Blue Diamond Asset Management AG

Blue Diamond Non-Directional Strategy *QEP*


Monthly Performance (%)

Date Range: 09/11 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -0.36 -1.33 6.59 3.12 0.86 2.13 1.08 -2.75 -0.24 -2.03 4.53   11.79 
2019 -0.88 0.03 0.28 1.43 -2.12 3.76 1.02 -1.44 1.97 0.66 0.53 -0.16  5.06 
2018 2.60 5.34 1.38 -0.23 0.07 -1.70 1.69 3.58 1.14 0.37 -0.49 2.51  17.29 
2017 1.93 -1.65 -0.94 -2.25 -2.92 1.74 -1.95 2.73 -0.52 -1.31 -2.06 -0.87  -7.95 
2016 0.00 3.95 6.74 1.31 4.50 -4.52 2.39 1.14 3.62 2.38 -0.06 -1.10  21.79 
2015 -3.40 8.93 3.47 5.54 3.04 1.39 4.58 1.42 -1.24 -2.00 -2.94 -1.63  17.66 
2014 1.61 1.37 -2.34 0.60 6.29 0.95 -1.41 4.20 -0.30 -1.92 5.44 -3.51  10.97 
2013 -0.75 1.10 -1.51 0.16 -2.10 0.63 6.79 -3.26 4.35 -7.71 3.24 4.51  4.68 
2012 3.85 -2.41 4.97 3.46 -3.99 1.10 3.61 0.97 13.54 5.64 7.55 0.13  44.37 
2011 9.08 6.03 2.34  18.36 

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

The investment objective of the Non-Directional Strategy is to provide attractive risk-adjusted absolute returns. The strategy seeks to achieve the investment objective through the use of a systematic investment strategy that attempts to exploit market inefficiencies in liquid volatility-related instruments. The non-directional investment process typically establishes spread positions to seek to capture these perceived market inefficiencies. The Strategy implements its investment decisions primarily with publicly traded volatility, equity index, and bond futures and options. ‡Calculated according to GIPS-Guidance Statement on Fees. Returns shown unaudited net total returns presented net of Fund fees and expenses. Net returns until December 31, 2014 are based on Management and Performance Fees of 2% and 25%. After this date the net returns are based on Management and Performance Fees of 1.75% and 20%. Inception of the Strategy is September 30, 2011. Strategy is comprised of returns on a Non-Directional investment process account managed by Blue Diamond Asset Management AG from September 30, 2011 through May 1, 2012 and Fund performance from May 1, 2012 (inception) through the above date. Fund performance differs from strategy performance as follows: 2011: nil, 2012: +30.78%.

Performance Statistics

Date Range: 09/11 - 10/20
  Program S&P 500 Coquest 40 
Total Return 245.07% 224.50% 1.87% 
Annualized Return 14.61% 13.70% 0.20% 
Annualized Std. Deviation 11.22% 13.37% 8.04% 
Correlation 0.15 -0.16 
Sharpe Ratio (rf=2.5%) 1.08 0.84 -0.29 
Worst Month -7.71% -12.35% -6.10% 
Date of Worst Month 10/2013 03/2020 02/2018 
Worst Drawdown -9.69% -19.60% -13.63% 
