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Trend Following Wizards – October 09

November 17th, 2009 · No Comments · Fund Review, Trend Following, Trend Following Wizards

First of all, apologies for the lateness of this report. All funds reported below publish their results at different times of the month so I have to wait for all of them to publish.

We can see that there is still a “red sea” of negative performance in October, both for the monthly and YTD reporting. 2009 will probably not be as good a year as 2008 for the Trend Following Wizards.

Organisation / Fund Return YTD * AUM **
Abraham Trading1
-1.20%
-3.23%
$455M
Aspect Capital2
-3.51%
-10.97%
N/A
Chesapeake Capital3
-4.68%
-6.25%
$818M
Clarke Capital4
-12.45%
-30.43%
$19M
Drury Capital5
-3.53%
2.30%
$122M
Dunn Capital6
-4.14%
-4.88%
$218M
Eckhardt Trading7
-4.69%
-5.02%
$486M
EMC Capital8
-2.02%
-16.77%
$212M
Hawksbill Capital9
-3.10%
-18.03%
$49M
Hyman Beck & Co.10
-1.77%
-2.93%
$455M
JWH & Co.11
-3.26%
-15.71%
$19M
Man AHL Diversified12
-1.60%
-12.60%
$1,524M
Millburn Ridgefield13
N/A
-9.86%
$1,130M
Rabar Market Research14
1.04%
0.45%
$204M
Saxon Investment15
-0.30%
8.30%
$12M
Superfund16
-9.25%
-28.35%
N/A
Transtrend17
-2.51%
-6.61%
$8,000M
Winton Capital18
-1.58%
-6.99%
N/A

 

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Notes
* YTD: Year-To-Date performance.
** AUM: Assets Under Management.
1. Abraham Trading was founded by Salem Abraham, a former Turtle.
2. The four founders of Aspect (Eugene Lambert, Anthony Todd, Michael Adam and Martin Lueck) were significant members of one of the most succesful funds in managed futures – AHL (Adam, Harding and Lueck)
3. Chesapeake Capital was founded by Jerry Parker, a former Turtle.
4. Clarke Capital was founded by Michael Clarke in 1993.
5. Drury Capital, Inc., was founded in Illinois in 1992 by Mr. Bernard Drury.
6. Dunn Capital was founded by Bill Dunn.
7. Eckhardt Trading is the firm managed by William Eckhardt, who co-led the Turtle experiment with Richard Dennis
8. EMC Capital was founded by Liz Cheval, a former Turtle.
9. Hawksbill Capital was founded by Tom Shanks, a former Turtle.
10. Hyman Beck & Co. main principals are Alexander Hyman and Carl Beck.
11. JWH & Co. was founded by John W. Henry, Owner of the Boston Red Sox.
12. Originally ED & F Man. Became a succesful CTA under Larry Hite and went on to form part of The Man Group plc, which subsequently bought AHL to form the Man AHL: the systematic trading division of the Man group.
13. Millburn Ridgefield have been trading Trend Following models since the early 1970’s. Millburn Ridgefield Principals: Harvey Beker, George E. Crapple, Mark Fitzsimmons, Barry Alan Goodman, Kenneth P. Pearlman and Grant Norman Smith.
14. Rabar Market Research is the company of Paul Rabar, a former Turtle.
15. Saxon Investment was founded by Howard Seidler, a former Turtle.
16. Superfund founder and CEO: Christian Baha.
17. Transtrend is a Trend follower CTA based in Netherlands
18. Winton Capital is a London-based CTA founded by Dave Harding (also co-founder of AHL).

 
 
 
 

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