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Program Overview

The Chadwick Global Trend Following Program (Large Account) began trading in June 2007 and is designed to take advantage of global trends and can profit from markets moving either higher or lower in price. The system will trade trends of varying durations with the typical hold time being 4-6 weeks. We use a strict money management system to limit the amount of exposure for any single market.

Minimum Account Size: $250,000
Accepts Notional Funding: Yes

PAST PERFORMANCE IS NOT NECESSARILY
INDICATIVE OF FUTURE RESULTS.

Growth of $1,000
The chart above shows a fictional $1,000 investment in the Global Trend Following Program (Large Account) from June 2007 through July 2010. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Performance Data

Monthly Performance

2010 YTD (Final through July): 3.43%
July 2010: 6.67%
June 2010: (7.50%)
May 2010: 15.38%
Risk Analysis
Annualized STD: 27.09%
Largest Drawdown: (24.75%)
Drawdown Duration: (December 2008 - present)
Profitability Statistics
Percent Profitable Months: 57.89%
Largest Unprofitable Month: (16.34%)
Largest Profitable Month: 21.05%
Correlation to Benchmark Indexes
to FTSE 100 -0.14
to Hang Seng -0.12
to MSIC Emerging Markets: -0.21
to S&P 500 ®: -0.27
Notes and description of Benchmark Indexes

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.


Market Sector Breakdown

PAST PERFORMANCE IS NOT NECESSARILY
INDICATIVE OF FUTURE RESULTS.

Partial Market Listing

Complete Market Listing

Currencies
  • British Pound
  • Dollar Index
  • Euro Currency
  • Japanese Yen
  • Swiss Franc
    Financials
  • Eurodollars
  • Five Year Notes
  • Ten Year Notes
  • Thirty Year Bonds
    Energies
  • Crude Oil
  • Heating Oil
  • Natural Gas
  • Grains
  • Corn
  • Kansas City Wheat
  • Rough Rice
  • Soybeans
    Global Interest Rates
  • Euribor
  • Euro Bobl
  • Euro Bund
  • Euro Swiss
    Softs/Meats
  • Lean Hogs
  • Coffee
  • Cotton
  • Lumber

  • Description of Benchmarks: 

    • FTSE 100 Index - The FTSE 100 Index is a stock index created from the 100 largest capitalized companies listed on the London Stock Exchange.
    • Hang Seng Index - The Hang Seng is a stock index created from the largest companies listed on the Hong Kong Stock Exchange.
    • MSCI Emerging Markets Index (EM) - The MSCI Emerging Markets Index is an index designed to measure equity market performance of 22 emerging market indexes.
    • S&P 500 Index ® - The S&P 500 Index ® is an equity index created from the prices of 500 large-cap common stocks actively traded in the United States. S&P 500 ® is a trademark of The McGraw-Hill Companies.

    Comparison benchmarks shown on this page are used to contrast the performance and correlation of Chadwick's programs to major global equity indexes. Data used for all correlation data is from June 2007 forward.


    Performance Updates and Disclosure Document

    Download Disclosure Document [286 KB]
    Request Program Presentation
    Request Monthly Performance Update

     
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    Chadwick Investment Group, 10612-D Providence Road Ste 308, Charlotte, NC 28277
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    Investments offered by Chadwick involve commodity futures trading, which involves substantial risk of loss and are not suitable for every investor. Investing in foreign markets may entail risks that differ from those associated with investments in U.S. markets.
    PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
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