JPD Enterprises, Inc. : Global Diversified Program

archived programs
Year-to-Date
N / A
Sep Performance
-1.38%
Min Investment
$ 3,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
14.66%
Sharpe (RFR=1%)
0.49
CAROR
7.33%
Assets
$ 10.5M
Worst DD
-25.22
S&P Correlation
-0.07

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
6/1988
Global Diversified Program -1.38 - - - - - -5.30 499.89
S&P 500 2.97 - - - - - 68.81 1,166.66
+/- S&P 500 -4.35 - - - - - -74.11 -666.77

Strategy Description

Account & Fees

Type Managed Account
Minimum Investment $ 3,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 1.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 2500 RT/YR/$M
Avg. Margin-to-Equity 12%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 50.00%
1-30 Days 50.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
5.00%
Technical
95.00%
Strategy Pie Chart

Composition

Interest Rates
21.00%
Currency Futures
16.00%
Grains
16.00%
Industrial Metals
11.00%
Energy
11.00%
Softs
11.00%
Stock Indices
8.00%
Livestock
6.00%
Composition Pie Chart
   

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
-25.22 5 6 5/1/1989 10/1/1989
-21.31 5 19 12/1/1991 5/1/1992
-17.37 22 15 9/1/1998 7/1/2000
-15.35 4 5 6/1/1994 10/1/1994
-15.01 25 - 8/1/2011 9/1/2013
-13.78 17 29 3/1/2004 8/1/2005
-13.15 9 4 11/1/1990 8/1/1991
-13.13 4 12 6/1/1995 10/1/1995
-10.31 6 3 10/1/2001 4/1/2002
-8.70 1 2 4/1/1990 5/1/1990
-8.19 2 1 12/1/1993 2/1/1994
-6.96 3 2 2/1/1997 5/1/1997
-6.36 7 8 2/1/2008 9/1/2008
-6.00 1 6 7/1/1997 8/1/1997
-5.98 4 1 12/1/1988 4/1/1989
-5.61 3 2 3/1/1998 6/1/1998
-4.16 2 2 4/1/2011 6/1/2011
-4.01 2 7 11/1/2009 1/1/2010
-3.92 4 1 5/1/2003 9/1/2003
-3.87 1 2 2/1/2003 3/1/2003
-2.42 1 1 11/1/1996 12/1/1996
-2.39 1 5 5/1/2009 6/1/2009
-2.21 2 1 9/1/2002 11/1/2002
-1.80 1 1 10/1/2010 11/1/2010
-1.60 1 1 2/1/2011 3/1/2011
-1.30 1 1 6/1/1988 7/1/1988
-0.10 1 1 9/1/1988 10/1/1988
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Consecutive Gains

Run-up Length (Mos.) Start End
41.82 4 3/1/1994 6/1/1994
37.18 6 6/1/1990 11/1/1990
36.49 5 2/1/1995 6/1/1995
21.99 3 2/1/1990 4/1/1990
21.88 5 5/1/2002 9/1/2002
21.41 6 9/1/2007 2/1/2008
20.05 6 10/1/2000 3/1/2001
19.41 3 6/1/1992 8/1/1992
18.57 2 11/1/1991 12/1/1991
18.18 6 10/1/2003 3/1/2004
18.18 3 7/1/1998 9/1/1998
18.15 4 2/1/1993 5/1/1993
17.91 2 11/1/1989 12/1/1989
16.93 3 9/1/1996 11/1/1996
13.31 3 11/1/1995 1/1/1996
13.30 1 6/1/1988 6/1/1988
12.69 1 5/1/1989 5/1/1989
12.04 2 11/1/1993 12/1/1993
11.44 2 1/1/1997 2/1/1997
11.43 1 7/1/1993 7/1/1993
10.96 2 11/1/1988 12/1/1988
10.36 2 11/1/1994 12/1/1994
9.94 3 8/1/2001 10/1/2001
9.87 5 6/1/2010 10/1/2010
9.19 2 6/1/1997 7/1/1997
8.81 3 4/1/2007 6/1/2007
8.43 3 3/1/2006 5/1/2006
7.82 3 12/1/2002 2/1/2003
7.16 2 3/1/1996 4/1/1996
7.00 1 3/1/1991 3/1/1991
6.94 5 11/1/1997 3/1/1998
6.29 3 10/1/2008 12/1/2008
6.02 5 9/1/2005 1/1/2006
5.88 2 8/1/1988 9/1/1988
5.88 1 9/1/1991 9/1/1991
5.68 2 7/1/2011 8/1/2011
5.29 4 8/1/2004 11/1/2004
4.95 1 3/1/1989 3/1/1989
4.60 2 4/1/2003 5/1/2003
4.24 3 12/1/2010 2/1/2011
3.46 1 5/1/2009 5/1/2009
3.44 1 2/1/1999 2/1/1999
3.40 1 6/1/1991 6/1/1991
2.90 1 5/1/2012 5/1/2012
2.90 2 5/1/2005 6/1/2005
2.57 2 5/1/2008 6/1/2008
2.45 2 10/1/2006 11/1/2006
2.40 1 4/1/2011 4/1/2011
2.30 1 7/1/2012 7/1/2012
2.25 1 4/1/1999 4/1/1999
2.16 1 11/1/2009 11/1/2009
2.13 1 8/1/2000 8/1/2000
1.97 1 6/1/1999 6/1/1999
1.86 1 9/1/1997 9/1/1997
1.79 1 3/1/2002 3/1/2002
1.69 3 2/1/2010 4/1/2010
1.62 3 7/1/2009 9/1/2009
1.40 1 11/1/1992 11/1/1992
1.38 1 9/1/1994 9/1/1994
1.33 1 3/1/2000 3/1/2000
1.24 3 11/1/1999 1/1/2000
1.09 1 12/1/1998 12/1/1998
1.02 1 2/1/2005 2/1/2005
1.00 1 5/1/1998 5/1/1998
0.80 2 12/1/2012 1/1/2013
0.80 2 8/1/1999 9/1/1999
0.10 1 12/1/2011 12/1/2011
0.10 1 4/1/2013 4/1/2013
0.08 1 7/1/1989 7/1/1989
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Consecutive Losses

