Global Bayesian Dynamics LLC

Risk Parity + Program *QEP* *PROP*


Monthly Performance (%)

Date Range: 06/14 - 03/21
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2021 0.26 -3.40 1.91   -1.30 
2020 2.26 -4.50 -13.68 1.28 3.18 6.51 3.05 3.09 1.29 -1.15 10.52 6.28  17.23 
2019 9.99 3.45 6.91 0.30 4.48 11.10 -0.29 2.78 -0.07 0.27 -0.96 0.55  44.83 
2018 -0.43 -2.24 2.56 1.44 1.96 -4.59 -0.21 -1.19 -1.74 -5.27 -0.46 -0.62  -10.56 
2017 0.52 5.79 -0.69 3.11 2.78 -5.06 3.47 1.99 -1.66 4.73 1.17 1.43  18.51 
2016 2.38 2.81 2.18 4.04 3.32 5.62 0.38 -2.03 2.53 -5.94 -2.17 2.86  16.54 
2015 4.03 2.89 -0.74 0.28 -1.20 -3.11 -0.83 -3.28 -0.48 4.30 -5.08 -5.59  -9.00 
2014 -3.43 7.21 -9.63 4.70 -0.02 -0.84  -2.88 

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 Risk Parity program is a global multi-asset class systematic investment strategy which seeks to distribute risk evenly among the instruments within three classes: government bonds, equities and commodities. The instruments within these asset classes have different levels of risk with government bonds tending to be the least volatile while commodities are often the most volatile. Unlike GBD’s other strategies, the risk parity program is a long only strategy. The program incorporates forecasting errors into its learning process and makes adjustments in the portfolio to adapt to ongoing changes in the relative volatility and correlations of different markets. The Risk Parity program targets an annualized volatility of 15%.

Performance Statistics

Date Range: 06/14 - 03/21
  Program S&P 500 Coquest 40 
Total Return 82.93% 136.90% 21.39% 
Annualized Return 9.36% 13.45% 2.88% 
Annualized Std. Deviation 14.10% 14.18% 8.20% 
Correlation 0.54 0.25 
Sharpe Ratio (rf=2.5%) 0.49 0.77 0.05 
Worst Month -13.68% -12.35% -6.10% 
Date of Worst Month 03/2020 03/2020 02/2018 
Worst Drawdown -17.56% -19.60% -13.63% 
Date of Worst Drawdown 1/20 - 3/20 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: 06/14 - 03/21
Year or YTD Program S&P 500 Coquest 40 
2021 -1.30 6.18 2.78 
2020 17.23 18.40 0.97 
2019 44.83 31.50 7.53 
2018 -10.56 -4.38 -4.29 
2017 18.51 21.84 1.24 
2016 16.54 11.98 -3.13 
2015 -9.00 1.41 0.09 
2014 -2.88 6.12 14.80 

