition

Summary

The 50% incentive fee in the Barbashop LLC program is only after the customer receives the first 3% return in a given quarter. Ronald Barba is the owner and managing director of The Barbashop, LLC. He is a graduate of Brown University and has been registered as a CTA since October 1994.

Investment Strategy

The Barbashop, LLC will use Mr. Barba’s expertise and 30 plus years of experience to attempt to make profits for their clients. All decisions are discretionary, and based upon technical analysis and Mr. Barba’s experience in trading. The Barbashop, LLC will primarily trade the most liquid markets, i.e. metals, oils, currencies, bonds, stock indices, etc. However, TBL may trade any of the other regulated, on-exchange markets. Presently, TBL is managing client accounts by doing very short term trading; however, TBL will also, take longer-term positions. TBL will buy futures, puts, calls, and put and call spreads on futures, and sell naked puts, calls and put and call spreads on futures for its clients.

Risk Management

ACCOUNTING NOTES: Please be aware that the method used by The Barbashop LLC to calculate its annual rates of return does not compound monthly rates of returns. The annual rates of return presented above are based on the monthly rates of returns being compounded. Accordingly, investors should rely on the annual rates of return derived from the method used by The Barbashop. More information about The Barbashop and its performance may be found in the firm’s disclosure document, which is posted on its website found at http://www.thebarbashop.com/.

   

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
-85.37 29 - 5/1/2009 10/1/2011
-60.92 3 1 6/1/2008 9/1/2008
-46.69 1 3 11/1/2006 12/1/2006
-42.27 7 6 5/1/2007 12/1/2007
-41.32 3 1 1/1/2009 4/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
314.62 6 11/1/2010 4/1/2011
255.17 4 10/1/2008 1/1/2009
186.40 22 2/1/2005 11/1/2006
130.54 5 1/1/2007 5/1/2007
123.83 1 5/1/2009 5/1/2009
90.82 2 11/1/2009 12/1/2009
62.74 3 1/1/2008 3/1/2008
40.72 2 8/1/2010 9/1/2010
35.33 1 9/1/2007 9/1/2007
35.00 2 5/1/2008 6/1/2008
23.58 1 4/1/2010 4/1/2010
20.25 2 8/1/2009 9/1/2009
13.16 1 7/1/2011 7/1/2011
8.15 1 7/1/2007 7/1/2007
3.90 1 6/1/2010 6/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-72.46 2 5/1/2011 6/1/2011
-60.92 3 7/1/2008 9/1/2008
-50.49 3 8/1/2011 10/1/2011
-49.66 3 1/1/2010 3/1/2010
-49.54 1 5/1/2010 5/1/2010
-48.47 2 6/1/2009 7/1/2009
-46.69 1 12/1/2006 12/1/2006
-41.32 3 2/1/2009 4/1/2009
-38.22 1 10/1/2009 10/1/2009
-34.77 3 10/1/2007 12/1/2007
-29.37 1 8/1/2007 8/1/2007
-18.68 1 4/1/2008 4/1/2008
-17.65 1 10/1/2010 10/1/2010
-17.16 1 7/1/2010 7/1/2010
-14.39 1 6/1/2007 6/1/2007
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods82.0080.0077.0071.0065.0059.0047.0035.00
Percent Profitable65.8563.7559.7467.6170.7764.4172.3465.71
Average Period Return4.5810.8821.1931.7636.9245.7176.15112.31
Average Gain18.8735.7858.4264.1870.1391.16120.02189.00
Average Loss-23.84-32.90-34.05-35.90-43.48-36.53-38.59-34.67
Best Period184.98246.61314.62262.49170.49222.11264.95492.12
Worst Period-68.58-68.84-84.57-77.07-74.07-71.36-76.05-64.22
Standard Deviation33.7950.5168.0063.3368.0578.54100.29151.57
Gain Standard Deviation31.4145.4962.9849.1049.9358.6981.86132.06
Loss Standard Deviation16.7619.6722.0423.0724.2322.1920.2516.35
Sharpe Ratio (1%)0.130.210.300.490.520.560.730.71
Average Gain / Average Loss0.791.091.721.791.612.503.115.45
Profit / Loss Ratio1.581.912.553.733.904.528.1310.45
Downside Deviation (10%)16.8123.6226.9526.5930.4230.7830.5634.17
Downside Deviation (5%)16.6623.1025.8824.6227.4626.3724.1724.46
Downside Deviation (0%)16.6222.9825.6124.1426.7425.3322.7322.27
Sortino Ratio (10%)0.250.410.691.010.961.151.982.66
Sortino Ratio (5%)0.270.460.801.251.291.663.034.43
Sortino Ratio (0%)0.280.470.831.321.381.803.355.04

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.