Asia-Pacific Index : Hang Seng
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Year-to-Date
N / A
Oct 12.92%
|
Min. Investment |
$ 0k |
Inception |
Jan 1987 |
Assets |
$ 0k |
|
Mgmt Fee |
|
Sharpe (RFR=1%)
|
0.44 |
Worst DD |
-59.14 |
|
Perf Fee |
0% |
CAROR |
9.60% |
S&P Correlation |
0.61 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2011 | 1.79 | -0.47 | 0.81 | 0.82 | -0.15 | -5.43 | 0.19 | -8.49 | -14.33 | 12.92 | | | -13.76 | -25.84 |
| 2010 | -8.00 | 2.42 | 3.06 | -0.62 | -6.36 | 1.84 | 4.48 | -2.35 | 8.87 | 3.30 | -0.38 | 0.12 | 5.32 | -9.63 |
| 2009 | -7.71 | -3.51 | 5.97 | 14.33 | 17.07 | 1.14 | 11.94 | -4.13 | 6.24 | 3.81 | 0.32 | 0.23 | 52.02 | -10.95 |
| 2008 | -15.67 | 3.73 | -6.09 | 12.72 | -4.75 | -9.91 | 2.85 | -6.46 | -15.27 | -22.47 | -0.58 | 3.59 | -48.27 | -50.07 |
| 2007 | 0.71 | -2.26 | 0.76 | 2.62 | 1.55 | 5.52 | 6.49 | 3.45 | 13.17 | 15.51 | -8.64 | -2.90 | 39.31 | -11.29 |
| 2006 | 5.89 | 1.05 | -0.71 | 5.42 | -4.82 | 2.58 | 4.33 | 2.48 | 0.87 | 4.45 | 3.47 | 5.30 | 34.20 | -4.82 |
| 2005 | -3.57 | 3.45 | -4.78 | 2.90 | -0.30 | 2.41 | 4.79 | 0.15 | 3.52 | -6.75 | 3.83 | -0.41 | 4.54 | -6.75 |
| 2004 | 5.67 | 4.65 | -8.81 | -5.83 | 2.14 | 0.72 | -0.39 | 5.00 | 2.10 | -0.50 | 7.70 | 1.21 | 13.15 | -14.12 |
| 2003 | -0.67 | -1.47 | -5.35 | 0.96 | 8.83 | 0.95 | 5.82 | 7.64 | 2.94 | 8.55 | 1.04 | 2.10 | 34.92 | -7.37 |
| 2002 | -5.90 | -2.26 | 5.25 | 4.21 | -1.70 | -6.22 | -3.12 | -2.18 | -9.67 | 4.07 | 6.66 | -7.43 | -18.21 | -21.09 |
| 2001 | 6.67 | -8.16 | -13.71 | 4.90 | -1.58 | -1.00 | -5.57 | -9.96 | -10.28 | 1.24 | 11.96 | 1.05 | -24.50 | -38.20 |
| 2000 | -8.43 | 10.54 | 1.38 | -10.84 | -5.19 | 9.80 | 4.24 | 1.52 | -8.47 | -4.82 | -6.12 | 7.95 | -11.00 | -19.66 |
| 1999 | -5.39 | 3.70 | 10.99 | 21.85 | -8.90 | 11.40 | -2.55 | 2.24 | -5.56 | 4.11 | 15.99 | 10.31 | 68.80 | -8.90 |
| 1998 | -13.71 | 24.08 | 0.33 | -9.85 | -13.96 | -4.38 | -7.10 | -8.33 | 8.36 | 28.81 | 2.44 | -3.40 | -6.29 | -36.84 |
| 1997 | -0.96 | 0.58 | -6.45 | 2.94 | 14.37 | 2.97 | 7.69 | -13.63 | 6.47 | -29.41 | -0.91 | 1.86 | -20.29 | -35.68 |
| 1996 | 12.77 | -2.06 | -1.51 | 0.07 | 2.74 | -2.16 | -3.08 | 4.47 | 6.66 | 4.83 | 7.34 | 0.43 | 33.53 | -5.97 |
| 1995 | -10.36 | 13.41 | 3.12 | -2.64 | 12.52 | -2.14 | 2.68 | -2.89 | 5.08 | 1.41 | 0.32 | 2.65 | 22.98 | -10.36 |
| 1994 | -3.38 | -9.37 | -13.26 | -0.71 | 6.55 | -8.32 | 8.27 | 4.71 | -4.11 | 1.31 | -12.23 | -3.25 | -31.10 | -31.10 |
| 1993 | 4.34 | 10.44 | 0.58 | 6.91 | 7.93 | -3.70 | -1.55 | 8.02 | 1.68 | 21.53 | -2.19 | 30.28 | 115.67 | -5.20 |
| 1992 | 7.09 | 7.11 | 0.19 | 8.73 | 13.23 | 0.39 | -3.65 | -4.29 | -2.19 | 12.45 | -6.14 | -5.13 | 28.28 | -10.96 |
| 1991 | 7.24 | 9.53 | 5.43 | -4.19 | 3.32 | -1.05 | 9.30 | -0.27 | -1.03 | 2.07 | 2.75 | 3.55 | 42.11 | -4.19 |
| 1990 | -3.00 | 7.28 | 1.52 | -1.53 | 6.13 | 4.66 | 4.88 | -10.21 | -10.59 | 8.33 | -0.84 | 1.99 | 6.61 | -19.72 |
| 1989 | 14.34 | -1.96 | -0.26 | 3.69 | -11.94 | -17.13 | 13.07 | -2.43 | 9.95 | -1.19 | 0.85 | 3.21 | 5.55 | -27.03 |
| 1988 | 4.64 | 0.35 | 5.21 | 2.32 | -4.08 | 7.00 | 0.28 | -8.78 | -0.11 | 7.64 | 1.21 | 1.06 | 16.70 | -8.88 |
| 1987 | -0.58 | 12.71 | -5.70 | -1.99 | 10.94 | 7.71 | 9.47 | 3.81 | 9.19 | -44.10 | -3.00 | 7.69 | -10.34 | -45.78 |
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
