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Fall River Capital LLC - Global Opportunities
| The Global Opportunities Program seeks to identify and profit from the sharp price movements that seem to accompany expansions in short-term market volatility. Proprietary trade sizing, risk management, and volatility targeting enhance the strategy’s edge as they dynamically adjust positions in an attempt to maximize risk adjusted returns while controlling down side risk. The average holding period is less than a week. The Global Opportunities Program trades a global portfolio of 70+ futures markets. |
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 Opportunities |
S&P 500 |
| Total Return |
17.65% | (25.39%) |
| Ann Return* |
5.90% | (9.82%) |
| Max Drawdown (%) |
(13.45%) | (50.92%) |
| Max Drawdown (M) |
12 | 16 |
| Winning Months |
19 | 18 |
| Losing Months |
15 | 16 |
| % Profitable |
55.88% | 52.94% |
| % Loss |
44.12% | 47.06% |
| Avg. Win Month |
2.17% | 3.98% |
| Avg. Lose Month |
(1.59%) | (5.90%) |
| Sharpe Ratio |
0.58 | (0.51) |
| Sortino Ratio |
0.30 | 0.16 |
| Sterling Ratio |
0.22 | (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 |
Fall River Capital LLC - Global Opportunities |
S&P 500 |
| 2010 | (0.82%) | (0.25%) | 6.55% | 1.10% | (1.15%) | 0.64% | | | | | | | 6.02% | (6.64%) | | 2009 | 2.90% | (0.92%) | (0.63%) | (4.16%) | (4.95%) | (0.51%) | 0.91% | 1.43% | 1.05% | 1.36% | 0.43% | 1.76% | (1.63%) | 26.47% | | 2008 | 4.00% | 4.45% | (0.82%) | (1.04%) | 3.56% | 1.84% | (2.48%) | (1.42%) | (3.08%) | (0.55%) | 1.35% | 0.37% | 5.99% | (36.99%) | | 2007 | | | | | | | | | 2.67% | 0.87% | (1.10%) | 3.91% | 6.43% | 0.28% |
Fall River Capital LLC - Global Opportunities Disclosure Document
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