JPD Enterprises, Inc. : Perigord Partners TGV, LP

archived programs
Year-to-Date
N / A
Dec Performance
5.60%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
22.00%
Annualized Vol
20.39%
Sharpe (RFR=1%)
0.66
CAROR
13.21%
Assets
$ 7.2M
Worst DD
-29.42
S&P Correlation
-0.02

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
1/1995
Perigord Partners TGV, LP 5.60 - - - - - 15.31 627.76
S&P 500 6.53 - - - - - -4.74 636.43
+/- S&P 500 -0.93 - - - - - 20.06 -8.67

Strategy Description

Account & Fees

Type Fund
Minimum Investment $ 50k
Trading Level Incremental Increase $ 20k
CTA Max Funding Factor 1.00
Management Fee 2.00%
Performance Fee 22.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency 15-30 Days
Investor Requirements Accredited Investors
Lock-up Period 0

Trading

Trading Frequency 1500 RT/YR/$M
Avg. Margin-to-Equity 24%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 1.00%
Systematic 99.00%

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
-29.42 22 8 9/1/1998 7/1/2000
-26.17 17 29 3/1/2004 8/1/2005
-20.23 4 3 6/1/1995 10/1/1995
-19.20 6 3 10/1/2001 4/1/2002
-15.22 1 7 1/1/1996 2/1/1996
-13.66 4 3 3/1/2001 7/1/2001
-11.82 1 6 7/1/1997 8/1/1997
-11.38 7 8 2/1/2008 9/1/2008
-10.74 3 2 2/1/1997 5/1/1997
-10.16 3 2 3/1/1998 6/1/1998
-7.87 2 7 11/1/2009 1/1/2010
-7.50 4 2 5/1/2003 9/1/2003
-7.45 1 2 2/1/2003 3/1/2003
-4.72 1 5 5/1/2009 6/1/2009
-4.21 1 1 11/1/1996 12/1/1996
-3.84 2 1 9/1/2002 11/1/2002
-3.37 1 1 10/1/2010 11/1/2010
-0.36 1 1 1/1/0001 1/1/1995
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Consecutive Gains

Run-up Length (Mos.) Start End
60.59 5 2/1/1995 6/1/1995
45.20 5 5/1/2002 9/1/2002
44.75 6 9/1/2007 2/1/2008
44.12 6 10/1/2000 3/1/2001
36.04 3 7/1/1998 9/1/1998
35.94 6 10/1/2003 3/1/2004
34.56 3 9/1/1996 11/1/1996
25.86 3 11/1/1995 1/1/1996
21.82 2 1/1/1997 2/1/1997
20.24 3 8/1/2001 10/1/2001
19.88 5 6/1/2010 10/1/2010
18.33 3 4/1/2007 6/1/2007
16.90 2 6/1/1997 7/1/1997
16.40 2 3/1/1996 4/1/1996
15.32 3 3/1/2006 5/1/2006
15.00 3 12/1/2002 2/1/2003
14.78 4 12/1/1997 3/1/1998
12.96 5 9/1/2005 1/1/2006
11.88 3 10/1/2008 12/1/2008
10.38 4 8/1/2004 11/1/2004
9.20 2 4/1/2003 5/1/2003
7.42 1 2/1/1999 2/1/1999
7.07 1 5/1/2009 5/1/2009
6.49 2 5/1/2005 6/1/2005
5.60 1 12/1/2010 12/1/2010
4.73 2 10/1/2006 11/1/2006
4.70 2 5/1/2008 6/1/2008
4.52 1 8/1/2000 8/1/2000
4.36 1 11/1/2009 11/1/2009
4.14 1 6/1/1999 6/1/1999
4.08 1 4/1/1999 4/1/1999
4.00 1 9/1/1997 9/1/1997
3.67 1 3/1/2002 3/1/2002
3.42 3 2/1/2010 4/1/2010
3.27 3 7/1/2009 9/1/2009
2.85 1 3/1/2000 3/1/2000
2.67 3 11/1/1999 1/1/2000
2.52 1 5/1/1998 5/1/1998
2.15 1 2/1/2005 2/1/2005
2.04 1 12/1/1998 12/1/1998
1.78 2 8/1/1999 9/1/1999
0.20 1 8/1/2006 8/1/2006
0.03 1 7/1/1996 7/1/1996
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Consecutive Losses

