Archipel Trading Inc. : STARS Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Since1/2008 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% 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 StrategyOur 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 ManagementFixed stops on each trade. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel