Arctic Blue Capital

Arctic Blue Inuvik Strategy *QEP*


Monthly Performance (%)

Date Range: 04/17 - 08/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 1.10 0.90 2.50 -0.40 -0.70 1.60 1.30 1.00   7.50 
2019 -0.30 -1.40 -1.90 -1.40 -0.30 1.20 -2.10 0.40 -2.10 -2.10 0.30 1.70  -7.81 
2018 3.10 -2.20 0.40 0.90 -1.00 2.00 0.40 -1.10 0.70 -5.20 1.80 1.20  0.73 
2017 0.30 -0.90 -0.70 0.90 -1.70 2.20 -3.90 2.10  -1.83 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

Purely systematic, directional trading strategy focusing on a portfolio of liquid commodity contracts. Three systems (breakout, trend and reversal) operate across three time horizons (short, mid and long term), to capture different types and durations of moves. The strategy is highly selective in its trading, non-incremental and operates over a trade time frame of between 2 days to 18 months. The models that Arctic Blue 3X Program employs have not been changed at all since inception in June 2014.

Performance Statistics

Date Range: 04/17 - 08/20
  Program S&P 500 Coquest 40 
Total Return -2.00% 58.51% 2.95% 
Annualized Return -0.60% 14.43% 0.85% 
Annualized Std. Deviation 6.08% 16.19% 7.34% 
Correlation 0.01 0.33 
Sharpe Ratio (rf=2.5%) -0.51 0.74 -0.22 
Worst Month -5.20% -12.35% -6.10% 
Date of Worst Month 10/2018 03/2020 02/2018 
Worst Drawdown -12.09% -19.60% -9.14% 
Date of Worst Drawdown 7/18 - 10/19 12/19 - 3/20 1/18 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 04/17 - 08/20
Year or YTD Program S&P 500 Coquest 40 
2020 7.50 9.75 -1.80 
2019 -7.81 31.50 7.53 
2018 0.73 -4.38 -4.29 
2017 -1.83 13.70 2.48 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 04/17 - 08/20
Date: 8/31/2020
Perf: $1,035.70 Date: 7/31/2020
Perf: $1,047.54 Date: 6/30/2020
Perf: $1,027.91 Date: 5/31/2020
Perf: $1,041.24 Date: 4/30/2020
Perf: $1,053.56 Date: 3/31/2020
Perf: $1,050.10 Date: 2/29/2020
Perf: $1,049.47 Date: 1/31/2020
Perf: $1,065.34 Date: 12/31/2019
Perf: $1,054.69 Date: 11/30/2019
Perf: $1,061.27 Date: 10/31/2019
Perf: $1,050.97 Date: 9/30/2019
Perf: $1,074.72 Date: 8/31/2019
Perf: $1,105.34 Date: 7/31/2019
Perf: $1,066.72 Date: 6/30/2019
Perf: $1,031.55 Date: 5/31/2019
Perf: $1,011.32 Date: 4/30/2019
Perf: $1,031.54 Date: 3/31/2019
Perf: $1,003.93 Date: 2/28/2019
Perf: $969.14 Date: 1/31/2019
Perf: $962.98 Date: 12/31/2018
Perf: $980.83 Date: 11/30/2018
Perf: $976.73 Date: 10/31/2018
Perf: $988.59 Date: 9/30/2018
Perf: $1,013.62 Date: 8/31/2018
Perf: $1,018.21 Date: 7/31/2018
Perf: $992.89 Date: 6/30/2018
Perf: $1,000.39 Date: 5/31/2018
Perf: $992.06 Date: 4/30/2018
Perf: $1,005.02 Date: 3/31/2018
Perf: $994.28 Date: 2/28/2018
Perf: $995.18 Date: 1/31/2018
Perf: $1,059.83 Date: 12/31/2017
Perf: $1,024.78 Date: 11/30/2017
Perf: $1,013.73 Date: 10/31/2017
Perf: $1,012.42 Date: 9/30/2017
Perf: $971.70 Date: 8/31/2017
Perf: $992.65 Date: 7/31/2017
Perf: $976.44 Date: 6/30/2017
Perf: $972.64 Date: 5/31/2017
Perf: $1,001.90 Date: 4/30/2017
Perf: $1,000.00 Date: 8/31/2020
Perf: $1,568.98 Date: 7/31/2020
Perf: $1,463.74 Date: 6/30/2020
Perf: $1,385.59 Date: 5/31/2020
Perf: $1,358.56 Date: 4/30/2020
Perf: $1,296.83 Date: 3/31/2020
Perf: $1,149.47 Date: 2/29/2020
Perf: $1,311.43 Date: 1/31/2020
Perf: $1,429.04 Date: 12/31/2019
Perf: $1,429.61 Date: 11/30/2019
Perf: $1,387.70 Date: 10/31/2019
Perf: $1,339.09 Date: 9/30/2019
Perf: $1,310.65 Date: 8/31/2019
Perf: $1,286.59 Date: 7/31/2019
Perf: $1,307.25 Date: 6/30/2019
Perf: $1,288.69 Date: 5/31/2019
Perf: $1,203.82 Date: 4/30/2019
Perf: $1,285.44 Date: 3/31/2019
Perf: $1,235.41 Date: 2/28/2019
