Asia-Pacific Index : Seoul Composite

Year-to-Date: 5.93%
Sep Performance: 0.07%

31.78%

Annualized Vol

0.31

Sharpe (RFR=1%)

6.46%

CAROR

-58.98

Worst DD

0.53

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
-58.98	11	10	1/1/0001	6/1/1998
-53.34	21	46	12/1/1999	9/1/2001
-48.52	16	-	10/1/2007	2/1/2009
-14.05	3	1	7/1/1999	10/1/1999
-8.77	2	5	4/1/2006	6/1/2006
-5.17	1	2	12/1/2006	1/1/2007
-5.15	1	1	9/1/2005	10/1/2005
-3.11	1	1	7/1/2007	8/1/2007
-2.87	2	1	1/1/2006	3/1/2006
-2.52	1	1	7/1/2005	8/1/2005
-2.20	1	1	4/1/1999	5/1/1999

Consecutive Gains

Run-up	Length (Mos.)	Start	End
86.70	6	10/1/2001	3/1/2002
84.24	5	9/1/1998	1/1/1999
48.83	1	1/1/1998	1/1/1998
44.71	2	3/1/1999	4/1/1999
42.13	6	2/1/2007	7/1/2007
41.77	5	4/1/2003	8/1/2003
31.75	2	6/1/1999	7/1/1999
31.31	3	3/1/2009	5/1/2009
26.65	5	10/1/2003	2/1/2004
23.34	2	11/1/1999	12/1/1999
22.45	1	1/1/2001	1/1/2001
21.95	3	5/1/2005	7/1/2005
21.14	4	11/1/2004	2/1/2005
20.87	3	11/1/2005	1/1/2006
20.36	3	7/1/2009	9/1/2009
17.00	2	4/1/2001	5/1/2001
15.26	1	7/1/1998	7/1/1998
13.57	2	8/1/2004	9/1/2004
13.21	2	5/1/2000	6/1/2000
12.71	1	9/1/2005	9/1/2005
12.13	2	10/1/2002	11/1/2002
10.23	2	9/1/2007	10/1/2007
9.29	3	9/1/2010	11/1/2010
9.22	2	3/1/2010	4/1/2010
8.69	2	4/1/2008	5/1/2008
8.17	1	12/1/2009	12/1/2009
8.00	2	12/1/2008	1/1/2009
7.19	2	6/1/2010	7/1/2010
5.89	3	7/1/2006	9/1/2006
5.35	1	2/1/2008	2/1/2008
5.12	2	11/1/2006	12/1/2006
4.42	1	4/1/2006	4/1/2006
3.93	1	3/1/2000	3/1/2000
2.56	1	8/1/2002	8/1/2002
0.66	1	8/1/2001	8/1/2001

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-48.33	5	8/1/1997	12/1/1997
-46.65	5	2/1/1998	6/1/1998
-41.90	6	6/1/2008	11/1/2008
-38.55	6	7/1/2000	12/1/2000
-26.09	4	12/1/2002	3/1/2003
-21.32	3	11/1/2007	1/1/2008
-19.83	4	4/1/2002	7/1/2002
-19.42	2	1/1/2000	2/1/2000
-16.76	5	3/1/2004	7/1/2004
-15.74	1	4/1/2000	4/1/2000
-15.32	2	2/1/2001	3/1/2001
-14.05	3	8/1/1999	10/1/1999
-12.22	1	9/1/2002	9/1/2002
-12.00	1	9/1/2001	9/1/2001
-11.53	2	6/1/2001	7/1/2001
-9.89	2	3/1/2005	4/1/2005
-9.66	1	8/1/1998	8/1/1998
-8.99	1	2/1/1999	2/1/1999
-8.77	2	5/1/2006	6/1/2006
-8.53	1	2/1/2009	2/1/2009
-8.16	1	9/1/2003	9/1/2003
-7.03	2	10/1/2009	11/1/2009
-5.76	1	5/1/2010	5/1/2010
-5.24	2	1/1/2010	2/1/2010
-5.17	1	1/1/2007	1/1/2007
-5.15	1	10/1/2005	10/1/2005
-3.11	1	8/1/2007	8/1/2007
-2.87	2	2/1/2006	3/1/2006
-2.52	1	8/1/2005	8/1/2005
-2.20	1	5/1/1999	5/1/1999
-0.94	1	8/1/2010	8/1/2010
-0.50	1	10/1/2006	10/1/2006
-0.45	1	3/1/2008	3/1/2008
-0.42	1	6/1/2009	6/1/2009
-0.03	1	10/1/2004	10/1/2004

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	53.13	60.76	59.35	69.13	71.33	72.99	76.00	86.73	91.09
Average Period Return	1.07	3.60	8.19	18.13	25.94	28.62	39.44	61.12	83.46
Average Gain	7.93	14.64	25.36	37.63	45.72	45.86	56.80	73.23	92.46
Average Loss	-6.70	-13.50	-16.89	-25.53	-23.26	-17.99	-15.56	-17.97	-8.53
Best Period	48.83	81.25	99.46	202.38	245.13	175.69	162.91	179.06	218.09
Worst Period	-27.25	-42.03	-43.44	-55.96	-44.28	-44.15	-38.96	-26.42	-24.17
Standard Deviation	9.88	18.54	27.88	44.07	47.30	41.88	47.50	54.79	61.06
Gain Standard Deviation	7.48	13.22	22.39	38.38	40.96	35.26	40.81	48.41	56.32
Loss Standard Deviation	5.56	11.11	10.92	15.15	15.13	12.16	11.41	7.06	8.40
Sharpe Ratio (1%)	0.10	0.18	0.28	0.39	0.52	0.64	0.77	1.04	1.28
Average Gain / Average Loss	1.18	1.09	1.50	1.47	1.97	2.55	3.65	4.07	10.84
Profit / Loss Ratio	1.34	1.68	2.19	3.30	4.89	6.89	11.56	26.62	110.77
Downside Deviation (10%)	6.16	11.52	14.15	18.90	18.38	16.09	16.52	15.21	12.48
Downside Deviation (5%)	5.99	11.04	13.06	16.93	15.49	12.12	10.64	8.41	4.73
Downside Deviation (0%)	5.94	10.92	12.79	16.45	14.80	11.23	9.40	7.00	3.48
Sortino Ratio (10%)	0.11	0.21	0.40	0.69	1.00	1.14	1.43	2.60	4.47
Sortino Ratio (5%)	0.17	0.30	0.59	1.01	1.58	2.20	3.42	6.79	16.56
Sortino Ratio (0%)	0.18	0.33	0.64	1.10	1.75	2.55	4.20	8.73	24.01

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%
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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 : Seoul 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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Asia-Pacific Index : Seoul 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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