Asia-Pacific Index : KLSE Composite

Year-to-Date: 7.81%
May Performance: 4.65%

24.60%

Annualized Vol

0.13

Sharpe (RFR=%)

1.67%

CAROR

-76.25

Worst DD

0.40

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
-76.25	56	104	1/1/0001	8/1/1998
-40.24	10	23	12/1/2007	10/1/2008
-7.26	1	2	7/1/2007	8/1/2007
-1.36	1	-	10/1/2010	11/1/2010
-1.18	1	1	10/1/2007	11/1/2007

Consecutive Gains

Run-up	Length (Mos.)	Start	End
95.25	5	9/1/1998	1/1/1999
61.31	3	4/1/1999	6/1/1999
50.18	13	7/1/2006	7/1/2007
34.65	4	4/1/2009	7/1/2009
33.70	3	12/1/1999	2/1/2000
30.88	1	2/1/1998	2/1/1998
24.99	5	12/1/1995	4/1/1996
19.95	3	6/1/2001	8/1/2001
19.79	3	11/1/2001	1/1/2002
17.91	4	5/1/2003	8/1/2003
17.17	5	6/1/2010	10/1/2010
15.89	5	8/1/1996	12/1/1996
15.73	4	12/1/2003	3/1/2004
13.71	3	6/1/1994	8/1/1994
12.00	2	3/1/2002	4/1/2002
11.41	1	10/1/2003	10/1/2003
11.30	2	2/1/1995	3/1/1995
10.97	2	9/1/2007	10/1/2007
10.77	3	9/1/2004	11/1/2004
10.68	1	4/1/1994	4/1/1994
10.32	1	5/1/1995	5/1/1995
9.98	1	10/1/1999	10/1/1999
8.98	1	12/1/1997	12/1/1997
8.91	2	6/1/2005	7/1/2005
8.39	4	9/1/2009	12/1/2009
7.08	1	1/1/2001	1/1/2001
6.93	3	2/1/2010	4/1/2010
5.65	2	12/1/2002	1/1/2003
5.44	1	10/1/2000	10/1/2000
4.43	1	2/1/1997	2/1/1997
3.66	3	12/1/2005	2/1/2006
3.44	1	12/1/2007	12/1/2007
3.38	1	10/1/2002	10/1/2002
3.27	1	7/1/1995	7/1/1995
3.13	4	11/1/2008	2/1/2009
2.88	2	6/1/2004	7/1/2004
2.59	1	4/1/2008	4/1/2008
2.44	1	4/1/2006	4/1/2006
2.28	1	5/1/1997	5/1/1997
1.68	1	2/1/1994	2/1/1994
1.53	1	9/1/2005	9/1/2005
1.46	1	5/1/2000	5/1/2000
1.26	1	9/1/1997	9/1/1997
0.97	1	1/1/2005	1/1/2005
0.87	1	4/1/2005	4/1/2005

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-59.36	6	3/1/1998	8/1/1998
-33.04	2	10/1/1997	11/1/1997
-32.52	6	5/1/2008	10/1/2008
-27.19	3	6/1/1997	8/1/1997
-21.83	5	9/1/1994	1/1/1995
-21.72	4	6/1/2000	9/1/2000
-21.28	4	2/1/2001	5/1/2001
-19.65	5	5/1/2002	9/1/2002
-16.72	3	7/1/1999	9/1/1999
-15.36	1	3/1/1994	3/1/1994
-14.99	2	3/1/1997	4/1/1997
-14.98	2	2/1/1999	3/1/1999
-13.67	3	1/1/2008	3/1/2008
-13.20	1	1/1/1994	1/1/1994
-12.67	2	9/1/2001	10/1/2001
-10.24	4	8/1/1995	11/1/1995
-10.20	3	5/1/1996	7/1/1996
-10.11	2	4/1/2004	5/1/2004
-9.67	2	11/1/2000	12/1/2000
-8.54	2	3/1/2000	4/1/2000
-7.26	1	8/1/2007	8/1/2007
-5.76	1	5/1/1994	5/1/1994
-5.17	3	2/1/2003	4/1/2003
-4.90	2	2/1/2005	3/1/2005
-4.63	1	11/1/2003	11/1/2003
-4.60	1	11/1/2002	11/1/2002
-4.56	1	5/1/2010	5/1/2010
-4.19	1	1/1/1998	1/1/1998
-3.64	2	5/1/2006	6/1/2006
-3.39	2	10/1/2005	11/1/2005
-3.18	1	4/1/1995	4/1/1995
-2.54	1	8/1/2005	8/1/2005
-2.23	1	6/1/1995	6/1/1995
-2.07	1	5/1/2005	5/1/2005
-2.03	1	3/1/2009	3/1/2009
-1.72	1	1/1/1997	1/1/1997
-1.38	1	2/1/2002	2/1/2002
-1.36	1	11/1/2010	11/1/2010
-1.33	1	9/1/2003	9/1/2003
-1.18	1	11/1/2007	11/1/2007
-1.11	1	11/1/1999	11/1/1999
-1.07	1	1/1/2010	1/1/2010
-1.06	1	12/1/2004	12/1/2004
-0.72	1	8/1/2004	8/1/2004
-0.25	1	3/1/2006	3/1/2006
-0.05	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	203.00	201.00	198.00	192.00	186.00	180.00	168.00	156.00	144.00
Percent Profitable	54.19	54.73	62.12	60.94	63.98	60.00	59.52	58.97	63.19
Average Period Return	0.36	1.46	2.90	6.00	8.62	8.08	8.29	13.43	20.36
Average Gain	5.22	11.12	14.33	23.59	27.74	29.90	30.87	42.28	48.68
Average Loss	-5.40	-10.20	-15.86	-21.45	-25.32	-24.65	-24.90	-28.04	-28.25
Best Period	34.23	65.55	79.01	153.23	224.27	162.73	126.85	134.84	145.39
Worst Period	-24.77	-43.72	-59.36	-62.34	-76.16	-72.92	-70.16	-73.19	-54.04
Standard Deviation	7.59	15.06	19.92	30.64	37.76	34.69	33.49	41.94	46.58
Gain Standard Deviation	5.69	11.56	13.78	23.51	31.49	24.24	19.84	26.58	33.22
Loss Standard Deviation	5.13	9.51	13.02	17.42	19.90	18.40	18.32	18.55	15.66
Sharpe Ratio (1%)	0.04	0.08	0.12	0.16	0.19	0.17	0.16	0.22	0.33
Average Gain / Average Loss	0.97	1.09	0.90	1.10	1.10	1.21	1.24	1.51	1.72
Profit / Loss Ratio	1.14	1.32	1.48	1.72	1.95	1.82	1.82	2.17	2.96
Downside Deviation (10%)	5.23	9.98	13.81	19.77	23.10	24.97	28.51	34.14	35.95
Downside Deviation (5%)	5.07	9.49	12.84	17.71	20.00	20.44	21.21	23.70	22.33
Downside Deviation (0%)	5.03	9.36	12.60	17.22	19.28	19.40	19.62	21.48	19.55
Sortino Ratio (10%)	-0.01	0.02	0.03	0.05	0.04	-0.09	-0.26	-0.24	-0.20
Sortino Ratio (5%)	0.05	0.13	0.19	0.28	0.36	0.30	0.25	0.40	0.68
Sortino Ratio (0%)	0.07	0.16	0.23	0.35	0.45	0.42	0.42	0.63	1.04

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%

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Asia-Pacific Index : KLSE Composite

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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