Date of Worst Drawdown 1/17 - 12/17 12/19 - 3/20 3/15 - 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: 09/11 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 11.79 2.77 -3.54 
2019 5.06 31.50 7.53 
2018 17.29 -4.38 -4.29 
2017 -7.95 21.84 1.24 
2016 21.79 11.98 -3.13 
2015 17.66 1.41 0.09 
2014 10.97 13.69 15.75 
2013 4.68 32.41 -2.45 
2012 44.37 15.98 -4.75 
2011 18.36 11.81 -2.75 

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: 09/11 - 10/20
Date: 10/31/2020
Perf: $1,019.29 Date: 9/30/2020
Perf: $1,022.56 Date: 8/31/2020
Perf: $1,037.71 Date: 7/31/2020
Perf: $1,049.58 Date: 6/30/2020
Perf: $1,029.90 Date: 5/31/2020
Perf: $1,043.26 Date: 4/30/2020
Perf: $1,055.61 Date: 3/31/2020
Perf: $1,052.14 Date: 2/29/2020
Perf: $1,051.51 Date: 1/31/2020
Perf: $1,067.41 Date: 12/31/2019
Perf: $1,056.74 Date: 11/30/2019
Perf: $1,063.33 Date: 10/31/2019
Perf: $1,053.01 Date: 9/30/2019
Perf: $1,076.81 Date: 8/31/2019
Perf: $1,107.48 Date: 7/31/2019
Perf: $1,068.79 Date: 6/30/2019
Perf: $1,033.55 Date: 5/31/2019
Perf: $1,013.28 Date: 4/30/2019
Perf: $1,033.54 Date: 3/31/2019
Perf: $1,005.88 Date: 2/28/2019
Perf: $971.02 Date: 1/31/2019
Perf: $964.85 Date: 12/31/2018
Perf: $982.73 Date: 11/30/2018
Perf: $978.62 Date: 10/31/2018
Perf: $990.51 Date: 9/30/2018
Perf: $1,015.59 Date: 8/31/2018
Perf: $1,020.18 Date: 7/31/2018
Perf: $994.82 Date: 6/30/2018
Perf: $1,002.33 Date: 5/31/2018
Perf: $993.98 Date: 4/30/2018
Perf: $1,006.97 Date: 3/31/2018
Perf: $996.21 Date: 2/28/2018
Perf: $997.11 Date: 1/31/2018
Perf: $1,061.89 Date: 12/31/2017
Perf: $1,026.77 Date: 11/30/2017
Perf: $1,015.70 Date: 10/31/2017
Perf: $1,014.38 Date: 9/30/2017
Perf: $973.59 Date: 8/31/2017
Perf: $994.57 Date: 7/31/2017
Perf: $978.33 Date: 6/30/2017
Perf: $974.53 Date: 5/31/2017
Perf: $1,003.84 Date: 4/30/2017
Perf: $1,001.94 Date: 3/31/2017
Perf: $1,007.99 Date: 2/28/2017
Perf: $1,022.92 Date: 1/31/2017
Perf: $1,001.10 Date: 12/31/2016
Perf: $1,014.18 Date: 11/30/2016
Perf: $1,006.53 Date: 10/31/2016
Perf: $1,017.73 Date: 9/30/2016
Perf: $1,044.68 Date: 8/31/2016
Perf: $1,058.33 Date: 7/31/2016
Perf: $1,087.59 Date: 6/30/2016
Perf: $1,076.61 Date: 5/31/2016
Perf: $1,032.72 Date: 4/30/2016
Perf: $1,051.11 Date: 3/31/2016
Perf: $1,078.17 Date: 2/29/2016
Perf: $1,110.03 Date: 1/31/2016
Perf: $1,083.38 Date: 12/31/2015
Perf: $1,046.95 Date: 11/30/2015
Perf: $1,071.59 Date: 10/31/2015
Perf: $1,036.26 Date: 9/30/2015
Perf: $1,054.61 Date: 8/31/2015
Perf: $1,032.21 Date: 7/31/2015
Perf: $1,050.38 Date: 6/30/2015
Perf: $1,010.86 Date: 5/31/2015
Perf: $1,066.30 Date: 4/30/2015
Perf: $1,074.04 Date: 3/31/2015
Perf: $1,117.16 Date: 2/28/2015
Perf: $1,093.00 Date: 1/31/2015
Perf: $1,094.76 Date: 12/31/2014
Perf: $1,046.01 Date: 11/30/2014
Perf: $1,027.92 Date: 10/31/2014
Perf: $970.19 Date: 9/30/2014
Perf: $956.14 Date: 8/31/2014
Perf: $942.10 Date: 7/31/2014
Perf: $903.87 Date: 6/30/2014
Perf: $911.16 Date: 5/31/2014
Perf: $903.39 Date: 4/30/2014
Perf: $880.84 Date: 3/31/2014
Perf: $874.19 Date: 2/28/2014
Perf: $887.33 Date: 1/31/2014
Perf: $880.11 Date: 12/31/2013
Perf: $903.70 Date: 11/30/2013
Perf: $904.96 Date: 10/31/2013
Perf: $888.87 Date: 9/30/2013
Perf: $868.97 Date: 8/31/2013
Perf: $874.22 Date: 7/31/2013
Perf: $891.33 Date: 6/30/2013
Perf: $899.16 Date: 5/31/2013
Perf: $934.58 Date: 4/30/2013
Perf: $976.57 Date: 3/31/2013
Perf: $952.01 Date: 2/28/2013
Perf: $938.49 Date: 1/31/2013
Perf: $943.97 Date: 12/31/2012
Perf: $926.37 Date: 11/30/2012
Perf: $921.85 Date: 10/31/2012
Perf: $919.28 Date: 9/30/2012
Perf: $953.80 Date: 8/31/2012
Perf: $969.81 Date: 7/31/2012
Perf: $983.18 Date: 6/30/2012
Perf: $944.54 Date: 5/31/2012
Perf: $981.45 Date: 4/30/2012
Perf: $963.15 Date: 3/31/2012
Perf: $957.40 Date: 2/29/2012
Perf: $979.64 Date: 1/31/2012
Perf: $975.64 Date: 12/31/2011
Perf: $972.53 Date: 11/30/2011
Perf: $963.28 Date: 10/31/2011
Perf: $960.40 Date: 9/30/2011
Perf: $1,000.00 Date: 10/31/2020
Perf: $3,490.41 Date: 9/30/2020
Perf: $3,585.79 Date: 8/31/2020
Perf: $3,727.44 Date: 7/31/2020
Perf: $3,477.41 Date: 6/30/2020
Perf: $3,291.75 Date: 5/31/2020
Perf: $3,227.53 Date: 4/30/2020
Perf: $3,080.88 Date: 3/31/2020
Perf: $2,730.79 Date: 2/29/2020
Perf: $3,115.56 Date: 1/31/2020
Perf: $3,394.97 Date: 12/31/2019
Perf: $3,396.33 Date: 11/30/2019
Perf: $3,296.76 Date: 10/31/2019
Perf: $3,181.28 Date: 9/30/2019
Perf: $3,113.72 Date: 8/31/2019
Perf: $3,056.56 Date: 7/31/2019
Perf: $3,105.63 Date: 6/30/2019
Perf: $3,061.54 Date: 5/31/2019
Perf: $2,859.92 Date: 4/30/2019
Perf: $3,053.84 Date: 3/31/2019
Perf: $2,934.97 Date: 2/28/2019
Perf: $2,879.11 Date: 1/31/2019
Perf: $2,789.57 Date: 12/31/2018
Perf: $2,582.70 Date: 11/30/2018
Perf: $2,839.06 Date: 10/31/2018
Perf: $2,782.30 Date: 9/30/2018
Perf: $2,986.59 Date: 8/31/2018
Perf: $2,969.66 Date: 7/31/2018
Perf: $2,875.90 Date: 6/30/2018
Perf: $2,772.76 Date: 5/31/2018
Perf: $2,755.67 Date: 4/30/2018
Perf: $2,690.82 Date: 3/31/2018
Perf: $2,680.64 Date: 2/28/2018
Perf: $2,750.50 Date: 1/31/2018
Perf: $2,855.88 Date: 12/31/2017
Perf: $2,701.11 Date: 11/30/2017
Perf: $2,671.46 Date: 10/31/2017
Perf: $2,591.88 Date: 9/30/2017
Perf: $2,532.87 Date: 8/31/2017
Perf: $2,481.74 Date: 7/31/2017
Perf: $2,474.08 Date: 6/30/2017
Perf: $2,424.14 Date: 5/31/2017
Perf: $2,409.20 Date: 4/30/2017
Perf: $2,375.70 Date: 3/31/2017
Perf: $2,351.48 Date: 2/28/2017
Perf: $2,348.66 Date: 1/31/2017
Perf: $2,258.98 Date: 12/31/2016
Perf: $2,216.86 Date: 11/30/2016
Perf: $2,173.82 Date: 10/31/2016
Perf: $2,096.26 Date: 9/30/2016
