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ALTERNATIVE ASSETS PORTFOLIO DIVERSIFICATION
EFFECT of DIVERSIFICATION on TRADITIONAL PORTFOLIO PERFORMANCE (60/40 stocks/bonds to 50/30/20 stocks/bonds/managed futures 1990-2011)
(source: www.AutumnGold.com)

Managed Futures = Autumn Gold CTA index

Autumn Gold Statistical Data 2005 thru 2009 Autumn Gold Proprietary CTA Index

$1,000 initial Value Added Monthly Index (VAMI) Index Monthly Performance

MARKET INDEX COMPARISONS (CISDM CTA/SP500 TOTAL RETURN/MSCI EAFE Jan 1980-Apr 2011)
(source: www.AutumnGold.com)

Managed Futures/SP500/International Equities

Managed Futures.eu Live CTA Index versus S&P500 Courtesy of: Managed Futures.eu (VAMI)

(Managed Futures Research) STAR 300 CTA & Stark CTA Fund Indices Benchmark Comparisons (VAMI)

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GET WIDGET Hedge Fund Database and CTA Database from BarclayHedge

PORTFOLIO DIVERSIFICATION RISK/RETURN EFFECT
("Efficient Frontier" methodology)

CME 1987-2008 BarclayHedge 1980-2010

Equities/Managed Futures STRESS TEST Results (source = ATTAIN Capital)

MANAGED FUTURES SEASONAL RETURNS

(source: BarclayHedge/Interconti, Ltd.)
(158 CTAs December 1998 thru December 2008)

Managed Futures Industry Assets Under Management (AUM)

"Google Trends" live depiction of searches for "Managed Futures" KeyWords (source: Google Trends)
Indicates Levels of General Public Interest in Managed Futures Investment Medium

MANAGED FUTURES PORTFOLIO DIVERSIFICATION
PORTFOLIO DIVERSIFICATION RISK/RETURN EFFECT

(source: CME Managed Futures Resource Center)

BENEFITS of Managed Futures

CME Managed Futures FULL TWELVE-PART VIDEO SERIES

MANAGED FUTURES ONLINE PORTFOLIO CONSTRUCTION TOOL
OPTIMIZE PORTFOLIO RISK/RETURN PROFILES BY MARKET SECTOR OR TRADING STYLE

(source: CME Managed Futures Resource Center)

MANAGED FUTURES CTA/CPO PERFORMANCE DATABASE
(click to view full database including performance track records)
(source: Interconti/Autumn Gold Strategic Alliance)

COMPUTERIZED FUTURES TRADING SYSTEMS
(click to view full database selections & performance estimates)

Strategy Exchange Collective 2

NIBA/CTA Expo Back-to-Back Conference Cluster April 18th & 19th, 2012 - NYMEX - New York City {{{{{{ Registration Now Open }}}}}}

New York City New York City

April 18th, 2012 April 19th, 2012

2011 NIBA/CTA Expo
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2011 Service-Provider Directory CTA Expo:
2011 Service-Provider Directory

Source: TRB Report Source: OFI Newsletter Archive

Frank Meyer: The skill of investing with the right managers early on.
Frank Meyer is one of the pioneers and legends in the hedge fund industry.
In this Opalesque FIVE Minutes, Meyer recalls how early on, he started to study and invest in hedge funds.
By 1973 he had already formed his first fund of funds.

Selection of Emerging Trading Talent

Attain Capital Weekly Newsletter
click ATTAIN logo to signup for Weekly Letter
(click "Fullscreen" to enlarge)

2010 CTA Reviews

PERIODIC INSTITUTIONAL RESEARCH
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National Futures Association Public Education Initiative:

IMPORTANT RISK DISCLOSURE:

THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN HAVE THE EFFECT OF SUBSTANTIALLY MAGNIFYING POTENTIAL LOSSES AS WELL AS GAINS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX ARE SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. ALWAYS REMEMBER THAT PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES FUTURES ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID ASSET DEPLETION.
PROSPECTIVE TRADERS OR INVESTORS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ACCOUNT OR ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

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