Americas Index : MerVal

Year-to-Date: 9.23%
May Performance: 15.52%

38.27%

Annualized Vol

0.63

Sharpe (RFR=%)

13.40%

CAROR

-76.18

Worst DD

0.45

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
-76.18	52	23	7/1/1997	11/1/2001
-57.73	13	16	10/1/2007	11/1/2008
-21.32	3	4	3/1/2004	6/1/2004
-14.22	5	2	4/1/2006	9/1/2006
-13.49	2	4	2/1/2005	4/1/2005
-8.94	3	1	9/1/2005	12/1/2005
-8.82	2	3	4/1/2010	6/1/2010
-8.07	3	2	5/1/2007	8/1/2007
-5.75	1	1	10/1/2004	11/1/2004
-4.45	1	1	1/1/2006	2/1/2006
-1.61	1	1	2/1/1997	3/1/1997
-1.09	2	1	12/1/2006	2/1/2007
-0.11	1	1	12/1/2004	1/1/2005

Consecutive Gains

Run-up	Length (Mos.)	Start	End
127.68	10	3/1/2009	12/1/2009
116.94	2	12/1/2001	1/1/2002
87.00	9	6/1/2002	2/1/2003
68.46	7	9/1/2003	3/1/2004
51.56	3	2/1/1999	4/1/1999
39.57	3	9/1/2010	11/1/2010
36.35	3	9/1/1998	11/1/1998
35.18	2	9/1/2004	10/1/2004
35.16	3	4/1/2003	6/1/2003
33.37	2	12/1/2000	1/1/2001
27.68	3	10/1/2006	12/1/2006
25.80	4	11/1/1996	2/1/1997
23.94	3	7/1/2005	9/1/2005
20.39	4	4/1/1997	7/1/1997
17.82	3	12/1/1999	2/1/2000
16.24	1	1/1/2006	1/1/2006
15.94	2	2/1/1998	3/1/1998
14.03	2	9/1/2007	10/1/2007
13.45	1	2/1/2005	2/1/2005
13.38	1	12/1/2004	12/1/2004
13.25	3	8/1/1999	10/1/1999
11.35	2	3/1/2006	4/1/2006
10.18	1	5/1/2005	5/1/2005
9.57	1	7/1/2010	7/1/2010
9.51	1	3/1/2002	3/1/2002
8.62	1	12/1/2008	12/1/2008
8.48	3	3/1/2007	5/1/2007
8.12	2	6/1/2000	7/1/2000
7.87	2	3/1/2010	4/1/2010
7.72	1	2/1/2008	2/1/2008
6.97	1	7/1/1998	7/1/1998
5.26	1	5/1/2008	5/1/2008
4.87	1	12/1/1997	12/1/1997
3.47	1	6/1/2006	6/1/2006
2.18	1	7/1/2004	7/1/2004
1.83	1	3/1/2001	3/1/2001
0.82	1	5/1/2001	5/1/2001
0.16	1	9/1/2000	9/1/2000

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-54.94	6	6/1/2008	11/1/2008
-53.91	6	6/1/2001	11/1/2001
-39.11	1	8/1/1998	8/1/1998
-27.19	2	4/1/2002	5/1/2002
-26.49	3	3/1/2000	5/1/2000
-23.92	2	12/1/1998	1/1/1999
-22.87	4	8/1/1997	11/1/1997
-22.47	3	4/1/1998	6/1/1998
-21.32	3	4/1/2004	6/1/2004
-18.20	1	2/1/2001	2/1/2001
-15.97	2	10/1/2000	11/1/2000
-15.61	3	5/1/1999	7/1/1999
-14.64	3	11/1/2007	1/1/2008
-13.49	2	3/1/2005	4/1/2005
-13.35	1	5/1/2006	5/1/2006
-10.93	1	1/1/1998	1/1/1998
-9.32	1	2/1/2002	2/1/2002
-8.94	3	10/1/2005	12/1/2005
-8.82	2	5/1/2010	6/1/2010
-8.07	3	6/1/2007	8/1/2007
-7.95	1	6/1/2005	6/1/2005
-6.83	2	7/1/2003	8/1/2003
-5.75	1	11/1/2004	11/1/2004
-5.59	2	1/1/2009	2/1/2009
-5.45	1	8/1/2000	8/1/2000
-4.61	1	3/1/2003	3/1/2003
-4.45	1	2/1/2006	2/1/2006
-4.31	3	7/1/2006	9/1/2006
-4.28	2	1/1/2010	2/1/2010
-3.08	2	3/1/2008	4/1/2008
-2.39	1	8/1/2010	8/1/2010
-1.84	1	4/1/2001	4/1/2001
-1.61	1	3/1/1997	3/1/1997
-1.44	1	8/1/2004	8/1/2004
-1.09	2	1/1/2007	2/1/2007
-0.48	1	11/1/1999	11/1/1999
-0.11	1	1/1/2005	1/1/2005

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	169.00	167.00	164.00	158.00	152.00	146.00	134.00	122.00	110.00
Percent Profitable	55.03	62.28	59.76	60.76	59.87	58.90	61.94	75.41	79.09
Average Period Return	1.65	5.02	9.32	18.39	29.44	38.59	68.00	109.82	161.49
Average Gain	8.75	17.00	27.76	45.89	67.64	84.52	125.84	157.99	213.26
Average Loss	-7.04	-14.74	-18.06	-24.20	-27.55	-27.23	-26.12	-37.88	-34.32
Best Period	48.68	96.72	84.30	145.88	235.05	392.25	499.21	667.93	871.61
Worst Period	-39.11	-47.35	-54.94	-57.01	-57.21	-62.24	-58.58	-70.39	-67.19
Standard Deviation	11.12	21.47	29.15	45.95	65.32	81.61	116.27	152.69	185.26
Gain Standard Deviation	8.24	16.57	20.16	36.83	57.25	77.43	113.54	146.17	174.40
Loss Standard Deviation	7.41	11.87	15.81	16.96	17.51	15.82	15.18	17.54	21.44
Sharpe Ratio (1%)	0.14	0.22	0.30	0.38	0.43	0.45	0.56	0.69	0.84
Average Gain / Average Loss	1.24	1.15	1.54	1.90	2.46	3.10	4.82	4.17	6.21
Profit / Loss Ratio	1.52	1.90	2.28	2.94	3.66	4.45	7.84	12.79	23.51
Downside Deviation (10%)	7.02	12.19	16.39	21.12	24.85	26.07	27.56	30.88	30.11
Downside Deviation (5%)	6.87	11.71	15.42	18.98	21.44	21.27	20.23	22.49	20.42
Downside Deviation (0%)	6.83	11.59	15.18	18.46	20.63	20.15	18.59	20.64	18.39
Sortino Ratio (10%)	0.18	0.31	0.42	0.63	0.88	1.09	1.90	2.86	4.45
Sortino Ratio (5%)	0.23	0.41	0.57	0.92	1.30	1.72	3.21	4.70	7.66
Sortino Ratio (0%)	0.24	0.43	0.61	1.00	1.43	1.92	3.66	5.32	8.78

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 : MerVal

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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