Americas Index : S&P TSX Composite
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Year-to-Date
N / A
Oct 5.40%
|
Min. Investment |
$ 0k |
Inception |
Feb 2000 |
Assets |
$ 0k |
|
Mgmt Fee |
|
Sharpe (RFR=1%)
|
0.26 |
Worst DD |
-45.05 |
|
Perf Fee |
0% |
CAROR |
3.99% |
S&P Correlation |
0.80 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2011 | 0.81 | 4.31 | -0.14 | -1.21 | -1.02 | -3.64 | -2.67 | -1.37 | -8.97 | 5.40 | | | -8.86 | -17.77 |
| 2010 | -5.55 | 4.83 | 3.51 | 1.44 | -3.67 | -3.98 | 3.71 | 1.71 | 3.82 | 2.49 | 2.18 | 3.79 | 14.45 | -7.50 |
| 2009 | -3.26 | -6.58 | 7.35 | 6.93 | 11.21 | 0.05 | 3.97 | 0.75 | 4.85 | -4.25 | 4.92 | 2.61 | 30.69 | -9.62 |
| 2008 | -4.90 | 3.25 | -1.71 | 4.40 | 5.58 | -1.68 | -6.04 | 1.31 | -14.66 | -16.93 | -5.04 | -3.05 | -35.03 | -38.92 |
| 2007 | 0.97 | 0.08 | 0.92 | 1.91 | 4.77 | -1.07 | -0.27 | -1.50 | 3.21 | 3.73 | -6.40 | 1.05 | 7.16 | -6.40 |
| 2006 | 5.97 | -2.15 | 3.61 | 0.77 | -3.77 | -1.12 | 1.88 | 2.05 | -2.59 | 4.96 | 3.30 | 1.22 | 14.51 | -4.85 |
| 2005 | -0.46 | 5.04 | -0.58 | -3.51 | 3.58 | 3.08 | 5.25 | 2.36 | 3.21 | -5.71 | 4.25 | 4.14 | 21.91 | -5.71 |
| 2004 | 3.66 | 3.13 | -2.30 | -3.98 | 2.10 | 1.52 | -1.02 | -0.96 | 3.48 | 2.34 | 1.79 | 2.40 | 12.48 | -6.20 |
| 2003 | -0.68 | -0.22 | -3.39 | 4.00 | 4.16 | 1.80 | 3.93 | 3.48 | -1.19 | 4.74 | 1.12 | 4.60 | 24.29 | -4.26 |
| 2002 | -0.52 | -0.14 | 2.80 | -2.40 | -0.09 | -6.67 | -7.56 | 0.10 | -6.53 | 1.11 | 5.15 | 0.67 | -13.97 | -21.28 |
| 2001 | 4.35 | -13.34 | -5.83 | 4.45 | 2.71 | -5.21 | -0.60 | -3.78 | -7.58 | 0.69 | 7.84 | 3.54 | -13.94 | -26.64 |
| 2000 | | 7.64 | 3.65 | -1.21 | -0.04 | 9.11 | 2.07 | 8.09 | -7.73 | -7.11 | -8.50 | 1.29 | 5.34 | -21.59 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
