AutumnGold Managed Futures
 
 
Blue Bar Futures Trading Mgt LLC
Prime Ag

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Statistics & Program Information

Apr 2026 Return
-0.16%
Worst Drawdown (2)
-42.26%
Minimum Investment
$200,000
YTD Return
-1.61%
Sharpe Ratio 4% RF ROR (4)
0.73
AUM (13)
$3,439,860
Annualized CROR(1)
19.69%
Calmar Ratio (10)
0.55
Losing Streak
-2.08%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
60% Systematic
40% Discretionary
Trading Style
25% Trend Following
10% Contrarian
30% Spread Trading
20% Option Trading
15% All others
Style Sub-Categories
Fundamental, Momentum, Pattern Recognition, Option Writer, Option Spread, Other Option Strategy, Volatility, Trend Anticipatory, Mean Reversion, Relative Value
Market Sector
4% Stock Indices
2% Currencies
2% Financials
2% Metals
5% Agriculturals
85% Meats
Holding Period
5% Long Term
25% Medium Term
60% Short Term
10% Intraday
Geographic Sector
US
Contracts
Futures, Options
Start Date   Jan-2014 Currency   US Dollar Management Fee    2.00%
Accepting New Accounts   No Min Investment    $200,000 Incentive Fee    20.00%
NFA Member    Yes Fund Minimum    $0 Other Fees   None
NFA Number    0438829 Margin (7)   0-50% Average Commission (16)   $5.00
Notional Funds    Yes Round Turns Per Million (15)    5,400 Maximum Commission (17)   5.00
Starting Date:  Jan-2014 Currency:  US Dollar
Open to New Investors:  No Current Assets:  $3,439,860
Open to US Investors:  Yes Annualized CROR:  19.69%
Minimum Fund Investment:  $0
Minimum Managed Account:  $200,000 Current Losing Streak:  -2.08 %
Domicile:   Calmar:  0.55
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  0.73
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Not Listed
Incentive Fee:  20.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations: AG CTA Index: 0.041              SP 500 TR: -0.058             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Apr 2026$3,439,860
Mar 2026$3,647,331
Feb 2026$4,669,727
Jan 2026$4,902,376
Dec 2025$4,935,895
Nov 2025$5,755,617
Oct 2025$5,767,952
Sep 2025$5,596,968
Aug 2025$6,373,658
Jul 2025$6,747,460
Jun 2025$6,975,570
May 2025$6,978,101
Apr 2025$7,095,286
Mar 2025$9,135,826
Feb 2025$9,115,889
Jan 2025$9,456,714
Dec 2024$9,599,964
Nov 2024$9,804,244
Oct 2024$10,090,499
Sep 2024$9,932,927
Aug 2024$10,042,977
Jul 2024$7,083,082
Jun 2024$7,648,918
May 2024$9,957,994
Apr 2024$10,110,441
Mar 2024$10,159,548
Feb 2024$10,057,229
Jan 2024$13,391,187
Dec 2023$13,293,379
Nov 2023$13,338,915
Oct 2023$13,654,236
Sep 2023$13,299,068
Aug 2023$13,112,494
Jul 2023$13,534,235
Jun 2023$13,504,810
May 2023$13,129,001
Apr 2023$13,423,184
Mar 2023$13,259,077
Feb 2023$15,358,942
Jan 2023$15,118,230
Dec 2022$14,710,659
Nov 2022$15,497,570
Oct 2022$15,992,752
Sep 2022$16,072,102
Aug 2022$16,216,086
Jul 2022$16,579,228
Jun 2022$16,371,941
May 2022$16,366,061
Apr 2022$16,185,509
Mar 2022$15,975,594
Feb 2022$16,054,288
Jan 2022$15,842,136
Dec 2021$14,781,246
Nov 2021$14,721,033
Oct 2021$14,508,371
Sep 2021$14,862,609
Aug 2021$14,889,041
Jul 2021$15,208,391
Jun 2021$15,018,077
May 2021$14,341,303
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

The Blue Bar Prime Ag program seeks to achieve capital appreciation through the execution of outright long/short and spread strategies identified by technical and fundamental analysis augmented by risk management principles employed by the Advisor. The strategy employs both fundamental and technical analysis to identify potentially low-risk trade opportunities. The trade execution methodology used for the program is based on a process that is approximately 60% systematic and 40% discretionary.

