Don't despair. I am just human. But you are right, they are a trendfollowing fund. Not too good by the way. Their max DD is a little too high in relation to their annual growth rate. But still they make more money than most as it appears.
So you wouldn't be bothered by losing up to 32% last month? After all, "they make more money than most" -- right? My friend, trust me -- if you were a grown-up, with a sizable real $ account with them, you'd see this much differently.
Could you google this for me as well, where it says that Superfund lost 32% last month? In the article you quote, it just says they lost 24% in 2009 and 6.9% in the five months ending May. Or do you mean put together? Then it would be a little over 32% since the beginning of 2009 up until now. Such DD's do exist with trendfollowing. If you can't stand the heat don't come in the kitchen. I don't want to defend Superfund by the way. As I said there max drawdown is too large for their annual growth rate. I trade my own funds with some self developped trendfollowing systems. Last year I was down 29.57%. But this year I am a litte up sofar 6.82%. Last month May 2010 was exeptionally good. My maxDD has been 48.72% but my overall annual growth rate has been 41.88%. That is calculated over 135 months up and including may this year. Everything with real money and I live from it (in Thailand). Beying down almost half your networth is not very pleasant but I can stand it because as I said somewhere before, these huge DD's occur mostly after having been hugely up. So you are giving back profits. But being in a big big drawdown can make you feel bad, I know. But I manage to detach myself myself from the swings in my equity more and more I notice. May be I grow up at last then.