Liverpool Capital Management LLC Client Performance Capsule Summary
| PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. | |||||||||||||
| Month | 2011 | ||||||||||||
| January | - | - | - | - | |||||||||
| February | -1.60% | - | - | - | - | ||||||||
| March | -3.39% |
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| April | 9.15% |
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- | - | - | ||||||||
| May | 17.90% |
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- | - | - | ||||||||
| June | 13.62% |
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- | - | - | ||||||||
| July | -16.29% |
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- | - | - | ||||||||
| August | -49.08% |
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- | - | - | ||||||||
| September | 82.16% |
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- | - | - | ||||||||
| October | - |
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- | - | - | ||||||||
| Year to Date (3) | 52.46% | - |
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| Commodity Trading Advisor: | Liverpool Capital Management LLC |
| Trading Program: | Power CTA Program |
| Inception of Trading for the Advisor: | Feb-11 |
| Funds began trading in Program: | Feb-11 |
| Total Nominal Assets under Advisor's Management: | $300,000 |
| Total Nominal Assets in this Capsule: | $300,000 |
| Accounts opened and closed in Program w/positive performance: | None |
| Accounts opened and closed in Program w/negative performance: | None |
| Worst Monthly Drawdown (1): | 3.39% | Mar-11 |
| Worst Peak to Valley Drawdown (2): -: | 4.94% | Feb 1, 2011 to Mar 31, 2011 |
(1) Draw-Down is defined as losses experienced by a composite over a specified period.
(2) Worst Peak-to-Valley Draw-Down is defined as the greatest cumulative percentage decline in month end
net asset value due to losses sustained by a trading program during any period in which
the initial month-end net asset value is not equaled or exceeded by a subsequent month-end net asset value.
(3) Year to Date represents the rate of return for each year or portion of the year presented.
It is computed by adding successively the respective Monthly Rate of Return beginning with the first month of the year.
- Clients are charged a monthly incentive fee of 20% of new net profits.
- Clients are charged an annual 2% management fee, pro-rated monthly, on a set beginning net asset value.
- Commissions are approximated at $30 per round turn trade.
Trading is not currently active
Trading is not currently active