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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. FUTURES
TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK, AND IS NOT SUITABLE
FOR ALL INVESTORS.
These trading programs are only available to Qualified Eligible Persons
("QEPS")
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Performance Record of the program: Trading Edge Select
All figures represent Rate Of Return, and reflect all the charges
applied to the accounts, including 2% Management Fee, and 20% Incentive
Fee. Inception of trading of the program: November 1, 2009. Performance
from November 2009 to April 2011 represents trading in a proprietary
account with all the fees deducted on pro-forma basis.
| |
Rate of Return |
Month |
2012 |
2011 |
2010 |
2009 |
| January |
6.81% |
0.81% |
6.44% |
|
| February |
|
3.27% |
0.57% |
|
| March |
|
3.59% |
-5.46% |
|
| April |
|
-8.31% |
2.71% |
|
| May |
|
8.06% |
-9.70% |
|
| June |
|
1.54% |
10.78% |
|
| July |
|
3.52% |
-0.95% |
|
| August |
|
-12.79% |
-3.26% |
|
| September |
|
15.49% |
0.86% |
|
| October |
|
5.95% |
5.67% |
|
| November |
|
0.82%* |
1.18% |
0.44% |
| December |
|
6.04%* |
1.33% |
3.61% |
Year |
6.81% |
28.14% |
8.87% |
4.07% |
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|
Performance
Record of the program: Trading Edge
ST
All figures represent Rate Of Return, and reflect all the charges
applied to the accounts, including 2% Management Fee, and 20% Incentive
Fee. Inception of trading of the program: October 10, 2008.
| |
Rate of Return |
Month |
2012 |
2011 |
2010 |
2009 |
2008 |
| January |
0.27% |
1.37% |
5.90% |
4.61% |
|
| February |
|
0.89% |
0.53% |
-7.71% |
|
| March |
|
-2.94% |
-2.23% |
-1.56% |
|
| April |
|
-4.19% |
4.65% |
-1.47% |
|
| May |
|
4.90% |
-3.67% |
-3.16% |
|
| June |
|
0.95% |
5.34% |
0.22% |
|
| July |
|
2.45% |
-3.31% |
-9.57% |
|
| August |
|
-6.72% |
1.03% |
2.55% |
|
| September |
|
9.05% |
1.51% |
1.78% |
|
| October |
|
3.51% |
2.94% |
-10.44% |
5.58% |
| November |
|
0.49% |
3.55% |
1.01% |
4.85% |
| December |
|
3.63% |
3.00% |
3.85% |
3.01% |
Year |
0.27% |
13.14% |
20.34% |
-19.41% |
14.03% |
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| Performance
Record of the program: Trading Edge
LT
All figures represent Rate Of Return, and reflect all the charges
applied to the accounts, including Management and Incentive Fees.
Inception of trading of the program: June 15, 2007.
| |
Rate of Return |
Month |
2012 |
2011 |
2010 |
2009 |
2008 |
2007 |
| January |
0.14%* |
0.60% |
3.66% |
3.02% |
2.27% |
|
| February |
|
0.85% |
0.18% |
-5.21% |
3.22% |
|
| March |
|
-2.88% |
-1.53% |
-1.49% |
2.68% |
|
| April |
|
-2.28% |
1.87% |
-1.60% |
1.08% |
|
| May |
|
2.12% |
-3.24% |
-1.79% |
2.31% |
|
| June |
|
0.19% |
2.09% |
0.02% |
-3.97% |
2.83% |
| July |
|
0.63% |
-1.87% |
-5.68% |
3.02% |
-3.12% |
| August |
|
-4.85% |
-1.34% |
1.44% |
2.64% |
-6.17% |
| September |
|
4.54% |
0.43% |
0.01% |
-6.44% |
1.18% |
| October |
|
1.84% |
1.12% |
-6.35% |
-12.92% |
-4.61% |
| November |
|
0.25%* |
1.98% |
0.36% |
2.01% |
4.54% |
| December |
|
1.81%* |
1.47% |
2.41% |
2.00% |
3.68% |
Year |
0.14% |
2.50% |
4.69% |
-14.37% |
-3.53% |
-2.21% |
|
|
Performance
Record of the program: Trading Edge
All figures represent Rate Of Return, and reflect all the charges
applied to the accounts, including 2% Management Fee, and 20% Incentive
Fee. Inception of trading of the program: June 1, 2006.
