D I S C L A I M E R
Before proceeding, please take a moment to read and Agree to or Decline the following
Investment Disclaimer.
It is required that all prospective investors read
and approve the following disclaimer. Thank you for your consideration.
| Advisor, Investment, or Information Disclaimer |
THE INFORMATION INCLUDED IN THE MT RUSHMORE INVESTMENT CORPORATION
(DBA CTA RESEARCH CORPORATION) , HAS BEEN PLACED THERE BY THE
MT RUSHMORE INVESTMENT CORPORATION AS A SERVICE. THE CORPORATIONS
HAVE NOT TAKEN ANY STEPS TO VERIFY THE ADEQUACY, ACCURACY OR
COMPLETENESS OF ANY INFORMATION. MT RUSHMORE INVESTMENT CORPORATION
NOR ANY OF ITS RESPECTIVE AFFILIATES, OFFICERS, DIRECTORS, AGENTS
AND EMPLOYEES MAKE ANY WARRANTY, EXPRESS OR IMPLIED, OF ANY KIND
WHATSOEVER, AND NONE OF THESE PARTIES SHALL BE LIABLE FOR ANY LOSSES,
DAMAGES, COSTS OR EXPENSES, OF EVERY KIND AND DESCRIPTION, RELATING
TO THE ADEQUACY, ACCURACY OR COMPLETENESS OF ANY INFORMATION ON THESE
REPORTS OR THE USE OF THIS INFORMATION ON THESE REPORTS.
THE TRADING OF FUTURES CONTRACTS, OPTIONS ON FUTURES CONTRACTS
AND OTHER DERIVATIVE INSTRUMENTS IS SPECULATIVE AND INVOLVES
SUBSTANTIAL RISK OF LOSS. DERIVATIVES PRICES ARE HIGHLY VOLATILE
AND DERIVATIVES TRADING MAY BE ILLIQUID. WITH REGARD TO ALL
PERFORMANCE CONTAINED IN THIS REPORT, USERS SHOULD NOTE THE
FOLLOWING: PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THIS INFORMATION IS NOT FOR PURPOSES OF SOLICITATION.
|
|
What does the Consistency Index Measure (CI)?
The Consistency Index measures all manager's historical performance in terms of how consistently each manager maintained a high level of reward and minimized risk by protecting against downside volatility. The CI evaluates and ranks each manager for multiple time periods.
|
|
How does the CI work?
The CI calculates the Total Return minus the risk free rate of return (i.e. 90 day Tbill) divided by the Total of Maximum Drawdowns.
|
|
Why was the CI created?
Investors frequently seek managers who produce a consistent return. Often managers will earn high but inconsistent returns (which might appear as an attractive annualized return over a i.e. 3 year period). The CI identifies whch managers have performed consistently well in relation to the containment of volatiliy.
|
|
Are the higher ranked managers on the CI tables necessarily superior?
Experienced investors know that one must look at both quantitative and qualitative parameters in the evaluation process. While no single quantitative measurement can be absolutely conclusive, the CI evaluation provides a unique screen of the universe of trading advisors. The CI measurement and relative rankings are designed to alert investors to managers that merit futher inquiry. Additional qualitative and quantitative information is available on request for interested investors. It is also important to note that the CI tables do not necessarily evaluate and rank all managers. Currently the CI ranks approximately 550 managers. No representation is made that the CI ranks all managed futures traders. The index is limited by the managers who are willing to report and who report on a timely basis.
|
All peformance information is believed to be net of applicable fees unless otherwise specifically noted.
This material is provided for information purposes only as of the date hereof and is subject to change without notice. This material may not be suitable for all investors and is not intended to be an offer, or the solicitation of any offer, to buy or sell. No offer or solicitation may be made prior to the delivery of appropriate offering documents to qualified investors. The information contained herein including investment returns, valuations, investment targets and strategies, has been supplied by the managers futures traders or their agents and although believed to be reliable, has not been independently verified and cannot be guaranteed. We make no representations or warranties as to the accuracy or completeness of such information. This material is not complete and is subject to the more complete disclosures and terms and conditions contained in a particular offering documents, which may be obtained directly from the manager. Although we may provide our analysis, we do not provide due diligence on an investor's behalf and we are not repsonsible for an investor's decision. Past performance is no guarantee of future results.
|
|
