Summary Information - Diversified Program
Name of Trading Advisor: Optimus Capital Management (OCM)
Summary Information - Diversified Program
Name of Trading Program: Diversified Program
Inception of Trading by CTA of Program: August 28th, 2007
Inception of Trading by CTA: August 28th, 2007
Number of Accounts under this program as of August 01, 2008: 55
Total Nominal Assets Under Management for OCM: $5,816,621
Total Nominal Assets Traded Pursuant to Diversified Program: $5,816,621
Largest monthly percentage drawdown: June 2008 (-16.47%)
Largest peak-to-valley percentage drawdown: March 2008 to June 2008: (-19.81%)
Number of profitable accounts that have closed: 2
Number of unprofitable accounts that have closed: 11
Performance Range: (-0.55% to -36.44%)
The following results are net of monthly management and incentive fees
| Year | 2007 (%) |
2008 (%) |
|---|---|---|
| January | 7.04 |
|
| February | 2.68 |
|
| March | 2.51 |
|
| April | -4.66 |
|
| May | 2.08 |
|
| June | -16.47 |
|
| July | -1.45 |
|
| August | 23.80 |
|
| September | 31.68 |
|
| October | -9.84 |
|
| November | 20.66 |
|
| December | 4.06 |
|
| Compounded Annual Rate of Return | 84.54% |
-9.73% |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS
NOTES:
Largest monthly drawdown is the worst loss experienced by an account over a specified period.
Worst peak-to-valley drawdown is the greatest cumulative percentage decline in month-end net asset value in an account due to losses during a period in which the initial month-end net asset value is not equaled or exceeded by a subsequent month-end net asset value.
Monthly Rate of Return (nominal account size method) is the Net Performance of all accounts divided by the sum of Nominal Beginning Equity of all accounts.
Annual compounded rate of return is computed using a hypothetical $1,000 Investment Index. The Index illustrates how a theoretical $1,000 investment, if left untouched, would have appreciated (depreciated) during the entire year. Since the performance table is the combination of many separate accounts, this is a theoretical figure and should not be taken as indicative of any results which an account may have in the future. The year to date rate of return is the ending $1,000 Index minus $1,000 divided by $1,000.
The Advisor ceased trading in its Proprietary Account as of July 31, 2007.
XII-b. PROPRIETARY PERFORMANCE
Summary Information: Diversified Program
Name of trading advisor: Optimus Capital Management and/or Chad Geraigiri
Name of Trading Program: Diversified Program
Inception of Trading by CTA of Program: March 16th, 2005
Largest monthly drawdown: (40.97%) (06/07)
Largest peak-to-valley drawdown: (53.92%) (08/06 to 06/07)
The following results are net of monthly 1/12 (.01666) of 2% annual management fee, 20% Incentive
| Year | 2005 (%) |
2006 (%) |
2007 (%) |
|---|---|---|---|
| January | -9.48 |
||
| February | 15.24 |
||
| March | 0.69 |
14.36 |
4.12 |
| April | 10.69 |
27.96 |
-5.49 |
| May | 0.85 |
-1.67 |
9.49 |
| June | 25.50 |
32.42 |
-40.97 |
| July | 18.34 |
2.30 |
49.46 |
| August | -33.81 |
7.97 |
|
| September | 37.54 |
-26.85 |
|
| October | -10.47 |
14.58 |
|
| November | 22.38 |
-13.50 |
|
| December | 16.08 |
-4.20 |
|
| Compounded Annual Rate of Return | 93.30% |
101.14% |
-0.85% |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS
NOTES:
Drawdown is the worst loss experienced by an account over a specified period.
Worst peak-to-valley drawdown is the greatest cumulative percentage decline in month-end net asset value in an account due to losses during a period in which the initial month-end net asset value is not equaled or exceeded by a subsequent month-end net asset value.
Monthly Rate of Return (nominal account size method) is the Net Performance of all accounts divided by the sum of Nominal Beginning Equity of all accounts.
Annual compounded rate of return is computed using a hypothetical $1,000 Investment Index. The Index illustrates how a theoretical $1,000 investment, if left untouched, would have appreciated (depreciated) during the entire year. Since the performance table is the combination of many separate accounts, this is a theoretical figure and should not be taken as indicative of any results which an account may have in the future. The year to date rate of return is the ending $1,000 Index minus $1,000 divided by $1,000.