JPD Enterprises, Inc. : Global Diversified Program

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	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%

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:

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:

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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	304.00	302.00	299.00	293.00	287.00	281.00	269.00	257.00	245.00
Percent Profitable	53.29	55.63	58.19	70.31	79.79	83.63	92.19	98.44	100.00
Average Period Return	0.68	1.98	3.90	7.78	12.00	16.66	25.44	35.03	46.51
Average Gain	3.53	6.57	9.57	13.34	16.53	20.95	27.94	35.62	46.51
Average Loss	-2.59	-3.77	-3.99	-5.36	-5.90	-5.28	-4.12	-2.02
Best Period	18.10	29.53	42.55	76.24	64.61	73.56	102.13	119.12	132.59
Worst Period	-10.72	-22.28	-22.59	-18.14	-14.55	-17.30	-12.24	-4.32	0.12
Standard Deviation	4.23	7.28	9.68	13.21	15.17	18.02	22.55	27.55	34.04
Gain Standard Deviation	3.46	6.19	8.68	11.81	13.48	16.48	21.69	27.37	34.04
Loss Standard Deviation	2.19	3.46	3.49	3.37	4.32	4.37	3.25	1.77
Sharpe Ratio (1%)	0.14	0.24	0.35	0.51	0.69	0.81	0.99	1.12	1.22
Average Gain / Average Loss	1.36	1.74	2.40	2.49	2.80	3.97	6.78	17.59
Profit / Loss Ratio	1.56	2.18	3.34	5.89	11.06	20.26	80.12	1112.72
Downside Deviation (10%)	2.53	4.05	4.77	6.05	6.68	7.25	7.76	7.54	7.36
Downside Deviation (5%)	2.35	3.53	3.67	3.92	3.85	3.44	2.23	0.83	0.56
Downside Deviation (0%)	2.31	3.40	3.42	3.45	3.28	2.76	1.45	0.32
Sortino Ratio (10%)	0.11	0.19	0.30	0.46	0.66	0.88	1.25	1.79	2.57
Sortino Ratio (5%)	0.25	0.49	0.93	1.73	2.73	4.25	10.07	37.18	73.75
Sortino Ratio (0%)	0.29	0.58	1.14	2.26	3.66	6.03	17.52	110.65

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.

Get Free Research Report on This CTA

Get additional information on JPD Enterprises, Inc., including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by JPD Enterprises, Inc.

Program Name	CAROR

IASG Activity

Blends 8
Portfolios 6
Watchlists 8

Find the right managed futures programs for you with our comprehensive free CTA database.

JPD Enterprises, Inc. : Global Diversified Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

JPD Enterprises, Inc. : Global Diversified Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: