Yearly Archives: 2010

October Market Outlook | September & August Performance Review

    View PDF | View HTML IN REVIEW | August & September ROE Capital Performance I apologize for the lack of a September newsletter (reviewing August performance). I was traveling at the end of August and for much of September and was unable to produce one. The equity markets have been of two minds in 2010:

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    August 2010 Market Outlook & July Performance Review

      View PDF | View HTML IN REVIEW | July ROE Capital Performance After stumbling a little the first week of the month, both programs gained a solid footing and began a run toward their highs of the year. In the last week of the month, the surge over 1100 and subsequent profit-taking move in the

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        This post is redistributed from the original newsletter at Attain Capital Management (  To see the original material, please click here. Managed Futures Spotlight: Roe Capital Management Monticello Spreads Program By John Cummings We hear requests from clients and readers of our newsletter quite often to highlight a managed futures program which is doing something

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        July 2010 Market Outlook & May/June 2010 Performance Review

          View PDF | View HTML IN REVIEW | May & June 2010 Performance As I have noted before, losing money is the aspect of trading with which I am least comfortable.  Since the market began pricing in the European debt contagion in mid May, my systems have underperformed my expectations.  Perhaps it would be more

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          May 2010 Market Outlook & April 2010 Performance Report

            View PDF | View HTML IN REVIEW | April 2010 ROE Capital Management Performance & Drawdown Analysis After a 39.78% run up for our Monticello program and a 33.20% run up for our Jefferson program, we turned in our first negative month in over a year, losing -4.98% and -4.74% respectively.  April began as did

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            April 2010 Market Outlook & March 2010 Performance Review

              View PDF | View HTML IN REVIEW | March 2010 ROE Capital Management Performance Editor’s note:  I apologize for the lateness of this update.  I was traveling at the beginning of the month and unable to process the newsletter prior to the holiday. As US Equity markets drifted higher and volatility drifted lower in March

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              Year in Review 2009 & Equity Market Outlook for 2010

                View in PDF | View in HTML Dear Clients, Colleagues and Friends, The arrival of a new year affords us the opportunity to review the year which has passed and muse about the prospects of the year which has just begun.  In doing so, we hope to draw some substantive conclusions about where we have

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                Risk Disclosure

                Past performance is not necessarily indicative of future results. An investment with ROE Capital Management is speculative, involves a high degree of risk, and is designed only for sophisticated investors who are able to bear the loss of more than their entire investment. Read and examine the disclosure document before seeking our services.