JPD Enterprises, Inc. : Perigord Partners TGV, LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since1/1995 Perigord Partners TGV, LP 5.60 - - - - - - 627.76 S&P 500 6.53 - - - - - - 762.98 +/- S&P 500 -0.93 - - - - - - -135.22 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% 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 -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 Show More 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 Show More 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 Show More 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. 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