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Program Details

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Bluenose Capital Management, LLC 

BNC EI

Manager: Rob McLallen / Joe Natoli

Address: 405 Berry Street SE, Vienna, VA, 22180, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jul 1, 2010
AUM:$2,116,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$15,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:48.89%131.32%
Annual ROR:6.00%13.06%
YTD:6.21%6.49%
1 Year:20.81%15.44%
Alpha:0.60
Beta:-0.06
Statistics Program S&P 500
Average Monthly Gain:2.32%3.05%
Average Monthly Loss:-3.08%-2.32%
Winning Months:5552
Losing Months:2730
Current DD:6.150.00
Max DD:22.9017.03
Sharpe Ratio (RF 1%):0.45
Annualized Std Dev:11.22

Methodology

Discretionary:100%
Systematic:0%

Strategy

StrategySingle Strategy
DirectionalShort
Holding PeriodShort Term
---------------------------
Option Writing:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20172.140.201.931.816.21
2016-3.15-3.69-1.970.752.37-0.511.481.390.255.243.51-0.604.79
2015-1.651.962.46-0.271.682.632.38-6.841.92-1.730.62-5.10-2.46
20144.690.034.321.90-4.372.58-3.161.833.79-15.114.57-2.61-3.37
2013-1.323.03-0.65-5.31-5.12-1.091.185.44-4.35-0.34-0.994.13-5.89
20121.392.43-0.211.502.23-1.50-1.672.222.012.302.571.1215.24
20112.273.002.981.292.172.931.12-5.653.52-4.092.432.5114.93
20103.343.111.991.752.080.8913.88

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Bluenose Capital Management, LLC's primary goal is the development and implementation of alternative investment strategies to generate better than average growth. Unlike traditional equity managers, our managed futures programs seek to be flexible enough to profit in rising markets as well as declining markets and inflationary or deflationary environments. Further, we believe that investments in stock indexes and commodities, not individual stocks or sectors, hold more possibilities for growth than day trading, swing trading, trend following or "buy and hold" strategies. Since market conditions are constantly changing, we continually reevaluate the particular strategies being employed at any point in time.

Bluenose Capital Management, LLC trading strategy incorporates five vital elements; fundamental analysis, technical analysis, money-management, strategy identification and risk assessment. Fundamental analysis is the study of the economic environment, both macro and micro. It is the study of supply and demand, interest rate policy, labor productivity and monetary policies. Fundamental analysis also considers the state of our economy as well as the global economic and political situation.

The use of fundamentals assists in recognizing potential trading opportunities in the commodity markets, and aids in determining what the market is thinking and how it might react. After evaluating fundamental and technical conditions, we determine the most appropriate alternative investment strategy for the current environment. Our objective is to identify and implement the most advantageous strategies to fit current conditions. Although risks cannot be eliminated and profits cannot be guaranteed, Bluenose Capital Management believes that proper money management is vital to the delivery of long term portfolio performance.

We closely monitor the performance of the individual positions in our portfolios with the ultimate goal of maximizing the profitable to unprofitable trade ratio. By constantly monitoring and evaluating these various factors we are able to maintain the overall risk profile of our programs to maximize returns without taking outsized risk relative to our return targets. At present, the main alternative investment strategy that best meets Bluenose Capital Management, LLC criteria for effective growth to risk management is one that focuses on the writing (selling) of options using futures contracts of indices and other commodities. BNC EI utilizes mini contracts which can be executed electronically.

Company Info

BNC focuses on the writing (selling) of options using futures contracts of indices and other commodities.

Manager Info

Joseph Natoli is Managing Director and co founder of Bluenose Capital Management, LLC. Mr. Natoli received a Bachelors of Science in Economics from Randolph Macon College and earned his MBA from The George Washington University. Mr. Natoli has over 12 years of experience in the commodity markets holding trading and management positions at Chesapeake Investment Services. Mr. Natoli founded Zephyr Asset Management, a registered commodity trading advisor serving as Managing Director until starting Bluenose Capital Management.

Mr. Natoli is Series 3 (National Commodities Futures Representative) qualified. He lives in Davidsonville, Maryland with his wife and two daughters. Mr. Natoli is active in his community and coaches girls Travel soccer.