Perf: $2,135.12 Date: 8/31/2016
Perf: $2,134.69 Date: 7/31/2016
Perf: $2,131.71 Date: 6/30/2016
Perf: $2,055.85 Date: 5/31/2016
Perf: $2,050.52 Date: 4/30/2016
Perf: $2,014.26 Date: 3/31/2016
Perf: $2,006.43 Date: 2/29/2016
Perf: $1,879.03 Date: 1/31/2016
Perf: $1,881.48 Date: 12/31/2015
Perf: $1,979.67 Date: 11/30/2015
Perf: $2,011.45 Date: 10/31/2015
Perf: $2,005.44 Date: 9/30/2015
Perf: $1,849.35 Date: 8/31/2015
Perf: $1,896.19 Date: 7/31/2015
Perf: $2,017.87 Date: 6/30/2015
Perf: $1,976.36 Date: 5/31/2015
Perf: $2,015.46 Date: 4/30/2015
Perf: $1,989.79 Date: 3/31/2015
Perf: $1,970.87 Date: 2/28/2015
Perf: $2,002.51 Date: 1/31/2015
Perf: $1,893.63 Date: 12/31/2014
Perf: $1,952.19 Date: 11/30/2014
Perf: $1,957.09 Date: 10/31/2014
Perf: $1,905.82 Date: 9/30/2014
Perf: $1,860.43 Date: 8/31/2014
Perf: $1,886.84 Date: 7/31/2014
Perf: $1,814.27 Date: 6/30/2014
Perf: $1,839.66 Date: 5/31/2014
Perf: $1,802.35 Date: 4/30/2014
Perf: $1,760.97 Date: 3/31/2014
Perf: $1,748.03 Date: 2/28/2014
Perf: $1,733.47 Date: 1/31/2014
Perf: $1,657.71 Date: 12/31/2013
Perf: $1,717.13 Date: 11/30/2013
Perf: $1,674.75 Date: 10/31/2013
Perf: $1,625.19 Date: 9/30/2013
Perf: $1,553.72 Date: 8/31/2013
Perf: $1,506.41 Date: 7/31/2013
Perf: $1,551.40 Date: 6/30/2013
Perf: $1,476.26 Date: 5/31/2013
Perf: $1,496.31 Date: 4/30/2013
Perf: $1,462.10 Date: 3/31/2013
Perf: $1,434.42 Date: 2/28/2013
Perf: $1,382.57 Date: 1/31/2013
Perf: $1,364.02 Date: 12/31/2012
Perf: $1,296.84 Date: 11/30/2012
Perf: $1,285.15 Date: 10/31/2012
Perf: $1,277.74 Date: 9/30/2012
Perf: $1,301.82 Date: 8/31/2012
Perf: $1,269.08 Date: 7/31/2012
Perf: $1,241.15 Date: 6/30/2012
Perf: $1,224.14 Date: 5/31/2012
Perf: $1,175.70 Date: 4/30/2012
Perf: $1,250.88 Date: 3/31/2012
Perf: $1,258.81 Date: 2/29/2012
Perf: $1,218.71 Date: 1/31/2012
Perf: $1,168.24 Date: 12/31/2011
Perf: $1,118.15 Date: 11/30/2011
Perf: $1,106.86 Date: 10/31/2011
Perf: $1,109.30 Date: 9/30/2011
Perf: $1,000.00 Date: 11/30/2020
Perf: $3,607.00 Date: 10/31/2020
Perf: $3,450.69 Date: 9/30/2020
Perf: $3,522.19 Date: 8/31/2020
Perf: $3,530.66 Date: 7/31/2020
Perf: $3,630.50 Date: 6/30/2020
Perf: $3,591.71 Date: 5/31/2020
Perf: $3,516.80 Date: 4/30/2020
Perf: $3,486.82 Date: 3/31/2020
Perf: $3,381.32 Date: 2/29/2020
Perf: $3,172.27 Date: 1/31/2020
Perf: $3,215.03 Date: 12/31/2019
Perf: $3,226.64 Date: 11/30/2019
Perf: $3,231.81 Date: 10/31/2019
Perf: $3,214.77 Date: 9/30/2019
Perf: $3,193.70 Date: 8/31/2019
Perf: $3,132.00 Date: 7/31/2019
Perf: $3,177.76 Date: 6/30/2019
Perf: $3,145.67 Date: 5/31/2019
Perf: $3,031.68 Date: 4/30/2019
Perf: $3,097.34 Date: 3/31/2019
Perf: $3,053.67 Date: 2/28/2019
Perf: $3,045.15 Date: 1/31/2019
Perf: $3,044.24 Date: 12/31/2018
