Trend Following Research

[Samsara]

Quote from Samsara:

So you or Rodney haven't received any money from Covel?

If not, I'll unequivocally rescind the implication. It just seems this thread is your kind of gig, and your gigs have a somewhat dubious rep when it comes to internet chat boards and this site in particular.

And as you say: "If these facts make traders want to run out and buy trend following products, I'll be surprised"

What better reason to investigate the "research" in order to find the answers for themselves?

Odd, crickets out in the morning.

 

[Butterball]

Quote from Rodney King:

it tends to send investment performance sliding ...the firm's assets were dwindling, falling to $319 million as of Apr. 15 from a peak of $3.4 billion in 2005...

Good catch. Pretty embarrassing to see another journalist confuse assets under management with investment performance.

 

[Rodney King]

Quote from Butterball:

embarrassing to see another journalist confuse assets under management with investment performance.

Uhhhh, why do you think his AUM collapsed?

 

[Butterball]

Quote from Rodney King:

Uhhhh, why do you think his AUM collapsed?

No idea, but why do you think it's performance related? JWH's flagship fund is up 110% net of fees 2005 through 2011.

 

[Rodney King]

Quote from Butterball:

No idea

That's what I thought.

 

[marketsurfer]

What an incredible fall from grace. The investors must have fled "enmasse" to drop AUM at such an amazing rate. Wonder what triggered the precipitous decline? Did he have just one giant investor ( institutional or perhaps a sovereign entity) or 1000's of little fish?

Surf

 

[marketsurfer]

Quote from marketsurfer:

What an incredible fall from grace. The investors must have fled "enmasse" to drop AUM at such an amazing rate. Wonder what triggered the precipitous decline? Did he have just one giant investor ( institutional or perhaps a sovereign entity) or 1000's of little fish?

Surf

Or was it a massive streak of bad luck resulting in horrid performance? Anyone care to venture what % peak to trough decline this was? It must be one of the steepest plummets of all time. Imagine being an investor at the start of the decline and being locked in for a year plus.....brutal!

 

[Butterball]

Quote from marketsurfer:

Or was it a massive streak of bad luck resulting in horrid performance? Anyone care to venture what % peak to trough decline this was? It must be one of the steepest plummets of all time. Imagine being an investor at the start of the decline and being locked in for a year plus.....brutal!

John Henry doubled their money over 5 years, net of fees.

Why would an investor care if assets under management plummet 80% when the fund is up 110% over the same period?

Of course all this must be confusing to you Marketsurfer, as you appear to have trouble understanding the difference between AUM and ROR.

 

[Butterball]

Quote from Rodney King:

That's what I thought.

Maybe you didn't get it the first time. Sometimes repeated exercise works wonders for simple minders like yourself:

 

[Trend Following]

Quote from Samsara:

Best way to generate discussion, which equates to thread views.

Dolt. How many exist in the conspiracy zone?