Asia-Pacific Index : BSE 30

Year-to-Date: 8.84%
Jul Performance: 7.71%

25.91%

Annualized Vol

0.50

Sharpe (RFR=1%)

9.75%

CAROR

-56.17

Worst DD

0.51

S&P Correlation

Add Alert Add to Blender Add to Portfolio Add to Watchlist

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:

{{result.name}} {{result.description}}

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
-56.17	14	-	12/1/2007	2/1/2009
-48.39	19	27	2/1/2000	9/1/2001
-34.72	16	8	1/1/0001	11/1/1998
-18.49	5	6	12/1/2003	5/1/2004
-12.26	1	4	4/1/2006	5/1/2006
-9.26	2	2	8/1/1999	10/1/1999
-8.60	1	1	9/1/2005	10/1/2005
-8.33	2	1	2/1/2005	4/1/2005
-8.18	1	3	1/1/2007	2/1/2007
-2.39	1	1	10/1/2007	11/1/2007
-1.49	1	1	7/1/2007	8/1/2007
-0.71	1	1	12/1/2004	1/1/2005

Consecutive Gains

Run-up	Length (Mos.)	Start	End
97.28	8	5/1/2003	12/1/2003
64.48	3	3/1/2009	5/1/2009
50.17	6	11/1/2005	4/1/2006
47.28	4	5/1/1999	8/1/1999
40.30	5	5/1/2005	9/1/2005
38.72	7	6/1/2004	12/1/2004
35.51	8	6/1/2006	1/1/2007
29.50	2	9/1/2007	10/1/2007
24.27	3	2/1/1998	4/1/1998
22.56	4	11/1/1999	2/1/2000
20.20	5	3/1/2007	7/1/2007
18.44	4	6/1/2010	9/1/2010
17.96	2	12/1/1998	1/1/1999
16.93	2	10/1/2001	11/1/2001
15.65	1	3/1/1999	3/1/1999
14.51	2	11/1/2002	12/1/2002
10.50	1	4/1/2008	4/1/2008
9.87	2	11/1/2009	12/1/2009
9.32	1	9/1/2009	9/1/2009
9.20	2	1/1/2002	2/1/2002
8.93	1	1/1/2001	1/1/2001
8.19	2	7/1/2008	8/1/2008
8.12	1	7/1/2009	7/1/2009
7.73	1	11/1/2000	11/1/2000
7.34	3	2/1/2010	4/1/2010
7.11	1	6/1/2000	6/1/2000
6.48	1	8/1/2002	8/1/2002
6.10	1	12/1/2008	12/1/2008
5.74	1	9/1/1998	9/1/1998
4.77	1	12/1/2007	12/1/2007
4.61	1	8/1/2000	8/1/2000
3.81	1	6/1/2002	6/1/2002
3.20	1	5/1/2001	5/1/2001
2.77	1	12/1/1997	12/1/1997
2.41	1	2/1/2005	2/1/2005
1.15	1	4/1/2004	4/1/2004
1.02	1	2/1/2003	2/1/2003
0.67	1	9/1/1997	9/1/1997

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-37.57	3	9/1/2008	11/1/2008
-26.78	4	5/1/1998	8/1/1998
-22.88	3	1/1/2008	3/1/2008
-22.59	4	6/1/2001	9/1/2001
-22.13	2	5/1/2008	6/1/2008
-18.66	3	2/1/2001	4/1/2001
-18.61	3	3/1/2000	5/1/2000
-17.11	2	9/1/2000	10/1/2000
-15.83	1	5/1/2004	5/1/2004
-12.26	1	5/1/2006	5/1/2006
-12.26	3	3/1/2002	5/1/2002
-11.88	1	1/1/1998	1/1/1998
-11.08	1	4/1/1999	4/1/1999
-9.98	1	8/1/1997	8/1/1997
-9.87	1	7/1/2000	7/1/2000
-9.86	2	3/1/2003	4/1/2003
-9.40	2	10/1/1998	11/1/1998
-9.26	2	9/1/1999	10/1/1999
-8.76	2	10/1/1997	11/1/1997
-8.60	1	10/1/2005	10/1/2005
-8.33	2	3/1/2005	4/1/2005
-8.18	1	2/1/2007	2/1/2007
-7.92	1	7/1/2002	7/1/2002
-7.83	2	1/1/2009	2/1/2009
-7.29	2	9/1/2002	10/1/2002
-7.18	1	10/1/2009	10/1/2009
-6.34	1	1/1/2010	1/1/2010
-4.25	3	1/1/2004	3/1/2004
-3.76	1	1/1/2003	1/1/2003
-3.50	1	5/1/2010	5/1/2010
-2.73	2	10/1/2010	11/1/2010
-2.46	1	2/1/1999	2/1/1999
-2.39	1	11/1/2007	11/1/2007
-1.49	1	8/1/2007	8/1/2007
-0.90	1	6/1/2009	6/1/2009
-0.77	1	12/1/2001	12/1/2001
-0.71	1	1/1/2005	1/1/2005
-0.65	1	12/1/2000	12/1/2000
-0.02	1	8/1/2009	8/1/2009

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	160.00	158.00	155.00	149.00	143.00	137.00	125.00	113.00	101.00
Percent Profitable	58.13	58.86	64.52	64.43	67.83	70.80	77.60	81.42	90.10
Average Period Return	1.26	4.19	8.94	18.95	30.41	39.72	66.64	105.63	158.45
Average Gain	6.56	14.04	22.15	39.99	54.76	65.46	91.50	132.60	177.87
Average Loss	-6.10	-9.91	-15.07	-19.16	-20.93	-22.70	-19.47	-12.50	-18.22
Best Period	28.26	64.48	76.41	92.58	110.61	151.36	300.43	368.69	572.63
Worst Period	-23.89	-37.57	-44.61	-53.04	-43.85	-40.99	-39.72	-27.95	-30.61
Standard Deviation	7.88	15.32	23.89	34.92	44.22	52.49	83.59	113.33	146.36
Gain Standard Deviation	4.72	11.12	18.09	23.30	30.80	39.56	78.63	108.81	141.23
Loss Standard Deviation	4.89	7.40	10.84	13.48	13.20	10.54	14.08	7.50	7.90
Sharpe Ratio (1%)	0.15	0.26	0.35	0.51	0.65	0.72	0.76	0.90	1.05
Average Gain / Average Loss	1.08	1.42	1.47	2.09	2.62	2.88	4.70	10.61	9.76
Profit / Loss Ratio	1.49	2.03	2.67	3.78	5.52	6.99	16.28	46.48	88.83
Downside Deviation (10%)	5.25	8.56	12.26	16.47	17.82	18.77	18.29	15.84	15.30
Downside Deviation (5%)	5.09	8.04	11.27	14.43	14.72	14.49	12.50	7.81	7.72
Downside Deviation (0%)	5.04	7.91	11.02	13.93	13.99	13.49	11.30	6.24	6.20
Sortino Ratio (10%)	0.16	0.35	0.53	0.85	1.28	1.57	2.78	5.31	8.55
Sortino Ratio (5%)	0.23	0.49	0.75	1.24	1.96	2.60	5.09	13.00	19.86
Sortino Ratio (0%)	0.25	0.53	0.81	1.36	2.17	2.94	5.90	16.92	25.56

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 Asia-Pacific Index

Program Name	CAROR
BSE 30	9.75%
Hang Seng	8.52%
All Ordinaries	6.98%
NZSE 50	6.55%
Seoul Composite	6.46%
Strait Times	5.37%
KLSE Composite	1.67%
Nikkei 225	1.18%

IASG Activity

Blends 2
Portfolios 0
Watchlists 0

Find the right managed futures programs for you with our comprehensive free CTA database.

Asia-Pacific Index : BSE 30

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

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Asia-Pacific Index : BSE 30

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

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: