Performance Records
FCI-CPP Data Sheet
PERFORMANCE RECORD - FCI-CPP (Credit Premium Program)
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
| 2006 | 6.67% | 9.65% | 5.03% | 5.13% | -2.19% | -4.75% | 2.43% | 8.21% | 33.45% * | ||||
| 2007 | -0.13% | 1.37% | 1.29% | 8.60% | 3.39% | 1.19% | 0.44% | 3.66% | 2.67% | -3.68% | 6.97% | 1.56% | 30.32% * |
| 2008 | 2.54% | 1.50% | 1.19% | 2.44% | 2.18% | 3.22% | 2.59% | 2.52% | -5.04% | -2.82% | 1.46% | -4.56% | 6.94% * |
| 2009 | 7.10% | 6.37% | 4.52% | 2.35% | -6.46% | 8.19% | 0.81% | -0.17% | -2.07% | 0.76% | 3.64% | 1.66% | 29.04% |
| 2010 | 1.53% | 0.87% | -1.72% | 1.17% | 4.78% | 2.51% | -1.29% | 2.08% | -12.29% | 2.21% | -0.73% | 0.98% | -0.96% |
| 2011 | 3.57% | 2.13% | 1.28% | 4.02% | -1.86% | -1.60% | 0.08% | -15.91% | 2.26% | -1.34 | 5.55% | 3.64% | -0.05% |
Proprietary account from May 2006 to December 2008
Sharpe Ratio = 0.52
Past Performance Is Not Necessarily Indicative Of Future Performance.
Assets Under Management
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
| 2006 | 425.1 | 480.4 | 713.4 | 963.0 | 936.0 | 877.7 | 1107.1 | 1229.5 | ||||
| 2007 | 1228.8 | 1052.6 | 1071.9 | 1196.0 | 1251.3 | 1272.6 | 1281.5 | 1345.5 | 1394.8 | 1327.9 | 1452.7 | 1484.5 |
| 2008 | 1536.6 | 1569.1 | 1395.7 | 1442.6 | 1486.1 | 1551.5 | 1531.8 | 1585.1 | 1480.3 | 1826.2 | 1863.9 | 1480.0 |
| 2009 | 1620.0 | 1811.9 | 2230.3 | 3416.0 | 3763.8 | 4508.2 | 5492.0 | 6550.0 | 8005.8 | 7665.0 | 8318.6 | 9126.8 |
| 2010 | 10366.5 | 11908.8 | 13172.4 | 14148.1 | 15732.7 | 19009.8 | 21885.8 | 26422.6 | 26980.8 | 29610.8 | 30963.2 | 30485.2 |
| 2011 | 32411.6 | 34722.9 | 36225.2 | 39520.1 | 40713.5 | 41746.9 | 42343.2 | 34564.6 | 32612.6 | 30155.4 | 18446.7 | 20408.8 |
Assets are in '000's
Performance Ranking Reports
Please note that the word "fund" in the BarclayHedge awards refers to our CTA separate account managed programs, FCI-CPP, FCI-FXPP and/or FCI-OSS.
AutumnGold National CTA Ranking Report
Other Reports
FCI-OSS Data Sheet
PERFORMANCE RECORD - FCI-OSS (Option Selling Strategy)
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
| 2004 | 5.9% | -1.00% | 9.80% | 2.00% | 5.70% | 1.80% | 26.34%* | ||||||
| 2005 | -0.60% | 2.90% | 0.60% | -8.30% | -1.60% | -2.00% | -5.30% | 14.00% | 20.30% | 4.50% | 6.60% | 5.00% | 38.22%* |
| 2006 | 4.40% | 3.10% | 4.20% | 3.20% | 9.40% | 3.70% | 0.50% | 14.00% | -1.81% | -1.66% | 1.72% | 7.28% | 58.48% |
| 2007 | 1.30% | 0.39% | -0.18% | 7.11% | 1.70% | 1.61% | 1.08% | 4.65% | -4.50% | -8.84% | 0.51% | 1.44% | 5.50% |
| 2008 | 3.88% | -1.15% | 2.37% | 3.34% | 2.42% | 2.86% | 2.91% | -1.24% | -4.36 | -26.29% | 2.80% | -8.67 | -23.02% |
| 2009 | 9.23% | 2.56% | 5.36% | 2.15% | -7.78% | 6.10% | 2.94% | -3.33% | 2.06% | 7.45% | 4.80% | 2.96% | 38.91% |
| 2010 | 5.21% | 2.97% | -0.90 | 1.50% | 6.74% | 4.52% | -4.98 | -1.82% | -13.88% | -1.66% | 4.07% | 0.89% | 0.85% |
| 2011 | 4.58% | 0.78% | -0.14% | 3.07% | 2.49% | 2.17% | 3.12% | -51.35% | 1.84% | -1.25 | 4.88% | 3.27% | -37.93% |
*Proprietary Account from July 2004 to December 2005
Sharpe Ratio = -.14
Past Performance Is Not Necessarily Indicative Of Future Performance.