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: 06/14 - 03/21
Date: 3/31/2021
Perf: $1,203.60 Date: 2/28/2021
Perf: $1,187.68 Date: 1/31/2021
Perf: $1,160.41 Date: 12/31/2020
Perf: $1,171.07 Date: 11/30/2020
Perf: $1,128.52 Date: 10/31/2020
Perf: $1,118.68 Date: 9/30/2020
Perf: $1,122.27 Date: 8/31/2020
Perf: $1,138.90 Date: 7/31/2020
Perf: $1,151.92 Date: 6/30/2020
Perf: $1,130.33 Date: 5/31/2020
Perf: $1,144.98 Date: 4/30/2020
Perf: $1,158.54 Date: 3/31/2020
Perf: $1,154.73 Date: 2/29/2020
Perf: $1,154.03 Date: 1/31/2020
Perf: $1,171.49 Date: 12/31/2019
Perf: $1,159.78 Date: 11/30/2019
Perf: $1,167.01 Date: 10/31/2019
Perf: $1,155.69 Date: 9/30/2019
Perf: $1,181.80 Date: 8/31/2019
Perf: $1,215.47 Date: 7/31/2019
Perf: $1,173.01 Date: 6/30/2019
Perf: $1,134.33 Date: 5/31/2019
Perf: $1,112.09 Date: 4/30/2019
Perf: $1,134.32 Date: 3/31/2019
Perf: $1,103.96 Date: 2/28/2019
Perf: $1,065.70 Date: 1/31/2019
Perf: $1,058.92 Date: 12/31/2018
Perf: $1,078.55 Date: 11/30/2018
Perf: $1,074.04 Date: 10/31/2018
Perf: $1,087.09 Date: 9/30/2018
Perf: $1,114.62 Date: 8/31/2018
Perf: $1,119.66 Date: 7/31/2018
Perf: $1,091.82 Date: 6/30/2018
Perf: $1,100.07 Date: 5/31/2018
Perf: $1,090.90 Date: 4/30/2018
Perf: $1,105.16 Date: 3/31/2018
Perf: $1,093.35 Date: 2/28/2018
Perf: $1,094.34 Date: 1/31/2018
Perf: $1,165.43 Date: 12/31/2017
Perf: $1,126.89 Date: 11/30/2017
Perf: $1,114.74 Date: 10/31/2017
Perf: $1,113.29 Date: 9/30/2017
Perf: $1,068.52 Date: 8/31/2017
Perf: $1,091.55 Date: 7/31/2017
Perf: $1,073.73 Date: 6/30/2017
Perf: $1,069.56 Date: 5/31/2017
Perf: $1,101.73 Date: 4/30/2017
Perf: $1,099.64 Date: 3/31/2017
Perf: $1,106.27 Date: 2/28/2017
Perf: $1,122.67 Date: 1/31/2017
Perf: $1,098.71 Date: 12/31/2016
Perf: $1,113.07 Date: 11/30/2016
Perf: $1,104.68 Date: 10/31/2016
Perf: $1,116.96 Date: 9/30/2016
Perf: $1,146.54 Date: 8/31/2016
Perf: $1,161.53 Date: 7/31/2016
Perf: $1,193.64 Date: 6/30/2016
Perf: $1,181.58 Date: 5/31/2016
Perf: $1,133.41 Date: 4/30/2016
Perf: $1,153.60 Date: 3/31/2016
Perf: $1,183.30 Date: 2/29/2016
Perf: $1,218.27 Date: 1/31/2016
Perf: $1,189.02 Date: 12/31/2015
Perf: $1,149.03 Date: 11/30/2015
Perf: $1,176.08 Date: 10/31/2015
Perf: $1,137.30 Date: 9/30/2015
Perf: $1,157.44 Date: 8/31/2015
Perf: $1,132.86 Date: 7/31/2015
Perf: $1,152.80 Date: 6/30/2015
Perf: $1,109.42 Date: 5/31/2015
Perf: $1,170.28 Date: 4/30/2015
Perf: $1,178.76 Date: 3/31/2015
Perf: $1,226.09 Date: 2/28/2015
Perf: $1,199.58 Date: 1/31/2015
Perf: $1,201.50 Date: 12/31/2014
Perf: $1,148.00 Date: 11/30/2014
Perf: $1,128.15 Date: 10/31/2014
Perf: $1,064.79 Date: 9/30/2014
Perf: $1,049.37 Date: 8/31/2014
Perf: $1,033.96 Date: 7/31/2014
Perf: $992.00 Date: 6/30/2014
Perf: $1,000.00 Date: 3/31/2021
Perf: $2,320.94 Date: 2/28/2021
Perf: $2,223.55 Date: 1/31/2021
