Commodity Trading Investor Services
LJM Partners Ltd. (“LJM“) is an investment firm specializing in managed futures and offers financial investment services to institutions and high net worth individuals. LJM is a Commodity Trading Advisor (“CTA”), registered with the Commodity Futures Trading Commission (“CFTC”) and a member of the National Futures Association (“NFA”). LJM is authorized to execute transactions within an established client account or commodity pool, and accepts fees for its services. The LJM Disclosure Document provides full detail of the relationship between the CTA and its clients, associated risks, and fee structure.
LJM employs an investment strategy involving managed futures and attempts to generate aggressive returns relative to the S&P 500 Index. A detailed explanation of managed futures and their potential role within a broader investment strategy is contained in the Additional Resources and Question and Answer sections of this web site.
A Range of Investor Services
LJM was founded in July 1998 having developed a proprietary trading strategy involving options on S&P futures. In recent years, LJM has continued its track record of innovation by introducing several distinct implementations of its option writing program. These varied trading strategies offer clients a wide range of investment choices. The three most popular LJM trading strategies are detailed in greater detail on the Investment Products page of this website. The complete performance history for these three investment products is detailed on the Performance History page of this website.
Performance of LJM Products Against the S&P index
Desempeño de los productos de LJM comparados con el Índice S&P 500
| LJM Aggressive | LJM Moderately Aggressive | LJM P&G | S&P 500 | ||
| LJM Agresivo | LJM Moderadamente Agresivo | LJM P&G | S&P 500 | ||
| 1998 | -10.16% 1 | n/a | n/a | 9.23% 1 | |
| 1999 | 60.52% | n/a | n/a | 21.04% | |
| 2000 | -3.07% | n/a | n/a | -9.10% | |
| 2001 | 21.02% | n/a | n/a | -11.89% | |
| 2002 | -4.24% | n/a | n/a | -22.10% | |
| 2003 | 68.20% | 22.14% 2 | n/a | 28.68% | |
| 2004 | 53.83% | 34.03% | n/a | 10.88% | |
| 2005 | 42.21% | 30.59% | n/a | 4.91% | |
| 2006 | 37.72% | 30.50% | 4.33% 3 | 15.79% | |
| 2007 | 21.25% | 25.89% | 9.02% | 5.49% | |
| 2008 | -48.47% | -17.45% | 8.87% | -37.00% | |
| 2009 | 50.02% | 28.84% | 8.74% | 26.46% | |
| 2010 | 9.68% | 5.16% | 5.32% | -6.60% | |
| Total Return | Rendimiento Total | 741.50% 1 | 292.80% 2 | 39.28% 3 | 12.18%1 |
| Ave. Annual Return | Rendimiento promedio annual | 18.89% | 20.06% | 8.25% | 0.96% |
| Correlation | Correlación | 0.34808 | 0.39280 | 0.09835 | 1.00000 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. June 2010 returns are estimated.
Note 1: LJM Aggressive Strategy opened in July 1998, hence 6 months performance in 1998.
Note 2: LJM Moderately Aggressive Strategy opened in April 2003, hence 9 months performance in 2003.
Note 3: LJM P&G Strategy opened in May 2006, hence 8 months performance in 2006
EL RENDIMIENTO ANTERIOR NO NECESARIAMENTE PREDICE EL RENDIMIENTO FUTURO Los rendimientos de Junio 2010 son aproximados.
Nota1: LJM Estrategia Agresiva comenzó en Julio de 1998.
Nota 2: LJM Estrategia Moderadamente Agresiva comenzó en abril del 2003.
Nota 3: LJM P&G Estrategia comenzó en Abril del 2006.
A Singular Focus
LJM has demonstrated success in trading equity options, technology index options, and equity index options. Based on the appropriateness for client investments, LJM has selected options on S&P futures contracts as its exclusive investment vehicle. By focusing on one market and one investment product only, LJM has developed the expertise of S&P option pricing and market dynamics which provides an advantage to its investors. While LJM advocates diversification in portfolio management, LJM believes a fund should sustain a singular focus on one market.
Seeking Aggressive Returns Over the Long Term
LJM funds seek returns greater than historical returns of traditional investments including equity indexes, bonds, and mutual funds. Correspondingly, LJM funds contain greater potential volatility and should constitute a smaller portion of an uncorrelated investment portfolio. Because LJM strategies contain greater potential volatility, LJM funds are directed at long term investors who understand the associated risks and can view an LJM investment with a multi-year perspective.