Perf: $3,071.26 Date: 11/30/2018
Perf: $2,996.06 Date: 10/31/2018
Perf: $3,010.81 Date: 9/30/2018
Perf: $2,999.72 Date: 8/31/2018
Perf: $2,965.90 Date: 7/31/2018
Perf: $2,863.39 Date: 6/30/2018
Perf: $2,815.81 Date: 5/31/2018
Perf: $2,864.50 Date: 4/30/2018
Perf: $2,862.50 Date: 3/31/2018
Perf: $2,869.10 Date: 2/28/2018
Perf: $2,830.04 Date: 1/31/2018
Perf: $2,686.58 Date: 12/31/2017
Perf: $2,618.50 Date: 11/30/2017
Perf: $2,641.48 Date: 10/31/2017
Perf: $2,697.04 Date: 9/30/2017
Perf: $2,732.84 Date: 8/31/2017
Perf: $2,747.13 Date: 7/31/2017
Perf: $2,674.12 Date: 6/30/2017
Perf: $2,727.30 Date: 5/31/2017
Perf: $2,680.66 Date: 4/30/2017
Perf: $2,761.29 Date: 3/31/2017
Perf: $2,824.85 Date: 2/28/2017
Perf: $2,851.65 Date: 1/31/2017
Perf: $2,899.50 Date: 12/31/2016
Perf: $2,844.60 Date: 11/30/2016
Perf: $2,876.23 Date: 10/31/2016
Perf: $2,877.96 Date: 9/30/2016
Perf: $2,811.06 Date: 8/31/2016
Perf: $2,712.85 Date: 7/31/2016
Perf: $2,682.27 Date: 6/30/2016
Perf: $2,619.66 Date: 5/31/2016
Perf: $2,743.68 Date: 4/30/2016
Perf: $2,625.53 Date: 3/31/2016
Perf: $2,591.58 Date: 2/29/2016
Perf: $2,427.94 Date: 1/31/2016
Perf: $2,335.68 Date: 12/31/2015
Perf: $2,335.68 Date: 11/30/2015
Perf: $2,374.38 Date: 10/31/2015
Perf: $2,446.30 Date: 9/30/2015
Perf: $2,496.23 Date: 8/31/2015
Perf: $2,527.57 Date: 7/31/2015
Perf: $2,492.18 Date: 6/30/2015
Perf: $2,383.04 Date: 5/31/2015
Perf: $2,350.37 Date: 4/30/2015
Perf: $2,281.02 Date: 3/31/2015
Perf: $2,161.29 Date: 2/28/2015
Perf: $2,088.81 Date: 1/31/2015
Perf: $1,917.57 Date: 12/31/2014
Perf: $1,985.06 Date: 11/30/2014
Perf: $2,057.27 Date: 10/31/2014
Perf: $1,951.13 Date: 9/30/2014
Perf: $1,989.32 Date: 8/31/2014
Perf: $1,995.31 Date: 7/31/2014
Perf: $1,914.88 Date: 6/30/2014
Perf: $1,942.27 Date: 5/31/2014
Perf: $1,923.99 Date: 4/30/2014
Perf: $1,810.13 Date: 3/31/2014
Perf: $1,799.34 Date: 2/28/2014
Perf: $1,842.45 Date: 1/31/2014
Perf: $1,817.55 Date: 12/31/2013
Perf: $1,788.75 Date: 11/30/2013
Perf: $1,711.56 Date: 10/31/2013
Perf: $1,657.85 Date: 9/30/2013
Perf: $1,796.35 Date: 8/31/2013
Perf: $1,721.46 Date: 7/31/2013
Perf: $1,779.47 Date: 6/30/2013
Perf: $1,666.33 Date: 5/31/2013
Perf: $1,655.90 Date: 4/30/2013
Perf: $1,691.42 Date: 3/31/2013
Perf: $1,688.71 Date: 2/28/2013
Perf: $1,714.60 Date: 1/31/2013
Perf: $1,695.95 Date: 12/31/2012
Perf: $1,708.77 Date: 11/30/2012
Perf: $1,706.55 Date: 10/31/2012
Perf: $1,586.75 Date: 9/30/2012
Perf: $1,502.03 Date: 8/31/2012
Perf: $1,322.91 Date: 7/31/2012
Perf: $1,310.20 Date: 6/30/2012
Perf: $1,264.55 Date: 5/31/2012
Perf: $1,250.79 Date: 4/30/2012
Perf: $1,302.77 Date: 3/31/2012
Perf: $1,259.20 Date: 2/29/2012
Perf: $1,199.59 Date: 1/31/2012
Perf: $1,229.21 Date: 12/31/2011
