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

Transtrend B.V. - Diversified Trend Program - Enhanced Risk (USD)

September 18, 2006

Advisor Name: Transtrend B.V.
Program Name: Diversified Trend Program - Enhanced Risk (USD)
Address: Admiraliteitskade 73
P.O. Box 4112
Rotterdam, 3006 AC
Telephone Number: 31.10.453.6500
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 -2.80 % -4.99 % $1,490,000,000
2005 5.99 % -4.35 % $1,377,000,000
2004 12.82 % -9.41 % $1,299,000,000
2003 8.48 % -6.78 % $831,000,000
2002 26.26 % -4.38 % $207,000,000
2001 26.36 % -3.12 % $59,000,000
2000 12.40 % -4.82 % $10,900,000
1999 -2.21 % -8.59 % $32,000,000
1998 21.95 % -5.46 % $56,300,000
1997 37.93 % -8.58 % $7,300,000
1996 31.68 % -7.10 % $2,600,000
1995 29.09 % -6.29 % $2,400,000

Year by Year Analysis
Total Number of Years: 12
Average Year: 17.33 %
Largest Year: 37.93 %
Smallest Year: ( -2.80 %)
Standard Dev. of Year Returns: 13.45 %
Average Win/Average Lose: 8.50
Month by Month Analysis
Total Number of Months: 138
Average Month: 1.44 %
Largest Month: 19.57 %
Smallest Month: ( -8.58 %)
Standard Dev. of Monthly Returns: 4.40 %
Average Win/Average Lose: 1.52

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1995 -6.16 9.57 10.15 2.16 6.49 3.63 -3.70 -0.58 1.75 -3.81 2.07 5.70
1996 5.38 -6.65 -0.48 8.59 -4.40 -0.30 3.88 7.26 7.51 10.37 1.46 -3.12
1997 9.64 5.12 -2.17 -4.07 -0.62 0.20 19.27 1.02 1.87 -8.58 5.72 7.95
1998 0.25 0.21 2.79 -5.43 3.55 1.36 -4.75 19.57 1.93 0.86 -1.06 2.70
1999 -3.86 1.22 -2.77 3.11 -3.10 4.51 1.95 -2.51 0.63 -6.82 1.84 4.29
2000 1.55 -1.99 -2.29 0.14 2.52 -2.44 -0.77 1.81 0.62 2.54 5.97 4.47
2001 0.72 0.60 6.75 -1.48 1.29 -1.36 4.72 2.37 7.82 1.07 -3.12 4.86
2002 -1.17 -0.69 2.00 -0.99 2.34 8.41 5.97 2.78 3.44 -2.72 -1.71 6.58
2003 5.18 4.03 -5.04 3.77 5.81 -2.45 -2.36 -0.09 -2.04 2.48 -0.69 0.22
2004 2.08 4.95 -2.18 -3.17 -0.31 -2.35 -1.34 -0.42 1.63 3.20 8.97 1.71
2005 -4.35 2.74 2.03 -3.48 1.03 4.02 3.26 -0.49 1.80 -0.67 3.40 -3.00
2006 1.78 -2.26 0.89 1.94 -3.78 -1.26

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

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