Perf: $2,163.83 Date: 12/31/2020
Perf: $2,185.91 Date: 11/30/2020
Perf: $2,105.07 Date: 10/31/2020
Perf: $1,897.31 Date: 9/30/2020
Perf: $1,949.16 Date: 8/31/2020
Perf: $2,026.16 Date: 7/31/2020
Perf: $1,890.25 Date: 6/30/2020
Perf: $1,789.33 Date: 5/31/2020
Perf: $1,754.42 Date: 4/30/2020
Perf: $1,674.70 Date: 3/31/2020
Perf: $1,484.40 Date: 2/29/2020
Perf: $1,693.55 Date: 1/31/2020
Perf: $1,845.43 Date: 12/31/2019
Perf: $1,846.17 Date: 11/30/2019
Perf: $1,792.05 Date: 10/31/2019
Perf: $1,729.28 Date: 9/30/2019
Perf: $1,692.55 Date: 8/31/2019
Perf: $1,661.48 Date: 7/31/2019
Perf: $1,688.15 Date: 6/30/2019
Perf: $1,664.19 Date: 5/31/2019
Perf: $1,554.59 Date: 4/30/2019
Perf: $1,660.00 Date: 3/31/2019
Perf: $1,595.39 Date: 2/28/2019
Perf: $1,565.03 Date: 1/31/2019
Perf: $1,516.35 Date: 12/31/2018
Perf: $1,403.90 Date: 11/30/2018
Perf: $1,543.26 Date: 10/31/2018
Perf: $1,512.40 Date: 9/30/2018
Perf: $1,623.45 Date: 8/31/2018
Perf: $1,614.24 Date: 7/31/2018
Perf: $1,563.28 Date: 6/30/2018
Perf: $1,507.21 Date: 5/31/2018
Perf: $1,497.93 Date: 4/30/2018
Perf: $1,462.68 Date: 3/31/2018
Perf: $1,457.14 Date: 2/28/2018
Perf: $1,495.11 Date: 1/31/2018
Perf: $1,552.40 Date: 12/31/2017
Perf: $1,468.27 Date: 11/30/2017
Perf: $1,452.15 Date: 10/31/2017
Perf: $1,408.89 Date: 9/30/2017
Perf: $1,376.81 Date: 8/31/2017
Perf: $1,349.02 Date: 7/31/2017
Perf: $1,344.86 Date: 6/30/2017
Perf: $1,317.71 Date: 5/31/2017
Perf: $1,309.59 Date: 4/30/2017
Perf: $1,291.38 Date: 3/31/2017
Perf: $1,278.22 Date: 2/28/2017
Perf: $1,276.69 Date: 1/31/2017
Perf: $1,227.94 Date: 12/31/2016
Perf: $1,205.04 Date: 11/30/2016
Perf: $1,181.64 Date: 10/31/2016
Perf: $1,139.48 Date: 9/30/2016
Perf: $1,160.61 Date: 8/31/2016
Perf: $1,160.37 Date: 7/31/2016
Perf: $1,158.75 Date: 6/30/2016
Perf: $1,117.52 Date: 5/31/2016
Perf: $1,114.62 Date: 4/30/2016
Perf: $1,094.91 Date: 3/31/2016
Perf: $1,090.66 Date: 2/29/2016
Perf: $1,021.40 Date: 1/31/2016
Perf: $1,022.73 Date: 12/31/2015
Perf: $1,076.11 Date: 11/30/2015
Perf: $1,093.38 Date: 10/31/2015
Perf: $1,090.11 Date: 9/30/2015
Perf: $1,005.27 Date: 8/31/2015
Perf: $1,030.73 Date: 7/31/2015
Perf: $1,096.87 Date: 6/30/2015
Perf: $1,074.31 Date: 5/31/2015
Perf: $1,095.56 Date: 4/30/2015
Perf: $1,081.61 Date: 3/31/2015
Perf: $1,071.33 Date: 2/28/2015
Perf: $1,088.52 Date: 1/31/2015
Perf: $1,029.34 Date: 12/31/2014
Perf: $1,061.17 Date: 11/30/2014
Perf: $1,063.83 Date: 10/31/2014
Perf: $1,035.96 Date: 9/30/2014
Perf: $1,011.29 Date: 8/31/2014
Perf: $1,025.65 Date: 7/31/2014
Perf: $986.20 Date: 6/30/2014
Perf: $1,000.00 Date: 3/31/2021
Perf: $1,829.29 Date: 2/28/2021
Perf: $1,795.00 Date: 1/31/2021
Perf: $1,858.18 Date: 12/31/2020
Perf: $1,853.36 Date: 11/30/2020
Perf: $1,743.85 Date: 10/31/2020
Perf: $1,577.86 Date: 9/30/2020
