424B3 1 d258987d424b3.htm OCTOBER PERFORMANCE UPDATE - CLASS 1 ORIGINAL October Performance Update - Class 1 Original

Filed Pursuant to Rule 424(b)(3)
Registration No. 333-155800

 

LOGO     LOGO

October 2011 Performance Update

The Frontier Fund Supplement Dated October 31, 2011 to Prospectus Dated April 30, 2011.

The Frontier Fund Class 1 Original

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.

October performance for the various Series of The Frontier Fund is detailed below:*

 

The Frontier Fund Class 1 Original   

October 31, 2011

MTD

 

October 31, 2011

YTD

  NAV/Unit  

Balanced Series-1

   -2.96%   -7.31%   $ 122.30   

Balanced Series-1a

   -3.06%   -8.29%   $ 106.71   

Berkeley/Graham/Tiverton Series-1

   -5.26%   -15.32%   $ 93.54   

Currency Series-1

   -4.13%   -12.59%   $ 69.13   

Long/Short Commodity Series-1

   0.66%   3.60%   $ 137.50   

Winton/Graham Series-1

   -6.37%   -11.47%   $ 106.09   

Winton Series-1

   -2.89%   2.16%   $ 137.95   

Long Only Commodity Series-1

   8.24%   -7.07%   $ 87.46   

Managed Futures Index Series-1

   -11.71%   -8.08%   $ 108.43   

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 October 31, 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 - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (3,763,813.63

Unrealized trading gain/(loss)

     (1,712,792.63

Less: commissions

     (252,914.49

Less: FCM fees

     (79,233.68

Foreign currency gain/(loss)

     782,341.08   

Interest income

     30,276.92   
  

 

 

 
Total Income      (4,996,136.43
EXPENSES       

Management fees

     163,151.46   

Incentive fees

     82,895.47   

Broker service fees

     481,485.20   
  

 

 

 
Total Expenses      727,532.13   
Net Income (Loss)    $ (5,723,668.56
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     1,538,493.35598      $ 193,899,554.42        126.03   

Current month additions

     370.10028        45,292.47     

Current month redemptions

     (12,664.46089     (1,562,929.02  

Net Income (loss) for current month

       (5,723,668.56  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     1,526,198.99537      $ 186,658,249.31        122.30   
     Monthly rate of return        -2.96

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 - Balanced Series 1


THE FRONTIER FUND BALANCED SERIES - 1a

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (66,412.11

Unrealized trading gain/(loss)

     (28,796.55

Less: commissions

     (4,398.78

Less: FCM fees

     (1,379.63

Foreign currency gain/(loss)

     13,632.81   

Interest income

     3,919.56   
  

 

 

 
Total Income      (83,434.70
EXPENSES       

Trading fees

     6,908.27   

Management fees

     2,841.12   

Incentive fees

     1,423.24   

Broker service fees

     8,382.96   
  

 

 

 
Total Expenses      19,555.59   
Net Income (Loss)    $ (102,990.29
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     30,856.64951      $ 3,396,803.69        110.08   

Current month additions

     2.68629        287.01     

Current month redemptions

     (697.37664     (75,474.54  

Net Income (loss) for current month

       (102,990.29  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     30,161.95916      $ 3,218,625.87        106.71   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -3.06

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 - Balanced Series 1a


THE FRONTIER FUND BERKELEY/GRAHAM/TIVERTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (1,319,672.58

Unrealized trading gain/(loss)

     (505,174.24

Less: commissions

     (39,276.00

Less: FCM fees

     (16,268.10

Foreign currency gain/(loss)

     15,812.43   

Interest income

     11,923.66   
  

 

 

 
Total Income      (1,852,654.83
EXPENSES       

Management fees

     138,009.32   

Incentive fees

     21.03   

Broker service fees

     98,731.33   
  

 

 

 
Total Expenses      236,761.68   
Net Income (Loss)    $ (2,089,416.51
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     405,824.52633      $ 40,068,730.38        98.73   

Current month additions

     42.41024        4,059.65     

Current month redemptions

     (5,712.91844     (554,246.50  

Net Income (loss) for current month

       (2,089,416.51  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     400,154.01813      $ 37,429,127.02        93.54   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -5.26

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 - Berkeley/Graham/Tiverton Series 1


THE FRONTIER FUND CURRENCY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ —     

Unrealized trading gain/(loss)

     (177,926.00

Less: FCM fees

     (1,859.78

Interest income

     2,116.15   
  

 

 

 
Total Income      (177,669.63)   

EXPENSES

  

Management fees

     —     

Incentive fees

     —     

Broker service fees

     11,356.63   
  

 

 

 

Total Expenses

     11,356.63   

Net Income (Loss)

   $ (189,026.26
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     64,031.04754      $ 4,617,402.75        72.11   

Current month additions

     65.92447        4,612.89     

Current month redemptions

     (1,658.50329     (116,450.09  

Net Income (loss) for current month

       (189,026.26  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     62,438.46872      $ 4,316,539.29        69.13   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -4.13