Perf: $1,211.90 Date: 1/31/2019
Perf: $1,174.21 Date: 12/31/2018
Perf: $1,087.13 Date: 11/30/2018
Perf: $1,195.04 Date: 10/31/2018
Perf: $1,171.15 Date: 9/30/2018
Perf: $1,257.14 Date: 8/31/2018
Perf: $1,250.01 Date: 7/31/2018
Perf: $1,210.55 Date: 6/30/2018
Perf: $1,167.13 Date: 5/31/2018
Perf: $1,159.94 Date: 4/30/2018
Perf: $1,132.64 Date: 3/31/2018
Perf: $1,128.36 Date: 2/28/2018
Perf: $1,157.76 Date: 1/31/2018
Perf: $1,202.12 Date: 12/31/2017
Perf: $1,136.97 Date: 11/30/2017
Perf: $1,124.49 Date: 10/31/2017
Perf: $1,091.00 Date: 9/30/2017
Perf: $1,066.16 Date: 8/31/2017
Perf: $1,044.64 Date: 7/31/2017
Perf: $1,041.41 Date: 6/30/2017
Perf: $1,020.39 Date: 5/31/2017
Perf: $1,014.10 Date: 4/30/2017
Perf: $1,000.00 Date: 8/31/2020
Perf: $979.98 Date: 7/31/2020
Perf: $970.28 Date: 6/30/2020
Perf: $957.83 Date: 5/31/2020
Perf: $942.75 Date: 4/30/2020
Perf: $949.39 Date: 3/31/2020
Perf: $953.20 Date: 2/29/2020
Perf: $929.96 Date: 1/31/2020
Perf: $921.66 Date: 12/31/2019
Perf: $911.63 Date: 11/30/2019
Perf: $896.39 Date: 10/31/2019
Perf: $893.71 Date: 9/30/2019
Perf: $912.88 Date: 8/31/2019
Perf: $932.46 Date: 7/31/2019
Perf: $928.75 Date: 6/30/2019
Perf: $948.67 Date: 5/31/2019
Perf: $937.42 Date: 4/30/2019
Perf: $940.24 Date: 3/31/2019
Perf: $953.59 Date: 2/28/2019
Perf: $972.06 Date: 1/31/2019
Perf: $985.87 Date: 12/31/2018
Perf: $988.83 Date: 11/30/2018
Perf: $977.11 Date: 10/31/2018
Perf: $959.83 Date: 9/30/2018
Perf: $1,012.48 Date: 8/31/2018
Perf: $1,005.44 Date: 7/31/2018
Perf: $1,016.62 Date: 6/30/2018
Perf: $1,012.57 Date: 5/31/2018
Perf: $992.72 Date: 4/30/2018
Perf: $1,002.75 Date: 3/31/2018
Perf: $993.80 Date: 2/28/2018
Perf: $989.84 Date: 1/31/2018
Perf: $1,012.11 Date: 12/31/2017
Perf: $981.68 Date: 11/30/2017
Perf: $961.49 Date: 10/31/2017
Perf: $1,000.51 Date: 9/30/2017
Perf: $978.97 Date: 8/31/2017
Perf: $995.90 Date: 7/31/2017
Perf: $987.02 Date: 6/30/2017
Perf: $993.97 Date: 5/31/2017
Perf: $1,003.00 Date: 4/30/2017
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 04/17 - 08/20
Date: 8/31/2020
Return: 1.00 % Date: 7/31/2020
Return: 1.30 % Date: 6/30/2020
Return: 1.60 % Date: 5/31/2020
Return: -0.70 % Date: 4/30/2020
Return: -0.40 % Date: 3/31/2020
Return: 2.50 % Date: 2/29/2020
Return: 0.90 % Date: 1/31/2020
Return: 1.10 % Date: 12/31/2019
Return: 1.70 % Date: 11/30/2019
Return: 0.30 % Date: 10/31/2019
Return: -2.10 % Date: 9/30/2019
Return: -2.10 % Date: 8/31/2019
Return: 0.40 % Date: 7/31/2019
Return: -2.10 % Date: 6/30/2019
Return: 1.20 % Date: 5/31/2019
Return: -0.30 % Date: 4/30/2019
Return: -1.40 % Date: 3/31/2019
Return: -1.90 % Date: 2/28/2019
Return: -1.40 % Date: 1/31/2019
Return: -0.30 % Date: 12/31/2018
Return: 1.20 % Date: 11/30/2018
Return: 1.80 % Date: 10/31/2018
Return: -5.20 % Date: 9/30/2018
Return: 0.70 % Date: 8/31/2018
Return: -1.10 % Date: 7/31/2018
Return: 0.40 % Date: 6/30/2018
Return: 2.00 % Date: 5/31/2018
Return: -1.00 % Date: 4/30/2018
Return: 0.90 % Date: 3/31/2018
Return: 0.40 % Date: 2/28/2018
Return: -2.20 % Date: 1/31/2018
Return: 3.10 % Date: 12/31/2017
Return: 2.10 % Date: 11/30/2017
Return: -3.90 % Date: 10/31/2017
Return: 2.20 % Date: 9/30/2017
Return: -1.70 % Date: 8/31/2017
Return: 0.90 % Date: 7/31/2017
Return: -0.70 % Date: 6/30/2017
Return: -0.90 % Date: 5/31/2017
Return: 0.30 % Date: 4/30/2017
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 04/17 - 08/20
Return: -5.00 %
Count: 1 Return: 3.00 %
Count: 2 Return: -4.00 %
Count: 1 Return: 2.00 %
Count: 6 Return: -2.00 %
Count: 6 Return: 1.00 %
Count: 9 Return: -1.00 %
Count: 7 Return: 0.00 %
Count: 9

