|
|
Managed Forex Account Performance Graph
Managed Forex Account Performance Summary
(returns are % net of all fees)
|
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
YTD |
2005 |
|
|
|
|
|
|
(9.77) |
53.94 |
18.44 |
(8.17) |
5.63 |
(2.73) |
(1.70) |
52.58 |
2006 |
|
6.79 |
27.98 |
(2.33) |
16.35 |
14.81 |
5.00 |
0.05 |
11.30 |
2.14 |
0.24 |
4.77 |
7.84 |
141.18 |
2007 |
|
1.57 |
(1.32) |
5.69 |
(2.44) |
2.62 |
13.28 |
(1.75) |
13.21 |
(9.60) |
(2.91) |
15.91 |
(2.20) |
32.96 |
2008 |
|
4.64 |
(7.22) |
(1.49) |
(4.23) |
0.00 |
4.55 |
2.28 |
8.93 |
56.83 |
62.56 |
3.57 |
1.46 |
185.82 |
2009 |
|
1.90 |
8.73 |
6.63 |
0.21 |
14.17 |
(2.18) |
1.07 |
0.20 |
(1.73) |
(2.70) |
(1.78) |
(4.55) |
20.03 |
2010 |
|
(1.11) |
(2.41) |
0.56 |
(1.67) |
(1.28) |
5.71 |
0.51 |
|
|
|
|
|
(0.09) |
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J.B. Henry Capital Management Forex Managed Account performance is rated by Stark and Company, an independent rating company. Stark and Company is the authority in rating money managers and funds. Managed Forex Account Performance from Stark and Research web site.
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| * Forex trading involves substantial risk of loss and is not suitable for all investors. |
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|
Compounded Annual ROR* |
|
Max Drawdown |
|
Average Monthly ROR* |
|
Year To Date |
|
Returns are net of all fees
*ROR - Rate of Return
|
|
| Annual Sharp Ratio 3yr |
1.02 |
| Stark 300 Correlation |
-0.05 |
| Alpha |
5.55 |
| Beta |
-0.38 |
| Barclays Bond Correlation |
-0.34 |
|
