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

Tucson Asset Management, Inc. - TAMI Macro Trading Program

September 18, 2006

Advisor Name: Tucson Asset Management, Inc.
Program Name: TAMI Macro 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 5.70 % -1.89 % $26,000,000
2005 8.71 % -5.88 % $23,000,000
2004 7.98 % -14.73 % $18,300,000
2003 4.00 % -24.26 % $13,700,000
2002 2.68 % -12.54 % $13,300,000
2001 10.94 % -8.51 % $6,400,000
2000 13.98 % 0.00 % $2,300,000

Year by Year Analysis
Total Number of Years: 7
Average Year: 7.71 %
Largest Year: 13.98 %
Smallest Year: ( 2.68 %)
Standard Dev. of Year Returns: 3.96 %
Average Win/Average Lose: - -
Month by Month Analysis
Total Number of Months: 68
Average Month: 0.89 %
Largest Month: 11.92 %
Smallest Month: (-13.82 %)
Standard Dev. of Monthly Returns: 4.82 %
Average Win/Average Lose: 1.04

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 - - - - - - - - - - - - - - - - - - 0.07 11.92 1.77
2001 0.69 1.22 2.44 -4.31 5.81 1.67 -2.65 4.44 8.41 2.36 -7.03 -1.59
2002 2.28 -3.08 -2.90 -7.07 1.05 6.43 6.54 4.20 6.69 -4.43 -6.28 0.61
2003 9.98 8.63 -5.90 -1.98 1.60 -7.11 -3.93 5.09 -13.82 9.31 -0.10 5.25
2004 -0.38 4.87 -4.28 -6.76 -1.68 -0.81 -2.03 6.43 1.04 4.03 6.44 1.79
2005 -3.13 -1.89 3.09 -3.94 0.05 2.16 1.55 4.95 2.99 2.53 4.43 -3.84
2006 -1.04 -0.86 2.14 5.65 0.47

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.