John W. Henry's June comment

Michel Covel published John W. Henry's June comment.
Its intersting how oppositional views can be: Reading the first paragraph of the commentary one could believe nearly all of the 11 programs managed be JWH are trading very well at present, while numbers of verious databases are showing a completely different picture with all but one strategy under water for the year.

The John W. Henry & Co Original Program currently suffers the worst drawdown in history with YTD -42.68%. Her is his performance table from IASG

Monthly Performance
	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR
2005	(19.00)	0.59	3.88	(25.11)	5.01	(13.88)E							(42.68)
2004	8.01	14.11	(2.94)	(9.24)	(7.85)	(15.05)	(1.29)	(0.10)	10.22	22.25	5.25	(16.09)	(0.26)
2003	22.39	8.21	(9.27)	0.53	0.83	(14.08)	4.36	5.63	(14.56)	(15.69)	8.60	4.71	(5.50)
2002	(0.04)	0.02	(9.20)	1.81	5.11	14.73	10.74	6.30	11.08	(7.82)	(8.10)	(1.59)	21.50
2001	(3.18)	(4.41)	17.44	(14.34)	0.69	(9.23)	(3.31)	3.69	6.35	2.49	(12.36)	2.10	(16.79)
2000	5.96	1.44	(4.90)	(6.68)	(5.13)	(2.73)	(3.31)	5.37	(10.15)	1.57	17.29	7.74	3.43
1999	(3.88)	5.11	(2.22)	5.98	(2.84)	2.14	(2.27)	0.59	(3.78)	(11.36)	4.63	(2.06)	(10.73)
1998	(1.30)	2.22	(4.10)	(0.52)	4.41	1.68	(3.97)	3.96	2.65	5.21	(12.82)	15.37	10.81
1997	3.42	0.21	1.63	0.50	1.10	(4.43)	2.05	(0.80)	(5.99)	3.59	0.00	4.86	5.73
1996	5.28	(7.35)	1.02	3.84	(6.48)	7.99	(4.36)	(2.33)	8.24	10.37	5.19	1.11	22.65
1995	2.16	17.87	16.58	9.09	(4.43)	1.65	(0.03)	(3.89)	(3.93)	3.25	1.15	6.84	53.23
1994	(2.95)	1.53	4.36	0.21	5.53	6.64	(7.15)	(4.73)	(2.83)	(14.11)	10.21	(0.04)	(5.68)
1993	(0.75)	9.54	(3.50)	10.36	0.12	(4.05)	14.92	(3.65)	0.63	(1.53)	3.45	11.40	40.64
1992	(6.12)	(8.79)	0.72	(0.84)	(4.46)	8.27	9.09	9.12	(2.75)	2.24	3.61	2.19	10.86
1991	(0.48)	0.30	(2.07)	(5.76)	4.40	(0.73)	(7.38)	(3.60)	10.74	(3.91)	(1.26)	17.71	5.43
1990	7.12	(2.04)	18.42	12.37	(10.93)	7.17	10.94	19.11	(2.12)	(1.90)	0.98	(2.32)	66.82
1989	0.80	(19.91)	11.70	(5.09)	28.97	(3.86)	8.08	(13.66)	(13.25)	(11.97)	7.35	9.82	(10.85)
1988	(6.90)	4.65	(16.05)	(5.10)	3.60	13.90	(19.80)	(4.30)	6.35	(2.45)	1.64	(12.53)	(35.16)
1987	8.99	3.65	2.66	21.91	0.75	(3.54)	8.84	(3.13)	(10.40)	35.80	16.48	11.93	129.81
1986	(4.39)	22.22	15.44	(5.83)	(2.78)	(2.13)	11.51	7.19	(2.86)	(10.25)	(1.94)	(2.98)	19.83
1985	2.43	0.88	(8.81)	(17.11)	11.00	4.37	16.80	1.74	(15.51)	9.57	7.36	18.62	26.77
1984	5.53	(4.81)	(7.54)	(2.09)	16.55	(10.30)	28.69	(9.03)	15.98	(5.24)	(2.18)	12.54	34.66
1983	14.36	(28.56)	1.63	4.86	8.27	(9.61)	10.91	13.41	(7.31)	(3.28)	(6.40)	(2.54)	(12.35)
1982										7.11	(16.85)	2.71	(8.52)

E = Estimated
An introduction into Trend Following can be found at turtletrader.com