AutumnGold CTA Index up 0.08% for February 2009

March 31, 2009 - PRLog -- The AutumnGold CTA index is up +0.08% for February and up +0.03% 2009 YTD with more than 81% of the traders reporting. This follows a 2007 return of up +13.38% and a 2008 return of up +21.42%.

The AutumnGold Option Writer Equal Weighted Index was +3.83% for February bringing the 2009 YTD number to up +4.41%.  This follows a 2008 result of down -22.72%.

While CTAs overall had a good year in 2008, the index options writers as a group have struggled with higher market volatility since the collapse of Lehman Brothers.

The top performing CTA for 2009 thus far is Madgroup Investments’ Aggressive Growth program up 27.23%.  This is a discretionary program that uses technical analysis to formulate market opinions  The Madgroup Aggressive Growth program returned 69.39% in 2008.

The AutumnGold CTA Index is comprised of the combined return of the Commodity Trading Advisors listed on autumngold.com; a web-based firm that reports data on alternative investments and provides statistical analysis tools including ranking reports, correlations, and a portfolio builder.  AutumnGold was established in 1997.  For more information please visit autumngold.com.

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AutumnGold.com is a hub of alternative investment data on managed futures and hedge funds. We provide statistical analysis on commodity trading advisors, futures funds and hedge funds to individual and institutional investors.