LOMAX Performance History

From 1995 till 2001 CKP traded only proprietary capital. Since October 2001 CKP is registered is a Commodity Trading Advisor (“CTA”), registered with the Commodity Futures Trading Commission (“CFTC”) and a member of the National Futures Association (“NFA”). CKP has the objective of offering investment strategies for high net worth clients and institutions. Relevant financial performance statistics for CKP are :

• Combined client and proprietary capital under management : $ 6.2 million
• $1000 invested on January 1, 2002 is worth $4’200 (est.) on October 31, 2006
• From inception through December 31, 2006, CKP Managed Futures Accounts have exceeded benchmark return like TMF or SMI:

• Annualized rate of return (ROR)  = 39.60%
• 29 of 46 months (63%) of recorded history are profitable
• 100% of CKP Managed Futures Accounts open 180 days or longer are profitable
• Maximum Drawdown : (29.27%) (April 2005)
• Sharpe Ratio (Client Accounts - 46 months through February 2007) = 0.99
• Correlation with SMI (Client Accounts - 46 months through February 2007) = (-0.11)

Factsheet october 2007 (28 KB)