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Northfield Trading - Diversified
| Northfield is a 100% systematic Commodity Trading Advisor that evolved from a software firm in 1989. Northfield's Diversified Program is an absolute return strategy that seeks to profit from both up and down price movements in the global financial and commodity markets. The Program employs a multi-system approach that participates in
both intermediate and short-term time frames, with an average holding period of 10 days.
Designed specifically not to be trend dependent, the Program trades a diversified portfolio of up to 50 of the most liquid and transparent global markets, with a primary focus on stock indexes, interest rates, currencies and energy markets. The Program incorporates dynamic money management techniques which include automated scaling back of positions and systematic profit-taking when pre-set levels of risk are exceeded in the portfolio. |
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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| Northfield Trading - Diversified |
S&P 500 |
| Total Return |
518.85% | 409.96% |
| Ann Return* |
9.07% | 8.07% |
| Max Drawdown (%) |
(27.04%) | (50.92%) |
| Max Drawdown (M) |
13 | 16 |
| Winning Months |
138 | 160 |
| Losing Months |
113 | 92 |
| % Profitable |
54.76% | 63.49% |
| % Loss |
44.84% | 36.51% |
| Avg. Win Month |
3.64% | 3.30% |
| Avg. Lose Month |
(2.62%) | (3.70%) |
| Sharpe Ratio |
0.35 | 0.28 |
| Sortino Ratio |
0.20 | 0.16 |
| Sterling Ratio |
0.84 | (0.06) |
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* Annualized Compounded Return for Performance Dates above
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| Monthly Performance (%) Net of Fees |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sept |
Oct |
Nov |
Dec |
Northfield Trading - Diversified |
S&P 500 |
| 2010 | (1.50%) | 0.60% | (3.60%) | (2.40%) | 8.10% | (0.07%) | | | | | | | 0.71% | (6.64%) | | 2009 | 0.45% | 0.02% | (0.90%) | (1.20%) | (0.26%) | (2.23%) | 0.56% | 2.19% | 1.28% | (1.23%) | (0.12%) | (3.14%) | (4.60%) | 26.47% | | 2008 | 0.57% | 0.87% | 2.65% | (0.86%) | 2.53% | 2.86% | 1.28% | 1.78% | (0.17%) | 3.56% | (0.09%) | (1.34%) | 14.37% | (36.99%) | | 2007 | 1.38% | (0.23%) | (4.03%) | 2.56% | 9.07% | 4.15% | 3.14% | (0.70%) | 5.05% | 2.06% | 2.87% | (2.73%) | 24.26% | 5.49% | | 2006 | 2.02% | (1.84%) | 1.08% | 6.33% | (1.48%) | (3.20%) | (3.04%) | 1.50% | 1.44% | (0.90%) | 1.72% | (0.49%) | 2.79% | 15.78% | | 2005 | (0.90%) | 0.30% | (0.20%) | 0.10% | 4.60% | 3.50% | 2.00% | 1.40% | (2.70%) | (0.90%) | 4.10% | (2.50%) | 8.82% | 4.90% | | 2004 | (0.70%) | (0.90%) | (2.60%) | 3.80% | (0.80%) | (4.00%) | (1.30%) | 2.60% | (3.00%) | 4.30% | 2.80% | (1.90%) | (2.11%) | 10.87% | | 2003 | (3.70%) | (0.20%) | (0.50%) | (0.60%) | 5.00% | 0.40% | (3.90%) | 1.50% | (0.50%) | (3.30%) | (3.00%) | (0.20%) | (8.96%) | 28.67% | | 2002 | 2.30% | (8.50%) | 11.50% | 0.80% | (4.60%) | 6.00% | (1.60%) | 1.90% | 1.10% | 0.20% | (1.00%) | 2.00% | 9.12% | (22.09%) | | 2001 | (1.70%) | (2.30%) | 4.80% | (1.70%) | (2.80%) | (2.00%) | (0.50%) | 4.40% | (0.40%) | 2.40% | (11.60%) | (3.50%) | (14.82%) | (11.88%) | | 2000 | 4.20% | 2.00% | 0.30% | (1.70%) | (3.00%) | (4.70%) | (1.40%) | 3.30% | 1.80% | 3.70% | 4.20% | 9.10% | 18.41% | (9.10%) | | 1999 | (4.89%) | (1.41%) | 0.87% | 5.67% | (2.11%) | 4.20% | 3.80% | 0.50% | 1.40% | 4.90% | 0.50% | (0.20%) | 13.46% | 21.04% | | 1998 | (0.74%) | (2.40%) | (1.47%) | (4.83%) | (0.33%) | 0.23% | (1.53%) | 11.16% | 4.19% | (2.03%) | 5.27% | 0.26% | 7.02% | 28.58% | | 1997 | 2.39% | 1.86% | (0.49%) | (2.74%) | 2.97% | (2.56%) | 2.37% | (1.25%) | 0.49% | (2.23%) | (0.37%) | 2.27% | 2.49% | 33.35% | | 1996 | 3.70% | (2.10%) | 5.50% | 5.40% | 0.14% | (1.37%) | 0.56% | (0.09%) | 2.08% | 2.56% | 3.03% | (2.08%) | 18.32% | 22.94% | | 1995 | 0.50% | (0.30%) | 1.40% | 1.40% | 1.80% | (3.60%) | 0.80% | 0.60% | 0.00% | (7.70%) | 3.80% | 11.00% | 9.03% | 37.54% | | 1994 | (1.00%) | (5.60%) | (1.00%) | 6.90% | 2.70% | 9.90% | (1.60%) | (7.50%) | 1.70% | 1.40% | 5.70% | 2.90% | 13.97% | 1.31% | | 1993 | (9.80%) | 0.90% | 1.20% | 0.30% | (2.20%) | 7.10% | 1.10% | 7.40% | 9.30% | 11.40% | 5.20% | 4.11% | 40.11% | 10.04% | | 1992 | (3.20%) | (6.00%) | (2.30%) | (2.80%) | (0.80%) | 5.10% | 10.60% | (2.20%) | (11.60%) | (8.80%) | 5.60% | (2.50%) | (19.11%) | 7.61% | | 1991 | 0.30% | 3.40% | (4.80%) | (3.60%) | (8.50%) | 14.40% | 1.30% | 4.20% | 2.90% | 2.60% | (5.30%) | 17.00% | 23.02% | 30.40% | | 1990 | 6.00% | 5.50% | 7.00% | 3.30% | (2.40%) | 2.60% | 9.70% | 20.00% | 8.70% | 0.70% | 5.90% | (4.30%) | 80.76% | (3.10%) | | 1989 | | | | | | | 2.10% | 0.40% | (4.80%) | (11.10%) | (4.20%) | 7.80% | (10.41%) | 12.97% |
Northfield Trading - Diversified Disclosure Document
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