Bestselling author Michael Covel's book is the
1st and complete coverage detailing Richard Dennis and his Turtle trading students:
Winton Capital Management Ltd - Diversified Trading Program
September 18, 2006
| Advisor Name: |
Winton Capital Management Ltd |
| Program Name: |
Diversified Trading Program |
| Address: |
1-5 St. Mary Abbot's Place
London, W8 6LS |
| Telephone Number: |
44.20.7610.5350 |
| Status: |
Managed Futures Advisor
Commodity Trading Advisor |
| Yearly Statistics |
| Year |
Return |
Drawdown |
Assets |
| 2006 |
5.96 % |
-4.52 % |
$5,246,200,000 |
| 2005 |
7.65 % |
-9.32 % |
$3,967,100,000 |
| 2004 |
20.31 % |
-11.72 % |
$1,497,600,000 |
| 2003 |
25.52 % |
-11.14 % |
$321,200,000 |
| 2002 |
12.86 % |
-16.29 % |
$208,000,000 |
| 2001 |
5.56 % |
-11.28 % |
$276,800,000 |
| 2000 |
9.72 % |
-13.87 % |
$147,400,000 |
| 1999 |
13.24 % |
-14.73 % |
$113,400,000 |
| 1998 |
53.26 % |
-5.65 % |
$16,200,000 |
| 1997 |
3.68 % |
-12.97 % |
$1,900,000 |
| Year by Year Analysis |
| Total Number of Years: |
10 |
| Average Year: |
15.78 % |
| Largest Year: |
53.26 % |
| Smallest Year: |
( 3.68 %) |
| Standard Dev. of Year Returns: |
14.85 % |
| Average Win/Average Lose: |
- - |
|
|
| Month by Month Analysis |
| Total Number of Months: |
104 |
| Average Month: |
1.55 % |
| Largest Month: |
16.04 % |
| Smallest Month: |
(-12.97 %) |
| Standard Dev. of Monthly Returns: |
6.14 % |
| Average Win/Average Lose: |
1.36 |
|
| Month by Month Returns |
| Year |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| 1997 |
- - |
- - |
- - |
- - |
- - |
- - |
- - |
- - |
- - |
-12.97 |
9.96 |
8.34 |
| 1998 |
1.50 |
3.27 |
8.02 |
-1.48 |
8.53 |
3.23 |
1.35 |
11.06 |
4.52 |
-5.65 |
1.18 |
9.19 |
| 1999 |
-1.51 |
3.55 |
-4.24 |
10.09 |
-8.58 |
5.31 |
-1.93 |
-3.64 |
-0.16 |
-6.13 |
13.12 |
9.20 |
| 2000 |
-3.66 |
1.75 |
-3.13 |
1.53 |
-0.50 |
-1.28 |
-4.33 |
2.82 |
-7.54 |
2.50 |
7.10 |
16.04 |
| 2001 |
4.58 |
0.57 |
7.48 |
-5.23 |
-3.32 |
-2.95 |
0.72 |
0.02 |
4.48 |
12.45 |
-7.56 |
-4.02 |
| 2002 |
-10.81 |
-6.14 |
11.44 |
-4.66 |
-3.80 |
7.32 |
4.79 |
5.48 |
7.42 |
-7.76 |
-1.09 |
13.46 |
| 2003 |
5.30 |
11.95 |
-11.14 |
2.07 |
10.18 |
-5.85 |
-1.15 |
0.69 |
0.71 |
5.46 |
-2.68 |
10.00 |
| 2004 |
2.65 |
11.93 |
-0.50 |
-8.27 |
-0.16 |
-3.12 |
0.88 |
2.64 |
4.78 |
3.37 |
6.38 |
-0.58 |
| 2005 |
-5.16 |
5.72 |
4.70 |
-4.03 |
6.49 |
2.85 |
-2.15 |
7.66 |
-6.50 |
-3.02 |
7.05 |
-4.59 |
| 2006 |
3.93 |
-2.74 |
3.88 |
5.68 |
-3.21 |
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