RJO TrendTracker

RJO Futures System	Managed risk with portfolio diversification
Trend Following System	Low correlation to stocks and bonds
Trades a Variety of Markets	Asset appreciation possible in any market
$100,000 Account Minimum	Ability to use in IRAs, Pensions & Trusts

Life-To-Date Current 12 Months Year-To-Date

*VAMI is the Value Added Monthly Index.
**Disclaimer: There is a risk of loss in futures and options trading and past performance is not necessarily indicative of future results.

Performance Record
Month	System Return %	S&P 500 Return %
10/30/2009	1.66%	-1.86%
9/30/2009	2.25%	3.73%
8/31/2009	-0.50%	3.61%
7/31/2009	2.11%	7.55%
6/30/2009	-9.66%	0.20%
5/29/2009	11.27%	5.59%
4/30/2009	-2.06%	9.56%
3/31/2009	-6.55%	8.74%
2/27/2009	-0.75%	-10.61%
1/30/2009	-5.75%	-8.42%
12/31/2008	4.97%	1.05%
11/28/2008	5.79%	-7.18%
10/31/2008	8.16%	-16.79%
9/30/2008	-7.02%	-8.90%
8/29/2008	4.50%	1.45%
7/31/2008	-10.47%	-0.84%
6/30/2008	4.82%	-8.42%
5/30/2008	-0.64%	1.30%
4/30/2008	-2.57%	4.87%
3/31/2008	-9.29%	-0.43%
2/29/2008	13.39%	-3.25%
1/31/2008	13.30%	-6.00%
12/31/2007	7.70%	-0.69%
11/30/2007	19.17%	-4.18%
10/31/2007	4.74%	1.59%
9/28/2007	30.79%	3.74%
8/31/2007	1.00%	1.50%
7/31/2007	41.93%	-3.10%
6/29/2007	9.29%	-1.66%
5/31/2007	-2.30%	3.49%
4/30/2007	8.11%	4.43%
3/30/2007	-10.35%	1.12%
2/28/2007	-8.83%	-1.95%
1/31/2007	6.03%	1.51%
12/29/2006	-15.76%	1.40%
11/30/2006	18.85%	1.90%
10/31/2006	-8.44%	3.26%
9/29/2006	10.60%	2.58%
8/31/2006	6.89%	2.38%
7/31/2006	-19.81%	0.62%
6/30/2006	-9.55%	0.13%
5/31/2006	1.77%	-2.87%
4/28/2006	37.00%	1.34%
3/31/2006	3.11%	1.24%
2/28/2006	-0.54%	0.27%
1/31/2006	6.08%	2.65%
12/30/2005	-5.22%	0.04%
11/30/2005	6.21%	3.78%
10/31/2005	5.62%	-1.67%
9/30/2005	0.95%	0.81%
Actual Trading Began 9/28/2005
P&L Based on $100,000 Starting Acct Balance

Monthly Return Statistics
	RJO TrendTracker	S&P 500
Winning Months	30	32
Losing Months	20	18
% of profitable months	60.00%	64.00%
Avg Winning Month	9.94%	2.73%
Avg Losing Month	-6.80%	-4.93%
Max peak-to-valley(%)	31.89%	-50.92%
Max peak-to-valley(m)	10	16
Annualized Sharpe Ratio	0.88	-0.20
Mnthly Std. Dev.	11.78%	4.86%
Downside Deviation	0.00%	0.00%
Minimum Investment	$100,000

home | sitemap | disclaimer | privacy policy | contact

Futures Broker | Commodity Broker | Commodity Trading | Online Futures Trading

222 South Riverside Plaza | 9th Floor | Chicago, Illinois 60606

800.441.1616 | 312.373.5478

The risk of loss in trading commodity futures and options is substantial. Before trading, you should carefully consider your financial position to determine if futures trading is appropriate. When trading futures and/or options, it is possible to lose more than the full value of your account. All funds committed should be risk capital. Past performance is not necessarily indicative of future results.

If you access and use this website, you accept and agree to be bound by, and comply with, the legal terms of use that must be accessed and read by clicking on the link "Disclaimer". You should access and read the Disclaimer before using this website. Changes may be made to the Disclaimer at any time without notice. Accordingly, you also agree to review the Disclaimer regularly and your continued access or use of the website means that you agree to any changes to the Disclaimer.

*Trading Foreign Exchange carries a high level of risk and may not be suitable for all investors. There is a possibility that you could sustain a loss of all or more of your investment therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with Foreign Exchange trading.

Currency trading is not conducted on a regulated exchange, and as a result there are associated risks with forex trading.