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FTC Capital GmbH
Praterstrasse 31

A-1020 Vienna

Telefon: +43(1) 585 61 69-0
Fax: +43(1) 585 61 69-9
mail: office@ftc.at

Achtung

FTC-Fonds sind nicht in allen deutschsprachigen Ländern zum öffentlichen Vertrieb zugelassen. Siehe dazu im Detail den Link RECHTLICHE HINWEISE

Daily indications

Statistics FTC Commodity Fund Alpha as of 01/31/2012

PERFORMANCE*
Performance (month)	3.72%
Year to Date	3.72%
1 year	-14.39%
3 years	-29.21%
5 years	8.13%
Since Inception	24.02%

RISK:RETURN Figures (last 5 years)*
Comp. Rate of Return	1.58%
Annualised Volatility	20.90%
Modified Sharpe Ratio	0.08
Maximum Drawdown	-34.77%
Return/Max DD (Mod. Calmar Ratio)	0.05
Annualised Downside Deviation	18.74%
Modified Sortino Ratio	0.08

EFFICIENCY (last 5 years)
Positive months (%)	48.33%
Negative months (%)	51.67%
Positive 12 monthly periods	35
Negative 12 months windows	25
Longest Drawdown (months)	35

CORRELATIONS (5 years)
MSCI World Index (EUR)	0.03
Barclay CTA Index	0.74
S&P GS Commodity Index	0.33
S&P GS Commodity Index	0.33
REX Gov. Bond Perf. Index	-0.28

Downloads

Recent fact sheet (PDF)

Recent monthly report (PDF)

Performance (%)*

FTC Commodity Fund Alpha is a subfund of FTC Futures Fund PCC Ltd., Gibraltar. This Fund has been established in Gibraltar as an experienced investor fund. It is suitable only for those who fall within the definition of "experienced investor" contained in the Financial Services (Experienced Investor Funds) Regulations 2005. An offering memorandum is available for interested parties free of charge at the registered office of FTC in Vienna and at the registered office of FTC Futures Fund PCC Ltd., Suite 209, Neptune House, Marina Bay, Gibraltar. We expressly point out to the risk factors contained therein. The Fund is authorized for public offering in Austria. Last announcement of the offering memorandum: May 24, 2011 (Wiener Zeitung).

12 months rolling returns (%)*

Drawdowns (%)*

Performance since Inception (%)
Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2005				-13.34	-4.05	9.21	-0.98	11.92	0.14	-8.60	3.22	0.98	-3.99
2006	10.10	-7.91	3.28	10.55	-1.20	-1.43	-2.43	-1.39	2.41	6.42	-3.87	2.34	16.32
2007	2.71	-1.59	-4.53	0.29	-1.69	-0.61	-1.99	-4.32	17.39	10.58	-1.18	5.47	19.97
2008	-0.19	11.83	-5.70	4.18	6.28	5.70	-7.96	-0.55	1.11	11.34	1.41	0.62	29.51
2009	0.96	0.06	-5.44	-1.82	-1.40	-0.30	-3.97	2.77	-3.31	-3.46	4.62	-1.96	-12.87
2010	-10.22	-3.79	7.96	2.36	-18.65	-2.59	1.32	0.73	4.14	3.90	-4.12	13.16	-9.36
2011	5.71	8.64	-0.11	2.01	-7.60	-7.44	1.21	-6.52	-4.01	-3.28	2.63	-3.29	-12.74
2012	3.72												3.72

*Note: Fund started on April 4th, 2005 (NAV 1,000 Euro). Source of information: data base FTC Capital GmbH. Performance data refer to the past. Past performance is no reliable indicator for future results.