Asia-Pacific Index : Nikkei 225
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Year-to-Date
N / A
Oct 3.31%
|
Min. Investment |
$ 0k |
Inception |
Feb 1984 |
Assets |
$ 0k |
|
Mgmt Fee |
|
Sharpe (RFR=1%)
|
0.06 |
Worst DD |
-80.55 |
|
Perf Fee |
0% |
CAROR |
-0.10% |
S&P Correlation |
0.49 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2011 | 0.09 | 3.77 | -8.18 | 0.97 | -1.58 | 1.26 | 0.17 | -8.93 | -2.85 | 3.31 | | | -12.13 | -18.11 |
| 2010 | -3.30 | -0.71 | 9.52 | -0.29 | -11.65 | -3.95 | 1.65 | -7.48 | 6.18 | -1.78 | 7.98 | 2.94 | -3.01 | -20.43 |
| 2009 | -9.77 | -5.32 | 7.15 | 8.86 | 7.86 | 4.58 | 4.00 | 1.31 | -3.42 | -0.97 | -6.87 | 12.85 | 19.04 | -14.57 |
| 2008 | -11.21 | 0.08 | -7.92 | 10.57 | 3.53 | -5.98 | -0.78 | -2.27 | -13.87 | -23.83 | -0.75 | 4.08 | -42.12 | -44.39 |
| 2007 | 0.91 | 1.27 | -1.80 | 0.65 | 2.73 | 1.47 | -4.90 | -3.94 | 1.31 | -0.29 | -6.31 | -2.38 | -11.13 | -15.61 |
| 2006 | 3.34 | -2.67 | 5.27 | -0.90 | -8.51 | 0.24 | -0.31 | 4.42 | -0.08 | 1.69 | -0.76 | 5.85 | 6.92 | -9.40 |
| 2005 | -0.88 | 3.10 | -0.61 | -5.66 | 2.43 | 2.73 | 2.72 | 4.32 | 9.35 | 0.24 | 9.30 | 8.33 | 40.24 | -6.23 |
| 2004 | 1.00 | 2.40 | 6.10 | 0.40 | -4.47 | 5.54 | -4.50 | -2.15 | -2.33 | -0.48 | 1.19 | 5.41 | 7.61 | -9.17 |
| 2003 | -2.79 | 0.28 | -4.67 | -1.77 | 7.57 | 7.82 | 5.29 | 8.16 | -1.20 | 3.33 | -4.35 | 5.70 | 24.45 | -8.71 |
| 2002 | -5.17 | 5.90 | 4.13 | 4.24 | 2.36 | -9.71 | -7.00 | -2.62 | -2.45 | -7.92 | 6.66 | -6.91 | -18.63 | -27.07 |
| 2001 | 0.42 | -6.93 | 0.90 | 7.19 | -4.82 | -2.21 | -8.55 | -9.67 | -8.76 | 6.05 | 3.19 | -1.45 | -23.52 | -29.85 |
| 2000 | 3.20 | 2.15 | 1.89 | -11.62 | -9.13 | 6.60 | -9.67 | 7.21 | -6.61 | -7.67 | 0.75 | -5.89 | -27.19 | -32.21 |
| 1999 | 4.75 | -0.91 | 10.22 | 5.46 | -3.53 | 8.80 | 1.89 | -2.38 | 0.97 | 1.91 | 3.43 | 2.03 | 36.79 | -3.53 |
| 1998 | 8.97 | 1.23 | -1.81 | -5.36 | 0.19 | 1.02 | 3.47 | -13.87 | -4.97 | 1.18 | 9.73 | -7.00 | -9.29 | -20.35 |
| 1997 | -5.33 | 1.24 | -2.99 | 6.38 | 4.79 | 2.67 | -1.33 | -10.34 | -1.87 | -7.99 | 1.06 | -8.26 | -21.19 | -25.95 |
| 1996 | 4.76 | -3.31 | 6.37 | 2.96 | -0.39 | 2.62 | -8.16 | -2.54 | 6.89 | -5.05 | 2.70 | -7.89 | -2.55 | -14.07 |
| 1995 | -5.44 | -8.56 | -5.35 | 4.13 | -8.15 | -5.96 | 14.89 | 8.63 | -1.13 | -1.44 | 6.17 | 6.00 | 0.74 | -26.40 |
| 1994 | 16.15 | -1.15 | -4.43 | 3.21 | 6.33 | -1.57 | -0.94 | 0.88 | -5.16 | 2.18 | -4.57 | 3.39 | 13.24 | -9.05 |
| 1993 | 0.58 | -0.42 | 9.66 | 12.52 | -1.75 | -4.68 | 4.03 | 3.17 | -4.38 | -2.00 | -16.73 | 6.16 | 2.91 | -21.97 |
| 1992 | -4.18 | -3.11 | -9.34 | -10.11 | 5.50 | -13.06 | -0.26 | 13.52 | -3.67 | -3.63 | 5.47 | -4.29 | -26.36 | -30.78 |
| 1991 | -2.33 | 13.38 | -0.44 | -0.69 | -1.23 | -9.69 | 3.56 | -7.40 | 7.07 | 5.46 | -10.05 | 1.31 | -3.63 | -15.42 |
| 1990 | -4.44 | -6.98 | -13.33 | -1.32 | 11.99 | -3.59 | -2.83 | -16.30 | -19.22 | 20.06 | -10.87 | 6.21 | -38.72 | -46.08 |
| 1989 | 4.72 | 1.28 | 2.67 | 2.66 | 1.64 | -3.85 | 6.09 | -1.50 | 3.50 | -0.25 | 4.84 | 4.42 | 29.04 | -3.85 |
| 1988 | 9.54 | 6.86 | 4.03 | 4.47 | -0.06 | 1.28 | 0.51 | -1.96 | 2.04 | 0.21 | 5.70 | 1.96 | 39.86 | -1.96 |
| 1987 | 6.52 | 1.87 | 5.61 | 7.92 | 6.43 | -2.41 | 1.29 | 6.29 | -0.07 | -12.48 | -0.34 | -4.95 | 14.57 | -17.15 |
| 1986 | -0.45 | 4.74 | 16.27 | -0.21 | 5.77 | 5.47 | -0.82 | 7.49 | -5.14 | -5.28 | 6.93 | 4.08 | 43.86 | -10.15 |
| 1985 | 3.90 | 2.74 | 2.17 | -1.30 | 2.93 | 0.72 | -4.81 | 3.67 | -0.10 | 1.88 | -1.36 | 2.51 | 13.34 | -4.81 |
| 1984 | | -1.62 | 8.95 | 0.48 | -9.48 | 4.41 | -3.65 | 5.85 | 0.61 | 5.67 | 1.56 | 1.00 | 13.21 | -9.48 |
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
