DUNN Capital Management : World Monetary and Agriculture Program (WMA) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.66% Feb Performance 3.38% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 32.31% Sharpe (RFR=1%) 0.50 CAROR 12.63% Assets $ 520.0M Worst DD -57.88 S&P Correlation -0.02 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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. Period Returns Program / Index Feb Qtr YTD 1yr 3yr 5yr 10yr Since11/1984 World Monetary and Agriculture Program (WMA) 3.38 9.81 1.66 5.42 4.64 0.41 70.17 7,422.54 S&P 500 5.94 8.65 4.76 33.19 44.98 101.57 193.41 2,280.71 +/- S&P 500 -2.56 1.16 -3.10 -27.77 -40.34 -101.16 -123.24 5,141.83 Strategy Description SummaryDUNN's World Monetary and Agriculture ("WMA") Program is a fully diversified 100% systematic medium to long-term trend following program, encompassing a portfolio or financial, energy, metal and agricultural futures markets. The WMA Program is a compounded growth strategy. The investment... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 25.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 24% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Interest Rates 26.00% Stock Indices 21.00% Grains 14.00% Currency Futures 13.00% Energy 11.00% Softs 9.00% Precious Metals 6.00% SummaryDUNN's World Monetary and Agriculture ("WMA") Program is a fully diversified 100% systematic medium to long-term trend following program, encompassing a portfolio or financial, energy, metal and agricultural futures markets. The WMA Program is a compounded growth strategy. The investment objective is to extract profits from up and down trends, resulting in a return stream that exhibits very low correlation with traditional asset classes. Risk ManagementPreviously:From inception of the WMA Program in 1984 and through mid-January 2013, DUNN targeted a constant monthly VaR of -20% with a 99% confidence level. During that time (339) months, the 20% monthly loss level was penetrated 4 times or 1.18%. Currently: In mid-January 2013, DUNN's research team implemented a new risk management methodology to replace the previously fixed value at risk ("VaR") target. The new risk management methodology, referred to as the Adaptive Risk Profile ("ARP"), gears the portfolio's VaR to current market conditions. Under ARP, VaR is re-calibrated daily based on a proprietary metric that incorporates trend confidence, volatility and market correlations and serves to size WMA's portfolio positions accordingly. VaR at the 99% confidence level is in the range of -22% to -8%, with an average VaR of -15%. The risk management methodology improvement is expected to reduce WMA's downside deviation by about 25%, with no adverse impact on upside performance. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 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 -57.88 54 36 2/1/2003 8/1/2007 -49.76 7 19 2/1/1985 9/1/1985 -44.26 12 3 9/1/1999 9/1/2000 -35.08 6 8 6/1/1994 12/1/1994 -30.48 10 - 1/1/2018 11/1/2018 -28.63 3 6 7/1/1989 10/1/1989 -27.49 14 6 8/1/2011 10/1/2012 -25.45 5 3 12/1/1991 5/1/1992 -25.36 6 3 10/1/2001 4/1/2002 -24.85 3 6 10/1/1998 1/1/1999 -23.71 4 5 8/1/1992 12/1/1992 -23.41 2 3 9/1/2002 11/1/2002 -22.71 4 2 2/1/2011 6/1/2011 -22.66 10 4 2/1/1988 12/1/1988 -18.03 6 1 1/1/1998 7/1/1998 -17.98 13 4 7/1/2016 8/1/2017 -17.44 4 2 4/1/1996 8/1/1996 -17.29 3 4 3/1/2001 6/1/2001 -16.99 5 3 4/1/2013 9/1/2013 -16.64 3 5 3/1/2015 6/1/2015 -14.93 1 2 9/1/1991 10/1/1991 -14.84 8 2 11/1/1990 7/1/1991 -13.33 1 2 1/1/1996 2/1/1996 -11.97 2 2 3/1/1997 5/1/1997 -11.23 1 6 4/1/1990 5/1/1990 -10.95 1 1 1/1/0001 11/1/1984 -10.21 1 3 7/1/1997 8/1/1997 -8.73 1 1 10/1/2010 11/1/2010 -7.97 5 3 12/1/2013 5/1/2014 -7.28 2 2 2/1/2016 4/1/2016 -7.18 2 3 4/1/1987 6/1/1987 -7.09 1 1 11/1/1996 12/1/1996 -6.96 2 1 12/1/1993 2/1/1994 -6.52 1 1 8/1/1995 9/1/1995 -5.59 1 1 9/1/1987 10/1/1987 -5.02 1 3 8/1/1993 9/1/1993 -4.24 1 2 11/1/2015 12/1/2015 -3.87 1 1 1/1/2015 2/1/2015 -1.44 1 1 8/1/2010 9/1/2010 -0.15 1 1 1/1/1997 2/1/1997 Show More Consecutive Gains Run-up Length (Mos.) Start End 114.85 6 9/1/2007 2/1/2008 108.06 6 10/1/2000 3/1/2001 81.28 5 5/1/2002 9/1/2002 71.85 3 9/1/1996 11/1/1996 55.50 6 8/1/2014 1/1/2015 55.34 5 3/1/1989 7/1/1989 53.76 3 8/1/1998 10/1/1998 48.96 4 10/1/1995 1/1/1996 47.71 3 12/1/2002 2/1/2003 47.56 4 1/1/1995 4/1/1995 47.38 4 1/1/1990 4/1/1990 46.48 8 2/1/1999 9/1/1999 41.67 7 2/1/2019 8/1/2019 41.08 2 3/1/1987 4/1/1987 40.64 6 9/1/2008 2/1/2009 39.41 2 2/1/1986 3/1/1986 38.95 5 9/1/2017 1/1/2018 37.94 3 12/1/1984 2/1/1985 37.52 3 6/1/1992 8/1/1992 36.57 5 4/1/1993 8/1/1993 33.57 4 3/1/1994 6/1/1994 33.36 3 10/1/1985 12/1/1985 33.32 3 2/1/2013 4/1/2013 32.79 2 11/1/1991 12/1/1991 32.40 2 7/1/2011 8/1/2011 30.12 4 7/1/2001 10/1/2001 29.90 3 4/1/2007 6/1/2007 28.97 2 6/1/1997 7/1/1997 26.85 2 5/1/2005 6/1/2005 26.61 4 10/1/2006 1/1/2007 26.19 4 8/1/2004 11/1/2004 26.19 4 11/1/1987 2/1/1988 22.96 2 3/1/2006 4/1/2006 22.14 3 12/1/2010 2/1/2011 21.66 1 5/1/1985 5/1/1985 21.51 3 10/1/2013 12/1/2013 21.10 1 1/1/1989 1/1/1989 20.08 2 8/1/1991 9/1/1991 19.60 2 3/1/1996 4/1/1996 19.21 2 7/1/1995 8/1/1995 19.01 3 2/1/2010 4/1/2010 17.83 1 1/1/1997 1/1/1997 17.30 2 1/1/1993 2/1/1993 16.96 1 8/1/2010 8/1/2010 16.70 1 8/1/2003 8/1/2003 16.60 1 7/1/2015 7/1/2015 16.26 3 11/1/1997 1/1/1998 13.17 2 8/1/1986 9/1/1986 13.03 3 5/1/2016 7/1/2016 11.78 1 4/1/2011 4/1/2011 11.64 4 6/1/1990 9/1/1990 11.52 2 2/1/2004 3/1/2004 11.17 2 4/1/2003 5/1/2003 11.00 1 11/1/2009 11/1/2009 10.67 2 4/1/2012 5/1/2012 10.30 1 3/1/1991 3/1/1991 9.96 2 12/1/2001 1/1/2002 9.83 3 7/1/2009 9/1/2009 9.30 1 3/1/2015 3/1/2015 8.90 3 10/1/1993 12/1/1993 8.81 1 1/1/1987 1/1/1987 8.25 2 3/1/2020 4/1/2020 8.22 1 10/1/2010 10/1/2010 8.01 1 12/1/2020 12/1/2020 7.34 1 11/1/1989 11/1/1989 6.85 1 1/1/2000 1/1/2000 6.78 2 1/1/2016 2/1/2016 6.58 2 11/1/2011 12/1/2011 6.45 1 9/1/1997 9/1/1997 6.44 2 8/1/2018 9/1/2018 6.10 1 11/1/2015 11/1/2015 6.00 1 11/1/2005 11/1/2005 5.97 1 7/1/1987 7/1/1987 5.96 2 11/1/2012 12/1/2012 5.87 1 2/1/2017 2/1/2017 5.80 1 4/1/2018 4/1/2018 5.50 1 9/1/1987 9/1/1987 5.44 1 11/1/1990 11/1/1990 5.29 2 5/1/2008 6/1/2008 5.02 1 6/1/2010 6/1/2010 4.97 