Bestselling author Michael Covel's book is the 1st and complete coverage detailing Richard Dennis and his Turtle trading students: TurtleTrader Book

SAM Capital Management LLC - SAM Capital Management LLC

September 18, 2006

Advisor Name: SAM Capital Management LLC
Program Name: SAM Capital Management LLC
Address: 400 Madison Avenue
Suite 7A
New York, NY 10017
Telephone Number: 212-584-9705
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 -6.68 % -6.68 % $128,300,000
2005 3.70 % -3.31 % $159,900,000
2004 8.39 % -3.31 % $58,100,000
2003 29.77 % -2.29 % $6,800,000

Year by Year Analysis
Total Number of Years: 4
Average Year: 8.80 %
Largest Year: 29.77 %
Smallest Year: ( -6.68 %)
Standard Dev. of Year Returns: 15.34 %
Average Win/Average Lose: 2.09
Month by Month Analysis
Total Number of Months: 40
Average Month: 0.90 %
Largest Month: 7.19 %
Smallest Month: ( -2.78 %)
Standard Dev. of Monthly Returns: 2.60 %
Average Win/Average Lose: 1.90

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2003 1.20 -1.86 4.93 -0.84 3.55 -2.29 2.06 1.78 1.07 6.65 7.19 3.41
2004 1.14 6.83 0.70 -1.17 3.53 -1.60 0.10 -1.84 1.48 -0.36 1.23 -1.62
2005 -0.38 1.61 -0.85 -0.81 -0.80 2.09 -1.95 0.15 0.21 -1.35 4.98 0.93
2006 -0.43 -2.78 -1.96 2.14

Visit: TurtleTrader.com® Website
Visit: Bestselling "Trend Following" Book
Visit: "The Complete TurtleTrader" Book Review

Categories

Sign up now for free Trend Following email newsletter. Published since 1996 for thousands of traders, corporations and individuals in 70 countries.