Peregrine Asset Management Inc : Managed Futures Funds LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Performance Min Investment $ 50k Mgmt. Fee Perf. Fee 0% Annualized Vol 0.00% Sharpe (RFR=1%) 0.00 CAROR - Assets Worst DD N/A S&P Correlation 0.00 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. Strategy Description SummaryThe Fund LLC, is a multi-strategy, multi-advisor Futures Fund. Peregrine is the Fund Manager and is responsible for combining the trading programs of different Trading Advisors so that the combination of these programs results in overall returns that are non-correlated to traditional... Read More Account & Fees Type Fund Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee Performance Fee 0% Average Commission Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Monthly Redemption Frequency Monthly Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD -6.72% Worst Peak-to-Trough 6.72% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Spreading/hedging 17.00% Trend-following 33.00% Other 17.00% SummaryThe Fund LLC, is a multi-strategy, multi-advisor Futures Fund. Peregrine is the Fund Manager and is responsible for combining the trading programs of different Trading Advisors so that the combination of these programs results in overall returns that are non-correlated to traditional asset classes, while simultaneously limiting the Fund’s return volatility.Investment StrategyThe principal investment objectives of the Fund are to realize capital appreciation on its assets while seeking to manage risks associated with the Fund’s trading strategy. The Manager will attempt to accomplish the compound investment objective (capital appreciation and risk-management) by combining uncorrelated trading strategies which are also dissimilar as measured by market selection, market timing, directional positioning and position duration. The Fund’s Trading Advisors provide a diverse set of trading strategies which results in very little intra-portfolio correlation as well as little correlation to other asset classes. Because of the Fund’s diversity, the pro-forma returns to date have been profitable even through the difficult economic period of the last 24 months. 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 Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End Show More 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