trend following delusion shattered

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www.transtrend.com


Monthly Performance Summary - November 2008
Total funds under management (including notional funds): ca. USD 7.8 billion (or ca. EUR 6.1 billion)

Diversified Trend Program
Last Month: YTD 2008 Last 12 Months Last 36 Months
Standard Risk USD 1.67% 17.32% 18.46% 13.00% p.a.
Enhanced Risk USD 2.57% 26.49% 28.16% 18.93% p.a.
Standard Risk EUR 1.73% 17.32% 18.28% 10.86% p.a.
Enhanced Risk EUR 2.60% 27.92% 29.66% 18.86% p.a.
Enhanced Risk JPY 2.21% 24.32% 25.73% N/A p.a.
These data should be viewed in conjunction with the explanatory notes, which are an integral part of these performance data. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
 
Quote from kut2k2:

Your "doctor" is a lousy mathematician. The lag for a simple moving average is (n-1)/2, not (n+1)/2. This is probably just one reason why his book received so many bad reviews. :p
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:D

funny! thanks.

surf
 
no, it was a chart/ graph from '91 till 07 or 08. something like 700% in total.
I think makloda posted it, can't find it anymore, looked at dozens of posts

Quote from opw:

You mean this?

www.transtrend.com


Monthly Performance Summary - November 2008
Total funds under management (including notional funds): ca. USD 7.8 billion (or ca. EUR 6.1 billion)

Diversified Trend Program
Last Month: YTD 2008 Last 12 Months Last 36 Months
Standard Risk USD 1.67% 17.32% 18.46% 13.00% p.a.
Enhanced Risk USD 2.57% 26.49% 28.16% 18.93% p.a.
Standard Risk EUR 1.73% 17.32% 18.28% 10.86% p.a.
Enhanced Risk EUR 2.60% 27.92% 29.66% 18.86% p.a.
Enhanced Risk JPY 2.21% 24.32% 25.73% N/A p.a.
These data should be viewed in conjunction with the explanatory notes, which are an integral part of these performance data. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
More...
 
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