| |
Rate of Return |
Month |
2012 |
2011 |
2010 |
2009 |
2008 |
2007 |
2006 |
| January |
7.22% |
2.05% |
10.51% |
10.22% |
5.07% |
18.14% |
|
| February |
|
1.62% |
1.17% |
-17.59% |
11.53% |
-8.32% |
|
| March |
|
-6.34% |
-4.75% |
-2.94% |
11.06% |
-14.40% |
|
| April |
|
-7.97% |
7.29% |
-2.74% |
6.05% |
-12.64% |
|
| May |
|
10.47% |
-7.94% |
-6.28% |
11.07% |
10.45% |
|
| June |
|
0.81% |
10.83% |
0.68% |
-13.92% |
-9.36% |
16.08% |
| July |
|
3.80% |
-6.62% |
-18.21% |
11.43% |
-14.62% |
17.92% |
| August |
|
-14.75% |
0.88% |
5.61% |
10.62% |
-22.80% |
14.28% |
| September |
|
14.53% |
2.90% |
4.74% |
-26.39% |
4.08% |
12.94% |
| October |
|
8.39% |
5.78% |
-18.32% |
-44.08% |
-17.38% |
16.38% |
| November |
|
0.98%* |
6.78% |
2.03% |
10.07% |
10.66% |
18.78% |
| December |
|
7.25%* |
6.09% |
7.52% |
10.04% |
10.41% |
14.59% |
Year |
7.22% |
18.43% |
35.41% |
-34.41% |
-18.97% |
-43.88% |
179.86% |
|
* Because all managed accounts which followed Trading
Edge Select, Trading Edge, and Trading Edge LT strategies used MF
Global as a custodian and thus could not be traded in November and
December 2011, performances for Trading Edge Select, Trading Edge,
and Trading Edge LT strategies were calculated for November and
December 2011 (and January 2012 for Trading Edge LT) pro forma based
on the actual performance of Trading Edge ST strategy (which employed
Open E Cry, LLC as a custodian). Pro forma calculations used
the following facts: (1) since April 2011, all 4 SIM's
strategies have used the same signals and made the same trades;
(2) the only difference between the 4 SIM's strategies is the
employed leverage: Trading Edge trades 1 e-mini contract per $15K
of equity, Trading Edge ST - 1 contract per $30K of equity, Trading
Edge LT - 1 contract per $60K of equity, and Trading Edge Select
- 1 contract per $18K. The slight variation in performance could
be only possible due to some differences in commissions and fees
paid and the account sizes, but it would not affect the results
substantially.
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| Firm's
Assets Under Management Record
(AUM includes notional funding)
|
| |
Firm's Assets Under
Management ( US$, Million) |
Month |
2012 |
2011 |
2010 |
2009 |
2008 |
2007 |
2006 |
| January |
5.1 |
4.6 |
3.4 |
3.6 |
2.0 |
5.1 |
|
| February |
|
4.6 |
3.7 |
4.2 |
2.7 |
8.8 |
|
| March |
|
4.6 |
4.0 |
4.0 |
3.1 |
7.8 |
|
| April |
|
4.7 |
4.3 |
3.7 |
3.2 |
5.3 |
|
| May |
|
4.7 |
4.3 |
3.6 |
3.9 |
5.0 |
0.1 |
| June |
|
4.7 |
4.3 |
3.4 |
4.7 |
2.7 |
0.1 |
| July |
|
4.7 |
4.3 |
2.8 |
4.9 |
3.1 |
0.1 |
| August |
|
4.7 |
4.3 |
2.8 |
5.6 |
2.2 |
0.1 |
| September |
|
4.7 |
4.3 |
2.8 |
5.3 |
2.2 |
0.2 |
| October |
|
4.8 |
4.3 |
2.8 |
4.0 |
2.1 |
0.2 |
| November |
|
4.8 |
4.3 |
2.8 |
3.8 |
2.0 |
1.4 |
| December |
|
4.8 |
4.3 |
2.8 |
3.3 |
2.0 |
3.0 |
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