PRESS RELEASE & INDUSTRY NOTICE – July 16, 2010
Angle Capital Management LLC, a registered 4.7 Commodity Trading Advisor and Commodity Pool Operator launched an innovative investment product with a ten million dollar allocation known as the AIP Program on January 1st, 2010.
The AIP Program employs the use of two low-correlated managed futures investment programs (labeled Sub-Programs) on an equally weighted basis. Net Performance for the AIP Program is calculated using the aggregate [...]
Autumn Gold's CTA Index is up +0.76% for June and down -0.66% year-to-date with 75% of the traders reporting through July 19th. The Discretionary Index is up +2.02% for June and up +1.30% year-to-date. Autumn Gold's Systematic Index is up +0.71% for June and down -0.89% year-to-date.
The largest reporting winner for June is Clarke Capital Management's Jupiter Program. The program was up +17.27% on $7.4 million in equity. The program's YTD return is a loss of -8.04%.
Other top [...]
As we prepare for our re-launch, AutumnGold is waiving its set-up fee for CTAs. This offer will be available for June and July.
You can add your CTA Program by using this Form. CTAs also need to provide their latest disclosure document as well as their monthly performance and monthly assets under management.
Listings should be consistent with the information provided in your disclosure document. Proprietary and client performance needs to be separated. For more information call [...]
Risk Adjusted Returns give investors a way to consider the risk of obtaining return. This month we will look at the Sterling Ratio. The Sterling Ratio is calculated by dividing the Annualized Compounded Rate of Return for the last 36 months by the Average Yearly Maximum Drawdown less an arbitrary 10%.
Excluding proprietary trading and Non-US investor programs the top program based on the 3 Year Sterling Ratio as of April 30th is Saxon Investment Corporation's Aggressive Diversified [...]
Managed Futures gain in April. Autumn Gold's CTA Index is up +0.24% for April and up +0.58% YTD. The Discretionary Index is up +0.62% for April and up +1.93% YTD. Autumn Gold's Systematic Index is up +0.50% for April and up +0.46% YTD.
The largest reporting winner for April is Global Investment Management's High Frequency Trading Program. The program was up +27.62% on $3.9 million in equity. The program's YTD return is a gain of +31.19%.
Other top performers for the month include The [...]
Building Wealth With Managed Futures a guide to statistical analysis of CTAs. Find out More Purchase
Definitions Managed
Futures are traded by professional managers known as
Commodity Trading Advisors ("CTAs"). Investments can
include futures, forex, and options on futures contracts. Managed
Futures have
the potential to earn monies in both rising and falling markets,
enable investors to invest globally, and are used to reduce portfolio
volatility
through diversification.Futures &
Hedge Fundsare
Limited Liability investment vehicles comprising of nontraditional (stocks
and bonds) investments. These funds include futures & options (derivatives)
as well as hedge fund investments and is considered riskier than traditional
investments. Statistical
Analysis is used to evaluate historical performance of an investment.
RISK
DISCLOSURE
PAST
PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
THE
RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX")
IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY
FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS
HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS.
YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX
IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE
YOU SHOULD SEEK PROFESSIONAL ADVICE. PAST PERFORMANCE DOES NOT GUARANTEE
FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL
COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES,
MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF
THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED
BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE
TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES,
CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE
RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S
"REQUEST DISCLOSURE DOCUMENT" BUTTON. THE FULL RISK OF COMMODITY
FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE
STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY
READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE
AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION
AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON
THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE
ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS
ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR
YOU.
PROSPECTIVE
CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM
SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST
ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE
TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE
MERITS AND RISKS INVOLVED.
THE
COMMODITY FUTURES TRADING COMMISSION HAS NOT PASSED UPON THE MERITS OF
PARTICIPATING IN ANY TRADING PROGRAM NOR HAS THE COMMISSION PASSED ON
THE ADEQUACY OR ACCURACY OF ANY DISCLOSURE DOCUMENT.