Run-up Length (Mos.) Start End
-22.28 3 8/1/1989 10/1/1989
-21.31 5 1/1/1992 5/1/1992
-13.13 4 7/1/1995 10/1/1995
-12.52 2 7/1/1994 8/1/1994
-9.67 2 9/1/1992 10/1/1992
-9.62 4 11/1/2001 2/1/2002
-9.26 3 8/1/1993 10/1/1993
-8.78 4 4/1/2000 7/1/2000
-8.70 1 5/1/1990 5/1/1990
-8.19 2 1/1/1994 2/1/1994
-8.11 4 4/1/2004 7/1/2004
-8.03 3 12/1/1990 2/1/1991
-7.80 2 7/1/1991 8/1/1991
-7.71 1 1/1/1995 1/1/1995
-7.42 2 4/1/1991 5/1/1991
-7.21 4 4/1/2001 7/1/2001
-6.96 3 3/1/1997 5/1/1997
-6.90 1 6/1/1993 6/1/1993
-6.63 1 2/1/1996 2/1/1996
-6.07 3 7/1/2008 9/1/2008
-6.00 1 8/1/1997 8/1/1997
-6.00 4 12/1/2006 3/1/2007
-5.93 4 6/1/2006 9/1/2006
-5.91 2 3/1/2005 4/1/2005
-5.88 2 7/1/2007 8/1/2007
-5.81 2 10/1/1998 11/1/1998
-5.77 2 12/1/1992 1/1/1993
-5.65 5 5/1/2013 9/1/2013
-5.46 2 1/1/1989 2/1/1989
-5.39 2 12/1/2004 1/1/2005
-5.24 1 4/1/1989 4/1/1989
-5.02 4 8/1/2012 11/1/2012
-4.55 1 10/1/1994 10/1/1994
-4.34 1 4/1/1998 4/1/1998
-4.31 1 10/1/1999 10/1/1999
-4.16 2 5/1/2011 6/1/2011
-4.01 2 12/1/2009 1/1/2010
-3.92 4 6/1/2003 9/1/2003
-3.87 1 3/1/2003 3/1/2003
-3.87 1 6/1/1989 6/1/1989
-3.86 3 9/1/2011 11/1/2011
-3.69 2 7/1/2005 8/1/2005
-3.56 1 5/1/1999 5/1/1999
-3.40 1 6/1/2012 6/1/2012
-3.29 4 5/1/1996 8/1/1996
-3.21 1 3/1/1999 3/1/1999
-2.81 2 3/1/2008 4/1/2008
-2.59 4 1/1/2012 4/1/2012
-2.51 1 4/1/2002 4/1/2002
-2.42 1 12/1/1996 12/1/1996
-2.39 1 6/1/2009 6/1/2009
-2.30 1 6/1/1998 6/1/1998
-2.26 1 2/1/2006 2/1/2006
-2.21 2 10/1/2002 11/1/2002
-2.18 4 1/1/2009 4/1/2009
-2.00 1 9/1/2000 9/1/2000
-1.96 1 7/1/1999 7/1/1999
-1.80 1 11/1/2010 11/1/2010
-1.79 1 1/1/1999 1/1/1999
-1.67 1 10/1/1997 10/1/1997
-1.60 1 3/1/2011 3/1/2011
-1.40 2 2/1/2013 3/1/2013
-1.30 1 7/1/1988 7/1/1988
-1.17 1 10/1/2009 10/1/2009
-0.90 1 1/1/1990 1/1/1990
-0.82 1 2/1/2000 2/1/2000
-0.47 1 5/1/2010 5/1/2010
-0.40 1 10/1/1991 10/1/1991
-0.10 1 10/1/1988 10/1/1988
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods304.00302.00299.00293.00287.00281.00269.00257.00245.00
Percent Profitable53.2955.6358.1970.3179.7983.6392.1998.44100.00
Average Period Return0.681.983.907.7812.0016.6625.4435.0346.51
Average Gain3.536.579.5713.3416.5320.9527.9435.6246.51
Average Loss-2.59-3.77-3.99-5.36-5.90-5.28-4.12-2.02
Best Period18.1029.5342.5576.2464.6173.56102.13119.12132.59
Worst Period-10.72-22.28-22.59-18.14-14.55-17.30-12.24-4.320.12
Standard Deviation4.237.289.6813.2115.1718.0222.5527.5534.04
Gain Standard Deviation3.466.198.6811.8113.4816.4821.6927.3734.04
Loss Standard Deviation2.193.463.493.374.324.373.251.77
Sharpe Ratio (1%)0.140.240.350.510.690.810.991.121.22
Average Gain / Average Loss1.361.742.402.492.803.976.7817.59
Profit / Loss Ratio1.562.183.345.8911.0620.2680.121112.72
Downside Deviation (10%)2.534.054.776.056.687.257.767.547.36
Downside Deviation (5%)2.353.533.673.923.853.442.230.830.56
Downside Deviation (0%)2.313.403.423.453.282.761.450.32
Sortino Ratio (10%)0.110.190.300.460.660.881.251.792.57
Sortino Ratio (5%)0.250.490.931.732.734.2510.0737.1873.75
Sortino Ratio (0%)0.290.581.142.263.666.0317.52110.65

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.