1 / 10

DISCLAIMER

DISCLAIMER. This information is not a solicitation and should not be considered as a recommendation for you to engage in any transaction involving the purchase of any Blackheath Fund Management Inc. products or Blackheath Fund Management Inc. Individually Managed Accounts.

kylee-bennett
Download Presentation

DISCLAIMER

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. DISCLAIMER This information is not a solicitation and should not be considered as a recommendation for you to engage in any transaction involving the purchase of any Blackheath Fund Management Inc. products or Blackheath Fund Management Inc. Individually Managed Accounts. The risk of loss in trading futures contracts or commodity options can be substantial. Investors should carefully consider the risks of investing in light of their investment objectives, risk tolerance and financial circumstances. Important information about the Blackheath Futures Fund LP and the Blackheath Volatility Arbitrage LP are contained in each fund’s respective Offering Memorandum.

  2. STRATEGY • Sentiment Trading Strategy • Volatility Arbitrage Strategy • (launched Sept 30, 2010)

  3. COMPARATIVE PERFORMANCE SINCE INCEPTION Blackheath Performance vs Benchmarks (March 31, 2003 = 100)

  4. CORRELATION

  5. DJ UBS Commodities Index vs. Avg 1-Month Correlation of Components One Year

  6. Correlation of DJUBS Commodity Index vs SP500 2006 - present

  7. Sugar #11 Price vs Net Managed Futures

  8. Managed Futures – Assets Under Management US$ bil Q2 2010

  9. DJ-UBS Commodity Index vs CTAs vs SP500

More Related