Filed Pursuant to Rule 424(b)(3)
Registration No. 333-155800
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September 2011 Performance Update
The Frontier Fund Supplement Dated September 30, 2011 to Prospectus Dated April 30, 2011.
The Frontier Fund Class 3
T H E F R O N T I E R F U N D ’ S G O A L : To provide you - the investor - with a managed futures product that, over the long term, provides attractive returns, reduces volatility, and improves the overall performance of your investment portfolio.
September performance for the various Series of The Frontier Fund is detailed below:*
| The Frontier Fund Class 3 | September 30, 2011 MTD |
September 30, 2011 YTD |
NAV/Unit | ||||||||||||
| Balanced Series-3a |
3.92% | -3.25% | $ | 129.31 | |||||||||||
| Long Only Commodity Series-3 |
-15.04% | -12.99% | $ | 90.38 | |||||||||||
| Long/Short Commodity Series-3 |
-6.25% | 5.25% | $ | 161.30 | |||||||||||
| Managed Futures Index Series-3 |
8.12% | 8.15% | $ | 137.06 | |||||||||||
Additional information, including monthly rates of return, concerning the aforementioned Series and the Trading Advisor(s) is contained in the Prospectus and the respective Series Appendix to the Prospectus.
* The above table sets forth the actual performance for the Class and Series as of September 30, 2011. Actual gross trading performance (gross realized and unrealized gain/loss before deduction for trading commissions and fees, management fees, any other expense, and before addition of interest income) is adjusted for the trading expenses, management fees, initial service fees, on-going service fees, and interest income of the applicable Series.
THIS INSERT MUST BE ACCOMPANIED OR PRECEDED BY THE CURRENT PROSPECTUS OF THE FRONTIER FUND
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS
THE FRONTIER FUND BALANCED SERIES - 3a
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
September 30, 2011
(Unaudited)
| Current Period | ||||
| INCOME |
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| Realized trading gain/(loss) |
$ | 200,940.71 | ||
| Unrealized trading gain/(loss) |
(65,152.11 | ) | ||
| Less: commissions |
(3,554.28 | ) | ||
| Less: FCM fees |
(1,055.49 | ) | ||
| Foreign currency gain/(loss) |
(4,463.15 | ) | ||
| Interest income |
3,677.11 | |||
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| Total Income |
130,392.79 | |||
| EXPENSES |
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| Trading Fee |
6,433.21 | |||
| Management fees |
2,537.95 | |||
| Incentive fees |
11,526.00 | |||
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| Total Expenses |
20,497.16 | |||
| Net Income (Loss) |
$ | 109,895.63 | ||
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| Units | Dollars | $'s per unit | ||||||||||
| STATEMENT OF CHANGES IN NET ASSET VALUE |
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| Net Asset Value, end of prior month |
22,599.52660 | $ | 2,812,314.57 | 124.44 | ||||||||
| Current month additions |
268.49563 | 34,442.66 | ||||||||||
| Current month redemptions |
(410.93780 | ) | (52,624.93 | ) | ||||||||
| Net Income (loss) for current month |
109,895.63 | |||||||||||
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| Net Asset Value, end of current month |
22,457.08443 | $ | 2,904,027.93 | 129.31 | ||||||||
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| Monthly rate of return | 3.92 | % | ||||||||||
To the best of my knowledge and belief, the information
contained in this statement is accurate and complete
| /s/ S. Brent Bales | ||||
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S. Brent Bales, Chief Accounting Officer of the Managing Owner |
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Equinox Fund Management LLC
1775 Sherman Street, Suite 2500
Denver, Colorado 80203
On Behalf of the Frontier Fund - Balanced Series 3a
THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 3
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
September 30, 2011
(Unaudited)
| Current Period | ||||
| INCOME |
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| Realized trading gain/(loss) |
$ | (144,226.64 | ) | |
| Unrealized trading gain/(loss) |
(723.64 | ) | ||
| Less: commissions |
— | |||
| Less: FCM fees |
(377.45 | ) | ||
| Foreign currency gain/(loss) |
— | |||
| Interest income |
1,866.56 | |||
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| Total Income |
(143,461.17 | ) | ||
| EXPENSES |
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| Management fees |
1,462.62 | |||
| Incentive fees |
— | |||
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| Total Expenses |
1,462.62 | |||
| Net Income (Loss) |
$ | (144,923.79 | ) | |
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| Units | Dollars | $'s per unit | ||||||||||
| STATEMENT OF CHANGES IN NET ASSET VALUE |
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| Net Asset Value, end of prior month |