Perf: $1,183.64 Date: 11/30/2011
Perf: $1,156.58 Date: 10/31/2011
Perf: $1,090.80 Date: 9/30/2011
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: 09/11 - 10/20
Date: 11/30/2020
Return: 4.53 % Date: 10/31/2020
Return: -2.03 % Date: 9/30/2020
Return: -0.24 % Date: 8/31/2020
Return: -2.75 % Date: 7/31/2020
Return: 1.08 % Date: 6/30/2020
Return: 2.13 % Date: 5/31/2020
Return: 0.86 % Date: 4/30/2020
Return: 3.12 % Date: 3/31/2020
Return: 6.59 % Date: 2/29/2020
Return: -1.33 % Date: 1/31/2020
Return: -0.36 % Date: 12/31/2019
Return: -0.16 % Date: 11/30/2019
Return: 0.53 % Date: 10/31/2019
Return: 0.66 % Date: 9/30/2019
Return: 1.97 % Date: 8/31/2019
Return: -1.44 % Date: 7/31/2019
Return: 1.02 % Date: 6/30/2019
Return: 3.76 % Date: 5/31/2019
Return: -2.12 % Date: 4/30/2019
Return: 1.43 % Date: 3/31/2019
Return: 0.28 % Date: 2/28/2019
Return: 0.03 % Date: 1/31/2019
Return: -0.88 % Date: 12/31/2018
Return: 2.51 % Date: 11/30/2018
Return: -0.49 % Date: 10/31/2018
Return: 0.37 % Date: 9/30/2018
Return: 1.14 % Date: 8/31/2018
Return: 3.58 % Date: 7/31/2018
Return: 1.69 % Date: 6/30/2018
Return: -1.70 % Date: 5/31/2018
Return: 0.07 % Date: 4/30/2018
Return: -0.23 % Date: 3/31/2018
Return: 1.38 % Date: 2/28/2018
Return: 5.34 % Date: 1/31/2018
Return: 2.60 % Date: 12/31/2017
Return: -0.87 % Date: 11/30/2017
Return: -2.06 % Date: 10/31/2017
Return: -1.31 % Date: 9/30/2017
Return: -0.52 % Date: 8/31/2017
Return: 2.73 % Date: 7/31/2017
Return: -1.95 % Date: 6/30/2017
Return: 1.74 % Date: 5/31/2017
Return: -2.92 % Date: 4/30/2017
Return: -2.25 % Date: 3/31/2017
Return: -0.94 % Date: 2/28/2017
Return: -1.65 % Date: 1/31/2017
Return: 1.93 % Date: 12/31/2016
Return: -1.10 % Date: 11/30/2016
Return: -0.06 % Date: 10/31/2016
Return: 2.38 % Date: 9/30/2016
Return: 3.62 % Date: 8/31/2016
Return: 1.14 % Date: 7/31/2016
Return: 2.39 % Date: 6/30/2016
Return: -4.52 % Date: 5/31/2016
Return: 4.50 % Date: 4/30/2016
Return: 1.31 % Date: 3/31/2016
Return: 6.74 % Date: 2/29/2016
Return: 3.95 % Date: 1/31/2016
Return: 0.00 % Date: 12/31/2015
Return: -1.63 % Date: 11/30/2015
Return: -2.94 % Date: 10/31/2015
Return: -2.00 % Date: 9/30/2015
Return: -1.24 % Date: 8/31/2015
Return: 1.42 % Date: 7/31/2015
Return: 4.58 % Date: 6/30/2015
Return: 1.39 % Date: 5/31/2015
Return: 3.04 % Date: 4/30/2015
Return: 5.54 % Date: 3/31/2015
Return: 3.47 % Date: 2/28/2015
Return: 8.93 % Date: 1/31/2015
Return: -3.40 % Date: 12/31/2014
Return: -3.51 % Date: 11/30/2014
Return: 5.44 % Date: 10/31/2014
Return: -1.92 % Date: 9/30/2014
Return: -0.30 % Date: 8/31/2014
Return: 4.20 % Date: 7/31/2014
Return: -1.41 % Date: 6/30/2014
Return: 0.95 % Date: 5/31/2014
Return: 6.29 % Date: 4/30/2014
Return: 0.60 % Date: 3/31/2014
