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Mobius Asset Management - Energy Weighted Program


The Mobius Asset Management Energy Trading Program combines both trend following and counter trend following within a systematic technical methodology. Trading decisions are driven by a proprietary multi-system approach that seeks to capture changes in short term and long-term price momentum. A strict money management discipline limits initial risk and manages ongoing risk. Each commodity traded has specific entry and exit points along with stop levels for existing positions that are updated daily.


The risk of loss in trading commodity futures and options is substantial. Before trading, you should carefully consider your financial position to determine if futures trading is appropriate for you. Past performance is not indicative of future results.


Mobius Asset Management - Energy Weighted Program
Mobius Asset Management - Energy Weighted Program S&P 500
Total Return 69.79%(4.68%)
Ann Return* 10.10%(0.87%)
Max Drawdown (%) (10.74%)(50.92%)
Max Drawdown (M) 616
Winning Months 4441
Losing Months 2225
% Profitable 66.67%62.12%
% Loss 33.33%37.88%
Avg. Win Month 2.19%2.81%
Avg. Lose Month (1.88%)(4.51%)
Sharpe Ratio 0.92(0.21)
Sortino Ratio 0.440.16
Sterling Ratio 0.96(0.06)
* Annualized Compounded Return for Performance Dates above


Monthly Performance (%) Net of Fees
  Jan Feb Mar Apr May Jun Jul Aug Sept Oct Nov Dec Mobius Asset Management - Energy Weighted Program S&P 500
2010 (1.68%)0.26%(1.44%)2.88%1.25%1.55%2.77%(6.64%)
2009 3.16%1.51%(1.11%)(1.22%)1.87%(0.15%)1.84%(2.21%)1.32%1.92%2.52%2.06%11.96%26.47%
2008 2.14%0.86%1.89%4.00%(0.48%)0.83%(1.32%)(0.97%)2.22%(2.67%)(1.80%)1.49%6.14%(36.99%)
2007 0.82%1.77%(0.66%)1.26%(1.00%)(2.26%)3.90%1.90%4.17%4.56%0.42%4.11%20.41%5.49%
2006 1.67%(3.40%)(1.09%)3.47%1.91%4.48%4.03%(3.40%)(1.70%)1.06%0.90%0.01%7.81%15.78%
2005 (2.01%)1.27%4.01%2.22%(1.15%)5.44%0.71%5.05%0.18%(5.91%)(3.72%)1.43%7.09%4.90%

Mobius Asset Management - Energy Weighted Program Disclosure Document


All Rights Reserved. Copyright © GT Futures Group, Inc. 2006.
Disclaimer:
THE RISK OF LOSS IN COMMODITY FUTURES TRADING CAN BE SUBSTANTIAL. THEREFORE, YOU SHOULD CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU AFTER YOU HAVE CAREFULLY REVIEWED YOUR FINANCIAL CONDITION.