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RJO TrendTracker

  RJO Futures System   Managed risk with portfolio diversification
  Trend Following System   Low correlation to stocks and bonds
  Trades a Variety of Markets   Asset appreciation possible in any market
  $50,000 Account Minimum   Ability to use in IRAs, Pensions & Trusts


Life-To-Date Current 12 Months Year-To-Date

RJO TrendTracker VAMI vs. SP VAMI Chart

 

*VAMI is the Value Added Monthly Index.
**Disclaimer: There is a risk of loss in futures and options trading and past performance is not necessarily indicative of future results.
Performance Record
Month System Return % S&P 500 Return %
4/30/2008 0.90% 5.84%
3/31/2008 -10.22% -1.64%
2/29/2008 14.70% -3.50%
1/31/2008 16.03% -6.61%
12/31/2007 5.15% -0.45%
11/30/2007 21.56% -4.57%
10/7/2007 5.54% 1.84%
9/30/2007 37.04% 3.58%
8/31/2007 0.50% 1.29%
7/31/2007 11.70% -3.17%
6/30/2007 7.63% -1.81%
5/31/2007 -2.04% 3.25%
4/30/2007 7.46% 4.33%
3/31/2007 -8.91% 1.00%
2/28/2007 -8.68% -2.18%
1/31/2007 5.47% 1.41%
12/31/2006 -14.55% 1.26%
11/30/2006 17.64% 1.65%
10/31/2006 -7.63% 3.15%
9/30/2006 10.30% 2.46%
8/31/2006 6.46% 2.13%
7/31/2006 -19.35% 0.51%
6/30/2006 -9.06% 0.01%
5/31/2006 2.16% -3.09%
4/30/2006 34.61% 1.22%
3/31/2006 7.34% 1.11%
2/28/2006 -0.53% 0.05%
1/31/2006 5.91% 2.55%
12/31/2005 -2.81% -0.10%
11/30/2005 6.13% 3.52%
10/31/2005 5.60% -1.77%
9/30/2005 1.34% 0.46%
Actual Trading Began 8/31/2005
P&L Based on $50,000 Starting Acct Balance
Monthly Return Statistics
  RJO TrendTracker S&P 500
Winning Months 22 21
Losing Months 10 11
% of profitable months 68.75% 65.63%
Avg Winning Month 10.51% 2.03%
Avg Losing Month -8.38% -2.63%
Max peak-to-valley(%) -29.84% -15.78%
Max peak-to-valley(m) 15 6
Annualized Sharpe Ratio 1.18 0.09
Mnthly Std. Dev. 12.43% 2.76%
Downside Deviation 5.74% 1.86%
Minimum Investment $50,000
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