Global Diversified Program (GDP)
Losses in Currency, Metals, Fixed Income, Softs, Grains, and Stock Indices sectors along with profits from the Energy sector provided an estimated -3.90% return in April.
GDP Sector Returns for April 2009
• Client account performance excludes TBILL interest
|
Currency |
Metals |
Fixed Income |
Energy |
Softs |
Grains |
Stock Indices |
|
-3.01% |
-0.80% |
-0.05% |
-0.83% |
-0.24% |
-0.49% |
-0.10% |
• All returns are calculated on a compounded monthly basis
• Client account performance excludes TBILL interest
† Pro-forma (2% mgmt & 20% incentive) proprietary GDP performance only June 2007~April 2008 excludes TBILL interest
|
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
YTD |
|
2009 |
-12.10 |
-3.14 |
-7.58 |
-3.90* |
|
|
|
|
|
|
|
|
-24.38* |
|
2008 |
-0.01† |
13.15† |
-3.65† |
-4.43† |
3.51 |
-3.22 |
-13.42 |
1.08 |
10.25 |
33.92 |
11.64 |
17.90 |
77.50 |
|
2007 |
1.74 |
1.36 |
1.25 |
3.35 |
-0.26 |
3.85† |
-6.44† |
2.11† |
12.38† |
-0.15† |
4.65† |
4.22† |
30.44 |
|
2006 |
2.55 |
-5.31 |
5.09 |
11.07 |
-0.16 |
-1.84 |
-1.81 |
0.21 |
1.91 |
-1.04 |
3.77 |
-6.00 |
7.52 |
|
2005 |
|
|
|
|
|
|
|
|
|
|
|
0.83 |
0.83 |
* Estimate
GDP Performance versus Benchmark Indices
• All returns are calculated on a compounded monthly basis
• Client account performance excludes TBILL interest
• Pro-forma (2% mgmt & 20% incentive) proprietary GDP performance only June 2007~April 2008 excludes TBILL interest