| in % | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2012 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2011 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2010 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2009 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2008 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2007 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2006 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2005 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 | ||
| 2004 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | 13.77 | (23.23) | (23.23) | (23.23) | 13.77 | (23.23) | 13.77 |
| Fund | Annualized Return |
Annualized Volatility |
Return to Risk |
Sortino | Worst Month |
Max Drawdown |
|---|---|---|---|---|---|---|
| Class A CHF | (23.23%) | 13.77% | (23.23%) | (23.23%) | 13.77% | (23.23%) |
| JPM GGBI | (23.23%) | 13.77% | (23.23%) | (23.23%) | 13.77% | (23.23%) |
| Newedge CTA | (23.23%) | 13.77% | (23.23%) | (23.23%) | 13.77% | (23.23%) |
| MSCI World | (23.23%) | 13.77% | (23.23%) | (23.23%) | 13.77% | (23.23%) |
| HFRXGL | (23.23%) | 13.77% | (23.23%) | (23.23%) | 13.77% | (23.23%) |
| Positive Managers | 17 |
| Negative Managers | 21 |
| % Positive | 45% |
| Highest Return | 18.25% |
| Average Return | 5.22% |
| Lowest Return | 13.77% |
| Largest Allocation | (23.23%) |
| Average Allocation | 4.18% |
| Smallest Allocation | 2.63% |
Information on this website is intended for use only by persons and entities that are "Qualified Eligible Persons" as defined in the Commodity Futures Trading Commision Regulation 4.7. Past results are not necessarily indicative of future results. Futures and options trading is extremely speculative and highly risky and is not suitable for all investors. There can be no assurance that an account or fund will earn any profits at all or will be able to avoid incurring substantial losses, including the entire loss of the investment.
This website is for informational purposes only and is not an offer to sell; a salutation of an offer to buy or a recommendation to buy any security. An investment is offered only on the basis of the appropriate Private Placement Memorandum and other offering documentation and in accordance with all applicable laws. This website does not describe all the various risks associated with investing in managed futures or foreign currency exchange, a list of which is in our fund offering documents and our completed due diligence questionnaires. We can provide these documents, or the list, to you upon request.
Pursuant to an exemption from the Commodities Futures Trading Commission in connection with accounts of qualified eligible persons, this document is not required to be, and has not been, filed with the commission. The Commodities Futures Trading Commission does not pass upon the merits of participating in a trading program or upon the adequacy or accuracy of commodity futures trading advisor disclosure. Consequently, the Commodities Futures Trading Commission has not reviewed or approved this trading program or any of the information on this website. Nothing contained in this website constitutes investment, legal or tax advice.
The information herein is not an offer or a solicitation to purchase shares of any Efficient Fund or product. Efficient Capital Management, LLC is registered with the Commodity Futures Trading Commission (“CFTC”) and is a member of the National Futures Association. The information on this website is meant for Qualified Eligible Persons as defined by CFTC Regulation 4.7.
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