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 04/17 - 08/20
Date: 8/31/2020
Drawdown: -3.60 % Date: 7/31/2020
Drawdown: -4.56 % Date: 6/30/2020
Drawdown: -5.78 % Date: 5/31/2020
Drawdown: -7.27 % Date: 4/30/2020
Drawdown: -6.61 % Date: 3/31/2020
Drawdown: -6.24 % Date: 2/29/2020
Drawdown: -8.53 % Date: 1/31/2020
Drawdown: -9.34 % Date: 12/31/2019
Drawdown: -10.33 % Date: 11/30/2019
Drawdown: -11.83 % Date: 10/31/2019
Drawdown: -12.09 % Date: 9/30/2019
Drawdown: -10.20 % Date: 8/31/2019
Drawdown: -8.28 % Date: 7/31/2019
Drawdown: -8.64 % Date: 6/30/2019
Drawdown: -6.68 % Date: 5/31/2019
Drawdown: -7.79 % Date: 4/30/2019
Drawdown: -7.51 % Date: 3/31/2019
Drawdown: -6.20 % Date: 2/28/2019
Drawdown: -4.38 % Date: 1/31/2019
Drawdown: -3.03 % Date: 12/31/2018
Drawdown: -2.73 % Date: 11/30/2018
Drawdown: -3.89 % Date: 10/31/2018
Drawdown: -5.59 % Date: 9/30/2018
Drawdown: -0.41 % Date: 8/31/2018
Drawdown: -1.10 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: 0.00 % Date: 5/31/2018
Drawdown: -1.92 % Date: 4/30/2018
Drawdown: -0.93 % Date: 3/31/2018
Drawdown: -1.81 % Date: 2/28/2018
Drawdown: -2.20 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: -2.13 % Date: 11/30/2017
Drawdown: -4.14 % Date: 10/31/2017
Drawdown: -0.25 % Date: 9/30/2017
Drawdown: -2.40 % Date: 8/31/2017
Drawdown: -0.71 % Date: 7/31/2017
Drawdown: -1.59 % Date: 6/30/2017
Drawdown: -0.90 % Date: 5/31/2017
Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Arctic Blue Capital
Address: 25 Old Burlington Street | London W1S 3AN
City: London
State: Not
Zip: W1S 3AN
Country: United Kingdom

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Metals Yes 
 Energies Yes 
 Grains Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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