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Fall River Capital LLC - Global Strategies STD
| The Global Strategies Program is comprised of multiple systematic models ranging in trading time horizon from less than a week to over a year. The allocation between models is chosen with a view to capturing long term trends while utilizing shorter term counter-trend elements to minimize performance volatility and protect capital during reversals and choppy periods that tend to frustrate trend followers.
The Advisor's proprietary Exposure Management Algorithms constantly monitor risk and volatility on several levels, from the individual market to the entire portfolio, in an effort to obtain stable returns and risk over time and prevent larger than expected drawdowns. The Global Strategies Program trades over 60 listed futures markets worldwide. |
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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| Fall River Capital LLC - Global Strategies STD |
S&P 500 |
| Total Return |
46.81% | 13.30% |
| Ann Return* |
4.86% | 1.56% |
| Max Drawdown (%) |
(18.21%) | (50.92%) |
| Max Drawdown (M) |
14 | 16 |
| Winning Months |
49 | 62 |
| Losing Months |
48 | 35 |
| % Profitable |
50.52% | 63.92% |
| % Loss |
49.48% | 36.08% |
| Avg. Win Month |
2.72% | 2.88% |
| Avg. Lose Month |
(1.90%) | (4.45%) |
| Sharpe Ratio |
0.27 | (0.04) |
| Sortino Ratio |
0.15 | 0.16 |
| Sterling Ratio |
0.46 | (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 |
Fall River Capital LLC - Global Strategies STD |
S&P 500 |
| 2010 | (3.78%) | 0.94% | 4.10% | (1.00%) | (1.30%) | (2.55%) | | | | | | | (3.72%) | (6.64%) | | 2009 | (0.82%) | (1.68%) | 4.78% | (1.29%) | (2.20%) | 2.01% | (0.38%) | 0.14% | (1.47%) | (0.09%) | (2.90%) | (1.54%) | (5.53%) | 26.47% | | 2008 | 3.45% | 7.77% | (3.88%) | (2.60%) | 0.48% | 3.47% | (0.88%) | 1.49% | (0.57%) | 4.61% | (1.09%) | 0.79% | 13.20% | (36.99%) | | 2007 | 0.73% | 0.07% | (1.17%) | 4.27% | 0.16% | 1.89% | (1.69%) | (0.05%) | 6.14% | 4.85% | (2.00%) | (0.22%) | 13.35% | 5.49% | | 2006 | 3.64% | 0.17% | 5.25% | 1.18% | (2.26%) | (1.25%) | (2.38%) | 0.14% | (1.45%) | 1.18% | 3.38% | 0.56% | 8.13% | 15.78% | | 2005 | (5.24%) | (2.80%) | (1.95%) | (3.17%) | (2.34%) | 1.65% | (1.16%) | 4.58% | (0.60%) | 1.88% | 4.23% | 0.74% | (4.58%) | 4.90% | | 2004 | (0.09%) | 6.71% | 0.11% | (5.04%) | (2.68%) | (0.47%) | 0.97% | (3.35%) | 3.64% | (0.42%) | 3.58% | (0.19%) | 2.22% | 10.87% | | 2003 | 4.29% | 2.24% | (6.46%) | 0.51% | 2.06% | (2.44%) | (1.53%) | (0.49%) | 2.66% | 5.05% | (1.07%) | 2.50% | 6.96% | 28.67% | | 2002 | | | | | | 2.49% | 2.88% | 2.62% | 3.79% | (5.44%) | (1.56%) | 6.68% | 11.52% | (16.68%) |
Fall River Capital LLC - Global Strategies STD Disclosure Document
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