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MANAGED FUTURES INDUSTRY NEWS
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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 1990-2009)

Managed Futures = Autumn Gold CTA index

Click to view FULL SIZE


ManagedFutures.eu CTA Index PERFORMANCE COMPARISON
CTA Index versus S&P500

M/F.eu Aggregate Index Performance Table

Credit Suisse/Tremont HF/CTA Index Performance
Long Term Multi-Index Comparisons

Relative Returns
Relative Drawdowns

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BARCLAYS (Live) CTA Index
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MANAGED FUTURES
PORTFOLIO DIVERSIFICATION
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PORTFOLIO DIVERSIFICATION RISK/RETURN EFFECT
("Efficient Frontier" methodology)

CME 1987-2008
BarclayHedge 1980-2009

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MANAGED FUTURES SEASONAL RETURNS
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CTA EXPO website

CTA EXPO 2010 offers conferences in New York, April 21 and Chicago, November 3.

CTA EXPO New York features investor oriented speakers including, John Trammel of Cadogan Management, Guan Ong of Brim Asset Management and John Miller of the International Center for Futures and Derivatives at the University of Illinois, Chicago.

CTA EXPO Chicago will continue to focus on the needs of the CTA community

Thru an arrangement with Interconti, CTA EXPO offers complimentary registration to Professional Money Raisers, Asset Allocators and Clients. Register on line or obtain additional information by clicking above graphic.

FUTURES CONTRACT CORRELATIONS to S&P500
(source: ATTAIN Capital Management)
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Opalesque Website
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Technical Research Report

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PERIODIC INSTITUTIONAL RESEARCH
(click below for details)

click for detail on Research Reports

National Futures Association Public Education Initiative:

NFA Online  Futures Trading Tutorial

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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