LJM Aggressive Strategy
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
| Ene | Feb | Mar | Abr | May | Jun | Jul | Ag | Sep | Oct | Nov | Dic | Año | |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
| 1998 | n/a | n/a | n/a | n/a | n/a | n/a | -1.77 | -36.99 | 41.73 | 3.64 | -0.96 | -0.22 | -10.16% |
| 1999 | 3.27 | 10.38 | 5.32 | 3.51 | 7.59 | 3.91 | 3.46 | 7.33 | 10.10 | -18.14 | 10.52 | 4.48 | 60.52% |
| 2000 | 4.83 | 6.45 | -34.72 | -9.38 | 8.45 | 6.77 | 5.59 | 7.15 | 2.76 | 1.50 | -4.64 | 12.70 | -3.07% |
| 2001 | 10.01 | -2.61 | -0.02 | 2.50 | 6.81 | 3.71 | 3.50 | 0.60 | -24.25 | 5.00 | 12.67 | 6.65 | 21.02% |
| 2002 | 6.40 | 4.49 | 3.34 | 2.08 | 7.90 | -0.68 | -46.17 | 4.42 | 6.16 | 3.59 | 5.65 | 16.68 | -4.24% |
| 2003 | 0.98 | 13.53 | 4.39 | 7.84 | 2.26 | 1.93 | 5.52 | 4.20 | 2.70 | 10.00 | 3.15 | -2.48 | 68.20% |
| 2004 | 4.11 | 8.27 | 3.63 | 4.22 | 4.85 | 4.40 | 4.66 | 3.63 | 4.77 | -1.74 | -0.16 | 3.51 | 53.83% |
| 2005 | 6.73 | 1.54 | 1.38 | 2.26 | 3.33 | 4.02 | 0.54 | 4.87 | 5.08 | 0.88 | -0.58 | 5.97 | 42.21% |
| 2006 | 3.08 | 4.00 | 4.00 | 3.34 | -1.86 | 4.55 | 0.92 | 5.27 | 1.34 | 1.81 | 2.81 | 3.38 | 37.72% |
| 2007 | 5.07 | -2.98 | 0.07 | -11.58 | -0.64 | 4.77 | -5.42 | 8.60 | 7.14 | 4.08 | 5.65 | 6.71 | 21.25% |
| 2008 | -12.39 | 14.99 | 7.13 | 4.54 | 5.77 | 4.94 | 4.62 | 4.39 | -15.58 | -57.15 | 0.56 | 3.58 | -48.47% |
| 2009 | 4.14 | 2.43 | -3.09 | 9.37 | 5.74 | 6.26 | -6.72 | 5.62 | 4.40 | -0.42 | 8.40 | 6.47 | 50.02% |
| 2010 | 3.57 | 5.95 | 0.56 | -1.06 | -6.32 | 6.61 | 4.79 | 8.19 | -0.50 | 5.62 | 2.89 | 3.39 | 38.20% |
| 2011 | 3.93 | 1.16 | 4.31 | 0.13 | 6.71 | 1.66 | -8.18 | -34.30 | 6.95 | 3.48 | 9.72 | 8.72 | -5.10% |
| 2012 | 4.61 | 4.61% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2012 return is estimated.
EL DESEMPEÑO PASADO NO ES NECESARIAMENTE INDICATIVO DEL DESEMPEÑO FUTURO. Los rendimientos de Enero 2012 son aproximados.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2011 return is estimated.
