Archipel Trading Inc. : STARS

archived programs
Year-to-Date
N / A
Oct Performance
5.00%
Min Investment
€ 25k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
64.11%
Sharpe (RFR=1%)
1.27
CAROR
-
Assets
€ 2.8M
Worst DD
-33.13
S&P Correlation
0.16

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Oct Qtr YTD 1yr 3yr 5yr 10yr Since
1/2008
STARS 5.00 - - - - - - 216.15
S&P 500 -1.98 - - - - - - 151.29
+/- S&P 500 6.98 - - - - - - 64.86

Strategy Description

Summary

-Archipel Trading Inc. is an alternative investment manager specializing in Managed Futures programs for qualified individuals and institutional investors seeking opportunities through a complete spectrum of global investment vehicles in commodity futures contracts and options.Read More

Account & Fees

Type Managed Account
Minimum Investment € 25k
Trading Level Incremental Increase € 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 25.00%
Average Commission $10.00
Available to US Investors

Subscriptions

High Water Mark Yes
Subscription Frequency Anytime
Redemption Frequency Anytime
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 1 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD -30.00%
Worst Peak-to-Trough 10.00%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 5.00%
1-30 Days
Intraday 95.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Counter-trend
70.00%
Option-writing
5.00%
Trend-following
25.00%
Strategy Pie Chart

Summary

-Archipel Trading Inc. is an alternative investment manager specializing in Managed Futures programs for qualified individuals and institutional investors seeking opportunities through a complete spectrum of global investment vehicles in commodity futures contracts and options.

Investment Strategy

Our system approach tries to anticipate market moves by watching the paper flow for the most traded futures and commodities (S&P 500 eMinis, Dow-Jones eMini, Nadaq eMini, Euro currency, 30-Year-Treasury Bonds, Crude Oil, Grains etc.). We have brokers and experts around the world that give us direct insights of support/resistance areas, shifts in paper flow and directional moves. This information is added to a chart-based decision process to create low risk, high reward trades.

Risk Management

Fixed stops on each trade.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-33.13 2 - 3/1/2009 5/1/2009
-21.79 3 1 11/1/2008 2/1/2009
-12.30 1 2 6/1/2008 7/1/2008
-5.20 1 1 1/1/0001 1/1/2008
-0.25 1 1 9/1/2008 10/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
127.93 5 2/1/2008 6/1/2008
46.33 1 3/1/2009 3/1/2009
38.72 2 8/1/2008 9/1/2008
36.42 3 6/1/2009 8/1/2009
4.35 1 1/1/2009 1/1/2009
3.74 1 11/1/2008 11/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-33.13 2 4/1/2009 5/1/2009
-20.16 1 2/1/2009 2/1/2009
-12.30 1 7/1/2008 7/1/2008
-6.12 1 12/1/2008 12/1/2008
-5.20 1 1/1/2008 1/1/2008
-0.25 1 10/1/2008 10/1/2008
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods20.0018.0015.009.00
Percent Profitable65.0072.2280.00100.00
Average Period Return7.0218.1936.7876.97
Average Gain16.8430.3349.1476.97
Average Loss-11.22-13.40-12.66
Best Period46.3359.63116.08181.12
Worst Period-29.93-29.79-23.461.17
Standard Deviation19.4526.1941.7065.05
Gain Standard Deviation15.6718.6336.8165.05
Loss Standard Deviation10.4712.1011.78
Sharpe Ratio (1%)0.360.680.871.17
Average Gain / Average Loss1.502.263.88
Profit / Loss Ratio2.795.8915.53
Downside Deviation (10%)8.969.598.021.52
Downside Deviation (5%)8.819.187.29
Downside Deviation (0%)8.779.087.11
Sortino Ratio (10%)0.741.774.2847.33
Sortino Ratio (5%)0.791.954.98
Sortino Ratio (0%)0.802.005.17

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.