424B3 1 d519319d424b3.htm MARCH PERFORMANCE SUMMARY - CLASS 1 ORIGINAL March Performance Summary - Class 1 Original

 

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

March 2013 Performance Update

The Frontier Fund Supplement Dated March 31, 2013 to Prospectus Dated January 31, 2013.

The Frontier Fund Class 1 Original

THE FRONTIER FUND’S GOAL: 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.

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

 

The Frontier Fund Class 1 Original    March 31, 2013     March 31, 2013     NAV / Unit  
     MTD     YTD        

Balanced Series-1

     0.03     -1.82   $ 114.20   

Frontier Select Series-1

     2.41     4.07   $ 81.86   

Currency Series-1

     0.84     -1.65   $ 55.97   

Frontier Heritage Series-1

     2.92     7.49   $ 101.63   

Winton Series-1

     2.64     4.43   $ 136.53   

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 March 31, 2013. 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

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 4,216,700.63   

Unrealized trading gain (loss)

     (3,478,560.65

Less: Commissions

     (133,637.72

Less: Trading Fee paid to Managing Owner

     (78,216.62

Interest income

     10,909.81   
  

 

 

 

Total Income

     537,195.45   

EXPENSES

  

Broker service fees

     312,860.51   

Incentive fees

     72,171.65   

Management fees

     109,478.14   
  

 

 

 

Total Expenses

     494,510.30   
  

 

 

 

Net Income (Loss)

   $ 42,685.15   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     1,156,463.27880      $ 132,034,991.73      $ 114.17   

Current month additions

     210.11851        24,148.78     

Current month redemptions

     (22,148.17211     (2,534,495.25  

Net income (loss) for current month

       42,685.15        0.03   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     1,134,525.23000      $ 129,567,330.41      $ 114.20   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          0.03

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 FRONTIER SELECT SERIES—1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 1,161,695.08   

Unrealized trading gain (loss)

     (553,670.78

Less: Commissions

     (9,718.89

Less: Trading Fee paid to Managing Owner

     (12,885.66

Interest income

     24,373.29   
  

 

 

 

Total Income

     609,793.04   

EXPENSES

  

Broker service fees

     51,539.29   

Incentive fees

     0.00   

Management fees

     43,778.80   
  

 

 

 

Total Expenses

     95,318.09   
  

 

 

 

Net Income (Loss)

   $ 514,474.95   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     268,885.62896      $ 21,493,299.49      $ 79.93   

Current month additions

     16.56629        1,345.89     

Current month redemptions

     (7,572.77658     (615,961.72  

Net income (loss) for current month

       514,474.95        1.93   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     261,329.42000      $ 21,393,158.61      $ 81.86   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          2.41

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—FRONTIER SELECT SERIES—1


THE FRONTIER FUND CURRENCY SERIES—1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 0.00   

Unrealized trading gain (loss)

     7,030.88   

Less: Commissions

     0.00   

Less: Trading Fee paid to Managing Owner

     (476.14

Interest income

     2,011.85   
  

 

 

 

Total Income

     8,566.59   

EXPENSES

  

Broker service fees

     1,904.65   

Incentive fees

     0.00   

Management fees

     0.00   
  

 

 

 

Total Expenses

     1,904.65   
  

 

 

 

Net Income (Loss)

   $ 6,661.94   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     14,619.80661      $ 811,395.47      $ 55.50   

Current month additions

     3.08220        170.24     

Current month redemptions

     (525.45711     (29,212.56  

Net income (loss) for current month

       6,661.94        0.47   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     14,097.43000      $ 789,015.09      $ 55.97   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          0.84

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 FRONTIER HERITAGE SERIES—1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 1,400,457.53   

Unrealized trading gain (loss)

     (858,091.38

Less: Commissions

     (4,298.32

Less: Trading Fee paid to Managing Owner

     (9,841.64

Interest income

     9,262.32   
  

 

 

 

Total Income

     537,488.51   

EXPENSES

  

Broker service fees

     39,365.27   

Incentive fees

     0.00   

Management fees

     24,929.91   
  

 

 

 

Total Expenses

     64,295.18   
  

 

 

 

Net Income (Loss)

   $ 473,193.33   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     163,913.20000      $ 16,185,486.67      $ 98.74   

Current month additions

     34.72468        3,538.70     

Current month redemptions

     (2,952.28145     (300,037.55  

Net income (loss) for current month

       473,193.33        2.89   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     160,995.64000      $ 16,362,181.15      $ 101.63   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          2.92

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—FRONTIER HERITAGE SERIES—1


THE FRONTIER FUND WINTON SERIES—1

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 2,108,922.13   

Unrealized trading gain (loss)

     (1,181,070.93

Less: Commissions

     (3,883.08

Less: Trading Fee paid to Managing Owner

     (18,215.54

Interest income

     25,097.01   
  

 

 

 

Total Income

     930,849.59   

EXPENSES

  

Broker service fees

     72,857.34   

Incentive fees

     0.00   

Management fees

     62,327.70   
  

 

 

 

Total Expenses

     135,185.04   
  

 

 

 

Net Income (Loss)

   $ 795,664.55   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     $’s per unit  

Net asset value, beginning of month

     226,804.43279      $ 30,169,499.17      $ 133.02   

Current month additions

     99.92236        13,730.61     

Current month redemptions

     (5,245.24723     (716,128.72  

Net income (loss) for current month

       795,664.55        3.51   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     221,659.11000      $ 30,262,765.61      $ 136.53   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          2.64

