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Re: None

Sunday, 02/15/2009 11:08:19 PM

Sunday, February 15, 2009 11:08:19 PM

Post# of 86519
with 75.19% of the CTA's on Barclay's CTA index reporting January results, the average return is -0.03%

compared to +11.61% for 141 Capital's STP1


also interesting is to do the CTA search using a filter on compound annual return (no name search, use statistics tab).

For compound annual returns >30%, the list shrinks to 98 CTA's

For compound annual returns >50%, the list shrinks to 42 CTA's

For compound annual returns >100%, the list shrinks to 18 CTA's

For compound annual returns >200%, the list shrinks to 7 CTA's


Let's hope we can keep this level of return consistently, and as we scale up...

Peace,

Gbathat

God grant me the serenity to deal with the things I cannot change; courage to change the things I can and should; and wisdom to know the difference.