Peregrine Asset Management Inc : Managed Futures Funds LLC

archived programsClosed to new investments
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

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

Summary

The 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%
Strategy Pie Chart

Summary

The 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 Strategy

The 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.

   

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
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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
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Consecutive Losses

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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.