Leveraged Global Opportunity

Fund, L.P.

Fund Investment Objectives

LGO is an aggressive investment program that employs leverage and active management. Since inception, the approach to managing LGO is to use mechanical trend-following timing systems applied to a broad range of asset classes. Exposure to asset classes is obtained by holding open-ended mutual funds, closed-end funds and exchange funds. Equity market exposure can vary from 0% (100% in cash) to 200% when fully leveraged. While the fund is broadly diversified, the portfolio management team periodically varies weightings to asset classes based on factors such as momentum, relative value, sentiment, and diversification benefits. For each asset class, the fund employs an individual mechanical timing model; when a model provides a sell signal, positions are sold and proceeds are placed in money market instruments.