The Barbashop LLC : Long Term Gold and Silver Trading Program

archived programs
Year-to-Date
N / A
Dec Performance
0.00%
Min Investment
$ 70k
Mgmt. Fee
2.50%
Perf. Fee
25.00%
Annualized Vol
56.83%
Sharpe (RFR=1%)
2.24
CAROR
195.18%
Assets
$ 1.0M
Worst DD
-28.72
S&P Correlation
0.14

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
1/2010
Long Term Gold and Silver Trading Program 0.00 - - - - - 431.44 771.32
S&P 500 0.85 - - - - - 9.52 222.58
+/- S&P 500 -0.85 - - - - - 421.92 548.74

Strategy Description

Summary

Mr. Barba will primarily buy deep in the money call options in gold and/or silver and roll them forward as they expire, thereby always being long in one or both of these metals. He may at times sell short gold or silver futures as a hedge against his long call options and/or also... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 70k
Trading Level Incremental Increase $ 70k
CTA Max Funding Factor
Management Fee 2.50%
Performance Fee 25.00%
Average Commission $60.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 2000 RT/YR/$M
Avg. Margin-to-Equity 60%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

Mr. Barba will primarily buy deep in the money call options in gold and/or silver and roll them forward as they expire, thereby always being long in one or both of these metals. He may at times sell short gold or silver futures as a hedge against his long call options and/or also may sell short gold or silver in an outright attempt to make profits on the down-side. Mr. Barba may also invest in other metals.

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. Using the method employed by The Barbashop, The Barbashop’s annual rate of return as of November 2011 is 123%. 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
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Compound RoR:
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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
-28.72 1 1 5/1/2011 6/1/2011
-14.61 1 2 1/1/0001 1/1/2010
-13.88 1 1 6/1/2010 7/1/2010
-12.16 1 1 4/1/2010 5/1/2010
-2.80 1 1 8/1/2011 9/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
423.28 10 8/1/2010 5/1/2011
69.67 2 7/1/2011 8/1/2011
62.51 3 2/1/2010 4/1/2010
20.82 1 6/1/2010 6/1/2010
11.68 2 10/1/2011 11/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-28.72 1 6/1/2011 6/1/2011
-14.61 1 1/1/2010 1/1/2010
-13.88 1 7/1/2010 7/1/2010
-12.16 1 5/1/2010 5/1/2010
-2.80 1 9/1/2011 9/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods24.0022.0019.0013.007.00
Percent Profitable75.0090.91100.00100.00100.00
Average Period Return10.7138.0993.16299.03576.46
Average Gain18.2842.4093.16299.03576.46
Average Loss-14.43-4.94
Best Period41.43105.07186.59444.48763.12
Worst Period-28.72-8.6031.29178.23373.08
Standard Deviation16.4027.6141.5087.82131.02
Gain Standard Deviation9.5125.0441.5087.82131.02
Loss Standard Deviation9.295.18
Sharpe Ratio (1%)0.651.372.233.394.39
Average Gain / Average Loss1.278.59
Profit / Loss Ratio4.5685.87
Downside Deviation (10%)7.762.16
Downside Deviation (5%)7.631.91
Downside Deviation (0%)7.601.85
Sortino Ratio (10%)1.3317.05
Sortino Ratio (5%)1.3919.76
Sortino Ratio (0%)1.4120.55

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.