EMC Capital Advisors, LLC : Classic Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 9.05% Mar Performance -2.02% Min Investment $ 5,000k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 43.17% Sharpe (RFR=1%) 0.52 CAROR 17.15% Assets $ 20.3M Worst DD -45.35 S&P Correlation 0.03 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since1/1985 Classic -2.02 9.05 9.05 15.83 39.94 16.77 39.44 30,980.21 S&P 500 4.24 9.21 9.21 58.70 55.31 97.12 206.17 2,160.00 +/- S&P 500 -6.26 -0.15 -0.15 -42.87 -15.37 -80.35 -166.73 28,820.21 Strategy Description Investment StrategyEMC employs technical, systematic investment strategies in a broadly diversified portfolio of over eighty markets that includes stock indices, currencies, financial instruments, precious metals, base metals, agriculturals, energies, and soft commodities. EMC's portfolio... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 10.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 25.00% 1-3 Months 50.00% 1-30 Days 25.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Momentum 50.00% Trend-following 50.00% Composition Interest Rates 26.00% Currency Futures 20.00% Stock Indices 14.00% Energy 10.00% Softs 10.00% Grains 8.00% Industrial Metals 6.00% Precious Metals 4.00% Livestock 2.00% Investment StrategyEMC employs technical, systematic investment strategies in a broadly diversified portfolio of over eighty markets that includes stock indices, currencies, financial instruments, precious metals, base metals, agriculturals, energies, and soft commodities. EMC's portfolio features a significant 40% allocation to physical commodities. The managed futures trading strategies EMC currently employs range in duration from 10 to 60 days.Risk ManagementEMC actively manages risk at the trade, market, sector and portfolio levels on a daily basis using a proprietary algorithm. 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 -45.35 12 58 5/1/1995 5/1/1996 -44.90 8 3 2/1/1985 10/1/1985 -42.20 3 5 7/1/1989 10/1/1989 -34.85 9 4 11/1/1990 8/1/1991 -32.49 12 7 12/1/1991 12/1/1992 -31.66 19 41 2/1/2016 9/1/2017 -28.51 10 6 12/1/1993 10/1/1994 -27.25 22 9 5/1/2012 3/1/2014 -27.13 7 19 2/1/2004 9/1/2004 -27.06 3 9 3/1/1986 6/1/1986 -24.61 14 27 12/1/2008 2/1/2010 -23.93 5 7 9/1/2001 2/1/2002 -21.44 2 2 2/1/1988 4/1/1988 -19.60 1 3 6/1/1988 7/1/1988 -18.20 1 1 3/1/1989 4/1/1989 -16.75 2 10 9/1/2002 11/1/2002 -15.90 1 2 4/1/1990 5/1/1990 -13.10 1 6 7/1/1987 8/1/1987 -9.81 10 3 5/1/2006 3/1/2007 -9.21 4 2 3/1/2001 7/1/2001 -8.32 2 1 6/1/2007 8/1/2007 -6.84 3 1 8/1/1993 11/1/1993 -6.40 2 1 12/1/1988 2/1/1989 -6.10 1 2 6/1/2008 7/1/2008 -4.80 5 3 1/1/2015 6/1/2015 -4.66 2 1 4/1/1987 6/1/1987 -4.00 1 1 5/1/1989 6/1/1989 -3.88 3 1 9/1/2015 12/1/2015 -2.70 1 1 10/1/2003 11/1/2003 -2.02 1 - 2/1/2021 3/1/2021 -1.40 1 2 2/1/2008 3/1/2008 -1.10 1 1 12/1/2003 1/1/2004 -0.30 1 1 10/1/2007 11/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 435.25 5 