Tamarkin Managed Futures LLC : Investment Program
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definitions page
Year-to-Date
N / A
Dec 0.00%
|
Min. Investment |
$ 250k |
Inception |
Jan 2004 |
Assets |
$ 1.0M |
|
Mgmt Fee |
0% |
Sharpe (RFR=1%)
|
0.44 |
Worst DD |
-23.08 |
|
Perf Fee |
20.00% |
CAROR |
9.26% |
S&P Correlation |
-0.05 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2011 | -4.86 | 0.59 | 0.40 | -0.17 | 0.28 | 0.68 | 0.34 | 3.45 | 1.43 | 0.36 | 0.00 | 0.00 | 2.33 | -4.86 |
| 2010 | -6.69 | 22.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -0.48 | 2.82 | 0.84 | 17.89 | -6.69 |
| 2009 | -4.49 | -0.79 | 3.86 | 2.40 | -1.07 | 0.99 | 3.04 | -0.54 | -3.83 | 4.02 | -3.09 | -8.10 | -8.07 | -11.39 |
| 2008 | 8.06 | 16.35 | -6.47 | -6.28 | -10.31 | 18.48 | -1.72 | 3.16 | -5.39 | -2.81 | -6.27 | 10.17 | 12.74 | -21.38 |
| 2007 | -5.11 | 6.90 | 2.90 | -4.79 | 9.19 | 14.13 | -10.59 | 7.36 | 8.98 | -7.54 | 1.52 | 4.38 | 26.93 | -10.59 |
| 2006 | 4.15 | -6.08 | 4.17 | -10.68 | 25.91 | 0.64 | 2.21 | -2.11 | -1.97 | 0.93 | -7.91 | -0.61 | 4.50 | -12.61 |
| 2005 | -0.62 | 1.97 | 11.90 | -1.78 | 18.18 | -1.10 | -9.23 | 5.32 | -8.30 | 3.18 | 2.83 | 8.65 | 31.56 | -13.30 |
| 2004 | -7.06 | 20.95 | 1.37 | -5.78 | -2.03 | -3.01 | -1.41 | -0.87 | -0.02 | 2.33 | 0.95 | -9.60 | -6.91 | -18.31 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
Maurry Tamarkin is a principal and chief trader of Tamarkin Managed Futures LLC. He was formally introduced to futures in 1966 when he joined the firm of Kohlmeyer & Co. as a Commodities Account Executive. He held that position until 1974 when he returned to school. While at Kohlmeyer, he wrote a market letter for the firm using technical analysis. He holds A.B. and Ph. D. degrees from Washington University in St. Louis. His doctorate is in Finance. He taught Finance at the University of Connecticut from 1978 to 1981, at which time he took a professor position at Clark University. He currently is a Professor of Finance at Clark University, Worcester, MA, where, in addition to other Finance courses, he teaches Investments, Speculative Markets, and Technical Analysis to MBA and MSF students. His research appears in the Journal of Futures Markets, Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Management Science, and Journal of Risk and Uncertainty among other academic journals. Maurry Tamarkin became listed as a Principal with the NFA on August 22, 2006.
