Statistics FTC Futures Fund Dynamic as of 01/31/2012

PERFORMANCE*
Performance (month)	4.43%
Year to Date	4.43%
1 year	-17.94%
3 years	-22.02%
5 years	43.54%
Since Inception	126.39%

RISK:RETURN Figures (last 5 years)*
Comp. Rate of Return	7.50%
Annualised Volatility	25.08%
Modified Sharpe Ratio	0.30
Maximum Drawdown	-28.83%
Return/Max DD (Mod. Calmar Ratio)	0.26
Annualised Downside Deviation	20.87%
Modified Sortino Ratio	0.36

EFFICIENCY (last 5 years)
Positive months (%)	50.00%
Negative months (%)	50.00%
Positive 12 monthly periods	43
Negative 12 months windows	17
Longest Drawdown (months)	25

CORRELATIONS (5 years)
MSCI World Index (USD)	0.01
S&P 500	-0.04
Barclay CTA Index	0.81
CS/T HF Index Managed Futures	0.87
JPM GABI USD Index	-0.22

Downloads

Recent fact sheet (PDF)

Recent monthly report (PDF)

Performance (%)*

FTC Futures Fund Dynamic 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. It is not subject to the tax provisions of EU-Savings-Directive. 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. 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
2002					10.40	12.05	3.73	10.86	12.05	-13.82	-5.07	7.66	40.38
2003	11.08	14.12	-21.24	-1.24	22.98	-7.78	-9.01	0.06	-15.75	1.82	-3.74	-1.06	-16.82
2004	-6.60	20.30	-2.80	-13.50	-4.23	-6.27	-2.61	-6.38	4.09	1.59	12.26	0.55	-7.70
2005	-7.21	4.28	-3.85	-7.50	7.03	11.03	3.20	5.90	4.99	-8.82	8.81	4.23	21.34
2006	3.57	-3.77	13.20	5.57	-6.44	-1.58	-11.95	2.89	-5.42	6.94	3.37	9.46	13.71
2007	6.05	-7.57	-4.18	15.93	8.81	3.63	-10.91	-11.65	17.71	12.73	-1.68	0.43	26.64
2008	5.74	12.84	3.51	-4.94	-2.81	13.55	-7.01	-2.18	8.61	12.83	3.85	3.12	54.66
2009	-0.33	1.71	-5.87	-4.09	1.46	-3.88	-3.59	8.03	5.32	-7.67	9.53	-6.76	-7.70
2010	-9.52	-0.23	10.49	1.65	-8.01	-2.02	2.59	5.63	-3.76	5.86	-7.77	8.02	0.51
2011	2.09	5.56	-3.85	8.78	-10.82	-6.76	0.19	-2.29	-2.31	-7.39	-3.24	-0.13	-19.78
2012	4.43												4.43

*Note: Fund start was May 2002 (USD 1,000). Calculations are based on end-of-month value. Source of information: data base FTC Capital GmbH. Performance data refer to the past. Past performance is no reliable indicator for future results. Currency of the fund is USD. The return may increase or drop due to fluctuations of currencies.