Assets Under Management
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
| 2004 | 200.0 | 211.8 | 209.7 | 230.4 | 235.0 | 248.3 | 248.3 | |||||
| 2005 | 246.8 | 253.9 | 255.4 | 234.2 | 230.6 | 226.0 | 214.2 | 244.1 | 293.7 | 306.8 | 327.1 | 343.5 |
| 2006 | 271.7 | 542.0 | 570.2 | 983.0 | 1087.4 | 1173.3 | 1410.7 | 1781.9 | 1749.6 | 2066.4 | 2952.4 | 4321.7 |
| 2007 | 6935.6 | 8123.0 | 10066.0 | 11610.8 | 14876.7 | 17523.3 | 22662.9 | 27479.0 | 29564.1 | 27819.3 | 26271.5 | 25049.0 |
| 2008 | 25036.9 | 24302.4 | 27080.5 | 28427.1 | 29371.9 | 30650.4 | 32386.0 | 32315.3 | 30141.7 | 17210.5 | 15535.1 | 13065.8 |
| 2009 | 13110.0 | 12680.3 | 13053.9 | 13376.8 | 12219.4 | 12656.3 | 12819.6 | 12290.0 | 12531.1 | 12884.4 | 12981.9 | 12703.6 |
| 2010 | 13834.5 | 14287.3 | 13824.6 | 14133.2 | 14226.7 | 17011.1 | 18119.3 | 19636.1 | 18251.9 | 19231.6 | 20278.3 | 20077.3 |
| 2011 | 20505.2 | 20462.8 | 20010.2 | 20814.8 | 21552.4 | 21826.0 | 22255.3 | 9758.3 | 8816.5 | 8435.2 | 6470.5 | 5873.8 |
Assets are in '000's
Performance Ranking Reports
Please note that the word "fund" in the BarclayHedge awards refers to our CTA separate account managed programs, FCI-CPP, FCI-FXPP and/or FCI-OSS.
AutumnGold Ranking Report
Other Reports
PERFORMANCE RECORD - FCI-FXPP (FX Premium Program)
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
| 2011 | 0.53% | -7.00% | -1.90% | 1.02% | 2.87% | 1.90% | -1.53% | -1.45% | 2.39% | -2.66% | 0.80% | 1.64% | -3.76% |
Sharpe Ratio = -0.47
Past Performance Is Not Necessarily Indicative Of Future Performance.
Assets Under Management
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
| 2011 | 144.8 | 134.7 | 132.1 | 133.5 | 114.8 | 117.3 | 164.1 | 137.2 | 140.5 |
136.7 | 88.5 | 89.9 |
Assets are in '000's
Performance Ranking Reports
Please note that the word "fund" in the BarclayHedge awards refers to our CTA separate account managed programs, FCI-CPP, FCI-FXPP and/or FCI-OSS.
Other Reports
Returns reported are actual and net of all fees and costs associated with the ongoing management of the program.
462 Herndon Parkway, Suite 205
Herndon, VA 20170-5233
Phone: 703.435.2777
Fax: 703.787.0111
Institutional Investments/FILP | Financial Commodity Investments
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Trading futures and options involve a substantial risk of loss. Past performance is not necessarily indicative of future results.
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