Filed Pursuant to Rule 424(b)(3)
File #333-107357
S&P Managed Futures Index Fund, LP - Performance Summary - August 2005
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| Class 1 |
| Class 2 |
| ||||||
|
| Units |
| $(M) |
| Units |
| $(M) |
| ||
Net Asset Value, July 31, 2005 |
| 50,927 |
| 40.7 |
| 9,962 |
| 8.2 |
| ||
Subscriptions |
| 7,963 |
| 6.4 |
| 334 |
| 0.3 |
| ||
Redemptions |
| (7174 | ) | (5.7 | ) | (228 | ) | (0.2 | ) | ||
Net Income (Loss) |
|
|
| 1.6 |
|
|
| 0.4 |
| ||
|
|
|
|
|
|
|
|
|
| ||
Net Asset Value, Aug. 31, 2005* |
| 51,716 |
| 42.9 |
| 10,068 |
| 8.6 |
| ||
|
|
|
|
|
|
|
|
|
| ||
Net Asset Value per Unit, Aug. 31, 2005 |
|
|
| $ | 829.39 |
|
|
| $ | 851.71 |
|
|
|
|
|
|
|
|
|
|
| ||
August 2005 Performance |
|
|
| 3.81 | % |
|
| 3.98 | % | ||
Year-to Date Performance |
|
|
| (8.22 | )% |
|
| (6.98 | )% | ||
* Differences may occur due to rounding
Fund’s Statement of Operations for the Month Ended July 31, 2005
Expenses |
|
|
| |
Management fees |
|
|
| |
Class 1 |
| $ | (133,085 | ) |
Class 2 |
| 8,999 |
| |
Administrative fees |
|
|
| |
Class 1 |
| (16,879 | ) | |
Class 2 |
| (3,341 | ) | |
Professional fees |
| (12,916 | ) | |
Other |
| (1,578 | ) | |
Total expenses |
| (176,798 | ) | |
Less reimbursement of expenses by General Partner |
| 15,574 |
| |
Net investment profit (loss) for the month |
| (161,224 | ) | |
Increase (decrease) in equity SPC |
| 2,048,456 |
| |
Net increase (decrease) in net assets |
| $ | 1,887,232 |
|
The Fund is not charged any brokerage or performance fees.
I hereby affirm that to the best of my knowledge and belief, the information contained in this statement is accurate and complete.
Richard C. Butt
President, RefcoFund Holdings, LLC, the Fund’s General Partner
Commodity Pool Operator: RefcoFund Holdings, LLC
Commodity Pool: S&P Managed Futures Index Fund, LP
Refco Securities, LLC
Member NASD/SIPC