424B3 1 d271650d424b3.htm NOVEMBER 2011 PERFORMANCE UPDATE - CLASS 1 ORIGINAL November 2011 Performance Update - Class 1 Original

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

LOGO

November 2011 Performance Update

The Frontier Fund Supplement Dated November 30, 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.

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

 

The Frontier Fund Class 1 Original    November 30, 2011
MTD
  November 30, 2011
YTD
  NAV/Unit  

Balanced Series-1

   2.77%   -4.74%   $ 125.69   

Balanced Series-1a

   2.63%   -5.88%   $ 109.52   

Berkeley/Graham/Tiverton Series-1

   -3.12%   -17.97%   $ 90.62   

Currency Series-1

   0.56%   -12.10%   $ 69.52   

Long/Short Commodity Series-1

   -0.32%   3.26%   $ 137.06   

Winton/Graham Series-1

   -2.62%   -13.79%   $ 103.30   

Winton Series-1

   0.74%   2.91%   $ 138.97   

Long Only Commodity Series-1

   -0.36%   -7.40%   $ 87.14   

Managed Futures Index Series-1

   -1.21%   -9.20%   $ 107.11   

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 November 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 - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 43,737,043.25   

Unrealized trading gain/(loss)

     (37,584,325.94

Less: commissions

     (258,836.88

Less: FCM fees

     (117,505.31

Foreign currency gain/(loss)

     104,946.47   

Interest income

     28,110.58   
  

 

 

 
Total Income      5,909,432.17   
EXPENSES   

Management fees

     169,421.22   

Incentive fees

     92,633.16   

Broker service fees

     471,149.78   
  

 

 

 

Total Expenses

     733,204.16   

Net Income (Loss)

   $ 5,176,228.01   
  

 

 

 

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

     1,526,198.99537      $ 186,658,249.44        122.30   

Current month additions

     353.61186        44,940.83     

Current month redemptions

     (22,175.75842     (2,799,577.88  

Net Income (loss) for current month

       5,176,228.01     
  

 

 

   

 

 

   

Net Asset Value, end of current month

     1,504,376.84881      $ 189,079,840.40        125.69   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        2.77

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

November 30, 2011

(Unaudited)

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 725,319.02   

Unrealized trading gain/(loss)

     (618,472.60

Less: commissions

     (4,357.43

Less: FCM fees

     (1,976.41

Foreign currency gain/(loss)

     1,630.96   

Interest income

     3,036.02   
  

 

 

 

Total Income

     105,179.56   
EXPENSES   

Trading fees

     6,866.21   

Management fees

     2,850.56   

Incentive fees

     1,448.16   

Broker service fees

     7,923.78   
  

 

 

 

Total Expenses

     19,088.71   

Net Income (Loss)

   $ 86,090.85   
  

 

 

 

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

     30,161.95916      $ 3,218,625.53        106.71   

Current month additions

     2.42598        268.89     

Current month redemptions

     (1,798.60553     (198,491.16  

Net Income (loss) for current month

       86,090.85     
  

 

 

   

 

 

   

Net Asset Value, end of current month

     28,365.77961      $ 3,106,494.11        109.52   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        2.63

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (854,945.50

Unrealized trading gain/(loss)

     19,323.45   

Less: commissions

     (57,250.91

Less: FCM fees

     (22,597.88

Foreign currency gain/(loss)

     (8,179.83

Interest income

     11,801.44   
  

 

 

 

Total Income

     (911,849.23
EXPENSES   

Management fees

     143,930.66   

Incentive fees

     —     

Broker service fees

     91,467.75   
  

 

 

 

Total Expenses

     235,398.41   

Net Income (Loss)

   $ (1,147,247.64
  

 

 

 

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

     400,154.01813      $ 37,429,127.02        93.54   

Current month additions

     41.39004        3,893.32     

Current month redemptions

     (7,209.01772     (674,389.20  

Net Income (loss) for current month

       (1,147,247.64  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     392,986.39045      $ 35,611,383.50        90.62   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -3.12

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 - Berkeley/Graham/Tiverton Series 1


THE FRONTIER FUND CURRENCY SERIES - 1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ —     

Unrealized trading gain/(loss)

     36,821.36   

Less: FCM fees

     (2,597.61

Interest income

     (237.38
  

 

 

 

Total Income

     33,986.37   
EXPENSES   

Management fees

     —     

Incentive fees

     —     

Broker service fees

     10,577.28   
  

 

 

 

Total Expenses

     10,577.28   

Net Income (Loss)

   $ 23,409.09   
  

 

 

 

 

     Units     Dollars     $’s per unit  
STATEMENT OF CHANGES IN NET ASSET VALUE       

Net Asset Value, end of prior month

     62,438.46872      $ 4,316,539.22        69.13   

Current month additions

     65.35718        4,519.62     

Current month redemptions

     (1,438.25702     (99,330.62  

Net Income (loss) for current month

       23,409.09     
  

 

 

   

 

 

   

Net Asset Value, end of current month

     61,065.56888      $ 4,245,137.31        69.52   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        0.56

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (197,658.95

Unrealized trading gain/(loss)

     225,258.99   

Less: commissions

     (5,388.63

Less: FCM fees

     (4,803.26

Foreign currency gain/(loss)

     557.38   

Interest income

     12,306.82   
  

 

 

 

Total Income

     30,272.35   
EXPENSES   

Management fees

     36,810.04   

Incentive fees

     (2,099.51

Broker service fees

     19,426.95   
  

 

 

 

Total Expenses

     54,137.48   

Net Income (Loss)

   $ (23,865.13
  

 

 

 

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     61,824.10436      $ 8,500,949.06        137.50   

Current month additions

     23.99422        3,311.72     

Current month redemptions

     (8,905.54313     (1,224,026.14  

Net Income (loss) for current month

       (23,865.13  
  

 

 

   

 

 

   

 

 

 

Net Asset Value, end of current month

     52,942.55545      $ 7,256,369.51        137.06   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -0.32

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (488,409.28

Unrealized trading gain/(loss)

     (17,264.87

Less: commissions

     (15,102.58

Less: FCM fees

     (15,972.66

Foreign currency gain/(loss)

     (2,494.63

Interest income

     15,527.32   
  

 

 

 

Total Income

     (523,716.70
EXPENSES   

Management fees

     79,883.57   

Incentive fees

     —     

Broker service fees

     64,485.95   
  

 

 

 

Total Expenses

     144,369.52   

Net Income (Loss)

   $ (668,086.22
  

 

 

 

 

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     247,941.35623      $ 26,302,871.93        106.09   

Current month additions

     60.19827        6,535.59     

Current month redemptions

     (5,052.61301     (543,593.05  

Net Income (loss) for current month

       (668,086.22  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     242,948.94149      $ 25,097,728.25        103.30   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -2.62

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ 106,569.41   

Unrealized trading gain/(loss)

     337,989.09   

Less: commissions

     (2,280.92

Less: FCM fees

     (23,279.86

Foreign currency gain/(loss)

     (7,371.54

Interest income

     30,851.94   
  

 

 

 

Total Income

     442,478.12   
EXPENSES   

Management fees

     67,071.12   

Incentive fees

     —     

Broker service fees

     94,258.83   
  

 

 

 

Total Expenses

     161,329.95   

Net Income (Loss)

   $ 281,148.17   
  

 

 

 

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     274,847.59459      $ 37,916,335.04        137.95   

Current month additions

     133.49495        18,760.41     

Current month redemptions

     (2,232.98311     (311,915.47  

Net Income (loss) for current month

       281,148.17     
  

 

 

   

 

 

   

Net Asset Value, end of current month

     272,748.10643      $ 37,904,328.15        138.97   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        0.74

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (1,179.01

Unrealized trading gain/(loss)

     91.46   

Less: commissions

     —     

Less: FCM fees

     (326.75

Foreign currency gain/(loss)

     —     

Interest income

     882.53   
  

 

 

 

Total Income

     (531.77
EXPENSES   

Management fees

     559.59   

Incentive fees

     —     

Broker service fees

     886.25   
  

 

 

 

Total Expenses

     1,445.84   

Net Income (Loss)

   $ (1,977.61
  

 

 

 

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     6,317.66054      $ 552,528.03        87.46   

Current month additions

     0.94002        81.98     

Current month redemptions

     (309.28624     (26,970.15  

Net Income (loss) for current month

       (1,977.61  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     6,009.31432      $ 523,662.25        87.14   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -0.36

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

November 30, 2011

(Unaudited)

 

     Current Period  

INCOME

  

Realized trading gain/(loss)

   $ (739.84

Unrealized trading gain/(loss)

     (2,240.31

Less: commissions

     (64.79

Less: FCM fees

     (207.11

Foreign currency gain/(loss)

     (193.32

Interest income

     628.02   
  

 

 

 

Total Income

     (2,817.35
EXPENSES   

Management fees

     574.86   

Incentive fees

     —     

Broker service fees

     554.82   
  

 

 

 

Total Expenses

     1,129.68   

Net Income (Loss)

   $ (3,947.03
  

 

 

 

 

     Units     Dollars     $’s per unit  

STATEMENT OF CHANGES IN NET ASSET VALUE

      

Net Asset Value, end of prior month

     3,144.91393      $ 341,002.37        108.43   

Current month additions

     —          —       

Current month redemptions

     (84.46771     (9,236.78  

Net Income (loss) for current month

       (3,947.03  
  

 

 

   

 

 

   

Net Asset Value, end of current month

     3,060.44622      $ 327,818.56        107.11   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return        -1.21

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