The Barbashop LLC : Trading Program B

archived programs
Year-to-Date
N / A
Oct Performance
-14.28%
Min Investment
$ 50k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
96.78%
Sharpe (RFR=1%)
0.87
CAROR
-
Assets
$ 5.6M
Worst DD
-87.33
S&P Correlation
0.17

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
4/2010
Trading Program B -14.28 - - - - - -37.90 34.75
S&P 500 10.77 - - - - - 18.25 191.92
+/- S&P 500 -25.05 - - - - - -56.15 -157.17

Strategy Description

Summary

The decision making process of trading for the new program will be the same as The Barbashop Program and The Institutional Program. The most important difference is that Mr. Barba will attempt to take short term profits rather than waiting for longer term profits. Mr. Barba will... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 25.00%
Average Commission $60.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 8000 RT/YR/$M
Avg. Margin-to-Equity 0%
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 100.00%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Option-purchasing
20.00%
Option-spreads
70.00%
Option-writing
10.00%
Strategy Pie Chart

Composition

Summary

The decision making process of trading for the new program will be the same as The Barbashop Program and The Institutional Program. The most important difference is that Mr. Barba will attempt to take short term profits rather than waiting for longer term profits. Mr. Barba will decide what a short term profit is when he assesses market conditions. Mr. Barba will make some or all of Program 1 & 2’s trades and may also institute other trades. The Trading Program, by focusing on short term trades, is an attempt to reduce the volatility in the client’s account from the other offered programs, while still earning above average returns. Trading Program B:

* $50,000 Minimum Investment.
* 25% Incentive Fee on New Calendar Quarter High Ending Equity.
* Commission Charge per Round Turn.

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
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
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Average Gain:
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Sharpe Ratio: (RF=1%)
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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
-87.33 6 - 4/1/2011 10/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
963.55 13 4/1/2010 4/1/2011
9.00 1 7/1/2011 7/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-79.82 2 5/1/2011 6/1/2011
-42.41 3 8/1/2011 10/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods19.0017.0014.008.00
Percent Profitable73.6870.5964.2975.00
Average Period Return7.1328.4585.16225.05
Average Gain19.8064.45170.56317.43
Average Loss-28.32-57.97-68.55-52.09
Best Period55.2893.80206.99804.99
Worst Period-75.34-78.00-87.33-61.11
Standard Deviation27.9460.80121.52343.21
Gain Standard Deviation13.5319.6730.63352.01
Loss Standard Deviation28.0322.3013.2112.74
Sharpe Ratio (1%)0.250.460.700.65
Average Gain / Average Loss0.701.112.496.09
Profit / Loss Ratio1.962.674.4818.28
Downside Deviation (10%)19.5633.8843.0328.90
Downside Deviation (5%)19.4433.3741.8726.93
Downside Deviation (0%)19.4033.2541.5726.43
Sortino Ratio (10%)0.340.801.927.61
Sortino Ratio (5%)0.360.842.028.32
Sortino Ratio (0%)0.370.862.058.51

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.