View Program Details
  Inception Date September 09

  Program Overview

The JWH Vision Program (“JWH Vision”) is a quantitative managed futures strategy that trades a broadly diversified set of markets through the CME Group (Chicago Mercantile Exchange, Chicago Board of Trade, New York Mercantile Exchange). JWH Vision is a hybrid program that consists of a trend-following component and incorporates an overlay to an uncorrelated, non-directional equity index program. The trend-following model seeks to identify and capitalize on long-term price movements and can hold positions that are either long or short. The model is applied to a diversified portfolio that includes allocations to currencies, interest rates, energies, stock indices, metals and grains. Position sizes in the model are dynamic and adjust to market volatility. As of September 1, 2009 an actual client account began trading pursuant to this program.
Performance Data
2010 (YTD) -0.52%
June 3.30%
July -2.23%
August 5.15%

Statistics Since Inception (9/09 - 8/10)
Volatility 14.37%
Sharpe Ratio -0.04
Largest Drawdown (11/09-2/10) -13.10%
Average Profitable Month 4.32%

 
Average Unprofitable Month -2.83%
% of Profitable Months 42%
% of Unprofitable Months 58%
Correlation to S&P 500 0.15




                                                                                   

                                                                                                 




*Performance for JWH Vision1 Program is calculated using accounts that opened at or subsequently reached a trading level of $500,000 or higher. To receive performance for JWH Vision2 Program accounts that opened at $250,000 please contact JWH at 561.241.0018.

Investors who are Qualified Eligible Persons as defined under CFTC Rule 4.7 and who are interested in additional performance information on the JWH Vision Program, including hypothetical performance information, should contact JWH Investor Services at 561.241.0018.

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.