Return: -2.34 % Date: 2/28/2014
Return: 1.37 % Date: 1/31/2014
Return: 1.61 % Date: 12/31/2013
Return: 4.51 % Date: 11/30/2013
Return: 3.24 % Date: 10/31/2013
Return: -7.71 % Date: 9/30/2013
Return: 4.35 % Date: 8/31/2013
Return: -3.26 % Date: 7/31/2013
Return: 6.79 % Date: 6/30/2013
Return: 0.63 % Date: 5/31/2013
Return: -2.10 % Date: 4/30/2013
Return: 0.16 % Date: 3/31/2013
Return: -1.51 % Date: 2/28/2013
Return: 1.10 % Date: 1/31/2013
Return: -0.75 % Date: 12/31/2012
Return: 0.13 % Date: 11/30/2012
Return: 7.55 % Date: 10/31/2012
Return: 5.64 % Date: 9/30/2012
Return: 13.54 % Date: 8/31/2012
Return: 0.97 % Date: 7/31/2012
Return: 3.61 % Date: 6/30/2012
Return: 1.10 % Date: 5/31/2012
Return: -3.99 % Date: 4/30/2012
Return: 3.46 % Date: 3/31/2012
Return: 4.97 % Date: 2/29/2012
Return: -2.41 % Date: 1/31/2012
Return: 3.85 % Date: 12/31/2011
Return: 2.34 % Date: 11/30/2011
Return: 6.03 % Date: 10/31/2011
Return: 9.08 % Date: 9/30/2011
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: 09/11 - 10/20
Return: -5.00 %
Count: 1 Return: -8.00 %
Count: 1 Return: -3.00 %
Count: 5 Return: 7.00 %
Count: 3 Return: -1.00 %
Count: 11 Return: 8.00 %
Count: 1 Return: 14.00 %
Count: 1 Return: 1.00 %
Count: 19 Return: -4.00 %
Count: 2 Return: 3.00 %
Count: 8 Return: 5.00 %
Count: 7 Return: -2.00 %
Count: 14 Return: 4.00 %
Count: 8 Return: 2.00 %
Count: 9 Return: 6.00 %
Count: 4 Return: 9.00 %
Count: 2 Return: 0.00 %
Count: 15

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: 09/11 - 10/20
Date: 11/30/2020
Drawdown: -0.65 % Date: 10/31/2020
Drawdown: -4.95 % Date: 9/30/2020
Drawdown: -2.98 % Date: 8/31/2020
Drawdown: -2.75 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
Drawdown: 0.00 % Date: 5/31/2020
Drawdown: 0.00 % Date: 4/30/2020
Drawdown: 0.00 % Date: 3/31/2020
Drawdown: 0.00 % Date: 2/29/2020
Drawdown: -1.84 % Date: 1/31/2020
Drawdown: -0.52 % Date: 12/31/2019
Drawdown: -0.16 % Date: 11/30/2019
Drawdown: 0.00 % Date: 10/31/2019
Drawdown: 0.00 % Date: 9/30/2019
Drawdown: 0.00 % Date: 8/31/2019
Drawdown: -1.44 % Date: 7/31/2019
Drawdown: 0.00 % Date: 6/30/2019
Drawdown: 0.00 % Date: 5/31/2019
Drawdown: -2.12 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: -0.57 % Date: 2/28/2019
Drawdown: -0.85 % Date: 1/31/2019
Drawdown: -0.88 % Date: 12/31/2018
Drawdown: 0.00 % Date: 11/30/2018
Drawdown: -0.49 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: 0.00 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: -1.25 % Date: 6/30/2018
Drawdown: -2.89 % Date: 5/31/2018
Drawdown: -1.21 % Date: 4/30/2018
Drawdown: -1.28 % Date: 3/31/2018
Drawdown: -1.05 % Date: 2/28/2018
Drawdown: -2.40 % Date: 1/31/2018
Drawdown: -7.34 % Date: 12/31/2017
Drawdown: -9.69 % Date: 11/30/2017