Perf: $1,596.22 Date: 8/31/2020
Perf: $1,575.89 Date: 7/31/2020
Perf: $1,528.65 Date: 6/30/2020
Perf: $1,483.41 Date: 5/31/2020
Perf: $1,392.74 Date: 4/30/2020
Perf: $1,349.82 Date: 3/31/2020
Perf: $1,332.76 Date: 2/29/2020
Perf: $1,543.97 Date: 1/31/2020
Perf: $1,616.73 Date: 12/31/2019
Perf: $1,580.99 Date: 11/30/2019
Perf: $1,572.35 Date: 10/31/2019
Perf: $1,587.59 Date: 9/30/2019
Perf: $1,583.31 Date: 8/31/2019
Perf: $1,584.42 Date: 7/31/2019
Perf: $1,541.57 Date: 6/30/2019
Perf: $1,546.05 Date: 5/31/2019
Perf: $1,391.58 Date: 4/30/2019
Perf: $1,331.91 Date: 3/31/2019
Perf: $1,327.93 Date: 2/28/2019
Perf: $1,242.10 Date: 1/31/2019
Perf: $1,200.68 Date: 12/31/2018
Perf: $1,091.62 Date: 11/30/2018
Perf: $1,098.43 Date: 10/31/2018
Perf: $1,103.51 Date: 9/30/2018
Perf: $1,164.90 Date: 8/31/2018
Perf: $1,185.53 Date: 7/31/2018
Perf: $1,199.81 Date: 6/30/2018
Perf: $1,202.33 Date: 5/31/2018
Perf: $1,260.17 Date: 4/30/2018
Perf: $1,235.95 Date: 3/31/2018
Perf: $1,218.40 Date: 2/28/2018
Perf: $1,187.99 Date: 1/31/2018
Perf: $1,215.21 Date: 12/31/2017
Perf: $1,220.46 Date: 11/30/2017
Perf: $1,203.25 Date: 10/31/2017
Perf: $1,189.34 Date: 9/30/2017
Perf: $1,135.62 Date: 8/31/2017
Perf: $1,154.79 Date: 7/31/2017
Perf: $1,132.26 Date: 6/30/2017
Perf: $1,094.29 Date: 5/31/2017
Perf: $1,152.61 Date: 4/30/2017
Perf: $1,121.44 Date: 3/31/2017
Perf: $1,087.61 Date: 2/28/2017
Perf: $1,095.17 Date: 1/31/2017
Perf: $1,035.23 Date: 12/31/2016
Perf: $1,029.87 Date: 11/30/2016
Perf: $1,001.24 Date: 10/31/2016
Perf: $1,023.45 Date: 9/30/2016
Perf: $1,088.08 Date: 8/31/2016
Perf: $1,061.23 Date: 7/31/2016
Perf: $1,083.22 Date: 6/30/2016
Perf: $1,079.12 Date: 5/31/2016
Perf: $1,021.70 Date: 4/30/2016
Perf: $988.87 Date: 3/31/2016
Perf: $950.47 Date: 2/29/2016
Perf: $930.19 Date: 1/31/2016
Perf: $904.77 Date: 12/31/2015
Perf: $883.73 Date: 11/30/2015
Perf: $936.06 Date: 10/31/2015
Perf: $986.16 Date: 9/30/2015
Perf: $945.50 Date: 8/31/2015
Perf: $950.06 Date: 7/31/2015
Perf: $982.28 Date: 6/30/2015
Perf: $990.50 Date: 5/31/2015
Perf: $1,022.29 Date: 4/30/2015
Perf: $1,034.71 Date: 3/31/2015
Perf: $1,031.82 Date: 2/28/2015
Perf: $1,039.51 Date: 1/31/2015
Perf: $1,010.31 Date: 12/31/2014
Perf: $971.18 Date: 11/30/2014
Perf: $979.40 Date: 10/31/2014
Perf: $979.60 Date: 9/30/2014
Perf: $935.63 Date: 8/31/2014
Perf: $1,035.33 Date: 7/31/2014
Perf: $965.70 Date: 6/30/2014
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: 06/14 - 03/21
Date: 3/31/2021
Return: 1.91 % Date: 2/28/2021
Return: -3.40 % Date: 1/31/2021
Return: 0.26 % Date: 12/31/2020
Return: 6.28 % Date: 11/30/2020
Return: 10.52 % Date: 10/31/2020
Return: -1.15 % Date: 9/30/2020
Return: 1.29 % Date: 8/31/2020
Return: 3.09 % Date: 7/31/2020
Return: 3.05 % Date: 6/30/2020
Return: 6.51 % Date: 5/31/2020
