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Ranked # 1 Among Barclay's Top 20 CTA Performers - Past Five Years

The document is a report from Barclay Trading Group ranking the top 20 commodity trading advisors (CTAs) by performance over the past five years. It lists detailed return metrics for each CTA. Forecast Trading Group, which uses a discretionary strategy combining meteorological research with trading experience, ranked number one with a five-year annual return of 49.17% and lowest drawdown of 12.29%. Additional information is provided on Forecast Trading and its founder and principal James Brunn, who has over 18 years of experience in international banking and believes his firm's strategy offers advantages over other fundamental traders.

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133 views1 page

Ranked # 1 Among Barclay's Top 20 CTA Performers - Past Five Years

The document is a report from Barclay Trading Group ranking the top 20 commodity trading advisors (CTAs) by performance over the past five years. It lists detailed return metrics for each CTA. Forecast Trading Group, which uses a discretionary strategy combining meteorological research with trading experience, ranked number one with a five-year annual return of 49.17% and lowest drawdown of 12.29%. Additional information is provided on Forecast Trading and its founder and principal James Brunn, who has over 18 years of experience in international banking and believes his firm's strategy offers advantages over other fundamental traders.

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© © All Rights Reserved
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ND

Published by Barclay Trading Group, Ltd.

800-338-2827 or 641-472-3456

VOLUME 17, NUMBER 2

2nd QUARTER 2005

Top 20 CTA Performers Past Five Years


For the period from 4/1/2000 to 3/31/2005. Includes only CTAs managing at least $10 million as of 3/31/2005

TRADING ADVISORS

5-YR COMP.
ANNUAL
RETURN

SHARPE
RATIO

LARGEST
DRAWDOWN

%
WINNING
MONTHS

BEST
12-MO.
PERIOD

WORST
12-MO.
PERIOD

FUNDS
UNDER
MGMT

Forecast Trading Group

49.17%

1.39

12.29%

61.67%

199%

-3%

$35.1M

2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

LJM Partners (Neutral S&P Option)


Quadriga Fund Mgmt. (GCT)
AAA Capital Management
ADA Investments Inc. (Div.)
Oxeye Capital Mgmt. Ltd.
Pacific Asset Mgmt. (Alpha)
Treasury Mgmt. Services (Triad)
Conservative Concept (Index Options)
Zenith Resources (Index Options)
Capricorn Advisory Mgmt (FX 7X)
Pardo Capital Ltd. (XT99 Divers.)
Clarke Cap'l Mgmt. (Gl. Magnum)
Quicksilver Trading, Inc.
Saxon Invest. Corp. (Aggress. Divers)
Abraham Trading Company
Bennett, Daniel J. (S&P Options)
Clarke Cap'l Mgmt. (Millennium)
AIS Futures Fund L.P. (3X-6X))
Man Investments (AHL Currency)

34.43%
33.86%
31.72%
31.53%
30.96%
29.87%
28.72%
28.48%
28.12%
27.01%
26.92%
26.12%
25.44%
25.18%
24.54%
23.60%
23.28%
22.89%
22.27%

1.08
0.83
1.30
1.08
1.01
0.42
1.22
1.27
3.23
1.33
0.58
0.80
0.88
0.71
0.82
1.28
0.78
0.58
0.64

46.54%
28.22%
27.26%
26.88%
35.13%
57.84%
27.27%
23.12%
3.12%
13.22%
40.01%
21.63%
26.29%
27.80%
20.14%
22.00%
20.44%
32.74%
29.79%

83.33%
63.33%
68.33%
61.67%
73.33%
40.00%
68.33%
73.33%
93.33%
68.33%
58.33%
56.67%
65.00%
58.33%
58.33%
88.33%
58.33%
60.00%
51.67%

106%
141%
103%
91%
100%
185%
89%
64%
52%
96%
189%
89%
67%
109%
90%
48%
105%
128%
94%

-35%
-14%
-21%
-22%
-19%
-35%
-22%
10%
14%
-8%
-19%
-21%
-11%
-14%
-11%
-12%
-15%
-18%
-23%

$36.0M
$418.5M
$134.3M
$91.8M
$30.0M
$18.2M
$11.1M
$49.5M
$13.1M
$12.5M
$26.2M
$53.2M
$91.2M
$47.5M
$195.8M
$12.7M
$196.5M
$74.8M
N.A.

Forecast Trading Group

*As appeared in Barclay Managed Funds


Report - 2nd Quarter 2005 - page 6

Ranked # 1 among Barclay's Top 20 CTA Performers - Past Five Years


Forecast Trading Group is an independent Commodity Trading Advisor (CTA).
The Principal of Forecast Trading, James Brunn, is responsible for all trading decisions. Before founding Forecast, he spent more
than 18 years in senior management and trading in international banking institutions including positions as Chief Dealer, Foreign
Exchange. He graduated with a BS in Business Administration from the American University in Washington, DC. Mr. Brunn's trading interest in weather-related commodity interests began in 1996 and the Forecast program was formed in December 1999. He
believes that Forecast's fundamental, discretionary strategy, combining nationally-recognized meteorological research with his
trading and risk-management experience, offers distinct advantages over other fundamental traders. Forecast is involved in different markets according to the weather and the perceived profit potential in different commodities. Accordingly, there may be some
seasonality in the markets dealt: Grains, Coffee and Cotton markets are typically traded from May through August; Natural Gas
and Orange Juice between November and March. This does not, however, preclude trading these markets during other months.
Forecast uses short- to intermediate-term positions to benefit from price movements in markets such as natural resources, agricultural and consumer products. The program invests in both futures and options contracts. Options are frequently used to take advantage of intermediate term price movements. Options contracts are predominantly purchased (not sold) so that the level of risk is
clearly defined at the inception of the trade.
For additional information, please see our website at www.forecasttrading.com
or contact us directly at 201.327.7087, or by e-mail to info@forecasttrading.com.
Past Performance is not necessarily indicative of future results.
This does not constitute an offering, which can only be made to qualified investors who have read and understood our Due
Diligence Document which describes, among other things, the risks of investing in this strategy.

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