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PRODUCTS
 
SP Trader Investment Futures Growth Fund
SP Trader Portfolio Futures Growth Fund

Please see the summary below to differentiate the two Products:

 Investment Futures GrowthPortfolio Futures Growth
Type of Strategy:Single StrategyMulti-Strategy
Minimum Investment$25,000$100,000
Strategies TradedS&P E-mini12 Futures in 5 Sectors
SectorsIndices

Indices, Energies, Metals,
Treasuries, Currencies

Inception DateJanuary 2000

June 2003

Correlation to stocks0.210.17
Mean Annual Return68%51%
Annual Standard Deviation13.0%
11.6%
Annual Sharpe Ratio5.536.12
Maximum Drawdown %-1.6-2.1

Max DD Duration, Months

11
 
* As of June 1, 2007, the Investment Futures Growth Fund is closed to new investment.
 
Correlation
 
For those investors with a smaller investment portfolio, the SP Trader Investment Futures Growth Fund has proven to be, over the last six years, a steady and rock solid performing strategy with consistent and constant returns. Please see the Historical Returns. The SP Trader Investment Futures Growth Fund features a low-cost, no-load fund providing an easy, affordable, financially successful and practical way to trade the S&P 500 and the S&P Mid Cap, the most liquid broad markets in the USA.
 
SP Trader Fund has a 6 year proven track record with consistently successful financial results for its clients. With investors worldwide, the Fund is a quantitative, non-discretionary, Managed Futures Fund. 
 
To substantially reduce correlation to US Stocks and other instruments (Bonds 0.18, Hedge Funds 0.11, other Managed Futures 0.24), the SP Trader Portfolio Futures Growth Fund Product was developed, tested and traded from June 2003. Its low correlations with all of the benchmarks reflect the uniqueness of SP Trader Fund's multidimensional diversification approach. Further the low correlation with the managed futures index highlights how SP Trader's multi-dimensional strategy stands apart from the typical trend following approach used by most futures and money managers as well as mutual funds and who are currently suffering from significant drawdowns (including many of the funds that appear in the Ranking).   
 
The SP Trader Portfolio Futures Growth Fund Product trades a portfolio of strategies in Energies, Indices, Metals, Currencies and Treasuries. The fundamental concept is to reproduce substantially similar results to that of the Investment Futures Growth Fund Product but with less correlation to the indices and therefore a lower standard deviation to the portfolio as a whole.
 
Over time one can expect similar or better results to the indices but with less overall risk, particularly if there was to be a terrorist action in the USA, which could tumble the indices (and SP Trader is long) but would be more than offset by Metals, Oil, the Euro and Treasuries. This Product is for investors with a minimum of $100,000 to invest in a portfolio that includes a dozen strategies in 5 sectors - 3 Indices, 3 energies, 1 metal, 2 Treasuries and 3 currencies. For more information and the historical returns of this Product please download the Portfolio Futures Summary from Download Information and Forms.

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Multi-strategy Investment Hedge Fund
Mean Annual Return: 68%
Total Track Record Months: Over 100
Program Details
24 Month Simple Return On Capital: 19%
Minimum Investment: $25,000
Maximum Drawdown: -1.6
Cumulative Return of $1000
Copyright 2005 SP Trader Fund.
All Rights Reserved.
 
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