11/1/1985 3/1/1986 175.70 6 11/1/1989 4/1/1990 140.79 2 3/1/1987 4/1/1987 93.92 2 5/1/1988 6/1/1988 87.22 4 2/1/1995 5/1/1995 73.19 6 6/1/1990 11/1/1990 72.50 1 5/1/1985 5/1/1985 62.50 5 8/1/1988 12/1/1988 55.97 2 1/1/1985 2/1/1985 44.60 1 12/1/1991 12/1/1991 43.56 2 8/1/1998 9/1/1998 43.14 10 4/1/2014 1/1/2015 34.22 3 9/1/1996 11/1/1996 34.00 1 5/1/1989 5/1/1989 33.59 2 7/1/1993 8/1/1993 31.65 4 1/1/1993 4/1/1993 29.20 1 7/1/1985 7/1/1985 27.75 3 5/1/2002 7/1/2002 27.40 1 1/1/1987 1/1/1987 26.42 3 3/1/2006 5/1/2006 23.78 5 8/1/2008 12/1/2008 23.77 4 11/1/1987 2/1/1988 20.47 3 12/1/2007 2/1/2008 20.01 2 8/1/2001 9/1/2001 20.00 3 10/1/2000 12/1/2000 19.91 2 2/1/2020 3/1/2020 19.81 2 4/1/2012 5/1/2012 19.29 3 12/1/2002 2/1/2003 19.27 3 1/1/1997 3/1/1997 19.11 2 2/1/2001 3/1/2001 18.14 2 11/1/1995 12/1/1995 17.69 2 9/1/2007 10/1/2007 17.30 1 2/1/1999 2/1/1999 17.10 1 3/1/1989 3/1/1989 16.69 3 6/1/1992 8/1/1992 15.91 2 12/1/2017 1/1/2018 14.48 2 10/1/2004 11/1/2004 14.41 5 5/1/2005 9/1/2005 14.40 1 11/1/1994 11/1/1994 14.33 3 8/1/2010 10/1/2010 14.28 2 7/1/1986 8/1/1986 14.24 2 4/1/2003 5/1/2003 14.04 2 1/1/2016 2/1/2016 13.40 1 9/1/1991 9/1/1991 13.02 3 4/1/2007 6/1/2007 12.00 1 3/1/1994 3/1/1994 11.94 2 7/1/2019 8/1/2019 11.90 1 5/1/1994 5/1/1994 11.69 3 3/1/2019 5/1/2019 11.68 1 2/1/2021 2/1/2021 11.20 1 12/1/2020 12/1/2020 9.99 2 9/1/2003 10/1/2003 9.95 3 12/1/2010 2/1/2011 9.90 1 7/1/1987 7/1/1987 9.66 3 5/1/1997 7/1/1997 9.60 1 2/1/2004 2/1/2004 8.80 1 5/1/2000 5/1/2000 8.60 1 12/1/2003 12/1/2003 8.20 1 12/1/1993 12/1/1993 8.20 1 11/1/2005 11/1/2005 7.50 1 9/1/1999 9/1/1999 7.30 3 4/1/2008 6/1/2008 7.30 1 2/1/2005 2/1/2005 7.26 2 1/1/2012 2/1/2012 7.01 2 12/1/2012 1/1/2013 6.96 2 11/1/1997 12/1/1997 6.80 1 7/1/2011 7/1/2011 6.70 1 9/1/1987 9/1/1987 6.62 2 10/1/2013 11/1/2013 6.53 2 3/1/2010 4/1/2010 6.24 1 10/1/2017 10/1/2017 6.10 1 4/1/2011 4/1/2011 5.66 2 6/1/1996 7/1/1996 5.30 1 3/1/2002 3/1/2002 5.30 1 7/1/1989 7/1/1989 5.09 2 3/1/2013 4/1/2013 5.00 1 4/1/1999 4/1/1999 4.89 2 11/1/2019 12/1/2019 4.69 1 2/1/2017 2/1/2017 4.66 1 7/1/2015 7/1/2015 4.60 1 1/1/2006 1/1/2006 4.60 1 8/1/2000 8/1/2000 4.14 2 11/1/1999 12/1/1999 4.03 2 6/1/2016 7/1/2016 3.90 1 9/1/2002 9/1/2002 3.90 1 9/1/2015 9/1/2015 3.83 1 11/1/2009 11/1/2009 3.80 1 1/1/2007 1/1/2007 3.50 1 4/1/1996 4/1/1996 3.40 1 9/1/2011 9/1/2011 3.30 1 2/1/1998 2/1/1998 3.09 1 11/1/2015 11/1/2015 3.08 2 7/1/2020 8/1/2020 2.90 1 2/1/2000 2/1/2000 2.81 2 8/1/2009 9/1/2009 2.70 1 12/1/1998 12/1/1998 2.49 2 11/1/2018 12/1/2018 2.40 1 7/1/2003 7/1/2003 2.39 2 4/1/2017 5/1/2017 2.10 1 11/1/2011 11/1/2011 2.03 2 7/1/2017 8/1/2017 2.01 2 10/1/2006 11/1/2006 1.81 1 8/1/2018 8/1/2018 1.33 3 3/1/2015 5/1/2015 1.30 1 8/1/2006 8/1/2006 1.22 1 10/1/2020 10/1/2020 1.10 1 6/1/1991 6/1/1991 0.80 1 11/1/1992 11/1/1992 0.50 1 5/1/2009 5/1/2009 0.40 1 2/1/2009 2/1/2009 0.30 1 7/1/2012 7/1/2012 0.21 1 5/1/2020 5/1/2020 0.20 1 3/1/1991 3/1/1991 0.10 1 8/1/2004 