1 9/1/2015 9/1/2015 4.65 1 5/1/2015 5/1/2015 4.53 1 7/1/2012 7/1/2012 4.04 1 3/1/1992 3/1/1992 4.04 1 6/1/2014 6/1/2014 3.99 1 3/1/1998 3/1/1998 3.96 1 12/1/2018 12/1/2018 3.94 2 9/1/1988 10/1/1988 3.88 1 5/1/1988 5/1/1988 3.87 2 7/1/2000 8/1/2000 3.38 1 2/1/2021 2/1/2021 2.86 1 11/1/2019 11/1/2019 2.39 1 3/1/2002 3/1/2002 2.23 1 4/1/2014 4/1/2014 2.21 1 3/1/1997 3/1/1997 2.17 1 12/1/2016 12/1/2016 1.67 1 8/1/2020 8/1/2020 1.46 1 9/1/2016 9/1/2016 1.38 1 6/1/2018 6/1/2018 1.35 1 11/1/1999 11/1/1999 0.74 1 11/1/1994 11/1/1994 0.60 1 6/1/1996 6/1/1996 0.32 1 12/1/1998 12/1/1998 0.17 1 1/1/2020 1/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -48.77 4 6/1/1985 9/1/1985 -37.59 5 2/1/2000 6/1/2000 -36.36 2 7/1/2007 8/1/2007 -34.97 4 4/1/2004 7/1/2004 -32.72 4 7/1/1994 10/1/1994 -28.63 3 8/1/1989 10/1/1989 -27.54 5 12/1/2004 4/1/2005 -26.85 4 4/1/1986 7/1/1986 -26.01 5 5/1/2006 9/1/2006 -23.71 4 9/1/1992 12/1/1992 -23.52 1 11/1/2001 11/1/2001 -23.41 2 10/1/2002 11/1/2002 -22.44 1 3/1/2003 3/1/2003 -21.56 5 9/1/2003 1/1/2004 -21.37 2 5/1/2011 6/1/2011 -19.97 2 2/1/2018 3/1/2018 -19.39 2 3/1/1985 4/1/1985 -18.50 2 7/1/2008 8/1/2008 -17.30 2 11/1/1988 12/1/1988 -17.29 3 4/1/2001 6/1/2001 -17.11 2 10/1/2018 11/1/2018 -16.99 5 5/1/2013 9/1/2013 -16.96 2 7/1/1996 8/1/1996 -16.76 4 4/1/1998 7/1/1998 -16.53 2 9/1/2019 10/1/2019 -16.02 2 3/1/2008 4/1/2008 -15.45 2 10/1/2016 11/1/2016 -15.41 2 4/1/1992 5/1/1992 -15.30 2 1/1/1992 2/1/1992 -14.93 1 10/1/1991 10/1/1991 -14.40 3 8/1/2012 10/1/2012 -13.72 1 11/1/1998 11/1/1998 -13.33 1 2/1/1996 2/1/1996 -13.23 1 6/1/2012 6/1/2012 -13.18 1 1/1/1999 1/1/1999 -13.11 4 3/1/2009 6/1/2009 -12.44 2 6/1/2003 7/1/2003 -12.30 3 12/1/1990 2/1/1991 -12.06 2 12/1/2009 1/1/2010 -12.06 1 3/1/2011 3/1/2011 -11.97 2 4/1/1997 5/1/1997 -11.97 4 4/1/1991 7/1/1991 -11.40 2 9/1/2011 10/1/2011 -11.38 2 2/1/2007 3/1/2007 -11.34 4 7/1/2005 10/1/2005 -11.23 1 5/1/1990 5/1/1990 -10.95 1 11/1/1984 11/1/1984 -10.78 1 4/1/2015 4/1/2015 -10.72 1 6/1/2015 6/1/2015 -10.63 3 1/1/2012 3/1/2012 -10.21 1 8/1/1997 8/1/1997 -9.70 1 9/1/2000 9/1/2000 -8.90 3 10/1/1986 12/1/1986 -8.86 2 3/1/1988 4/1/1988 -8.73 1 11/1/2010 11/1/2010 -8.64 3 12/1/2005 2/1/2006 -8.07 1 2/1/2002 2/1/2002 -7.89 6 3/1/2017 8/1/2017 -7.83 3 1/1/2014 3/1/2014 -7.37 3 5/1/2020 7/1/2020 -7.28 2 3/1/2016 4/1/2016 -7.26 1 5/1/2010 5/1/2010 -7.18 2 5/1/1987 6/1/1987 -7.09 1 12/1/1996 12/1/1996 -7.01 1 10/1/1999 10/1/1999 -6.96 2 1/1/1994 2/1/1994 -6.78 1 5/1/2018 5/1/2018 -6.52 1 9/1/1995 9/1/1995 -6.10 2 5/1/1995 6/1/1995 -5.84 3 9/1/2020 11/1/2020 -5.77 1 2/1/2020 2/1/2020 -5.71 1 4/1/2002 4/1/2002 -5.59 1 10/1/1987 10/1/1987 -5.44 1 12/1/1999 12/1/1999 -5.42 1 12/1/1989 12/1/1989 -5.30 1 2/1/1998 2/1/1998 -5.02 1 9/1/1993 9/1/1993 -4.97 3 6/1/1988 8/1/1988 -4.39 1 7/1/2010 7/1/2010 -4.24 1 12/1/2015 12/1/2015 -4.23 1 2/1/1989 2/1/1989 -4.22 1 12/1/1994 12/1/1994 -4.14 1 10/1/2009 10/1/2009 -3.87 1 2/1/2015 2/1/2015 -3.85 1 10/1/2015 10/1/2015 -3.54 1 8/1/2016 8/1/2016 -3.44 1 1/1/2019 1/1/2019 -3.28 1 3/1/1993 3/1/1993 -2.98 1 8/1/1987 8/1/1987 -2.41 1 8/1/2015 8/1/2015 -2.33 1 