Return: 3.18 % Date: 4/30/2020
Return: 1.28 % Date: 3/31/2020
Return: -13.68 % Date: 2/29/2020
Return: -4.50 % Date: 1/31/2020
Return: 2.26 % Date: 12/31/2019
Return: 0.55 % Date: 11/30/2019
Return: -0.96 % Date: 10/31/2019
Return: 0.27 % Date: 9/30/2019
Return: -0.07 % Date: 8/31/2019
Return: 2.78 % Date: 7/31/2019
Return: -0.29 % Date: 6/30/2019
Return: 11.10 % Date: 5/31/2019
Return: 4.48 % Date: 4/30/2019
Return: 0.30 % Date: 3/31/2019
Return: 6.91 % Date: 2/28/2019
Return: 3.45 % Date: 1/31/2019
Return: 9.99 % Date: 12/31/2018
Return: -0.62 % Date: 11/30/2018
Return: -0.46 % Date: 10/31/2018
Return: -5.27 % Date: 9/30/2018
Return: -1.74 % Date: 8/31/2018
Return: -1.19 % Date: 7/31/2018
Return: -0.21 % Date: 6/30/2018
Return: -4.59 % Date: 5/31/2018
Return: 1.96 % Date: 4/30/2018
Return: 1.44 % Date: 3/31/2018
Return: 2.56 % Date: 2/28/2018
Return: -2.24 % Date: 1/31/2018
Return: -0.43 % Date: 12/31/2017
Return: 1.43 % Date: 11/30/2017
Return: 1.17 % Date: 10/31/2017
Return: 4.73 % Date: 9/30/2017
Return: -1.66 % Date: 8/31/2017
Return: 1.99 % Date: 7/31/2017
Return: 3.47 % Date: 6/30/2017
Return: -5.06 % Date: 5/31/2017
Return: 2.78 % Date: 4/30/2017
Return: 3.11 % Date: 3/31/2017
Return: -0.69 % Date: 2/28/2017
Return: 5.79 % Date: 1/31/2017
Return: 0.52 % Date: 12/31/2016
Return: 2.86 % Date: 11/30/2016
Return: -2.17 % Date: 10/31/2016
Return: -5.94 % Date: 9/30/2016
Return: 2.53 % Date: 8/31/2016
Return: -2.03 % Date: 7/31/2016
Return: 0.38 % Date: 6/30/2016
Return: 5.62 % Date: 5/31/2016
Return: 3.32 % Date: 4/30/2016
Return: 4.04 % Date: 3/31/2016
Return: 2.18 % Date: 2/29/2016
Return: 2.81 % Date: 1/31/2016
Return: 2.38 % Date: 12/31/2015
Return: -5.59 % Date: 11/30/2015
Return: -5.08 % Date: 10/31/2015
Return: 4.30 % Date: 9/30/2015
Return: -0.48 % Date: 8/31/2015
Return: -3.28 % Date: 7/31/2015
Return: -0.83 % Date: 6/30/2015
Return: -3.11 % Date: 5/31/2015
Return: -1.20 % Date: 4/30/2015
Return: 0.28 % Date: 3/31/2015
Return: -0.74 % Date: 2/28/2015
Return: 2.89 % Date: 1/31/2015
Return: 4.03 % Date: 12/31/2014
Return: -0.84 % Date: 11/30/2014
Return: -0.02 % Date: 10/31/2014
Return: 4.70 % Date: 9/30/2014
Return: -9.63 % Date: 8/31/2014
Return: 7.21 % Date: 7/31/2014
Return: -3.43 % Date: 6/30/2014
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: 06/14 - 03/21
Return: -14.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: 11.00 %
Count: 2 Return: 10.00 %
Count: 1 Return: 1.00 %
Count: 7 Return: -2.00 %
Count: 5 Return: 6.00 %
Count: 3 Return: 2.00 %
Count: 6 Return: -6.00 %
Count: 2 Return: -5.00 %
Count: 4 Return: 3.00 %
Count: 14 Return: 4.00 %
Count: 4 Return: -1.00 %
Count: 9 Return: 5.00 %
Count: 2 Return: -10.00 %
Count: 1 Return: 7.00 %
Count: 3 Return: -3.00 %
Count: 4 Return: 0.00 %
Count: 13