Run-up Length (Mos.) Start End
-20.23 4 7/1/1995 10/1/1995
-17.92 4 11/1/2001 2/1/2002
-17.00 4 4/1/2000 7/1/2000
-15.22 1 2/1/1996 2/1/1996
-14.33 4 4/1/2004 7/1/2004
-13.66 4 4/1/2001 7/1/2001
-12.42 2 3/1/2005 4/1/2005
-11.82 1 8/1/1997 8/1/1997
-11.26 2 7/1/2007 8/1/2007
-11.17 4 12/1/2006 3/1/2007
-10.88 3 7/1/2008 9/1/2008
-10.74 3 3/1/1997 5/1/1997
-10.41 2 12/1/2004 1/1/2005
-10.37 2 6/1/2006 7/1/2006
-10.06 2 10/1/1998 11/1/1998
-8.53 2 7/1/2005 8/1/2005
-8.11 1 4/1/1998 4/1/1998
-7.89 1 10/1/1999 10/1/1999
-7.87 2 12/1/2009 1/1/2010
-7.50 4 6/1/2003 9/1/2003
-7.45 1 3/1/2003 3/1/2003
-6.59 1 5/1/1999 5/1/1999
-6.05 1 3/1/1999 3/1/1999
-5.22 2 5/1/1996 6/1/1996
-5.05 1 4/1/2002 4/1/2002
-5.03 2 3/1/2008 4/1/2008
-4.72 1 6/1/2009 6/1/2009
-4.63 1 6/1/1998 6/1/1998
-4.38 4 1/1/2009 4/1/2009
-4.27 1 9/1/2000 9/1/2000
-4.21 1 12/1/1996 12/1/1996
-4.05 1 2/1/2006 2/1/2006
-3.84 2 10/1/2002 11/1/2002
-3.49 1 7/1/1999 7/1/1999
-3.37 1 11/1/2010 11/1/2010
-3.36 1 1/1/1999 1/1/1999
-3.00 2 10/1/1997 11/1/1997
-2.33 1 10/1/2009 10/1/2009
-1.79 1 2/1/2000 2/1/2000
-0.98 1 8/1/1996 8/1/1996
-0.93 1 5/1/2010 5/1/2010
-0.36 1 1/1/1995 1/1/1995
-0.34 1 9/1/2006 9/1/2006
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods192.00190.00187.00181.00175.00169.00157.00145.00133.00
Percent Profitable57.2958.4258.2971.2781.7182.8489.17100.00100.00
Average Period Return1.213.686.6312.6518.9126.2038.9648.5159.35
Average Gain5.1210.6815.5121.2725.4233.2444.6448.5159.35
Average Loss-4.09-6.16-5.78-8.74-10.16-7.78-7.82
Best Period21.6841.8560.0171.5774.25112.29138.93179.29157.11
Worst Period-15.22-17.74-19.20-20.67-25.77-29.38-23.160.5312.45
Standard Deviation5.8811.3614.9519.2821.4728.5634.1233.4726.31
Gain Standard Deviation4.259.6213.3215.7817.8026.1431.6533.4726.31
Loss Standard Deviation2.943.824.785.808.347.616.39
Sharpe Ratio (1%)0.190.300.410.600.810.851.051.332.06
Average Gain / Average Loss1.251.732.682.432.504.275.71
Profit / Loss Ratio1.702.443.756.0411.1820.6247.03
Downside Deviation (10%)3.485.366.168.028.518.589.024.452.76
Downside Deviation (5%)3.314.805.086.066.105.114.130.29
Downside Deviation (0%)3.264.664.835.605.594.473.28
Sortino Ratio (10%)0.230.460.670.951.331.862.576.0611.50
Sortino Ratio (5%)0.340.711.211.922.854.738.71151.42
Sortino Ratio (0%)0.370.791.372.263.395.8611.87

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.