View Program Details
  Inception Date June 97 Assets Under Mgmt as of August 31, 2010  $110 Million  

  Program Overview

Introduced in June 1997, as the firm’s most broadly diversified investment program, JWH GlobalAnalytics® is the result of extensive research and testing by the firm. Unlike other JWH programs, which invest in intermediate- or long-term price movements, JWH GlobalAnalytics® invests in both long- and short-term price movements. The program invests in a broad spectrum of worldwide financial and non-financial markets, including agricultural, currency, energy, interest rate, metals and non-US stock index contracts. JWH GlobalAnalytics® uses the five-phase investment style.
Performance Data
2010 (YTD) 5.59%
June 1.39%
July -0.45%
August 5.72%
Risk Analysis (Annualized Standard Deviation)
2010 (YTD) 10.81%
1-Year 17.72%
3-Year 28.29%
5-Year 27.49%

5-Year Statistics (9/05-8/10)
Volatility 27.49%
Sharpe Ratio 0.39
Largest Drawdown (4/06-5/07) -30.50%
Average Profitable Month 6.78%

 
Average Unprofitable Month -5.86%
% of Profitable Months 55%
% of Unprofitable Months 45%
Correlation to S&P 500 -0.28




                                                                                                                                           





                                                                                   

                                                                                                 


                                                                                                                                                                                                                                             



Annual rates of return are provided for the past five years. Long-term performance looks at annualized returns for the recent three-year and five-year periods, as well as from inception. The same periods are applied in the risk analysis shown, using standard deviation as a measure of risk.


               Ending August 31, 2010
JWH GlobalAnalytics®: $4,139
Barclays Capital U.S. Long Government Bond Index (BCGI) : $2,998
S&P 500 : $1,559
MSCI EAFE : $1,522
Goldman Sachs Commodity Index (GSCI) : $1,173
This chart shows the growth of a hypothetical Investment of $1,000
invested at the inception of the program and maintained through
the current period, as indicated.



The Performance Notes and Terms are an integral part of the performance data presented on this page and should be read in conjunction with it.

Click on here to view the JWH Programs and Performance notes.

An investment with JWH is speculative, involves a high degree of risk, and is designed only for sophisticated investors who are able to bear the loss of more than their entire investment. Read and examine the disclosure document before seeking JWH's services.

The information on this web site may not be reproduced or used in conjunction with any securities offering and is not for reproduction or distribution without the prior written consent of JWH.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.