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RJ O'Brien - TrendTracker - Commodities




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.


RJ O'Brien - TrendTracker - Commodities
RJ O'Brien - TrendTracker - Commodities S&P 500
Total Return 176.60%(7.29%)
Ann Return* 27.66%(1.80%)
Max Drawdown (%) (33.11%)(50.92%)
Max Drawdown (M) 516
Winning Months 2332
Losing Months 2718
% Profitable 46.00%64.00%
% Loss 54.00%36.00%
Avg. Win Month 11.60%2.73%
Avg. Lose Month (4.77%)(4.93%)
Sharpe Ratio 0.56(0.27)
Sortino Ratio 0.470.16
Sterling Ratio 1.62(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 RJ O'Brien - TrendTracker - Commodities S&P 500
2009 (2.57%)1.26%(4.43%)(1.49%)0.57%(2.15%)(0.59%)0.59%5.64%(3.60%)(6.92%)17.06%
2008 11.73%31.74%0.83%4.35%(3.81%)0.14%3.45%(7.42%)(2.88%)13.40%(1.01%)(3.69%)50.02%(36.99%)
2007 29.97%(17.55%)(0.09%)7.55%(16.17%)(9.93%)42.97%(3.27%)(1.29%)28.86%18.94%4.70%90.46%5.49%
2006 3.34%0.62%0.31%9.26%9.39%(6.80%)(19.89%)(2.18%)37.14%(1.74%)(2.79%)(3.93%)14.58%15.78%
2005 (0.10%)(0.10%)(3.34%)(5.90%)(9.22%)2.91%


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.