Performance of LJM Aggressive Strategy Vs. S&P 500
$1000 investment made on July 1, 1998 is worth $10,533. (est.) on January 31, 2012
Una inversión de $1000 efectuada el 1 de julio de 1998 tiene un valor de $10,533. (est.) al Enero 31, 2012
$1000 investment made on July 1, 1998 is worth $10,533. (est.) on January 31, 2012
LJM Moderately Aggressive Strategy
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
| Ene | Feb | Mar | Abr | May | Jun | Jul | Ag | Sep | Oct | Nov | Dic | Año | |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
| 2003 | n/a | n/a | n/a | 0.24 | 1.07 | 2.84 | 3.96 | 3.52 | 1.65 | 6.99 | 2.05 | -1.87 | 22.14% |
| 2004 | 2.59 | 6.27 | 2.65 | 3.53 | 3.83 | 3.95 | 2.82 | 2.44 | 3.90 | -1.54 | 0.05 | 2.52 | 38.22% |
| 2005 | 4.67 | 1.05 | 1.02 | 1.80 | 2.58 | 3.67 | 0.40 | 3.88 | 4.13 | 0.48 | -0.67 | 5.36 | 32.10% |
| 2006 | 2.52 | 3.23 | 3.06 | 2.56 | -2.01 | 4.29 | 0.97 | 4.90 | 1.27 | 1.51 | 2.44 | 3.02 | 31.35% |
| 2007 | 3.91 | -2.98 | 0.04 | -9.54 | 1.52 | 5.68 | -5.72 | 7.95 | 8.22 | 4.52 | 5.59 | 6.34 | 26.53% |
| 2008 | -12.33 | 14.61 | 6.97 | 4.15 | 5.18 | 4.71 | 4.65 | 4.25 | -12.93 | -33.69 | 0.89 | 5.86 | -17.06% |
| 2009 | 2.93 | 2.74 | -2.44 | 5.76 | 3.44 | 3.76 | -4.26 | 2.76 | 2.30 | -0.11 | 4.94 | 4.48 | 29.09% |
| 2010 | 1.99 | 3.79 | 0.62 | -1.34 | -5.46 | 7.04 | 2.73 | 4.62 | -0.25 | 3.02 | 2.55 | 1.96 | 22.67% |
| 2011 | 2.53 | 0.81 | 3.21 | 0.29 | 4.68 | 1.16 | -5.38 | -28.00 | 12.58 | 2.36 | 8.09 | 6.71 | 2.59% |
| 2012 | 4.06 | 4.06% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2012 return is estimated.
EL DESEMPEÑO PASADO NO ES NECESARIAMENTE INDICATIVO DEL DESEMPEÑO FUTURO. Los rendimientos de Enero 2012 son aproximados.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2011 return is estimated.
Performance of LJM Moderately Aggressive Strategy Vs. S&P 500
$1000 Invested on April 1, 2003 is worth $5,202. (est.) on January 31, 2012
Una inversión de $1000 efectuada el 1 de abril del 2003 tiene un valor de $5,202. (est.) al January 31, 2012
$1000 Invested on April 1, 2003 is worth $5,202. (est.) on January 31, 2012
LJM Preservation and Growth Strategy
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
| Ene | Feb | Mar | Abr | May | Jun | Jul | Ag | Sep | Oct | Nov | Dic | Año | |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
| 2006 | n/a | n/a | n/a | n/a | 0.10 | 1.39 | 0.97 | 1.35 | -0.88 | -1.43 | 3.50 | 1.73 | 6.84% |
| 2007 | 2.40 | 0.96 | 0.45 | -4.13 | -1.13 | 2.66 | -2.79 | 5.01 | 3.31 | 1.19 | 1.87 | 2.47 | 12.57% |
| 2008 | -0.63 | 3.88 | 1.33 | 0.86 | 1.95 | 2.17 | 0.98 | 1.02 | -0.56 | -6.45 | 3.27 | 4.14 | 12.13% |
| 2009 | 1.35 | 1.10 | -2.52 | 3.26 | 1.99 | 1.71 | -4.22 | 1.91 | 2.12 | 0.71 | 1.80 | 1.64 | 11.11% |
| 2010 | 1.07 | 0.90 | -0.43 | -0.65 | 1.74 | 3.90 | 0.65 | 2.30 | -0.80 | 0.63 | 1.63 | -0.25 | 11.14% |
| 2011 | 1.41 | -0.33 | 1.54 | -1.38 | 2.78 | 0.84 | -3.00 | -8.13 | 6.71 | 1.33 | 5.77 | 2.14 | 9.20% |
| 2012 | 1.01 | 1.01% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2012 return is estimated.
EL DESEMPEÑO PASADO NO ES NECESARIAMENTE INDICATIVO DEL DESEMPEÑO FUTURO. Los rendimientos de Enero 2012 son aproximados.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2011 return is estimated.
Peformance LJM Preservation and Growth Strategy Vs. S&P 500
$1000 investment made on May 1, 2006 is worth $1,859. (est.) on January 31, 2012
Una inversión de $1000 efectuada el 1 de mayo del 2006 tiene un valor de $1,859. (est.) al January 31, 2012
$1000 investment made on May 1, 2006 is worth $1,859. (est.) on January 31, 2012
Performance of LJM Products Against the S&P index
Performance of LJM Products Against the S&P index
Ertragsentwicklung der LJM-Produkte gegen den S&P Index
| LJM Aggressive | LJM Moderately Aggressive | LJM P&G | S&P 500 | |
| 1998 | -10.16% 1 | n/a | n/a | 9.23% 1 |
| 1999 | 60.52% | n/a | n/a | 21.04% |
| 2000 | -3.07% | n/a | n/a | -9.10% |
| 2001 | 21.02% | n/a | n/a | -11.89% |
| 2002 | -4.24% | n/a | n/a | -22.10% |
| 2003 | 68.20% | 22.14% 2 | n/a | 28.68% |
| 2004 | 53.83% | 38.22% | n/a | 10.88% |
| 2005 | 42.21% | 32.10% | n/a | 4.91% |
| 2006 | 37.72% | 31.35% | 6.84% 3 | 15.79% |
| 2007 | 21.25% | 26.53% | 12.57% | 5.49% |
| 2008 | -48.47% | -17.06% | 12.13% | -37.00% |
| 2009 | 50.02% | 29.09% | 11.11% | 26.46% |
| 2010 | 38.20% | 22.80% | 11.14% | 15.05% |
| 2011 | -5.10% | 2.59% | 9.20% | 2.04% |
| 2012 | 4.61% | 4.06% | 1.01% | 4.88% |
| Total Return | 953.30%1 | 420.20%2 | 83.80%3 | 47.98%1 |
| Ave. Annual Return | 18.66% | 20.20% | 11.14% | 2.58% |
| Correlation | 0.33021 | 0.30889 | 0.01293 | 1.00000 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2012 returns are estimated.
