Falcon Performance Fund, LP

Falcon Performance Fund, LP was launched in October 2008 by Michael Fogel.

The fund is a limited partnership. The fund employs Fogel Management Group, LLC to manage the fund.

The partnership’s investment objective is to consistently seek above average returns through trading and capital appreciation, while attempting to preserve capital and mitigate risk through diversified investments and hedging activities. No assurance can be given that the partnership will achieve it’s objective. Investment results may vary over time.

The partnership expects to invest mainly in a core portfolio of equity securities that meet fundamental performance criteria. This includes options, futures, and event driven investments intended to enhance the portfolio or hedge risk. The partnership is also permitted to use other strategies.

08.2015-BarclayHedge

DOWNLOAD FALCON BARCLAY PERFORMANCE REPORT

Investment Philosophy Equity Long/Short Strategy

The Falcon Performance Fund’s primary strategy is quantitative, value-based and fully hedged. We employ a stock screening process based on several metrics to select stocks with low valuations, strong free cash flow generation and shareholder friendly capital allocation and we hedge the resulting portfolio with stock index futures. Since we are fully hedged we employ leverage to enhance returns. The leverage employed varies according to the number of stocks which fit our screening criteria.

In addition to our market neutral portfolio we employ a statistically – based short term trading strategy using stock index futures. The strategy is designed to profit from periodic excess volatility in the stock market and is inactive during periods of low stock market volatility.

Long/Short Strategy

In prior years we employed several other trading approaches which were more discretionary and opportunistic than our current approach. We have moved to our current more rigorous methodology in the interest of developing a more scalable, quantifiable and disciplined investment strategy, and our current trailing 12 month results reflect the fruits of that effort.


Performance is from one participant and not the entire fund; past results are not necessarily indicative of future results. The risk of trading in a commodity pool can be substantial and the risk of loss can be significant. Trading futures may not be suitable for all investors.

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