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

/ JPS Capital Management / JPS Fund, LLC

JPS Capital Management : JPS Fund, LLC

Need help with terms?
archived programs
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 Since
7/2008
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.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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}}