Dresden Account

Monthly Performance

Performance Analysis   Statistical Calculations
Start Date Apr 04, 2008    Standard Deviation of Monthly ROR 5.20%
Total Return Since Start Date 47.07%   Standard Deviation of Yearly ROR 18.01%
Average Monthly ROR 2.17%   Monthly Sharpe Ratio (RR:4%) 0.35
Arithmetic Average Annual 26.05%   Yearly Sharpe Ratio (RR:4%) 1.22
Compounded Average Annual ROR 29.40%   Yearly Sharpe Ratio Compound (RR:4%) 1.41
Wining Months: 14 Ave Profit: 3.89%   Sortino Ratio (RR:4%) 3.81
Losing Months: 5 Ave Loss: -2.65%   Max Monthly Draw Down -5.69%
Ave W/L Ratio: 2.80 Ave P/L Ratio: 1.47   Max Monthly Gain 18.24%

Monthly Performance

YEAR JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC TOTAL
2008         18.24% 7.85% 2.09% -2.10% 0.17% 4.05% -5.69% -3.28% 21.33%
2009 0.08% -0.97% 1.10% 0.39% 8.22% 1.23% 1.56% 2.43% 1.09% 1.85% 5.39% -4.03% 15.88%
2010 0.12% 1.99%                     2.11%

* Calculations for the above account for total figures were compounded and based on net asset values before deductions for management fees, performance fees, and operating expenses. Monthly return figures were non-compounded and based on net asset values before deductions for management fees, performance fees, and operating expenses. Year to date figures represent performance up to the end of the completed preceding month. The values of the above account are not guaranteed and change frequently. Past performance is not indicative of future results. This communication contains certain information about Rove Capital but is not, and under no circumstances is it to be construed as, a public offering to sell, or a solicitation of an offer to buy products.

Past performance is not indicative of future results, as returns may vary according to market conditions. Trading in foreign exchange is speculative and may involve the loss of principal; therefore, assets placed under management should be risk capital funds that if lost will not significantly affect one's personal financial well being. This is not a solicitation to invest, and you should carefully consider the suitability of your financial situation for investment prior to making any investment or entering into any transaction.

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