Managed Futures Database, Resource & Tools

Program Details

BULPRED

Manager: Borislav Ivanov

Address: Vitosha 15, Sofia, 1000, Bulgaria

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:Forex
Inception Date:May 1, 2010
AUM:$1,400,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:0%
Min Investment:$1,000,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:97.93%99.10%
Annual ROR:28.18%28.46%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:2.63
Beta:-0.42
Statistics Program S&P 500
Average Monthly Gain:5.19%3.84%
Average Monthly Loss:-4.40%-3.31%
Winning Months:2319
Losing Months:1014
Current DD:0.000.00
Max DD:19.5317.03
Sharpe Ratio (RF 1%):1.22
Annualized Std Dev:22.30

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Fundamentals:50%
Technical Analysis:50%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20132.152.15
20125.462.082.211.072.89-1.68-0.11-0.84-0.711.420.211.9214.61
20113.22-1.050.3013.1314.804.4013.20-7.302.703.20-3.601.0850.53
20104.7511.264.9410.40-5.96-14.4312.69-8.2712.31

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The BULPRED PROGRAM has been designed to to generate consistent and relatively low-risk capital appreciation with minimal monthly return variance. Monthly drawdowns are strictly limited to 5.00%. This program is designed to take advantage of intraday trading opportunities employing interbank spot transactions only, no forwards or options. Open positions are seldom held longer than 48 hours. All assets are traded within a managed account structure.

Company Info

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Manager Info

Master of Finance
9 years experience portfolio management