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RJ O'Brien - TrendTracker - Forex




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 - Forex
RJ O'Brien - TrendTracker - Forex S&P 500
Total Return 63.00%(7.29%)
Ann Return* 12.44%(1.80%)
Max Drawdown (%) (24.18%)(50.92%)
Max Drawdown (M) 416
Winning Months 1832
Losing Months 3218
% Profitable 36.00%64.00%
% Loss 64.00%36.00%
Avg. Win Month 11.23%2.73%
Avg. Lose Month (4.11%)(4.93%)
Sharpe Ratio 0.29(0.27)
Sortino Ratio 0.250.16
Sterling Ratio 0.63(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 - Forex S&P 500
2009 (3.68%)(2.96%)(3.62%)(2.04%)(8.86%)16.68%(4.22%)(6.14%)21.62%0.81%3.44%17.06%
2008 (2.97%)(8.30%)13.60%(11.29%)(1.74%)(2.47%)(10.81%)0.64%23.89%4.48%(1.23%)5.22%3.76%(36.99%)
2007 (10.82%)(0.41%)(0.23%)(0.79%)4.73%6.06%26.65%(0.08%)1.56%2.94%14.26%(0.76%)46.49%5.49%
2006 (0.10%)(0.69%)(17.34%)(6.08%)11.12%14.95%(1.75%)(6.05%)(3.68%)(3.40%)(3.36%)25.56%2.53%15.78%
2005 (0.10%)(5.56%)7.29%(0.10%)1.12%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.