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CTA Index Performance
  
September 2011
YTD 2011
Last 6 Mos.
Last 12 Mos.
Last 36 Mos.
Industry Wide
Stark 300
-0.27%
-2.59%
-1.59%
0.72%
6.95%
Stark Funds (Equity)
-1.01%
-6.11%
-5.42%
-1.75%
1.88%
Stark Funds (Simple)
-0.39%
-2.33%
-2.24%
4.30%
16.33%
  
Approach
Systematic
-0.23%
-2.67%
-1.63%
0.71%
6.63%
Discretionary
-1.08%
-2.25%
-2.10%
0.55%
7.89%
  
Category
Diversified
-0.29%
-1.87%
-1.14%
2.06%
10.69%
Financials Only
0.32%
-7.22%
-5.51%
-8.15%
-8.30%
Non-Financials
0.99%
-0.18%
-0.85%
0.98%
5.77%
  
Sector
Agriculture
-0.21%
-1.01%
-1.17%
8.95%
5.44%
Currencies
0.06%
-8.64%
-5.41%
-9.43%
-8.21%
Interest Rate
-0.16%
-1.74%
-0.59%
-2.06%
-0.84%
Stock Index
4.29%
-4.17%
-5.53%
-3.95%
-13.79%
  

Past performance is not indicative of future results.
Managed futures investments involve substantial risk of loss and are not suitable for all investors.

With 71% of the database reporting, the Stark CTA Indices are showing mostly negative performance for September 2011. Eight of the twelve indices are currently showing negative returns. The Stark 300 CTA Index is down -0.27%, bringing it to -2.59% YTD. The Stark Futures Fund Indices are also down for September at -0.39% on average and -1.01% on an equity weighted basis.

With the performance being reported for September, all twelve Stark CTA Indices are now in negative territory for the 2011 year.

Stark 300 Index Performance
Index Performance (Since Inception Jan 1982)
  
CAROR
Sharpe Ratio
Max DD.
# of Losing Years
Correlation vs. S&P 500
  
Stark 300 Index
10.18%
0.37
-17.27%
3
0.01
  

Past performance is not indicative of future results.
Managed futures investments involve substantial risk of loss and are not suitable for all investors.

With the Approach Indices, Discretionary Traders are down -1.08% and Systematic Traders are down -0.23%.

In the Category Indices, Diversified Traders are down -0.29%, while Non-Financial and Financial Only Traders are actually up at +0.99% and +0.32% respectively.

The Sector Indices are showing mixed performance with Stock Index Traders up +4.29% and Currency Traders up +0.06%. On the negative side Agricultural Traders are down -0.21% and Interest Rate Traders are down -0.16%.

Performance numbers are current as of 10/17/2011.


New Programs/Funds Added to the STAR CTA Database

  • Anello Asset Management (AAM Diversified Futures Program)
  • Bocken Trading (Discretionary Non-Customer)
  • Boston & Zechiel Management LLC (Annual Cycle Trading Strategy Aggressive)
  • Boston & Zechiel Management LLC (Annual Cycle Trading Strategy Conservative)
  • Cardwell Global Fund
  • Cardwell Global Fund 3x
  • Esulep LLC (Esulep LLC MAX)
  • Esulep LLC Permo Fund
  • Opes Capital Group LLC (Managed Account)
  • Opus Futures LLC (Proprietary Account)
  • PJM Capital (Managed Account 2x)
  • Revere Tactical Risk Fund LP
  • Stonehenge Capital Management (SCM Trading Program)
Benchmark Index Performance
Index Performance
  
2010 YTD
2011 YTD
12 Months
24 Months
48 Months
Index
 
Stark 300 Index
7.97%
-2.59%
0.72%
2.86%
15.78%
Stark Funds (Equity) Index
3.88%
-6.11%
-1.75%
-4.38%
10.34%
         
S&P 500 Index
12.79%
-10.04%
-0.86%
7.04%
-25.90%
MSCI EAFE Index
4.90%
-17.18%
-12.02%
-11.55%
-40.31%
Dow Jones UBS Commodity Index
21.54%
-10.81%
6.08%
18.16%
-15.35%
Barclays US Agg. Bond Index
6.56%
6.67%
5.29%
13.89%
30.53%
  

Past performance is not indicative of future results.
Managed futures investments involve substantial risk of loss and are not suitable for all investors.


Stark CTA Index Charts and Statistics

Stark 300 Index: Assets vs. Vami

Past performance is not indicative of future results.
Managed futures investments involve substantial risk of loss and are not suitable for all investors.

Stark Futures Fund Index (Equity Weighted): Assets vs. Vami

Past performance is not indicative of future results.
Managed futures investments involve substantial risk of loss and are not suitable for all investors.


Approach Index Charts
Systematic Traders

Stark 300 Index

 
Discretionary Traders

Stark Funds Index

Past performance is not indicative of future results.
Managed futures investments involve substantial risk of loss and are not suitable for all investors.


Category Index Charts
Diversified Traders

Stark 300 Index

 
Financial Only Traders

Stark Funds Index

 
Non-Financial Traders

Stark 300 Index

 

 

Past performance is not indicative of future results.
Managed futures investments involve substantial risk of loss and are not suitable for all investors.


Sector Index Charts
Agriculture Traders

Stark 300 Index

 
Currency Traders

Stark Funds Index

 
Interest Rate Traders

Stark 300 Index

 
Stock Index Traders

Stark Funds Index

 

Free CTA Rankings

Free Managed Futures Newsletter

Database Listings for Commodity Trading Advisors

Managed Futures CTA Database for Investors

 
 
Past performance is not indicative of future results. Managed futures investing involve substantial risk of loss and is not suitable for all investors.
 
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