8/1/2004 0.08 1 4/1/2018 4/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -44.56 3 8/1/1985 10/1/1985 -42.46 2 3/1/1985 4/1/1985 -42.20 3 8/1/1989 10/1/1989 -40.46 5 6/1/1995 10/1/1995 -31.01 5 1/1/1992 5/1/1992 -27.06 3 4/1/1986 6/1/1986 -26.10 5 3/1/2004 7/1/2004 -24.95 5 6/1/1994 10/1/1994 -23.93 5 10/1/2001 2/1/2002 -22.94 5 3/1/1998 7/1/1998 -22.92 2 1/1/1994 2/1/1994 -22.50 1 6/1/1985 6/1/1985 -21.44 2 3/1/1988 4/1/1988 -20.22 3 1/1/1996 3/1/1996 -19.87 3 12/1/1990 2/1/1991 -19.60 1 7/1/1988 7/1/1988 -18.20 1 4/1/1989 4/1/1989 -18.10 1 10/1/1999 10/1/1999 -16.75 2 10/1/2002 11/1/2002 -16.36 5 5/1/2013 9/1/2013 -15.90 1 5/1/1990 5/1/1990 -15.25 3 3/1/2016 5/1/2016 -15.00 6 8/1/2016 1/1/2017 -14.58 2 5/1/2011 6/1/2011 -13.74 3 12/1/2009 2/1/2010 -13.10 1 8/1/1987 8/1/1987 -13.07 2 9/1/1992 10/1/1992 -12.90 2 7/1/1991 8/1/1991 -12.60 1 3/1/2003 3/1/2003 -12.02 4 5/1/1999 8/1/1999 -11.54 2 10/1/1998 11/1/1998 -10.97 4 12/1/2013 3/1/2014 -10.79 3 8/1/1997 10/1/1997 -9.97 4 8/1/2012 11/1/2012 -9.52 2 9/1/2019 10/1/2019 -9.30 1 2/1/1987 2/1/1987 -9.21 4 4/1/2001 7/1/2001 -9.12 2 3/1/2009 4/1/2009 -9.00 1 10/1/2011 10/1/2011 -8.70 1 12/1/1996 12/1/1996 -8.61 2 12/1/2004 1/1/2005 -8.32 2 7/1/2007 8/1/2007 -8.23 2 2/1/2007 3/1/2007 -8.10 1 4/1/1997 4/1/1997 -8.08 2 12/1/1994 1/1/1995 -7.85 2 4/1/1991 5/1/1991 -7.60 1 10/1/2005 10/1/2005 -7.37 2 6/1/2000 7/1/2000 -7.33 2 2/1/2018 3/1/2018 -7.22 2 6/1/2009 7/1/2009 -7.18 4 9/1/1986 12/1/1986 -6.92 2 5/1/1993 6/1/1993 -6.84 3 9/1/1993 11/1/1993 -6.67 1 9/1/2017 9/1/2017 -6.50 2 6/1/2006 7/1/2006 -6.41 1 3/1/2017 3/1/2017 -6.40 2 1/1/1989 2/1/1989 -6.40 1 6/1/2012 6/1/2012 -6.10 1 7/1/2008 7/1/2008 -6.10 1 10/1/1987 10/1/1987 -6.07 2 1/1/2019 2/1/2019 -6.00 1 3/1/1999 3/1/1999 -5.90 1 2/1/2006 2/1/2006 -5.90 1 9/1/2000 9/1/2000 -5.90 1 5/1/1996 5/1/1996 -5.85 3 5/1/2010 7/1/2010 -5.73 2 3/1/2005 4/1/2005 -5.69 1 9/1/2020 9/1/2020 -5.37 2 9/1/2018 10/1/2018 -5.33 2 10/1/1991 11/1/1991 -4.80 1 1/1/1999 1/1/1999 -4.66 2 5/1/1987 6/1/1987 -4.58 1 6/1/2015 6/1/2015 -4.58 3 5/1/2018 7/1/2018 -4.53 1 6/1/2017 6/1/2017 -4.32 1 3/1/2011 3/1/2011 -4.30 1 12/1/1992 12/1/1992 -4.10 1 4/1/2002 4/1/2002 -4.00 1 6/1/1989 6/1/1989 -3.62 1 10/1/2015 10/1/2015 -3.60 1 2/1/2013 2/1/2013 -3.40 1 3/1/2012 3/1/2012 -3.28 2 3/1/2000 4/1/2000 -3.26 1 12/1/2015 12/1/2015 -2.80 1 8/1/1996 8/1/1996 -2.70 1 11/1/2003 11/1/2003 -2.65 1 8/1/2015 8/1/2015 -2.39 1 1/1/2020 1/1/2020 -2.20 1 6/1/2003 6/1/2003 -2.02 1 3/1/2021 3/1/2021 -2.00 1 8/1/2011 8/1/2011 -2.00 1 9/1/2006 9/1/2006 -1.90 1 10/1/2009 10/1/2009 -1.90 1 1/1/2009 1/1/2009 -1.79 1 6/1/2019 6/1/2019 -1.62 1 6/1/2020 6/1/2020 -1.54 1 2/1/2015 2/1/2015 -1.50 1 9/1/2004 9/1/2004 -1.40 1 12/1/2011 12/1/2011 -1.40 1 3/1/2008 3/1/2008 -1.40 1 4/1/1994 4/1/1994 -1.30 1 8/1/2002 8/1/2002 -1.10 1 1/1/2004 1/1/2004 -0.89 1 4/1/2020 4/1/2020 -0.70 1 1/1/2000 1/1/2000 -0.65 1 11/1/2020 11/1/2020 -0.45 1 11/1/2017 11/1/2017 -0.40 1 12/1/2005 12/1/2005 -0.40 1 1/1/1998 1/1/1998 -0.34 1 1/1/2021 1/1/2021 -0.30 1 11/1/2007 11/1/2007 -0.30 1 1/1/2001 1/1/2001 -0.20 1 11/1/2010 11/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods435.003.006.0012.0018.0024.0036.0048.0060.00 Percent Profitable51.2666.67100.0041.6783.33100.0052.7872.9213.33 Average Period Return1.966.6711.912.4715.8822.996.7610.05-13.18 Average Gain8.8310.1811.919.3719.3822.9917.1514.786.62 Average Loss-5.36-0.34-2.46-1.63-4.86-2.70-16.23 Best Period108.3011.3024.4618.2240.9255.4442.8351.0419.18 Worst Period-27.80-0.340.56-5.01-2.911.37-11.43-6.92-26.55 Standard Deviation12.466.1710.027.6912.5214.8714.3914.2910.35 Gain Standard Deviation13.441.5910.027.3710.5514.8712.2613.977.53 Loss Standard Deviation5.222.001.183.462.286.71 Sharpe Ratio (1%)0.151.041.140.191.151.410.260.42-1.77 Average Gain / Average Loss1.6529.933.8011.893.535.480.41 Profit / Loss Ratio1.7659.862.7259.433.9414.750.06 Downside Deviation (10%)5.380.900.936.004.112.2915.2916.9542.08 Downside Deviation (5%)5.210.343.001.340.135.933.8320.83 Downside Deviation (0%)5.170.202.360.774.061.8116.33 Sortino Ratio (10%)0.296.0210.14-0.422.015.57-0.59-0.68-0.97 Sortino Ratio (5%)0.3618.880.4910.74160.570.631.56-0.88 Sortino Ratio (0%)0.3833.981.0520.551.675.56-0.81 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 8 7.30 2/2005 Systematic Trader Index Month 8 7.30 2/2005 Systematic Trader Index Month 10 2.40 7/2003 Diversified Trader Index Month 10 2.40 7/2003 Trend Following Strategy Index Month 7 2.40 7/2003 Diversified Trader Index Month 7 13.00 9/2001 Systematic Trader Index Month 8 13.00 9/2001 Trend Following Strategy Index Month 8 13.00 9/2001 IASG CTA Index Month 9 13.00 9/2001 IASG CTA Index Month 2 17.00 3/2001 Trend Following Strategy Index Month 2 17.00 3/2001 Diversified Trader Index Month 2 17.00 3/2001 Systematic Trader Index Month 2 17.00 3/2001 Trend Following Strategy Index Month 7 8.80 5/2000 Systematic Trader Index Month 9 8.80 5/2000 Diversified Trader Index Month 9 8.80 5/2000 IASG CTA Index Month 10 8.80 5/2000 Trend Following Strategy Index Month 8 2.90 2/2000 Diversified Trader Index Month 3 7.50 9/1999 IASG CTA Index Month 4 7.50 9/1999 Systematic Trader Index Month 2 7.50 9/1999 Trend Following Strategy Index Month 2 7.50 9/1999 IASG CTA Index Month 2 17.30 2/1999 Trend Following Strategy Index Month 1 17.30 2/1999 Systematic Trader Index Month 2 17.30 2/1999 Diversified Trader Index Month 2 17.30 2/1999 IASG CTA Index Month 5 32.80 8/1998 Trend Following Strategy Index Month 5 32.80 8/1998 Systematic Trader Index Month 5 32.80 8/1998 Diversified Trader Index Month 5 32.80 8/1998 Trend Following Strategy Index Month 8 3.30 2/1998 Diversified Trader Index Month 9 3.30 2/1998 Systematic Trader Index Month 10 3.30 2/1998 Systematic Trader Index Month 10 5.90 12/1997 Trend Following Strategy Index Month 9 5.90 12/1997 Trend Following Strategy Index Month 10 