Americas Index : IPC

Year-to-Date: 17.04%
May Performance: -0.95%

25.43%

Annualized Vol

0.67

Sharpe (RFR=%)

16.68%

CAROR

-44.91

Worst DD

0.55

S&P Correlation

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Growth of 1,000 - VAMI

Monthly Performance

Export Data

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD

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

Account & Fees

Type	Index
Minimum Investment	$ 10k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee
Performance Fee	0%
Average Commission
Available to US Investors	Request Information

Subscriptions

High Water Mark	No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period	0

Trading

Trading Frequency	RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus	Not Specified

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary
Systematic

Strategy

Compare to:

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Index: Chart Type:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth	Length (Mos.)	Recovery (Mos.)	Peak	Valley
-44.91	13	11	1/1/1994	2/1/1995
-44.48	9	10	5/1/2008	2/1/2009
-43.78	11	8	9/1/1997	8/1/1998
-29.87	4	11	5/1/1992	9/1/1992
-27.70	18	7	3/1/2000	9/1/2001
-23.42	5	11	4/1/2002	9/1/2002
-13.36	3	2	6/1/1999	9/1/1999
-10.63	2	3	2/1/2005	4/1/2005
-9.53	1	3	4/1/2006	5/1/2006
-8.47	3	4	10/1/2007	1/1/2008
-8.28	1	1	7/1/1997	8/1/1997
-7.63	1	1	12/1/1999	1/1/2000
-6.66	1	1	1/1/1996	2/1/1996
-6.34	3	3	3/1/2010	6/1/2010
-6.34	1	1	6/1/1996	7/1/1996
-5.41	1	5	3/1/2004	4/1/2004
-5.38	1	2	12/1/2009	1/1/2010
-3.59	1	1	8/1/1993	9/1/1993
-3.51	4	1	5/1/2007	9/1/2007
-3.35	1	1	1/1/2007	2/1/2007
-2.79	2	2	8/1/1996	10/1/1996
-2.42	1	2	2/1/1997	3/1/1997
-2.24	1	1	9/1/2005	10/1/2005
-1.99	1	1	3/1/1992	4/1/1992
-1.16	1	1	7/1/2005	8/1/2005
-1.06	1	1	1/1/2006	2/1/2006

Consecutive Gains

Run-up	Length (Mos.)	Start	End
77.84	12	4/1/2003	3/1/2004
64.67	7	3/1/2009	9/1/2009
51.73	4	10/1/1993	1/1/1994
47.56	8	6/1/2006	1/1/2007
47.29	5	2/1/1999	6/1/1999
41.17	3	10/1/1999	12/1/1999
36.31	7	8/1/2004	2/1/2005
36.20	2	9/1/1998	10/1/1998
35.51	4	12/1/1991	3/1/1992
35.21	4	4/1/1997	7/1/1997
32.57	3	10/1/1992	12/1/1992
31.48	3	11/1/1995	1/1/1996
29.50	3	6/1/1995	8/1/1995
28.46	2	3/1/1995	4/1/1995
28.21	4	10/1/2001	1/1/2002
21.61	3	7/1/1994	9/1/1994
19.97	3	11/1/2005	1/1/2006
19.53	4	11/1/1996	2/1/1997
17.97	3	6/1/1993	8/1/1993
17.87	3	3/1/2007	5/1/2007
16.93	3	5/1/2005	7/1/2005
16.56	1	6/1/2000	6/1/2000
16.38	3	4/1/2001	6/1/2001
16.22	3	9/1/2010	11/1/2010
14.94	1	1/1/2001	1/1/2001
14.55	1	3/1/1993	3/1/1993
14.48	1	9/1/1997	9/1/1997
13.48	2	2/1/2000	3/1/2000
13.36	4	3/1/1996	6/1/1996
13.18	1	9/1/2005	9/1/2005
12.51	2	11/1/1997	12/1/1997
12.13	2	11/1/2009	12/1/2009
11.58	3	2/1/1998	4/1/1998
11.08	2	3/1/2002	4/1/2002
10.37	2	3/1/2006	4/1/2006
9.92	1	8/1/1996	8/1/1996
9.46	2	11/1/2008	12/1/2008
9.46	2	2/1/2010	3/1/2010
7.94	1	5/1/1994	5/1/1994
7.48	2	10/1/2002	11/1/2002
7.36	2	2/1/2008	3/1/2008
5.59	1	5/1/2008	5/1/2008
5.03	1	12/1/1998	12/1/1998
3.84	1	10/1/2007	10/1/2007
3.70	1	7/1/2010	7/1/2010
3.35	2	5/1/2004	6/1/2004
3.23	1	8/1/2002	8/1/2002
2.94	1	5/1/1992	5/1/1992
2.31	1	8/1/2000	8/1/2000
1.54	1	11/1/1994	11/1/1994
0.94	1	10/1/2000	10/1/2000

