Lafayette Trading, LLC

Eur/Asia Equity Index Program

Year-to-Date
N/A
Jul2.39%
Minimum Investment
500k
Management Fee2.00%
Performance Fee20.00%
Annualized Volatility13.15%
Sharpe (RFR=1%)-0.31
CAROR
AUM480K
Worst Drawdown-13.55
S&P Correlation0.49
Annualized Vol
13.15%
Sharpe (RFR=1%)
-0.31
CAROR
-3.85%
Worst DD
-13.55
S&P Correlation
0.49
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0Sep '09Nov '09Jan '10Mar '10May '10ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllAug 1, 2009Jul 1, 2010Aug '09Sep '09Oct '09Nov '09Dec '09Jan '10Feb '10Mar '10Apr '10May '10Jun '10Jul '109259559851.01k1.04k1.07k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
2010-7.89-5.251.582.730.50-2.932.39-9.03-12.73
20092.12-0.185.02-0.956.04-0.95

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.

Period Returns

Program / Index
Jul
Qtr
YTD
1yr
3yr
5yr
10yr
Since 8/2009
Eur/Asia Equity Index Program2.39-3.54
S&P 5006.88-74.91-1.21316.93
+/- S&P 500-4.4974.911.21-320.47

Strategy

Created with Highcharts 9.1.0
Other85.00%
Counter-trend15.00%
Account & Fees
TypeManaged Account
Minimum Investment
500k
Management Fee2.00%
Performance Fee20.00%
Available to US InvestorsYes
Investor RequirementsQualified Eligible Persons (QEP)
High Water Markyes
Subscription FrequencyAnytime
Redemption FrequencyDaily
Decision-Making
Trading
Trading Frequency3200 RT/YR/$M
Avg. Margin-Equity Ratio7.00%
Targeted Worst DD0.00%
Worst Peak-to-Trough0.00%
Sector Focus
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months100.00%
1-30 Days0.00%
Intraday0.00%