JPD Enterprises, Inc. : Global Diversified Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Sep Qtr 2020 1yr 3yr 5yr 10yr Since6/1988 Global Diversified Program -1.38 - - - - - -12.22 499.89 S&P 500 2.97 - - - - - 68.81 1,259.21 +/- S&P 500 -4.35 - - - - - -81.03 -759.32 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% 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% 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel