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2100 Xenon - Managed Futures (2x)
| 2100 Xenon is a Chicago-based commodity trading adviser that provides diversified alternative investment strategies to the institutional and retail marketplace. 2100 Xenon is an affiliated asset manager within Old Mutual (US) Holdings, the U.S.-based asset management business of Old Mutual plc. Listed on the London Stock Exchange, Old Mutual plc is an international financial services company providing asset management, insurance and banking services worldwide.
The 2100 Xenon Managed Futures (2X) Program is a systematic, fully diversified managed futures strategy that invests in global equity, fixed income, currency, metals, energy, and commodity markets with an expected volatility of 15%-20% annualized. The Program uses experience-driven mathematical and statistical approaches to investment decision making and incorporates over 130 models to estimate signals across 34 markets worldwide. The investment team, led by CEO/CIO Jay Feuerstein, has three decades of global capital markets trading experience. |
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.
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| 2100 Xenon - Managed Futures (2x) |
S&P 500 |
| Total Return |
49.29% | (11.41%) |
| Ann Return* |
10.31% | (2.92%) |
| Max Drawdown (%) |
(18.04%) | (50.92%) |
| Max Drawdown (M) |
9 | 16 |
| Winning Months |
30 | 30 |
| Losing Months |
19 | 19 |
| % Profitable |
61.22% | 61.22% |
| % Loss |
38.78% | 38.78% |
| Avg. Win Month |
3.76% | 3.20% |
| Avg. Lose Month |
(3.51%) | (5.32%) |
| Sharpe Ratio |
0.46 | (0.28) |
| Sortino Ratio |
0.29 | 0.16 |
| Sterling Ratio |
0.57 | (0.06) |
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* Annualized Compounded Return for Performance Dates above
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| Monthly Performance (%) Net of Fees |
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sept |
Oct |
Nov |
Dec |
2100 Xenon - Managed Futures (2x) |
S&P 500 |
| 2010 | 0.04% | 0.23% | 1.94% | (2.14%) | 4.32% | (1.65%) | | | | | | | 2.63% | (6.64%) | | 2009 | 1.78% | (1.51%) | (6.91%) | (4.03%) | (3.44%) | (3.39%) | 1.87% | 1.37% | (1.00%) | (2.33%) | 3.51% | (3.22%) | (16.43%) | 26.47% | | 2008 | 12.35% | 9.95% | (0.99%) | (4.98%) | 1.15% | 3.22% | (7.60%) | (1.70%) | 1.84% | 19.44% | 3.09% | 3.63% | 43.21% | (36.99%) | | 2007 | 0.33% | (2.92%) | (1.14%) | 1.09% | 6.91% | 1.39% | (3.66%) | (8.14%) | 10.54% | 3.63% | 4.68% | 1.02% | 13.11% | 5.49% | | 2006 | | | | | | 3.59% | (5.93%) | 0.02% | 0.88% | 4.28% | 1.31% | 3.45% | 7.46% | 12.88% |
2100 Xenon - Managed Futures (2x) Disclosure Document
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