JPS Capital Management : JPS Fund, LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 3.93% Min Investment $ 500k Mgmt. Fee 0% Perf. Fee 35.00% Annualized Vol 54.71% Sharpe (RFR=1%) -0.97 CAROR - Assets $ 2.8M Worst DD -74.18 S&P Correlation 0.29 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 Since7/2008 JPS Fund, LLC 3.93 - - - - - - -66.24 S&P 500 1.78 - - - - - - 220.30 +/- S&P 500 2.15 - - - - - - -286.54 Strategy Description Summary-The Fund?s investment objective is to generate an above-average return on capital in all market conditions while reducing overall risk exposure to underlying financial market movements. The Fund will invest its assets primarily pursuant to the JLD Institutional Program, which is an... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 35.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Anytime Redemption Frequency Anytime Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 48000 RT/YR/$M Avg. Margin-to-Equity 60% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-The Fund?s investment objective is to generate an above-average return on capital in all market conditions while reducing overall risk exposure to underlying financial market movements. The Fund will invest its assets primarily pursuant to the JLD Institutional Program, which is an options writing program for the generation of income in stock index, financial and agricultural commodity options contracts. 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 -74.18 12 - 8/1/2008 8/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.67 3 1/1/2009 3/1/2009 16.20 4 9/1/2009 12/1/2009 12.53 2 7/1/2008 8/1/2008 2.80 1 6/1/2009 6/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -67.64 4 9/1/2008 12/1/2008 -22.70 2 4/1/2009 5/1/2009 -19.47 2 7/1/2009 8/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods18.0016.0013.007.00 Percent Profitable55.5637.507.690.00 Average Period Return-4.32-14.94-26.37-42.99 Average Gain5.4111.879.72 Average Loss-16.49-31.02-29.38-42.99 Best Period19.3924.679.72-7.31 Worst Period-49.41-65.44-63.58-74.18 Standard Deviation15.7927.3123.8827.95 Gain Standard Deviation5.257.75 Loss Standard Deviation16.3121.0722.2227.95 Sharpe Ratio (1%)-0.28-0.56-1.13-1.57 Average Gain / Average Loss0.330.380.33 Profit / Loss Ratio0.410.230.03 Downside Deviation (10%)15.1729.9936.8054.53 Downside Deviation (5%)15.0129.3435.2451.04 Downside Deviation (0%)14.9729.1734.8550.18 Sortino Ratio (10%)-0.31-0.54-0.78-0.88 Sortino Ratio (5%)-0.29-0.52-0.76-0.86 Sortino Ratio (0%)-0.29-0.51-0.76-0.86 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