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CTA Index down 1.48% for March 2009

by Kim Avery on April 30, 2009

The AutumnGold CTA Index was down -1.48% this past month.  The decliners outnumber gainers by 2 to 1 in March.  The average for traders reporting positive performance was 3.35% while the losers for the month averaged 3.94%

 

Financial Commodity Investments (FCI) Credit Premium Program is the greatest performer for the first quarter of 2009 with a return of 19.07%, for those CTAs with more than 12 months of data.

 

2009 YTD return is down 1.45% with more than 89% of the traders reporting. This follows a 2007 return of up +13.38% and a 2008 return of up +21.42%.

 

The AutumnGold Option Writer Equal Weighted Index was down -0.70% for March reducing the 2009 YTD number to up +3.86%.  This follows a 2008 result of down -21.86%.

 

Option Writers and Discretionary Traders are some of the top performers for 2009 while Trend Followers who were the stars of 2008 have experienced losses.

 

As of April 30, 2009, the top performing CTA for 2009, for those CTAs with 12 months or more data, is Financial Commodity Investments (FCI) Credit Premium Program.  FCI is a diversified Credit Premium Program.  More information on their performance is available at here.

 

There have been a number of newer CTAs with shorter track records that should be mentioned here due to their 2009 gains:

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CTA Rankings for Sep 10*

  1. Clarke, Global Basic
  2. Clarke, Jupiter
  3. Clarke, Global Magnum
  4. Clarke, Orion
  5. Clarke, Worldwide
  6. Fall River, Global Strategies HL
  7. Futures Truth, MS4
  8. Eckhardt, Standard
  9. Tucson, TAMI Macro
  10. Haar, Discretionary Commodity
*Rankings are pulled from the Wisdom database and do not encompass the entire CTA universe.
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Futures Trading Involves Substantial Risk of Loss and Is Not Suitable For All Investors. Past Performance is Not Indicative of Future Results.