Tulip trend ( futures )fund classes down 10-12 % in May

Discussion in 'Professional Trading' started by ASusilovic, Jun 2, 2010.

  1. Rimping

    Rimping

    Some trendfollowing methods can have large DD's as well. Mostly when they are hugely up and are giving back profits. With trendfollowing your equity becomes extremely volatile when you are sitting on large profits.
     
    #11     Jun 10, 2010
  2. Yes, but they don't have DD @60% like the "classic" option writing have.
     
    #12     Jun 10, 2010
  3. Pekelo

    Pekelo

    They were still in the green YTD, why did they close down? Am I missing something???
     
    #13     Jun 10, 2010
  4. heech

    heech

    If you're talking about CKP, they are definitely not in the green YTD.

    http://www.autumngold.com/Advisor/Statistics/cta_profile.php?op=profile?&id=113229

    They are -48.27% YTD for the "aggressive", and -46% for the conservative.

    If you look at the VAMI chart, I think everyone that invested later than May of 2009 (which is probably "everyone") ultimately lost money. That's pretty amazing since the fund was officially up 300%+ in 2009.
     
    #14     Jun 10, 2010
  5. LOL
     
    #15     Jun 10, 2010
  6. jem

    jem

    this is a great point.

    And matches up with the performance I saw in two trend funds I was in back in the 90s. (one was the dennis fund)
     
    #16     Jun 10, 2010
  7. Pekelo

    Pekelo

    I was talking about Tulip trend fund, that is in the title of the thread...
     
    #17     Jun 11, 2010
  8. Speaking of trend followers,

    http://www.reuters.com/article/idUSSGE65709T20100611

    Superfund shuts 6 offices including S'pore, Sydney, Dubai
    Fri Jun 11, 2010 1:55am EDT
    SINGAPORE June 11 (Reuters) - Austrian hedge fund manager Superfund said on Friday it has shut six international sales offices and laid off staff as part of cost-saving measures amid a tough business environment.
     
    #18     Jun 11, 2010
  9. Rimping

    Rimping

    Some trendfollowers don't worry about clients. They simply trade.

    From the article I don't get this Superfund is trendfollowing. It might be though.
     
    #19     Jun 11, 2010
  10. #20     Jun 11, 2010