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Program Details

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Becker Asset Management, LLC 

Program 1 - Proprietary B

Manager: John Becker

Address: 9511 Sendera Drive, Magnolia, TX, 77354, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Feb 5, 2006
AUM:$305,272
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$300,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:291.23%88.71%
Annual ROR:25.93%11.33%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:2.31
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:6.60%5825.26%
Average Monthly Loss:-3.53%-3.40%
Winning Months:4060
Losing Months:3111
Current DD:6.1618.83
Max DD:17.5152.56
Sharpe Ratio (RF 1%):1.01
Annualized Std Dev:24.70

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Counter Trend:50%
Trend Following:50%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2011-7.444.03-2.83-1.22-1.741.19-6.65-1.3624.91-5.72-0.470.00-0.82
20106.92-0.57-2.132.306.6011.1410.49-2.366.212.008.42-1.5757.28
20091.680.2711.684.4123.77-8.783.78-0.420.6310.25-1.290.1552.14
2008-9.414.87-0.41-7.11-0.75-1.974.347.81-1.969.94-3.096.727.22
20075.5412.656.129.730.510.6920.21-1.57-8.5610.0110.67-3.5378.04
2006-4.881.53-9.090.04-0.671.23-1.652.18-0.208.43-10.09-13.65

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

BAMs trading programs and strategies operate on two levels. The first part of the strategy involves the use of two trading
systems operated simultaneously; each system used is profitable if run in isolation, but the combination of different
models and strategies produces better returns than any of the trading models alone. The use of multiple systems also decreases
the reliance on any one market or trading strategy to produce consistent trading profits. The consistency of returns generated
by the Advisor has been achieved by the use of uncorrelated models run over the same markets. The combination of these strategies,
which are applied predominantly over short, medium and long-term time-frames, should perform in both volatile and erratic
or trending markets.

Company Info

BAM's innovative trading style blends two trading techniques in order to maximize overall investment performance by utilizing a trend following and a counter trend approach in the same fund. BAM manages its funds using a systematic approach using both long and short positions in the futures markets.

Manager Info

John D. Becker

Mr. Becker has been trading for most of his professional career. He has worked in the energy, insurance and asset management industries in various portfolio management, trading and analysis roles. Mr. Becker holds a Bachelor of Science degree in Commerce from DePaul University and a Master's of Science degree from the Illinois Institute of Technology in Financial Markets and Trading.

Robert Jay Mehnert, Jr. (R.J.)

Mr. Mehnert has also been involved in trading and analysis roles for many years. He has worked in the energy and financial services industries in various portfolio management, trading and analysis roles. Mr. Mehnert holds a Bachelor of Science degree in Finance from The University of Houston-Clear Lake and a Master's of Science degree in European Business Law and Administration from Lund University in Sweden.