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Managed Programs |
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Swinford |
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| The Swinford Program utilizes fundamental analysis to project flat price
(directional) price movement primarily in the CME meat complex. The Swinford program also establishes
positions in the Chicago Board of Trade (“CBOT”) feed grain sector based upon
fundamental market analysis. The Kottke Associates Swinford Managed Program provides proven
returns with low correlation to technical trading programs. |
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| Start
to date: |
365.1% |
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Sharpe Ratio: |
1.09 |
Trailing 12 Months: |
21.7% |
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| Disclaimer: There
is risk of loss in futures and options trading. Past performance is not necessarily
indicative of future results. |
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| Barclay
Discretionary VAMI (Value Added Index) is a CTA trend following benchmark
provided by Managed Account Reports LLC. |
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| Performance Record |
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Monthly
Return Statistics |
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| Month |
Swin |
S&P |
Barclay |
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Swinford |
S&P 500 |
Barclay |
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| Ending |
ford |
500 |
Index** |
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Winning Months: |
79 |
68 |
78 |
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Losing Months: |
42 |
53 |
43 |
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| Oct-08 |
-1.26% |
-16.94% |
3.35% |
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% of profitable Months: |
65% |
56% |
64% |
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| Sep-08 |
1.08% |
-9.08% |
0.11% |
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Average Winning Month: |
3% |
3% |
1% |
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| Aug-08 |
-0.32% |
1.22% |
0.33% |
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Average Losing Month: |
-2% |
-4% |
-1% |
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| Jul-08 |
2.59% |
-0.99% |
-1.48% |
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Max peak-to-valley (%): |
-10% |
-46% |
-3% |
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| Jun-08 |
7.95% |
-8.60% |
2.57% |
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Max peak-to-valley (mths): |
8 |
80 |
13 |
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| May-08 |
-0.80% |
1.07% |
0.81% |
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Annual Sharpe Ratio: |
1.09 |
-0.17 |
0.61 |
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| Apr-08 |
-1.98% |
4.75% |
-0.03% |
Monthly Std.Dev. of
returns: |
3.3% |
4.4% |
1.2% |
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| Mar-08 |
4.43% |
-0.60% |
-1.15% |
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Correlation with S&P 500: |
0.05 |
1.00 |
-0.07 |
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| Feb-08 |
-0.11% |
-3.48% |
4.72% |
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Correlation with Barclay: |
0.19 |
-0.07 |
1.00 |
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| Jan-08 |
4.89% |
-6.12% |
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Minimum Investment: |
$500,000
USD |
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| Dec-07 |
3.41% |
-0.86% |
2.02% |
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| Nov-07 |
0.36% |
-4.40% |
0.54% |
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| Oct-07 |
5.85% |
1.48% |
-0.20% |
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| Sep-07 |
2.15% |
3.58% |
2.17% |
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Contact: Carmen Soldato |
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| Aug-07 |
0.29% |
1.29% |
-0.49% |
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Kottke
Associates, LLC |
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| Jul-07 |
-6.66% |
-3.20% |
0.77% |
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|
141 W. Jackson Blvd., Suite 1220 |
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| Jun-07 |
5.01% |
-1.78% |
0.54% |
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Chicago, Illinois 60604 |
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| May-07 |
-0.25% |
3.26% |
0.88% |
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csoldato@kottkeassociates.com |
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| Apr-07 |
-1.04% |
4.33% |
-1.80% |
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www.kottkeassociates.com |
(312) 697-2995 |
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| System Began
Trading: |
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| **
The Barclay Discretionary Index performance for October 08 is an estimate as
of 11/11/08; with only 60.83% |
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| of
funds in this category having reported their returns. |
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| CME, CBOT & NYMEX Clearing Member Firm. FCM/ CTA/ CPO NFA
Member. |
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© 2002 - 2008 Kottke Associates, LLC |
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