5/1/2014 5/1/2014 -1.75 1 2/1/1987 2/1/1987 -1.66 1 1/1/2021 1/1/2021 -1.54 1 7/1/2018 7/1/2018 -1.50 1 1/1/1986 1/1/1986 -1.44 1 9/1/2010 9/1/2010 -1.18 1 5/1/1996 5/1/1996 -1.12 1 7/1/2014 7/1/2014 -0.64 1 10/1/1997 10/1/1997 -0.51 1 1/1/2017 1/1/2017 -0.47 1 12/1/2019 12/1/2019 -0.40 1 10/1/1990 10/1/1990 -0.23 1 1/1/2013 1/1/2013 -0.15 1 2/1/1997 2/1/1997 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods436.00434.00431.00425.00419.00413.00401.00389.00377.00 Percent Profitable53.6754.3860.0969.6575.6679.9088.2890.7593.37 Average Period Return1.424.388.2716.0725.1335.4658.0983.79114.06 Average Gain8.0015.8821.3828.8137.4848.0668.4194.44123.28 Average Loss-6.20-9.32-11.47-13.16-13.27-14.65-19.65-20.57-15.68 Best Period31.6380.78114.85128.88165.55268.48371.40476.08527.66 Worst Period-30.68-45.04-45.83-44.26-45.23-43.81-50.09-52.20-48.02 Standard Deviation9.3317.2422.9528.0535.2745.4664.6284.98107.84 Gain Standard Deviation6.7414.3719.7123.5031.3441.9361.6081.90105.65 Loss Standard Deviation5.187.779.289.8510.3812.2313.9515.4113.47 Sharpe Ratio (1%)0.140.240.340.540.670.740.850.941.01 Average Gain / Average Loss1.291.701.862.192.823.283.484.597.86 Profit / Loss Ratio1.492.032.815.028.7813.0426.2245.02110.70 Downside Deviation (10%)5.718.8410.5711.3911.5712.6113.4414.1913.05 Downside Deviation (5%)5.548.329.569.498.909.259.098.816.36 Downside Deviation (0%)5.498.199.319.048.308.538.227.785.28 Sortino Ratio (10%)0.180.360.550.971.522.003.154.396.63 Sortino Ratio (5%)0.240.500.811.592.663.626.059.0517.13 Sortino Ratio (0%)0.260.540.891.783.034.157.0710.7721.61 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 1 16.60 7/2015 Trend Following Strategy Index Month 1 16.60 7/2015 Systematic Trader Index Month 1 16.60 7/2015 Diversified Trader Index Month 1 16.60 7/2015 Trend Following Strategy Index Month 5 4.65 5/2015 Diversified Trader Index Month 6 4.65 5/2015 Systematic Trader Index Month 7 4.65 5/2015 IASG CTA Index Month 10 4.65 5/2015 Trend Following Strategy Index Month 2 9.30 3/2015 Systematic Trader Index Month 2 9.30 3/2015 IASG CTA Index Month 3 9.30 3/2015 Diversified Trader Index Month 4 9.30 3/2015 IASG CTA Index Annual 8 34.16 2013 Systematic Trader Index Month 6 10.00 11/2013 IASG CTA Index Month 7 10.00 11/2013 Diversified Trader Index Month 6 10.00 11/2013 Trend Following Strategy Index Month 6 10.00 11/2013 Trend Following Strategy Index Month 10 10.59 4/2013 Systematic Trader Index Month 1 16.79 2/2013 Diversified Trader Index Month 1 16.79 2/2013 Trend Following Strategy Index Month 1 16.79 2/2013 IASG CTA Index Month 1 16.79 2/2013 Trend Following Strategy Index Month 9 3.23 11/2012 Trend Following Strategy Index Month 10 5.26 11/2011 Systematic Trader Index Month 2 19.93 7/2011 Trend Following Strategy Index Month 2 19.93 7/2011 Diversified Trader Index Month 2 19.93 7/2011 IASG CTA Index Month 4 19.93 7/2011 Trend Following Strategy Index Month 9 3.69 1/2011 Trend Following Strategy Index Month 4 16.96 8/2010 IASG CTA Index Month 6 16.96 8/2010 Diversified Trader Index Month 4 16.96 8/2010 Systematic Trader Index Month 5 16.96 