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  • Blue Creek Capital Management
    Global Opportunities Program
    Principal(s): Bill Baruch
    Strategy: Fundamental / Quantitative / Diversified
  • For Additional Information Contact Sweet Futures
    Toll Free: 1-800-661-5618
    Direct: 1-312-216-5701
    Email: [email protected]
  • Start Date: Jan-2022
    Mar Return: 7.08%
    YTD Return: 8.81%
    Annual CROR: 22.14
  • Worst Drawdown: -22.09%
    Losing Streak: 0.00 %
    Sharpe Ratio: 0.96
    Calmar Ratio: N/A
  • Min Investment: $250,000
    Currency: US Dollars
    Notional Funding: No
    NFA Number: 0532562
  • Margin:
    Mgt Fee: 2.00%
    Incentive Fee: 20.00%
    Round Turns: 5,000
  • Trading Strategy: Blue Creek Capital Management, LLC's Global Opportunities Program uses a top-down method, beginning with a fundamental approach, digesting quantitative data, and rounding out with technical analysis.

    The Advisor will look to current and future central policy shifts, anticipate economic data trends, and assess the macro landscape at large. Expressing a view in markets will also include an assessment of current and future supply-demand imbalances with a favorable risk/reward ratio in the market. While Blue Creek is a CTA, Global Opportunities utilizes a quantimental trend & sentiment approach that stems from the Trading Principal's discretion on asset class selection, sizing, and execution.

    Asset classes include metals, equities, energies, interest rates, currencies, and agriculture. Each asset class is assigned specific fundamental triggers and trade structures are designed to limit risk without taking outright short option positions in the market. The Global Opportunities program only trades exchange listed futures and options on futures contracts.

    Accounting Notes: Pro-Forma Proprietary Performance from January to May 2022 adjusted for a 2% Management Fee and a 20% Incentive Fee.
  • Trading Methodology
    50% Systematic
    50% Discretionary
  • Trading Style
    100% Fundamental & Quantitative
  • Style Sub-Categories
    Fundamental
    Quantitative
  • Holding Period
    50% Short Term
    50% Intraday
  • Sector: US
    Contracts: Futures Options
  • Market Allocation
    30% Stock Indices
    5% Currencies
    5% Financials
    40% Metals
    15% Energies
    5% Agriculturals
Pro-Forma Proprietary Performance from January to May 2022 adjusted for a 2% Management Fee and a 20% Incentive Fee.

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2024 0.46% 1.15% 7.08%   8.81% 0%
2023 -20.22% 8.97% 6.58% 0.97% -0.93% -2.47% 6.15% -10.55% 4.02% 4.15% 7.37% 1.51% 1.36% -20.22%
20229.16% 3.61% -2.98% 3.89% 2.76% -6.17% 8.05% 1.49% 2.35% 9.21% 8.08% -2.35% 42.19% -6.17%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

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Track Record Prepared By: Turkey Trading Partners


Footnotes:

(C) = Client Trading Results
(P) = Proprietary Trading Results
(P&C) = A Combination of Proprietary & Client Results.

Current Drawdown - The Current Losing Streak of the CTA, if any.

Worst Drawdown - The Worst Drawdown reflects the greatest loss from Inception. Worst Drawdown can be defined as the potential cost of higher return.

Annual Compound Rate of Return - The Annualized Compounded Rate of Return represents the average return of the CTA over the time frame of the report. It smoothes out returns by assuming constant growth.

Calmar Ratio - The Calmar 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.

Sharpe Ratio - The 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 Ratios is calculated using a 1% risk-free rate of return.

Round Turns - Represents the annual number of Round Turns per $1 million.

Qualified Eligible Investors - 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 $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).

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.