Performance

November 2022 Performance Review

Industry Benchmark Performance                                                                                             Equities gains while futures lost in November, the opposite of the year-to-date returns where futures are well ahead of equities. Even with occasional rallies, equities have been a difficult place to show positive returns. Futures have benefited from selling short equities, buying the U.S. dollar, and trading energy on both sides. Kaufman’sMost …

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October 2022 Performance Report

Industry Benchmark Performance                                                                                             Smaller gains for the equity funds than the index markets, but better year-to-date results. Futures continue to be the bright spot with double-digit returns for the year. The Fed announcements in November and December will set the course for the rest of the year. Kaufman’s Most Popular Books (available on Amazon) Trading …

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September 2022 Performance Report

Industry Benchmark Performance                                                                                             Because of September ending on Friday, performance figures are not yet posted to Barclays. Early numbers show that Hedge Funds took a smaller loss than the broad market and show a smaller loss for the year. Futures are posting good gains again this month, which all approaches profitable. We are pleased to …

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August 2022 Performance Report

Industry Benchmark Performance                                                                                             Equity fund performance was better than the broad index, although lower for the month, with long bias funds returning about the same as the index markets for 2022. Meanwhile, futures gained and would offset equity losses in what we call “crisis alpha,” where futures outperform when equities are in a bear market. …

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July 2022 Performance Report

Industry Benchmark Performance                                                                                             A strong rally cuts the year-to-date losses for all equity funds, putting them well ahead of the index markets. At the same time, futures posted small losses, trimming their year-to-date gains. These market seem to be going in opposite directions, which would be good for diversification. Kaufman’s New Book, “Learn To Trade: …

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June 2022 Performance Report

Industry Benchmark Performance                                                               Losses in the equity funds are smaller than the equity ETFs, as are the total returns for the year. CTAs continue to increase gains or hold steady. Good news for the futures industry. Kaufman’s New Book, “Learn To Trade: Trade To Win with a Rule-Based Method” Written for both serious beginners and …

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May 2022 Performance Report

Industry Benchmark Performance                                                                                             Mostly small losses for both equity and futures funds in May, paralleling the major index ETFs. The notable difference is that futures have accumulated substantial returns for the year, while equity funds are still showing losses. At this point, both interest rates and the U.S. dollar have stalled, but energy and possibly …

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April 2022 Performance Report

Industry Benchmark Performance                                                                                             Hedge funds are doing much better than the index markets, even though they are posting losses. We don’t have information showing which sectors are better or worse, but the multistrategy is faring better than others. Futures are showing that the traditional sectors are easier to find direction. Their returns nearly offset losses …

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February 2022 Performance Report

Industry Benchmark Performance                                                                                             Modest losses in all equity funds and gains in futures, probably due to shorts in equities long U.S. dollar, and long energy futures. There is a lot to be long in commodities. The equity funds are holding about the same as the equity index ETFs so far this year. Kaufman’s New Book, …

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