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: 06/14 - 03/21
Date: 3/31/2021
Drawdown: -1.55 % Date: 2/28/2021
Drawdown: -3.40 % Date: 1/31/2021
Drawdown: 0.00 % Date: 12/31/2020
Drawdown: 0.00 % Date: 11/30/2020
Drawdown: 0.00 % Date: 10/31/2020
Drawdown: -2.40 % Date: 9/30/2020
Drawdown: -1.27 % Date: 8/31/2020
Drawdown: -2.53 % Date: 7/31/2020
Drawdown: -5.45 % Date: 6/30/2020
Drawdown: -8.25 % Date: 5/31/2020
Drawdown: -13.85 % Date: 4/30/2020
Drawdown: -16.51 % Date: 3/31/2020
Drawdown: -17.56 % Date: 2/29/2020
Drawdown: -4.50 % Date: 1/31/2020
Drawdown: 0.00 % Date: 12/31/2019
Drawdown: -0.42 % Date: 11/30/2019
Drawdown: -0.96 % Date: 10/31/2019
Drawdown: 0.00 % Date: 9/30/2019
Drawdown: -0.07 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: -0.29 % Date: 6/30/2019
Drawdown: 0.00 % Date: 5/31/2019
Drawdown: 0.00 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: 0.00 % Date: 2/28/2019
Drawdown: -1.43 % Date: 1/31/2019
Drawdown: -4.72 % Date: 12/31/2018
Drawdown: -13.38 % Date: 11/30/2018
Drawdown: -12.83 % Date: 10/31/2018
Drawdown: -12.43 % Date: 9/30/2018
Drawdown: -7.56 % Date: 8/31/2018
Drawdown: -5.92 % Date: 7/31/2018
Drawdown: -4.79 % Date: 6/30/2018
Drawdown: -4.59 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: 0.00 % Date: 3/31/2018
Drawdown: -0.17 % Date: 2/28/2018
Drawdown: -2.66 % Date: 1/31/2018
Drawdown: -0.43 % Date: 12/31/2017
Drawdown: 0.00 % Date: 11/30/2017
Drawdown: 0.00 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: -1.66 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: -1.77 % Date: 6/30/2017
Drawdown: -5.06 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: -0.69 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: -4.86 % Date: 12/31/2016
Drawdown: -5.35 % Date: 11/30/2016
Drawdown: -7.98 % Date: 10/31/2016
Drawdown: -5.94 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -2.03 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: -1.71 % Date: 4/30/2016
Drawdown: -4.87 % Date: 3/31/2016
Drawdown: -8.57 % Date: 2/29/2016
Drawdown: -10.52 % Date: 1/31/2016
Drawdown: -12.96 % Date: 12/31/2015
Drawdown: -14.99 % Date: 11/30/2015
Drawdown: -9.95 % Date: 10/31/2015
Drawdown: -5.13 % Date: 9/30/2015
Drawdown: -9.04 % Date: 8/31/2015
Drawdown: -8.61 % Date: 7/31/2015
Drawdown: -5.51 % Date: 6/30/2015
Drawdown: -4.72 % Date: 5/31/2015
Drawdown: -1.66 % Date: 4/30/2015
Drawdown: -0.46 % Date: 3/31/2015
Drawdown: -0.74 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: -2.42 % Date: 12/31/2014
Drawdown: -6.20 % Date: 11/30/2014
Drawdown: -5.40 % Date: 10/31/2014
Drawdown: -5.38 % Date: 9/30/2014
Drawdown: -9.63 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -3.43 %

