Skibo Asset Management

Currency Program

Year-to-Date
N/A
Jul-0.15%
Minimum Investment
50k
Management Fee0.00%
Performance Fee0.00%
Annualized Volatility11.80%
Sharpe (RFR=1%)0.73
CAROR9.36%
AUM150K
Worst Drawdown-7.48
S&P Correlation-0.02
Annualized Vol
11.80%
Sharpe (RFR=1%)
0.73
CAROR
9.36%
Worst DD
-7.48
S&P Correlation
-0.02
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0May '06Sep '06Jan '07May '07Sep '07Jan '08May '08ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllMay 1, 2006Jul 1, 2008May '06Jul '06Sep '06Nov '06Jan '07Mar '07May '07Jul '07Sep '07Nov '07Jan '08Mar '08May '08Jul '089801.03k1.08k1.12k1.17k1.22k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20080.600.64-3.5511.812.572.50-0.1514.62-3.55
2007-0.42-0.17-0.48-3.410.210.000.003.06-0.12-6.142.645.27-0.03-7.48
20062.751.77-2.811.03-2.893.282.895.96-4.65

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 5/2006
Currency Program-0.1521.40
S&P 500-0.99-71.14-13.69246.98
+/- S&P 5000.8471.1413.69-225.58
Account & Fees
TypeManaged Account
Minimum Investment
50k
Management Fee0.00%
Performance Fee0.00%
Available to US InvestorsYes
Investor Requirements
High Water Markno
Subscription Frequency
Redemption Frequency
Decision-Making
Trading
Trading Frequency0 RT/YR/$M
Avg. Margin-Equity Ratio
Targeted Worst DD0.00%
Worst Peak-to-Trough0.00%
Sector Focus
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days0.00%
Intraday0.00%