8/2010 Trend Following Strategy Index Month 7 3.07 2/2009 Diversified Trader Index Month 4 29.55 2/2008 Systematic Trader Index Month 4 29.55 2/2008 Trend Following Strategy Index Month 4 29.55 2/2008 IASG CTA Index Month 4 29.55 2/2008 Trend Following Strategy Index Month 6 19.94 1/2008 IASG CTA Index Month 7 19.94 1/2008 Systematic Trader Index Month 7 19.94 1/2008 Diversified Trader Index Month 7 19.94 1/2008 Trend Following Strategy Index Month 8 7.78 11/2007 Diversified Trader Index Month 8 7.78 11/2007 Diversified Trader Index Month 10 7.39 6/2007 Trend Following Strategy Index Month 8 7.39 6/2007 IASG CTA Index Month 5 11.77 5/2007 Diversified Trader Index Month 4 11.77 5/2007 Systematic Trader Index Month 4 11.77 5/2007 Trend Following Strategy Index Month 2 11.77 5/2007 Trend Following Strategy Index Month 5 6.21 1/2007 Diversified Trader Index Month 7 6.21 1/2007 Systematic Trader Index Month 9 6.21 1/2007 Trend Following Strategy Index Month 9 8.41 12/2006 Diversified Trader Index Month 10 8.41 12/2006 Systematic Trader Index Month 10 8.41 12/2006 Trend Following Strategy Index Month 5 12.42 3/2006 Systematic Trader Index Month 5 12.42 3/2006 Diversified Trader Index Month 6 12.42 3/2006 IASG CTA Index Month 6 12.42 3/2006 IASG CTA Index Month 6 12.23 6/2005 Systematic Trader Index Month 4 12.23 6/2005 Diversified Trader Index Month 4 12.23 6/2005 Trend Following Strategy Index Month 4 12.23 6/2005 IASG CTA Index Month 3 13.03 5/2005 Trend Following Strategy Index Month 3 13.03 5/2005 Systematic Trader Index Month 3 13.03 5/2005 Diversified Trader Index Month 3 13.03 5/2005 Trend Following Strategy Index Month 6 7.93 10/2004 Diversified Trader Index Month 7 7.93 10/2004 IASG CTA Index Month 8 7.93 10/2004 Systematic Trader Index Month 7 7.93 10/2004 IASG CTA Index Month 4 9.29 8/2004 Systematic Trader Index Month 2 9.29 8/2004 Diversified Trader Index Month 2 9.29 8/2004 Trend Following Strategy Index Month 1 9.29 8/2004 Systematic Trader Index Month 1 16.70 8/2003 Diversified Trader Index Month 2 16.70 8/2003 Trend Following Strategy Index Month 2 16.70 8/2003 IASG CTA Index Month 3 16.70 8/2003 Diversified Trader Index Month 10 13.83 2/2003 Trend Following Strategy Index Month 9 13.83 2/2003 Systematic Trader Index Month 9 13.83 2/2003 IASG CTA Index Month 10 13.83 2/2003 IASG CTA Index Month 10 21.34 12/2002 Trend Following Strategy Index Month 9 21.34 12/2002 Diversified Trader Index Month 10 21.34 12/2002 Systematic Trader Index Month 10 21.34 12/2002 IASG CTA Index Annual 8 54.05 2002 Trend Following Strategy Index Month 7 9.10 9/2002 Systematic Trader Index Month 10 9.10 9/2002 Diversified Trader Index Month 10 9.10 9/2002 IASG CTA Index Month 9 10.50 8/2002 Systematic Trader Index Month 8 10.50 8/2002 Trend Following Strategy Index Month 7 10.50 8/2002 Diversified Trader Index Month 7 10.50 8/2002 IASG CTA Index Month 10 14.82 7/2002 Systematic Trader Index Month 9 14.82 7/2002 Diversified Trader Index Month 9 14.82 7/2002 Trend Following Strategy Index Month 8 14.82 7/2002 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel