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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: |
355.7% |
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Sharpe Ratio: |
0.98 |
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Trailing 12 Months: |
3.3% |
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| Disclaimer:
There is risk of loss in futures and options trading. Past performance is not necessarily
indicative of future results. Barclay
Discretionary Index 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 |
Swinford |
S&P |
Barclay |
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Swinford |
S&P 500 |
Barclay |
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| Ending |
Returns |
500 |
Index** |
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Winning Months: |
89 |
81 |
88 |
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Losing Months: |
53 |
61 |
54 |
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| 7/31/10 |
-0.29% |
6.88% |
0.51% |
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% of profitable Months: |
62.7% |
57.0% |
62.0% |
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| 6/30/10 |
0.08% |
-5.39% |
0.34% |
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Average Winning Months: |
2.8% |
3.3% |
1.1% |
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| 5/31/10 |
-0.50% |
-8.20% |
-0.95% |
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Average Losing Months: |
-1.6% |
-4.0% |
-0.7% |
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| 4/30/10 |
0.06% |
1.48% |
-0.29% |
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Max peak-to-valley (%): |
-9.9% |
-52.6% |
-3.9% |
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| 3/31/10 |
0.66% |
5.88% |
0.55% |
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Max peak-to-valley (mths): |
22 |
80 |
14 |
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| 2/28/10 |
1.40% |
2.85% |
-0.14% |
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Annual Sharpe Ratio: |
0.98 |
-0.05 |
0.56 |
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| 1/31/10 |
0.33% |
-3.70% |
-0.17% |
Monthly Std.Dev. of
returns: |
3.1% |
4.7% |
1.2% |
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| 12/31/09 |
1.07% |
1.78% |
0.76% |
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Correlation with S&P 500: |
0.055 |
1.000 |
-0.027 |
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| 11/30/09 |
0.97% |
5.74% |
1.19% |
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Correlation with Barclay: |
0.183 |
-0.027 |
1.000 |
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| 10/31/09 |
-0.19% |
-1.98% |
-0.53% |
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Minimum Investment: |
$500,000 USD |
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| 9/30/09 |
0.13% |
3.57% |
-0.20% |
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| 8/31/09 |
-0.48% |
3.36% |
-0.10% |
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| 7/31/09 |
-0.44% |
8.12% |
-1.64% |
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| 6/30/09 |
1.51% |
-0.63% |
-1.52% |
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| 5/31/09 |
-1.18% |
5.30% |
3.87% |
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Contact:
Carmen Soldato |
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| 4/30/09 |
0.41% |
9.40% |
-0.10% |
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Kottke Associates, LLC |
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| 3/31/09 |
-0.37% |
8.54% |
0.08% |
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|
141 W.
Jackson Blvd., Suite 1220 |
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| 2/28/09 |
-0.92% |
-10.99% |
-0.62% |
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Chicago,
Illinois 60604 |
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| 1/31/09 |
-1.52% |
-8.57% |
1.06% |
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csoldato@kottkeassociates.com |
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| System Began
Trading: |
Oct-1998 |
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www.kottkeassociates.com |
(312)
697-2995 |
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| **
The Barclay Discretionary Index performance for July 2010 is an estimate as
of 08/18/10; with only 75.19% |
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| of
funds in this category having reported their returns. |
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| CME, CBOT &
NYMEX Member Firm. FCM/ CTA/ CPO NFA
Member. © 2002 - 2010 Kottke Associates, LLC |
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