Drawdown: -8.90 % Date: 10/31/2017
Drawdown: -6.98 % Date: 9/30/2017
Drawdown: -5.75 % Date: 8/31/2017
Drawdown: -5.26 % Date: 7/31/2017
Drawdown: -7.77 % Date: 6/30/2017
Drawdown: -5.94 % Date: 5/31/2017
Drawdown: -7.55 % Date: 4/30/2017
Drawdown: -4.77 % Date: 3/31/2017
Drawdown: -2.57 % Date: 2/28/2017
Drawdown: -1.65 % Date: 1/31/2017
Drawdown: 0.00 % Date: 12/31/2016
Drawdown: -1.16 % Date: 11/30/2016
Drawdown: -0.06 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -1.12 % Date: 7/31/2016
Drawdown: -2.24 % Date: 6/30/2016
Drawdown: -4.52 % Date: 5/31/2016
Drawdown: 0.00 % Date: 4/30/2016
Drawdown: 0.00 % Date: 3/31/2016
Drawdown: 0.00 % Date: 2/29/2016
Drawdown: -3.94 % Date: 1/31/2016
Drawdown: -7.59 % Date: 12/31/2015
Drawdown: -7.59 % Date: 11/30/2015
Drawdown: -6.06 % Date: 10/31/2015
Drawdown: -3.22 % Date: 9/30/2015
Drawdown: -1.24 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: -6.79 % Date: 12/31/2014
Drawdown: -3.51 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: -2.21 % Date: 9/30/2014
Drawdown: -0.30 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -1.41 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: -1.75 % Date: 3/31/2014
Drawdown: -2.34 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: -0.42 % Date: 11/30/2013
Drawdown: -4.72 % Date: 10/31/2013
Drawdown: -7.71 % Date: 9/30/2013
Drawdown: 0.00 % Date: 8/31/2013
Drawdown: -3.26 % Date: 7/31/2013
Drawdown: 0.00 % Date: 6/30/2013
Drawdown: -2.82 % Date: 5/31/2013
Drawdown: -3.42 % Date: 4/30/2013
Drawdown: -1.35 % Date: 3/31/2013
Drawdown: -1.51 % Date: 2/28/2013
Drawdown: 0.00 % Date: 1/31/2013
Drawdown: -0.75 % Date: 12/31/2012
Drawdown: 0.00 % Date: 11/30/2012
Drawdown: 0.00 % Date: 10/31/2012
Drawdown: 0.00 % Date: 9/30/2012
Drawdown: 0.00 % Date: 8/31/2012
Drawdown: 0.00 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: -2.93 % Date: 5/31/2012
Drawdown: -3.99 % Date: 4/30/2012
Drawdown: 0.00 % Date: 3/31/2012
Drawdown: 0.00 % Date: 2/29/2012
Drawdown: -2.41 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
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:  Blue Diamond Asset Management AG
Address: Bahnhofstrasse 1
City: Pfäffikon
State: SZ
Zip: 8808
Country: Switzerland

Key People

Name:  Jonas Stark
Position:  Chief Investment Officer
Biography: 


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Other Futures Yes 
 Investment Methodology
 Systematic Yes 
 Volatility Trading Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 Developed Only Yes 
 United States Yes 
 Europe Yes 
 Holding Period
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 12% 
 Managed Account Availability: Open 
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