Bestselling author Michael Covel's book is the
1st and complete coverage detailing Richard Dennis and his Turtle trading students:
Strategic Investments - Equity Hedge Program
September 18, 2006
| Advisor Name: |
Strategic Investments |
| Program Name: |
Equity Hedge Program |
| Address: |
302 Rivershire Court
Lincolnshire, IL 60069 |
| Telephone Number: |
847.883.8748 |
| Status: |
Managed Futures Advisor
Commodity Trading Advisor |
| Yearly Statistics |
| Year |
Return |
Drawdown |
Assets |
| 2006 |
-1.69 % |
-6.03 % |
$36,000,000 |
| 2005 |
13.81 % |
-10.92 % |
$23,000,000 |
| 2004 |
-4.28 % |
-13.14 % |
$10,500,000 |
| 2003 |
17.74 % |
-6.55 % |
$10,500,000 |
| 2002 |
15.03 % |
-8.83 % |
$300,000 |
| 2001 |
27.83 % |
-5.06 % |
$200,000 |
| 2000 |
2.32 % |
-6.48 % |
$200,000 |
| 1999 |
-2.33 % |
-7.20 % |
$200,000 |
| 1998 |
15.85 % |
-8.00 % |
$200,000 |
| 1997 |
23.82 % |
-6.83 % |
$200,000 |
| 1996 |
17.33 % |
-11.18 % |
$200,000 |
| 1995 |
14.06 % |
-3.06 % |
$200,000 |
| 1994 |
12.30 % |
-3.59 % |
$200,000 |
| 1993 |
13.70 % |
-4.98 % |
$200,000 |
| 1992 |
-8.49 % |
-23.59 % |
$100,000 |
| Year by Year Analysis |
| Total Number of Years: |
15 |
| Average Year: |
10.47 % |
| Largest Year: |
27.83 % |
| Smallest Year: |
( -8.49 %) |
| Standard Dev. of Year Returns: |
10.76 % |
| Average Win/Average Lose: |
3.76 |
|
|
| Month by Month Analysis |
| Total Number of Months: |
167 |
| Average Month: |
0.96 % |
| Largest Month: |
15.47 % |
| Smallest Month: |
(-19.86 %) |
| Standard Dev. of Monthly Returns: |
4.33 % |
| Average Win/Average Lose: |
1.32 |
|
| Month by Month Returns |
| Year |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| 1992 |
- - |
- - |
- - |
- - |
- - |
- - |
4.82 |
-5.95 |
1.38 |
-19.86 |
6.41 |
7.37 |
| 1993 |
0.58 |
2.20 |
5.85 |
1.89 |
4.78 |
-4.58 |
4.35 |
3.45 |
-2.87 |
-0.07 |
-1.74 |
-0.37 |
| 1994 |
0.56 |
-2.65 |
-0.97 |
3.32 |
2.83 |
-2.77 |
0.91 |
3.10 |
4.97 |
1.96 |
-0.37 |
1.08 |
| 1995 |
-3.06 |
2.03 |
8.54 |
1.70 |
-0.20 |
0.11 |
0.63 |
-2.32 |
0.76 |
-0.87 |
4.02 |
2.39 |
| 1996 |
9.34 |
-6.54 |
6.48 |
6.97 |
-1.42 |
-0.68 |
-9.03 |
-0.28 |
5.60 |
1.00 |
10.05 |
-3.31 |
| 1997 |
8.52 |
-3.43 |
-3.52 |
1.48 |
1.40 |
2.13 |
15.47 |
-2.58 |
0.83 |
-2.06 |
2.51 |
2.33 |
| 1998 |
-1.91 |
-3.66 |
1.10 |
-1.45 |
3.87 |
1.56 |
0.69 |
10.36 |
8.71 |
-0.19 |
-7.82 |
4.95 |
| 1999 |
-4.42 |
-2.02 |
-0.91 |
1.91 |
-0.61 |
7.27 |
-4.14 |
1.17 |
-2.21 |
-2.12 |
2.48 |
1.83 |
| 2000 |
0.50 |
-0.12 |
-3.51 |
0.80 |
2.58 |
-3.49 |
-1.61 |
-0.59 |
-0.58 |
0.11 |
6.45 |
2.16 |
| 2001 |
0.44 |
4.46 |
7.60 |
-4.59 |
0.55 |
-0.11 |
1.41 |
6.83 |
10.77 |
2.86 |
-5.06 |
0.83 |
| 2002 |
1.70 |
-1.22 |
-3.31 |
-4.54 |
1.27 |
6.89 |
5.96 |
-1.29 |
3.26 |
-1.96 |
-2.81 |
11.36 |
| 2003 |
4.45 |
-1.21 |
-3.28 |
2.01 |
8.17 |
-3.94 |
-2.72 |
2.60 |
1.25 |
2.69 |
1.33 |
5.84 |
| 2004 |
-1.31 |
-0.59 |
3.15 |
-5.99 |
-2.23 |
-0.26 |
-2.32 |
-3.00 |
2.48 |
0.63 |
4.61 |
0.94 |
| 2005 |
-4.70 |
-0.30 |
-1.88 |
-4.45 |
0.79 |
4.02 |
3.03 |
2.22 |
2.42 |
-0.46 |
5.56 |
7.52 |
| 2006 |
4.09 |
-2.92 |
2.78 |
0.73 |
-4.66 |
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