Managed Futures Database, Resource & Tools

Program Details

BULPRED PLUS

Manager: Borislav Ivanov

Address: Vitosha 15, Sofia, 1000, Bulgaria

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2011
AUM:$1,400,000
QEP:No
Incentive Fee:30%
Annual Mgt Fee:0%
Min Investment:$1,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:925.23%87.87%
Annual ROR:205.63%35.35%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:15.72
Beta:1.26
Statistics Program S&P 500
Average Monthly Gain:39.84%3.14%
Average Monthly Loss:-18.03%-2.78%
Winning Months:1515
Losing Months:1010
Current DD:25.690.00
Max DD:44.6517.03
Sharpe Ratio (RF 1%):1.25
Annualized Std Dev:163.54

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Technical Analysis:90%
Trend Following:10%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20138.318.31
201266.6024.7037.4513.7516.11-27.62-1.64-12.65-10.7321.31-2.614.61158.76
2011195.35-25.45-19.4541.0054.004.0065.00-42.3525.6519.70-32.80-5.00265.81

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The BULPRED PLUS PROGRAM has been designed to generate high return as using leverage. Annual drawdowns are strictly limited to 50.00%. 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

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