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-41.32	4	5/1/1998	8/1/1998
-40.83	3	12/1/1994	2/1/1995
-36.06	5	6/1/2008	10/1/2008
-29.87	4	6/1/1992	9/1/1992
-20.68	2	1/1/2009	2/1/2009
-20.23	2	4/1/2000	5/1/2000
-19.50	3	5/1/2002	7/1/2002
-18.94	3	7/1/2001	9/1/2001
-17.53	3	2/1/1994	4/1/1994
-13.36	3	7/1/1999	9/1/1999
-12.66	1	10/1/1997	10/1/1997
-12.62	1	1/1/1998	1/1/1998
-12.09	2	1/1/1993	2/1/1993
-11.84	2	2/1/2001	3/1/2001
-11.60	2	11/1/2000	12/1/2000
-10.63	2	3/1/2005	4/1/2005
-9.53	1	5/1/2006	5/1/2006
-8.96	2	4/1/1993	5/1/1993
-8.86	1	6/1/1994	6/1/1994
-8.47	3	11/1/2007	1/1/2008
-8.28	1	8/1/1997	8/1/1997
-7.87	2	9/1/1995	10/1/1995
-7.85	1	9/1/2002	9/1/2002
-7.63	1	1/1/2000	1/1/2000
-7.48	1	11/1/1998	11/1/1998
-7.06	1	10/1/1994	10/1/1994
-6.66	1	2/1/1996	2/1/1996
-6.34	3	4/1/2010	6/1/2010
-6.34	1	7/1/1996	7/1/1996
-6.25	1	7/1/2000	7/1/2000
-5.41	1	4/1/2004	4/1/2004
-5.38	1	1/1/2010	1/1/2010
-4.96	1	9/1/2000	9/1/2000
-3.94	4	12/1/2002	3/1/2003
-3.59	1	9/1/1993	9/1/1993
-3.51	4	6/1/2007	9/1/2007
-3.35	1	2/1/2007	2/1/2007
-2.79	1	2/1/2002	2/1/2002
-2.79	2	9/1/1996	10/1/1996
-2.42	1	3/1/1997	3/1/1997
-2.24	1	10/1/2005	10/1/2005
-2.04	1	4/1/2008	4/1/2008
-2.01	1	10/1/2009	10/1/2009
-1.99	1	4/1/1992	4/1/1992
-1.95	1	8/1/2010	8/1/2010
-1.78	1	5/1/1995	5/1/1995
-1.61	1	7/1/2004	7/1/2004
-1.16	1	8/1/2005	8/1/2005
-1.06	1	2/1/2006	2/1/2006
-0.04	1	1/1/1999	1/1/1999

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	228.00	226.00	223.00	217.00	211.00	205.00	193.00	181.00	169.00
Percent Profitable	60.96	64.16	69.51	72.81	77.73	86.83	95.85	100.00	100.00
Average Period Return	1.75	5.25	10.32	21.72	33.52	45.14	74.45	115.14	159.67
Average Gain	6.62	13.29	20.45	35.58	46.64	53.82	78.17	115.14	159.67
Average Loss	-5.85	-9.16	-12.78	-15.38	-12.30	-12.13	-11.42
Best Period	20.36	41.90	63.40	84.74	146.28	150.52	225.88	386.09	428.87
Worst Period	-29.52	-40.83	-43.42	-40.70	-41.50	-33.36	-20.86	1.54	7.65
Standard Deviation	7.76	13.90	20.00	28.50	35.57	41.93	60.69	81.14	97.75
Gain Standard Deviation	4.54	9.17	13.75	19.09	28.57	37.91	59.22	81.14	97.75
Loss Standard Deviation	5.20	8.03	10.57	10.77	11.24	9.24	7.66
Sharpe Ratio (1%)	0.22	0.36	0.49	0.73	0.90	1.03	1.18	1.37	1.58
Average Gain / Average Loss	1.13	1.45	1.60	2.31	3.79	4.44	6.84
Profit / Loss Ratio	1.77	2.60	3.65	6.19	13.24	29.25	158.27
Downside Deviation (10%)	5.07	7.84	10.22	12.00	10.82	8.92	6.59	1.75	2.05
Downside Deviation (5%)	4.92	7.39	9.34	10.20	8.37	6.10	3.30	0.19
Downside Deviation (0%)	4.88	7.27	9.13	9.76	7.82	5.50	2.74
Sortino Ratio (10%)	0.27	0.51	0.77	1.39	2.40	3.91	8.91	53.52	64.43
Sortino Ratio (5%)	0.34	0.68	1.05	2.03	3.83	7.07	21.64	593.26
Sortino Ratio (0%)	0.36	0.72	1.13	2.23	4.28	8.21	27.12

Top Performer Badges

Index	Award Type	Rank	Performance	Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

More Programs by Americas Index

Program Name	CAROR
IPC	16.68%
MerVal	13.40%
S&P TSX Composite	2.88%

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Americas Index : IPC

Growth of 1,000 - VAMI

Monthly Performance

Strategy Description

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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