Note 1: LJM Aggressive Strategy opened in July 1998, hence 6 months performance in 1998.
Note 2: LJM Moderately Aggressive Strategy opened in April 2003, hence 9 months performance in 2003.
Note 3: LJM P&G Strategy opened in May 2006, hence 8 months performance in 2006
EL RENDIMIENTO ANTERIOR NO NECESARIAMENTE PREDICE EL RENDIMIENTO FUTURO Los rendimientos de Enero 2012 son aproximados.
Nota1: LJM Estrategia Agresiva comenzó en Julio de 1998.
Nota 2: LJM Estrategia Moderadamente Agresiva comenzó en abril del 2003.
Nota 3: LJM P&G Estrategia comenzó en Abril del 2006.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. January 2011 returns are estimated.
Note 1: LJM Aggressive Strategy opened in July 1998, hence 6 months performance in 1998.
Note 2: LJM Moderately Aggressive Strategy opened in April 2003, hence 9 months performance in 2003.
Note 3: LJM P&G Strategy opened in May 2006, hence 8 months performance in 2006
LJM Partner Statistics
- 39 Managed Futures Accounts (client)
- 10 Managed Futures Accounts (proprietary)
- $244,929,975. under management:
- Managed Client Accounts: $36,668,907.
- Proprietary Accounts: $47,283,533.
- Maximum Drawdown - Aggressive Strategy: (-63.83) (Sept/Oct 2008)
- Sharpe Ratio (Aggressive Strategy – Inception through December 2011)
As reported by Michael J. Liccar and Company = 0.45 - Correlation with S&P 500 (Aggressive Strategy – Inception through December 2011)
As reported by Michael J. Liccar and Company = 0.33021
Estadísticas de los socios de LJM
- 39 Cuentas de futuros adminstrados (clientes)
- 10 Cuentas de futuros administrados (propias de LJM Partners)
- $244,929,975. en fondos administrados:
- Cuentas administradas de clientes: $36,668,907.
- Cuentas propias: $47,283,533.
- Reducción máxima de fondos – Estrategia agresiva: (-63.83) (Sept/Oct 2008)
- Cociente de Sharpe (Estrategia agresiva – Comienzo hasta Diciembre 2011)
Reportado por Michael J. Liccar y Cía= 0.45 - Correlación con el índice S&P 500 (Estrategia agresiva – Comienzo hasta Diciembre 2011)
Reportado por Michael J. Liccar y Cía= 0.33021
LJM Partner Eckdaten
- 39 Managed Futures Accounts (Kundenkonten)
- 10 Managed Futures Accounts (proprietäre Konten)
- $244,929,975. Verwaltetes Kapital:
- Kundenkonten: $36,668,907.
- Proprietäre Konten: $47,283,533.
- Maximaler Drawdown – Aggressive Strategie: (-63.83) (Sept/Oct 2008)
- Sharpe Ratio (Aggressive Strategie – Seit Start bis December 2011)
gemäß Berechnungen von Michael J. Liccar and Company = 0.45 - Korrelation mit S&P 500 (aggressive Strategie – Seit Start bis December 2011)
gemäß Berechnungen von Michael J. Liccar and Company = 0.33021
Notes :
- Performance of Managed Futures Accounts is reported net of all CTA fees, broker commissions, and expenses.
- National Futures Association requires for client accounts and proprietary accounts (personal accounts of Mr. Caine, Mr. Sykora, Mr. Bublik and their families and corporate accounts in which Mr. Caine maintains a 50% or greater equity interest) maintain segregated performance measurements. Please read the LJM Disclosure Document for full reporting of proprietary accounts.
- Performance numbers are computed and reported by Michael J. Liccar & Co.