1.10 5/1997 Systematic Trader Index Month 10 4.00 3/1997 Diversified Trader Index Month 10 4.00 3/1997 Trend Following Strategy Index Month 9 4.00 3/1997 Diversified Trader Index Month 8 8.60 2/1997 Systematic Trader Index Month 8 8.60 2/1997 IASG CTA Index Month 8 8.60 2/1997 Trend Following Strategy Index Month 7 8.60 2/1997 IASG CTA Index Month 8 18.90 10/1996 Systematic Trader Index Month 8 18.90 10/1996 Trend Following Strategy Index Month 8 18.90 10/1996 Diversified Trader Index Month 8 18.90 10/1996 IASG CTA Index Month 4 1.50 7/1996 Trend Following Strategy Index Month 3 1.50 7/1996 Systematic Trader Index Month 3 1.50 7/1996 Diversified Trader Index Month 3 1.50 7/1996 Trend Following Strategy Index Month 5 4.10 6/1996 Systematic Trader Index Month 6 4.10 6/1996 IASG CTA Index Month 9 4.10 6/1996 Diversified Trader Index Month 8 4.10 6/1996 Trend Following Strategy Index Month 6 17.20 12/1995 IASG CTA Index Month 7 17.20 12/1995 Diversified Trader Index Month 7 17.20 12/1995 Systematic Trader Index Month 7 17.20 12/1995 Trend Following Strategy Index Month 10 -0.70 6/1995 Systematic Trader Index Month 2 22.80 5/1995 Diversified Trader Index Month 2 22.80 5/1995 IASG CTA Index Month 2 22.80 5/1995 Trend Following Strategy Index Month 2 22.80 5/1995 IASG CTA Index Month 1 16.70 4/1995 Systematic Trader Index Month 1 16.70 4/1995 Diversified Trader Index Month 1 16.70 4/1995 Trend Following Strategy Index Month 1 16.70 4/1995 IASG CTA Index Month 7 21.30 3/1995 Trend Following Strategy Index Month 6 21.30 3/1995 Systematic Trader Index Month 6 21.30 3/1995 Diversified Trader Index Month 6 21.30 3/1995 IASG CTA Index 5 Year 5 169.94 1989 - 1994 Trend Following Strategy Index Month 8 -0.20 12/1994 IASG CTA Index Month 6 14.40 11/1994 Diversified Trader Index Month 5 14.40 11/1994 Systematic Trader Index Month 5 14.40 11/1994 Trend Following Strategy Index Month 5 14.40 11/1994 Trend Following Strategy Index Month 6 11.90 5/1994 Diversified Trader Index Month 7 11.90 5/1994 Systematic Trader Index Month 7 11.90 5/1994 IASG CTA Index Month 7 11.90 5/1994 Trend Following Strategy Index Month 10 -1.40 4/1994 Diversified Trader Index Month 8 12.00 3/1994 Systematic Trader Index Month 7 12.00 3/1994 Trend Following Strategy Index Month 7 12.00 3/1994 IASG CTA Index Month 8 12.00 3/1994 IASG CTA Index 5 Year 6 217.63 1988 - 1993 IASG CTA Index Annual 5 65.02 1993 Trend Following Strategy Index Month 8 8.20 12/1993 Systematic Trader Index Month 10 8.20 12/1993 Diversified Trader Index Month 3 9.50 8/1993 IASG CTA Index Month 3 9.50 8/1993 Systematic Trader Index Month 2 9.50 8/1993 Trend Following Strategy Index Month 2 9.50 8/1993 Diversified Trader Index Month 1 22.00 7/1993 Systematic Trader Index Month 1 22.00 7/1993 IASG CTA Index Month 1 22.00 7/1993 Trend Following Strategy Index Month 1 22.00 7/1993 IASG CTA Index Month 7 10.20 4/1993 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