先月に続き今月もすごいことになってます。あっというまに年初来20%を超えるなんて。
こんなことも起こるから、システムトレードは面白いですね。

Tulip Performance Data
Please find below the unaudited and provisional NAV estimates for shares in Tulip Trend Fund Ltd. as of 2010/09/30:
CLASSNAVMTDYTDCARRVOLASORTINOCRL SPX
 
Tulip A EUR3894.88E+9.60%+21.47%30.04% p.a.28.43%1.92-0.08
Tulip C USD3396.67E+10.08%+21.23%30.01% p.a.28.46%1.92-0.07
Tulip E JPY1948.71E+9.73%+24.10%26.62% p.a.28.47%1.67-0.07
Tulip G CHF3108.20E+9.48%+19.15%27.37% p.a.28.31%1.72-0.07
Tulip I GBP2010.53E+9.99%+20.47%31.39% p.a.28.34%2.03-0.07
Tulip K AUD3046.60E+9.36%+21.63%32.01% p.a.28.59%2.07-0.09
 
Tulip B EUR2784.06E+9.48%+20.34%25.38% p.a.27.14%1.65-0.07
Tulip D USD3015.97E+9.97%+20.11%25.32% p.a.27.14%1.65-0.06
Tulip F JPY2286.80E+9.62%+22.94%22.55% p.a.27.23%1.45-0.07
Tulip H CHF2030.51E+9.37%+18.03%23.01% p.a.27.11%1.47-0.07
Tulip J GBP2289.01E+9.88%+19.34%26.50% p.a.27.02%1.74-0.06
Tulip L AUD2854.79E+9.24%+20.50%27.39% p.a.26.92%1.84-0.09
NAV = Net Asset Value per Share
MTD = Month to Date Return
YTD = Year to Date Return
CARR = Compound Annual Rate of Return
VOLA = Annualised Standard Deviation
SORTINO (0%) = Return divided by Downside Deviation
CRL SPX = Monthly Correlation to S&P 500 Equity Index

こちらもクリックしてみて下さい、有象無象がいっぱいです。
[https://stock.blogmura.com/offshore/ にほんブログ村 株ブログ オフショア投資へ(文字をクリック)]