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 BALANCED SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 5,915,112.67   

Unrealized trading gain (loss)

     (4,877,468.37

Less: Commissions

     (187,670.57

Less: Trading Fee paid to Managing Owner

     (109,851.42

Interest income

     20,365.66   
  

 

 

 

Total Income

     760,487.97   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     312,860.51   

Incentive fees

     101,564.60   

Management fees

     153,754.14   
  

 

 

 

Total Expenses

     568,179.25   
  

 

 

 

Net Income (Loss)

   $ 192,308.72   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     1,524,932.41239      $ 185,409,118.49      $ 121.59   

Current month additions

     210.11851        24,148.78     

Current month redemptions

     (28,606.59555     (3,409,740.49  

Net income (loss) for current month

       192,308.72        0.17   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     1,496,535.94000      $ 182,215,835.50      $ 121.76   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          0.14

 

* Please see your specific Class Statement of Income (Loss) for your specific unit value.

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


THE FRONTIER FUND FRONTIER SELECT SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 1,317,903.34   

Unrealized trading gain (loss)

     (627,679.63

Less: Commissions

     (11,031.75

Less: Trading Fee paid to Managing Owner

     (14,634.23

Interest income

     27,680.96   
  

 

 

 

Total Income

     692,238.69   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     51,539.29   

Incentive fees

     0.00   

Management fees

     49,712.26   
  

 

 

 

Total Expenses

     101,251.55   
  

 

 

 

Net Income (Loss)

   $ 590,987.14   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     297,238.18167      $ 24,375,456.33      $ 82.01   

Current month additions

     16.56629        1,345.89     

Current month redemptions

     (7,697.49552     (628,924.21  

Net income (loss) for current month

       590,987.14        2.05   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     289,557.25000      $ 24,338,865.15      $ 84.06   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          2.50

 

* Please see your specific Class Statement of Income (Loss) for your specific unit value.

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—FRONTIER SELECT SERIES


THE FRONTIER FUND CURRENCY SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 0.00   

Unrealized trading gain (loss)

     7,449.35   

Less: Commissions

     0.00   

Less: Trading Fee paid to Managing Owner

     (504.19

Interest income

     2,130.38   
  

 

 

 

Total Income

     9,075.54   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     1,904.65   

Incentive fees

     0.00   

Management fees

     0.00   
  

 

 

 

Total Expenses

     1,904.65   
  

 

 

 

Net Income (Loss)

   $ 7,170.89   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     15,275.59929      $ 858,275.37      $ 56.19   

Current month additions

     3.08220        170.24     

Current month redemptions

     (525.45711     (29,212.56  

Net income (loss) for current month

       7,170.89        0.50   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     14,753.22000      $ 836,403.94      $ 56.69   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          0.90

 

* Please see your specific Class Statement of Income (Loss) for your specific unit value.

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


THE FRONTIER FUND FRONTIER HERITAGE SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 1,725,317.81   

Unrealized trading gain (loss)

     (1,056,484.52

Less: Commissions

     (5,296.85

Less: Trading Fee paid to Managing Owner

     (12,121.98

Interest income

     11,408.87   
  

 

 

 

Total Income

     662,823.33   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     39,365.27   

Incentive fees

     0.00   

Management fees

     30,715.19   
  

 

 

 

Total Expenses

     70,080.46   
  

 

 

 

Net Income (Loss)

   $ 592,742.87   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset Value
per unit*
 

Net asset value, beginning of month

     193,778.14775      $ 19,967,474.44      $ 103.04   

Current month additions

     34.72468        3,538.70     

Current month redemptions

     (3,575.51729     (381,149.29  

Net income (loss) for current month

       592,742.87        3.05   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     190,237.35000      $ 20,182,606.72      $ 106.09   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          2.96

 

* Please see your specific Class Statement of Income (Loss) for your specific unit value.

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—FRONTIER HERITAGE SERIES


THE FRONTIER FUND WINTON SERIES

STATEMENT OF INCOME (LOSS)

FOR THE MONTH ENDED

March 31, 2013

(Unaudited)

 

     Current
Period
 

INCOME

  

Realized trading gain (loss)

   $ 2,840,364.45   

Unrealized trading gain (loss)

     (1,591,028.35

Less: Commissions

     (5,236.92

Less: Trading Fee paid to Managing Owner

     (24,583.54

Interest income

     33,870.61   
  

 

 

 

Total Income

     1,253,386.25   

EXPENSES

  

Trading fees

     0.00   

Broker service fees

     72,857.34   

Incentive fees

     0.00   

Management fees

     84,117.69   
  

 

 

 

Total Expenses

     156,975.03   
  

 

 

 

Net Income (Loss)

   $ 1,096,411.22   
  

 

 

 

Statement of Changes in Net Asset Value

 

     Units     Dollars     Aggregate
Net Asset  Value
per unit*
 

Net asset value, beginning of month

     291,268.08143      $ 40,602,939.62      $ 139.40   

Current month additions

     99.92236        13,730.61     

Current month redemptions

     (5,285.88283     (722,890.30  

Net income (loss) for current month

       1,096,411.22        3.88   
  

 

 

   

 

 

   

 

 

 

Net asset value, end of current month

     286,082.12000      $ 40,990,191.15      $ 143.28   
  

 

 

   

 

 

   

 

 

 
     Monthly rate of return          2.78

 

* Please see your specific Class Statement of Income (Loss) for your specific unit value.

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