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 - Currency Series 1


THE FRONTIER FUND LONG/SHORT COMMODITY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (187,675.44

Unrealized trading gain/(loss)

     304,972.25   

Less: commissions

     (5,533.25

Less: FCM fees

     (3,672.25

Foreign currency gain/(loss)

     (78.50

Interest income

     12,427.82   
  

 

 

 

Total Income

     120,440.63   

EXPENSES

  

Management fees

     40,755.36   

Incentive fees

     4,267.25   

Broker service fees

     22,278.16   
  

 

 

 

Total Expenses

     67,300.77   

Net Income (Loss)

   $ 53,139.86   
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     65,844.65936      $ 8,994,337.47        136.60   

Current month additions

     26.43714        3,562.27     

Current month redemptions

     (4,046.99214     (550,090.43  

Net Income (loss) for current month

       53,139.86     
  

 

 

   

 

 

   

Net Asset Value, end of current month

     61,824.10436      $ 8,500,949.17        137.50   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        0.66

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 - Long/Short Commodity Series 1


THE FRONTIER FUND WINTON/GRAHAM SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (1,017,231.20

Unrealized trading gain/(loss)

     (635,921.81

Less: commissions

     (15,646.42

Less: FCM fees

     (11,489.36

Foreign currency gain/(loss)

     8,989.13   

Interest income

     19,015.81   
  

 

 

 

Total Income

     (1,652,283.85

EXPENSES

  

Management fees

     73,599.32   

Incentive fees

     4.90   

Broker service fees

     69,560.87   
  

 

 

 

Total Expenses

     143,165.09   

Net Income (Loss)

   $ (1,795,448.94
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     249,162.47415      $ 28,232,072.28        113.31   

Current month additions

     68.39982        7,463.42     

Current month redemptions

     (1,289.51774     (141,214.79  

Net Income (loss) for current month

       (1,795,448.94  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     247,941.35623      $ 26,302,871.97        106.09   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -6.37

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 - Winton/Graham Series 1


THE FRONTIER FUND WINTON SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (311,220.57

Unrealized trading gain/(loss)

     (694,461.18

Less: commissions

     (1,242.76

Less: FCM fees

     (16,170.70

Foreign currency gain/(loss)

     20,015.22   

Interest income

     33,816.75   
  

 

 

 

Total Income

     (969,263.24

EXPENSES

  

Management fees

     69,323.12   

Incentive fees

     39.16   

Broker service fees

     98,207.96   
  

 

 

 

Total Expenses

     167,570.24   

Net Income (Loss)

   $ (1,136,833.48
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     277,089.74801      $ 39,365,082.94        142.07   

Current month additions

     137.63751        19,135.06     

Current month redemptions

     (2,379.79093     (331,049.46  

Net Income (loss) for current month

       (1,136,833.48  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     274,847.59459      $ 37,916,335.06        137.95   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -2.89

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 - Winton Series 1


THE FRONTIER FUND LONG ONLY COMMODITY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 43,513.16   

Unrealized trading gain/(loss)

     (297.41

Less: commissions

     —     

Less: FCM fees

     (223.02

Foreign currency gain/(loss)

     —     

Interest income

     932.95   
  

 

 

 

Total Income

     43,925.68   

EXPENSES

  

Management fees

     945.16   

Incentive fees

     —     

Broker service fees

     907.59   
  

 

 

 

Total Expenses

     1,852.75   

Net Income (Loss)

   $ 42,072.93   
  

 

 

 

 

     Units      Dollars      $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

        

Net Asset Value, end of prior month

     6,316.67682       $ 510,370.87         80.80   

Current month additions

     0.98372         84.21      

Current month redemptions

     —           —        

Net Income (loss) for current month

        42,072.93      
  

 

 

    

 

 

    

Net Asset Value, end of current month

     6,317.66054       $ 552,528.01         87.46   
  

 

 

    

 

 

    

 

 

 
     Monthly rate of return         8.24

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 - Long Only Commodity Series 1


THE FRONTIER FUND MANAGED FUTURES INDEX SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

October 31, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (29,671.33

Unrealized trading gain/(loss)

     (16,142.29

Less: commissions

     (65.08

Less: FCM fees

     (155.44

Foreign currency gain/(loss)

     800.52   

Interest income

     669.82   
  

 

 

 

Total Income

     (44,563.80

EXPENSES

  

Management fees

     634.07   

Incentive fees

     —     

Broker service fees

     624.38   
  

 

 

 

Total Expenses

     1,258.45   

Net Income (Loss)

   $ (45,822.25
  

 

 

 

 

     Units     Dollars     $'s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     3,209.63446      $ 394,171.50        122.81   

Current month additions

     —          —       

Current month redemptions

     (64.72053     (7,346.88  

Net Income (loss) for current month

       (45,822.25  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     3,144.91393      $ 341,002.37        108.43   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -11.71

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 1