Brookhaven Strategies, LLC : Archimedes Advantage Fund LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance 1.80% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 10.86% Sharpe (RFR=1%) 0.47 CAROR 5.65% Assets $ 1.0M Worst DD -10.37 S&P Correlation -0.13 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since8/2008 Archimedes Advantage Fund LLC 1.80 - - - - - 2.55 15.25 S&P 500 3.20 - - - - - 7.04 189.77 +/- S&P 500 -1.40 - - - - - -4.49 -174.52 Strategy Description SummaryTHE ARCHIMEDES ADVANTAGE FUND LLC is a commodity pool offering investors diversification through managed futures. The Fund invests with disciplined Commodity Trading Advisors (CTAs) using systematic strategies that can profit in both up and... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 10.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD 10.00% Worst Peak-to-Trough -4.27% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition SummaryTHE ARCHIMEDES ADVANTAGE FUND LLC is a commodity pool offering investors diversification through managed futures. The Fund invests with disciplined Commodity Trading Advisors (CTAs) using systematic strategies that can profit in both up and down markets. Risk is managed by a combination of thorough due diligence, diversification of strategies and markets, and well-defined risk controls employed by each CTA.Investment StrategyThe pool has a concentrated portfolio of diversified investment systematic trading strategies.Risk ManagementRisk is managed through a thorough due diligence process for manager selection and regular portfolio monitoring. Only managers with clearly defined risk management strategies are considered. 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 -10.37 10 - 5/1/2009 3/1/2010 -4.27 1 2 9/1/2008 10/1/2008 -2.89 2 2 1/1/2009 3/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 13.75 2 8/1/2008 9/1/2008 10.89 3 11/1/2008 1/1/2009 5.00 2 4/1/2009 5/1/2009 3.90 2 7/1/2010 8/1/2010 2.55 2 1/1/2011 2/1/2011 2.26 1 10/1/2010 10/1/2010 1.73 1 2/1/2010 2/1/2010 1.44 2 4/1/2010 5/1/2010 1.25 1 8/1/2009 8/1/2009 1.23 1 11/1/2009 11/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.24 1 3/1/2010 3/1/2010 -4.88 2 12/1/2009 1/1/2010 -4.27 1 10/1/2008 10/1/2008 -3.64 2 11/1/2010 12/1/2010 -2.89 2 2/1/2009 3/1/2009 -2.20 2 6/1/2009 7/1/2009 -1.88 1 9/1/2010 9/1/2010 -1.45 2 9/1/2009 10/1/2009 -0.07 1 6/1/2010 6/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods31.0029.0026.0020.0014.00 Percent Profitable54.8451.7246.1530.0021.43 Average Period Return0.510.901.35-0.18-1.03 Average Gain2.553.976.7711.2211.17 Average Loss-1.97-2.40-3.30-5.07-4.36 Best Period11.4310.8920.7520.4115.70 Worst Period-6.24-7.80-9.15-9.07-8.26 Standard Deviation3.144.377.038.727.49 Gain Standard Deviation2.523.596.417.157.51 Loss Standard Deviation1.672.133.142.382.18 Sharpe Ratio (1%)0.130.150.12-0.14-0.34 Average Gain / Average Loss1.291.662.052.212.56 Profit / Loss Ratio1.571.781.760.950.70 Downside Deviation (10%)1.932.904.808.6510.84 Downside Deviation (5%)1.752.333.565.435.51 Downside Deviation (0%)1.712.203.294.664.28 Sortino Ratio (10%)0.05-0.11-0.23-0.60-0.80 Sortino Ratio (5%)0.240.280.24-0.22-0.46 Sortino Ratio (0%)0.300.410.41-0.04-0.24 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