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:  Global Bayesian Dynamics LLC
Address: 601 NE 36th St, Unit CU3
City: Miami
State: FL
Zip: 33137
Country: USA

Key People

Name:  José Mario Quintana
Position:  Principal
Biography: 

José M. Quintana is the President and founder of BEAM. He became registered as its associated person and principal in June 2007. He is the sole trading principal of the Advisor. Mr. Quintana is also the President of BESTBayesian Efficient Strategic Trading LLC (“BEST”), which he founded in November 2001. BEST is a registered commodity trading advisor that does not manage client assets. Mr. Quintana became registered as its associated person and principal in September 2003. Until December 2006, Mr. Quintana was concurrently the Portfolio Manager for the Global Dynamic Asset Allocation (“GDAA”) Group (over $1.5 billion assets) with Nikko Alternative Asset Management, Inc. (“NAAM”), a registered commodity trading advisor formerly known as The Nikko Securities Co. International, Inc. (“NSI”).Mr. Quintana was previously a Vice President and Head of Quantitative Research for the Strategic Asset Allocation team in the Global Investment Management Group of Bankers Trust Company.Formerly, Mr. Quintana was a Vice President in the Global Risk Management Sector of the Chase Manhattan Bank.Mr. Quintana’s research interests are Bayesian Forecasting and Optimal Decision Making in the Investment Management context. He has published articles, in both the academic and popular press, on a variety of topics, from dynamic statistical modeling, to optimization algorithms, to portfolio management methodologies. Mr. Quintana has made presentations at several international conferences, and at the University of Chicago and Duke University. Mr. BEAM Bayesian Efficient Asset Management, LLC Page 6 Quintana received his Ph.D. in 1987 in Statistics from Warwick University in England, his M.S. in Statistics & O.R. in 1981 and his B.A. in Actuary in 1976 from Autonomous University of Mexico. Mr. Quintana has completed his Series 3 registration for trading futures and options.


Name:  Diana Wyant
Position:  Principal
Biography: 

Diana Wyant is the Chief Operating Officer and co-founder of BEAM. She became a principal of BEAM in June 2007 in charge of general administration. Ms. Wyant joined BEST in August 2003. She is in charge of general administration. Ms. Wyant became an officer of Best in January 2003 and a principal in June 2007. From March 2002 to July 2003, Ms. Wyant was working for The Nikko Securities Co. International, Inc where she was employed as Communications & Client Services Manager with the Global Dynamic Asset Allocation (“GDAA”) Group. She was responsible for the communication between the GDAA Group and its clients as well as various administrative tasks. Concurrently, she was licensed as a part time consultant to BEST. Prior to joining NSI, Ms. Wyant worked for CDC Investment Management Corporation from June 1997 until February 2002 as Conference Planning Manager and Executive Assistant to the President. From October 1994 to June 1997 was the assistant to the CFO of Paris Collections, Inc. and President of Jacques Jaunet, Inc., a French luxury apparel group in New York. Prior to 1994 Ms. Wyant was living in Switzerland where she worked as Office Manager, in charge of specific projects for high profile clients and carrying out various fiduciary duties for a law firm in Geneva. Ms. Wyant graduated from Collège du Léman, Versoix, Switzerland and Ecole Bénédict, Geneva, Switzerland with a Business Degree.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Metals Yes 
 Energies Yes 
 Investment Methodology
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Long Bias Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $3,000,000 
 Margin / Equity Ratio: 11% 
 Managed Account Availability: Open 
Copyright © 2020 CoquestTradersResearch.com
All rights Reserved