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Search results for: 2011 cta return

1 result found containing all search terms. 418 results found containing some search terms.

21 pages of results.
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... 3rd Qtr 2001 UNDERSTANDING THE SOURCES OF CTA PERFORMANCE By Fernando Diz Every investor often ... examined were the annual compounded rate of return and the volatility of returns. A ...
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... a globally diversified hedge fund manager and CTA, investing primarily in global equity indices ... year track record, with a cumulative return of 74%, is a reflection ...
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... low volatility. The categorization of each CTA program was determined by a single objective ... we have ranked CTAs by rate of return over the past three years in three ...
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... Press Releases FOR IMMEDIATE RELEASE Barclay CTA Index Gains 7.54% in 2007; ... Straight Year of Positive Returns FAIRFIELD, Iowa, January 22, 2008 Managed futures ...
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... At the beginning of the year, CTA firms managed nearly $25 billion in ... . Traditional Assets in 1994 1994 Total Returns (U.S. dollars) Managed Futures ...
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... 4.17% 0.31 Table 2:Long-Term CTA Performance Jan-1987- Dec-1995 Monthly arithmetic average ... manager or trading system include: expected returns, depth of drawdowns, and duration ...
The Barclay CTA Indices are recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded.
... CTA Indices The Barclay CTA Indices are recalculated and updated real-time on this page ... soon as the monthly returns for the underlying funds are recorded. The number of ...
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... et al., Multi-factor Models in CTA/Hedge Fund Return, 1996 and ... exists a "natural" long-term positive return to investment in stock funds; that ...
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... the BFI versus returns to the Barclay CTA Index. We also have analyzed return ... the tools available for analyzing risks and returns has raised the due-diligence hurdle, and ...
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... successes, Michael decided to form a CTA firm and founded Clarke Capital Management in ... when run individually, will have a return pattern of sideways to down for several ...
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... however, was to develop an expanding CTA business. Jay Kaeppel, the firm's ... set: 1) above average risk-adjusted returns, 2) consistent performance, and ...
The Barclay Managed Futures (CTA) Database has been the largest, most comprehensive, and most up-to-date source for managed futures data for over ...
... Barclay's Managed Futures (CTA) Database has continued to be the definitive source ... updates provide you with the up-to-date monthly returns and assets for more than 96% ...
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... fund definitions,hedge fund information, cta definitions, hedge fund defined, manged ... Standard Deviation of Monthly Returns Formula: Each monthly rate of return= ( ...
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... fund definitions,hedge fund information, cta definitions, hedge fund defined, manged ... Total Return Formula: (Final VAMI/ Initial VAMI- 1) ( ...
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... fund definitions,hedge fund information, cta definitions, hedge fund defined, manged ... Compound Annual Return This is the rate of return which, if compounded over ...
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... fund definitions,hedge fund information, cta definitions, hedge fund defined, manged ... Annualized Standard Deviation of Monthly/ Quarterly Return Formula: (Std. Dev. ...
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... fund definitions,hedge fund information, cta definitions, hedge fund defined, manged ... Average Annual Return Formula: (Sum ROR for each calendar year in program ...
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... fund definitions,hedge fund information, cta definitions, hedge fund defined, manged ... Distribution of Monthly Returns This report displays the number of months in which a ...
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... measured by the performance of the Barclay CTA Index) has had a correlation of ... managed futures investments had shown risk and return characteristics which would make them a desirable ...
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... late 1997 to set up his own CTA firm, initially managing his own capital ... of the program is to produce stable returns with minimal and controlled risk and with ...
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