Analytic Tools AutumnGold's Portfolio Builder allows investorsto allocate assets across a number of CTAs.
Our Correlation Matrix enables investors to easily determine the correlation of monthly performance results.
AutumnGold's Leaf Reportsprovide an analytical insight into each CTA's historic
performance results over multiple time-frames.
Find out more
The AutumnGold CTA Index is up +3.75% with 60% of the traders reporting. The winners outnumber the losers by more than 2:1. The average for traders reporting positive performance was up +6.00% while the losers for the month averaged down -2.80%
2009 YTD return is up +2.19%. This follows a 2007 return of up +13.38% and [...]
RAM Management Cited in Top Traders Article
by Futures Magazine . . . Again
New Canaan, CT – RAM Management Group has been cited in Futures magazine’s annual cover story, Top Traders of 2008, for its +72% net return for its clients. This follows RAM being selected by Futures Magazine’s TopCTA Traders list in 2007 for its +58% net [...]
The AutumnGold CTA Index was down 0.17% in April resulting in a 1.62% YTD loss for 2009. This follows a 21.42% gain for 2008. For April, there were 155 CTAs reporting positive performance averaging +3.48% and 179 CTAs reporting negative performance averaging -3.33% with 95% of the traders reporting.
Five of the top ten traders for [...]
Building Wealth With Managed Futures a guide to statistical analysis of CTAs. Find out More Purchase
New Investor Services Are you new to Managed Futures Trading? AutumnGold's Basic Service provides a comprehensive list of CTAs. Each profile summarizes the CTA's trading style, account structure, and performance history. We recommend that new clients consult with a broker before trading.
Experienced Investor Services AutumnGold'sAdvanced Service includes CTA contact information and expanded ranking reports. See how your CTA ranks by Calmar Ratio, Sharpe Ratio, Sortino Ratio, or Downside Deviation. Investors wishing to build a multi-manager portfolio should use our Leaf Service.
Industry Professional Services
AutumnGold'sLeaf Service is for professionals
familiar with the concept of asset allocation. It includes statistical analysis reports which can be adjusted by time-frames and benchmark comparisons, extended ranking reports, correlation matrix, search features, and a portfolio builder.
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.
