Managed Futures Performance & Resources

Managed futures has been the top trading style for over thirty years. Long ignored by mainstream pundits, managed futures has slowly pushed itself to the front of the investing univserse. The dominant style within managed futures? It's trend following.

Street Stories: Managed Futures

Tucson Asset Management, Inc. - TAMI Global Trading Program

Advisor Name: Tucson Asset Management, Inc.
Program Name: TAMI Global Trading Program
Address: 4350 La Jolla Village Drive
Suite 340
San Diego, CA 92122
Telephone Number: 888-300-TAMI;858.558.9595
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 -7.36 % -10.56 % $33,000,000
2005 -9.55 % -11.91 % $39,000,000
2004 -9.28 % -18.81 % $35,300,000
2003 6.15 % -19.77 % $58,300,000
2002 20.29 % -10.85 % $57,300,000
2001 34.41 % -1.54 % $44,400,000
2000 17.52 % -7.37 % $31,500,000
1999 44.94 % -8.28 % $26,800,000
1998 46.45 % -30.13 % $10,700,000
1997 -3.48 % -12.82 % $7,900,000

Year by Year Analysis
Total Number of Years: 10
Average Year: 14.01 %
Largest Year: 46.45 %
Smallest Year: ( -9.55 %)
Standard Dev. of Year Returns: 22.11 %
Average Win/Average Lose: 3.81
Month by Month Analysis
Total Number of Months: 107
Average Month: 1.31 %
Largest Month: 25.88 %
Smallest Month: (-13.87 %)
Standard Dev. of Monthly Returns: 7.23 %
Average Win/Average Lose: 1.53

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1997 - - - - - - - - - - - - 8.13 -0.43 0.97 -3.67 -9.50 1.85
1998 -6.75 -7.47 -5.99 -13.87 17.35 0.90 0.73 18.74 17.52 3.81 -0.27 21.65
1999 2.85 5.44 5.18 16.03 1.78 3.37 3.32 -7.51 -0.83 2.39 6.85 0.40
2000 -4.96 4.68 -0.80 -1.52 1.81 -3.86 5.70 -2.61 -4.89 2.65 7.35 14.50
2001 -0.21 -1.33 17.42 0.27 -1.34 2.25 0.26 4.91 2.61 5.31 -0.14 1.26
2002 5.97 -10.43 20.39 -1.39 -1.70 13.45 0.56 -4.05 1.82 -6.69 -2.20 6.77
2003 1.60 -0.17 -3.80 -7.42 25.88 -1.79 10.61 -2.36 9.70 -11.37 -7.34 -2.31
2004 -5.30 -0.09 -2.46 4.99 -2.13 -9.00 -5.91 7.73 -3.81 2.51 7.08 -1.77
2005 -4.72 -2.72 1.29 5.03 1.28 2.81 -6.06 3.58 -4.85 -2.25 0.39 -3.04
2006 2.45 -2.27 -3.33 1.16 -6.42


If there is an inaccuracy on this page that needs updating please contact us. To make changes quickly please go to your browser window under 'FILE' and select 'SAVE PAGE AS' to save this page to your desktop. Email us the edited HTML file for fastest turnaround.

DISCLAIMER: No one can promise you will earn like returns of the traders, charts or examples (real or hypothetical) mentioned within this site. All past performance is not necessarily an indication of future results. Data presented is for educational purposes. This information is not designed to be used as an invitation for investment with any adviser profiled. All data on this site is direct from the CFTC, SEC, Yahoo Finance, Google and disclosure documents by managers mentioned herein. We assume all data to be accurate, but assume no responsibility for errors, omissions or clerical errors made by sources. Repeat: All data is for educational purposes and can be obtained via the Freedom of Information Act from various government agencies.

facebook   twitter   linkedin   youtube   apple podcasts   rss

Trend Following Systems

Clients 70+ countries: more info

Trend Following by Covel

1st Bestseller: select | reviews

'Broke' Covel's Film

Documentary (DVD): select

TurtleTrader by Covel

2nd Bestseller: select | reviews

Market Wizard Interviews


  • Jim Rogers on the Fed con.

  • Market Wizard Larry Hite discusses dating odds.


  • Trader Salem Abraham talks about the unexpected.

  • Michael Covel speaks in Brazil.