Performance Records
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 | 7.1% | 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% | 9.36% |
* Proprietary account from May 2006 to December 2008
Sharpe Ratio = 2.05
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 |
Assets are in '000's
Performance Ranking Reports
AutumnGold National CTA Ranking Report May 2010
Other Reports
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% | 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% | -1.81% | -1.66% | 1.72% | 7.28% | 58.52%* |
| 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% | 21.57% |
*Proprietary Account from July 2004 to October 2006
Sharpe Ratio = 1.19
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 |
| 2009 | 13834.5 | 14287.3 | 13824.6 | 14133.2 | 14226.7 | 17011.1 |
Assets are in '000's
Performance Ranking Reports
AutumnGold Ranking Report May 2010
Barclay Top 20 CTA Performers Past Five Years at March 2010
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
***Trading futures and options involve a substantial risk of loss. Past performance is not necessarily indicative of future results.
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