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Rosetta Capital Management, LLC

Rosetta Trading program

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Monthly performance

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
20170.42%-0.56%0.82%0.25%        0.93%
2016-0.86%0.82%-0.06%-3.28%2.43%-3.54%-0.92%-0.37%-1.21%-1.68%0.14%-1.83%-10.02%
20151.60%-2.54%1.46%-1.07%2.10%4.17%-1.99%-2.99%-1.60%-0.31%-0.91%-0.97%-3.25%
2014-2.77%-5.67%2.33%0.81%3.22%0.13%9.06%1.85%6.04%-9.16%0.08%-1.12%3.54%
20132.26%-1.67%-0.41%-0.58%-2.19%1.26%1.88%-4.03%0.54%0.34%0.22%-0.50%-3.01%
2012-1.28%0.99%2.38%0.16%1.03%10.93%5.07%0.25%0.81%-0.05%-0.87%-3.63%16.17%
20111.28%5.10%-3.60%5.02%3.05%-4.06%-2.63%1.88%-2.45%3.27%-2.71%2.38%6.05%
20100.46%-0.41%3.01%0.59%2.19%-2.39%0.22%3.98%4.81%15.74%-4.34%0.65%25.86%
2009-0.57%0.58%-2.59%3.29%-6.07%0.37%1.32%-0.58%4.07%-4.89%-0.49%1.65%-4.33%
200813.85%7.22%3.14%-2.92%-7.12%0.45%3.51%-2.30%7.07%-2.83%-2.27%-1.52%15.48%
2007-5.22%3.09%-7.75%-3.41%-0.09%12.37%-17.38%1.41%8.57%10.48%-1.20%7.45%4.28%
200610.48%1.17%10.97%-0.13%0.32%-5.89%-2.26%-7.28%-1.39%3.35%14.81%3.40%28.23%
2005-0.82%0.86%3.18%1.06%6.47%1.57%2.25%-9.34%5.27%7.25%2.85%0.42%21.93%
20045.07%-2.04%22.77%12.05%0.38%-3.28%-2.73%11.26%5.30%4.61%13.80%3.68%93.35%
2003-12.68%11.04%-11.10%-6.18%-5.61%8.93%94.99%30.15%14.37%31.08%-9.02%-14.77%145.31%
2002-5.21%7.49%-7.92%3.54%11.19%-6.66%23.64%13.21%9.64%14.44%59.95%-20.96%123.85%
2001-6.10%9.51%-1.09%-0.01%7.89%-7.37%-0.61%-9.79%31.75%40.87%5.41%-10.53%59.51%
2000   -8.70%0.28%18.66%4.81%-34.33%40.39%3.09%7.89%49.41%74.45%

Performance statistics — Apr 2000 to Apr 2017

Cumulative total return 7180.77%
Annualized compound return 28.53%
Annualized standard deviation 41.32%
Monthly correlation to S&P 500 TRI -0.00
Annualized sharpe ratio (0%) 0.74
Monthly maximum loss (Aug 2000) -34.33%
Maximum drawdown (Dec 2002 - May 2003) -39.67%

Annual performance (%) — Apr 2000 to Apr 2017

Year or YTD Rosetta Capital Management, LLC S&P 500 TRIBTOP50 Index
20170.937.16-2.34
2016-10.0211.96-4.44
2015-3.251.38-0.92
20143.5413.6912.33
2013-3.0132.390.74
201216.1716.00-1.83
20116.052.11-4.25
201025.8615.066.38
2009-4.3326.46-4.77
200815.48-37.0013.58
20074.285.497.57
200628.2315.795.61
200521.934.912.76
200493.3510.880.86
2003145.3128.6815.55
2002123.85-22.1013.68
200159.51-11.893.83
200074.45--

Performance comparison: Growth of $10,000 invested since inception — Apr 2000 to Apr 2017

This chart represents a hypothetical investment of $10,000 at the time of the strategy’s inception and is not intended to imply an actual investment. Hypothetical returns do not assume the reinvestment of dividends and income.

Monthly returns — May 2007 to Apr 2017

Distribution of monthly returns — Apr 2000 to Apr 2017

Underwater curve — Apr 2000 to Apr 2017

 

See glossary for index descriptions and definitions of terms.

Investors cannot directly invest in an index, unmanaged index returns do not reflect any fees, expenses, or sales charges.

EASP656

Company background

Rosetta, an Illinois limited liability company, became registered under the CE Act as a CTA in May 1997 and also is a member of the National Futures Association.  Rosetta’s principal, James Green, is a founding member of Rosetta (along with the late Michael Swinford) and has over 30 years of trading experience.

Markets traded

Agriculturals

Strategy

RCM’s trading decisions are aided by computer-generated technical analysis but are discretionary based on its assessment of fundamental factors.

Key personnel

James Green, Founder — Jim Green is a founding principal of Rosetta. Mr. Green is responsible for all aspects of Rosetta’s operations and trading decisions. He and the late Michael Swinford registered Rosetta in May 1997. Mr. Green became registered as an associated person and listed as a principal and NFA associate member of Rosetta effective May 22, 1997. Mr. Green is also registered as an associated person and listed as a principal and NFA associate member of Ceres Alternative Investments LLC (“Ceres”), a commodity pool operator and alternative asset manager, effective April 20, 2009. Mr. Green’s primary duty at Ceres is managing portfolio and trade allocations of an investment fund managed by Ceres. Mr. Green has also been registered as an associated person and branch manager of Rosenthal Collins Group LLC, a futures commission merchant, since February 1991. Mr. Green’s primary duty for Rosenthal Collins Group LLC is supervising a team of brokers working in the Livestock Division.  He attended Western Illinois University in Macomb, Illinois, where he earned a bachelor’s degree in Finance with a minor in Economics.

 

See glossary for index descriptions and definitions of terms.

Investors cannot directly invest in an index, unmanaged index returns do not reflect any fees, expenses, or sales charges.

EASP656