The Advisor monitors both fundamental and technical factors associated with each trade on a continuous basis, and a 3% to 5% adverse movement in the underlying commodity's price would generally be cause for liquidation of the trade.

Robert Wieneke is the President of Blue Bar Futures. He is responsible for overall management, trading, marketing, and investor relations. He became a listed principal of Blue Bar Futures in February 2012 and became registered as an associated person in March 2012. Mr. Wieneke has more than 30 years of experience in trading futures and options on futures, with nearly two decades spent as a floor trader and floor broker. He became a registered floor trader in July 1994 and a registered floor broker in August 1995. He withdrew his registration as a floor broker in October 2013 in order to focus more closely on his Blue Bar Futures business activities.

Born in 1956 and raised in the northern suburbs of Chicago, Mr. Wieneke served in the United States Marine Corps and was honorably discharged in 1979. He began working on the floor of the Chicago Board Options Exchange as a stock order clerk and a phone clerk in 1980. He began trading as a market maker in 1983 in the S&P 100 options pit. In the early 1990s he became a Chicago Mercantile Exchange member and traded in the S&P 500 futures pit as a "local", where he developed and refined multiple option and futures spread trading strategies. Mr. Wieneke has been a member and traded on the floor of the Chicago Board Options Exchange, Chicago Board of Trade, and the Chicago Mercantile Exchange.

Mr. Wieneke began trading electronically shortly after Globex (the Chicago Mercantile Exchange's electronic trading platform) was introduced in 1992. During that time, he also started using CQG, a computer-based charting, trading and technical analysis software product. He continues to assist in CQG's charting and trading platform development efforts as an alpha tester and consultant. In 2000, Mr. Wieneke left the floor and became a full time electronic trader. Using his extensive knowledge in experience in arbitrage, spread trading and hedging, he has developed algorithmic trading strategies used by Blue Bar Futures. In March 2014, he successfully passed all three levels of study and was awarded the Chartered Market Technician (CMT) designation from the Market Technicians Association.

Monthly Performance Since Jan 2014
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
2026-0.59%-0.88%0.02%-0.16%-1.61%-1.61%
20250.56%-1.27%-0.10%0.31%1.46%0.40%-0.20%0.43%0.64%-0.35%-0.28%0.15%1.74%-1.37%
2024-0.76%2.10%1.02%1.54%-1.51%0.21%1.05%-0.30%0.83%-0.19%-0.90%-0.28%2.78%-1.51%
20234.10%0.27%-1.75%1.21%-2.19%2.86%0.48%-1.64%-0.10%1.15%0.59%-0.32%4.57%-2.74%
2022-0.99%1.34%-1.11%1.90%1.12%-1.12%-1.10%0.14%-0.88%0.73%0.67%-2.53%-1.91%-4.06%
20212.54%0.08%2.18%-3.96%4.18%4.72%1.27%0.35%0.68%-2.38%1.47%0.97%12.43%-3.96%

Track Record Compiled By: CTA Services

Accounting Notes: Accounting services provided by CTA Services.

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
2026-1.61%-1.61%$3,439,860
20251.74%-1.37%$4,935,895
20242.78%-1.51%$9,599,964
20234.57%-2.74%$13,293,379
2022-1.91%-4.06%$14,710,659
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Performance Summary
Year Yearly Return Max DD
2026-1.61%-1.61%
20251.74%-1.37%
20242.78%-1.51%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


    THERE IS UNLIMITED RISK OF LOSS ASSOCIATED WITH WRITING SHORT OPTION CONTRACTS.

Accounting Notes:

Accounting services provided by CTA Services.

++Qualified Eligible Investors Only:

A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions).

Exemptions:

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.

Risk Disclosure

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.