Program Description

Atlas One, LP is a is a Multi Advisor CTA Commodity Pool. The pool seeks to produce higher than average market returns by deploying a Core - Periphery strategy. Core managers are selected based on their statistical non-correlations, overall performance, and experience. Peripheral managers are then added to broaden market exposure and dampen volatility through various trading styles and methodologies unrelated to the Core.

Monthly Performance

Year Jan Feb Mar Apr May Jun July Aug Sept Oct Nov Dec YTD
2006 - - - 0.57 -0.07 -0.28 -1.94 -0.44 -2.46 0.61 0.89 -4.32 -7.30%
2007 2.10 0.58 -1.15 -2.21 0.55 2.52 -3.38 0.58 10.51 -0.33 -2.07 9.04 16.95%
2008 6.13 15.43 -0.63 -2.44 3.17 3.84 -2.59           23.94%
 

Atlas One, LP – Investing Markets

 

Monthly Commentary

In a month where diversified trading programs found themselves off between 3% and 10%, Atlas performed admirably - reinforcing the value of its active asset allocation models. While the pool did see losses in FX and Meats, the core Grain and Global programs avoided the pitfalls of the weather and oil markets respectively. As of the end of June, we have begun a retooling of the portfolio that seeks to consolidate peripheral market exposure through a set of diversified traders. We believe that such a move will further dampen volatility while taking advantage of under-leveraged global markets. Furthermore, while we expect August to be quiet, we now see the portfolio as being well positioned heading into the Fall.

Lincoln S. Ellis

 

Return Distribution

Return

Start Date of Program: April 2006
Discretionary: 40%
Systematic: 60%
Worst Peak/Valley Drawdown: -8.89% (Apr.’06-Jul.’07)
Minimum Investment: $100K
Management Fee: 2%
Incentive Fee: 20%
Round Turns per million: 2000 - 3000
Currency: USD
 
 

The information contained herein has been prepared solely for informational purposes and is not a solicitation to buy or sell shares in any fund or to participate in any trading program. Prospective investors must request the appropriate program/fund documents before investing in any of these trading programs or funds. There is a significant risk of loss with any of the above trading programs or funds.

Past results are not necessarily indicative of future results.


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