9,767.12821 | $ | 1,039,068.06 | 106.38 | ||||||||
| Current month additions |
604.18819 | 61,309.41 | ||||||||||
| Current month redemptions |
(1,801.64340 | ) | (180,923.94 | ) | ||||||||
| Net Income (loss) for current month |
(144,923.79 | ) | ||||||||||
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| Net Asset Value, end of current month |
8,569.67300 | $ | 774,529.74 | 90.38 | ||||||||
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| Monthly rate of return | -15.04 | % | ||||||||||
To the best of my knowledge and belief, the information
contained in this statement is accurate and complete
| /s/ S. Brent Bales | ||||
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S. Brent Bales, Chief Accounting Officer of the Managing Owner |
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Equinox Fund Management LLC
1775 Sherman Street, Suite 2500
Denver, Colorado 80203
On Behalf of the Frontier Fund - Long Only Commodity Series 3
THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 3
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
September 30, 2011
(Unaudited)
| Current Period | ||||
| INCOME |
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| Realized trading gain/(loss) |
$ | 537,581.16 | ||
| Unrealized trading gain/(loss) |
(2,026,897.11 | ) | ||
| Less: commissions |
(13,116.38 | ) | ||
| Less: FCM fees |
(10,047.04 | ) | ||
| Foreign currency gain/(loss) |
(9,632.59 | ) | ||
| Interest income |
33,249.60 | |||
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| Total Income |
(1,488,862.36 | ) | ||
| EXPENSES |
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| Management fees |
117,381.78 | |||
| Incentive fees |
(15,226.39 | ) | ||
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| Total Expenses |
102,155.39 | |||
| Net Income (Loss) |
$ | (1,591,017.75 | ) | |
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| Units | Dollars | $'s per unit | ||||||||||
| STATEMENT OF CHANGES IN NET ASSET VALUE |
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| Net Asset Value, end of prior month |
144,880.90465 | $ | 24,927,384.75 | 172.05 | ||||||||
| Current month additions |
10,063.44580 | 1,673,821.19 | ||||||||||
| Current month redemptions |
(3,283.23437 | ) | (546,684.28 | ) | ||||||||
| Net Income (loss) for current month |
(1,591,017.75 | ) | ||||||||||
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| Net Asset Value, end of current month |
151,661.11608 | $ | 24,463,503.91 | 161.30 | ||||||||
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| Monthly rate of return | -6.25 | % | ||||||||||
To the best of my knowledge and belief, the information
contained in this statement is accurate and complete
| /s/ S. Brent Bales | ||||
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S. Brent Bales, Chief Accounting Officer of the Managing Owner |
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Equinox Fund Management LLC
1775 Sherman Street, Suite 2500
Denver, Colorado 80203
On Behalf of the Frontier Fund - Long/Short Commodity Series 3
THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 3
STATEMENT OF INCOME (LOSS)
FOR THE MONTH ENDED
September 30, 2011
(Unaudited)
| Current Period | ||||
| INCOME |
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| Realized trading gain/(loss) |
$ | 25,489.72 | ||
| Unrealized trading gain/(loss) |
5,555.61 | |||
| Less: commissions |
(85.63 | ) | ||
| Less: FCM fees |
(151.32 | ) | ||
| Foreign currency gain/(loss) |
(1,216.25 | ) | ||
| Interest income |
574.57 | |||
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| Total Income |
30,166.70 | |||
| EXPENSES |
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| Management fees |
704.34 | |||
| Incentive fees |
— | |||
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| Total Expenses |
704.34 | |||
| Net Income (Loss) |
$ | 29,462.36 | ||
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| Units | Dollars | $'s per unit | ||||||||||
| STATEMENT OF CHANGES IN NET ASSET VALUE |
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| Net Asset Value, end of prior month |
2,893.44645 | $ | 366,783.87 | 126.76 | ||||||||
| Current month additions |
— | — | ||||||||||
| Current month redemptions |
(191.71516 | ) | (25,954.74 | ) | ||||||||
| Net Income (loss) for current month |
29,462.36 | |||||||||||
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| Net Asset Value, end of current month |
2,701.73129 | $ | 370,291.49 | 137.06 | ||||||||
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| Monthly rate of return | 8.12 | % | ||||||||||
To the best of my knowledge and belief, the information
contained in this statement is accurate and complete
| /s/ S. Brent Bales | ||||
| S. Brent Bales, Chief Accounting Officer of the Managing Owner | ||||
Equinox Fund Management LLC
1775 Sherman Street, Suite 2500
Denver, Colorado 80203
On Behalf of the Frontier Fund - Managed Futures Index Series 3