Brookhaven Strategies, LLC : Archimedes Advantage Fund LLC

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
8/2008
Archimedes Advantage Fund LLC 1.80 - - - - - -0.84 15.25
S&P 500 3.20 - - - - - 7.04 170.04
+/- S&P 500 -1.40 - - - - - -7.88 -154.79

Strategy Description

Summary

THE 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

Summary

THE 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 Strategy

The pool has a concentrated portfolio of diversified investment systematic trading strategies.

Risk Management

Risk 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.

   

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
-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
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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
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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
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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.