United States Index : 20 Transportation

Year-to-Date: 6.59%
Feb Performance: 10.29%

21.63%

Annualized Vol

0.49

Sharpe (RFR=1%)

9.09%

CAROR

-54.04

Worst DD

0.79

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
-54.04	9	-	5/1/2008	2/1/2009
-45.52	14	28	8/1/1989	10/1/1990
-43.82	46	21	4/1/1999	2/1/2003
-35.44	4	17	7/1/1987	11/1/1987
-29.45	16	4	3/1/1981	7/1/1982
-26.07	6	7	3/1/1998	9/1/1998
-22.86	6	8	11/1/1983	5/1/1984
-22.34	10	8	1/1/1994	11/1/1994
-16.99	6	5	8/1/1978	2/1/1979
-16.42	2	3	2/1/1980	4/1/1980
-15.66	8	5	6/1/1977	2/1/1978
-14.02	9	3	5/1/2007	2/1/2008
-13.81	4	3	3/1/1986	7/1/1986
-13.11	2	8	6/1/2006	8/1/2006
-12.94	2	3	8/1/1979	10/1/1979
-9.88	2	4	5/1/1996	7/1/1996
-9.78	4	3	12/1/2004	4/1/2005
-9.07	2	1	2/1/1985	4/1/1985
-7.83	3	1	11/1/1980	2/1/1981
-7.55	2	3	7/1/1985	9/1/1985
-6.38	2	4	1/1/0001	2/1/1977
-6.37	2	3	6/1/1983	8/1/1983
-5.97	2	2	11/1/1995	1/1/1996
-4.58	1	1	11/1/1986	12/1/1986
-4.08	1	1	7/1/1997	8/1/1997
-3.13	1	2	7/1/2005	8/1/2005
-2.70	2	1	4/1/1993	6/1/1993
-2.30	2	1	2/1/1987	4/1/1987
-2.25	1	1	8/1/1993	9/1/1993
-1.53	1	1	11/1/1996	12/1/1996
-1.52	1	1	9/1/1997	10/1/1997
-0.93	1	1	9/1/1995	10/1/1995
-0.31	1	1	5/1/1989	6/1/1989
-0.31	1	1	1/1/1997	2/1/1997

Consecutive Gains

Run-up	Length (Mos.)	Start	End
75.96	7	5/1/1980	11/1/1980
62.55	9	10/1/1982	6/1/1983
52.05	7	3/1/2009	9/1/2009
37.91	7	10/1/1998	4/1/1999
37.56	4	11/1/1990	2/1/1991
33.91	10	9/1/2005	6/1/2006
32.96	6	10/1/2001	3/1/2002
31.39	2	7/1/1989	8/1/1989
30.43	8	9/1/1992	4/1/1993
29.70	6	10/1/1985	3/1/1986
29.43	6	3/1/1979	8/1/1979
29.14	5	3/1/1997	7/1/1997
26.56	5	9/1/1988	1/1/1989
24.80	4	11/1/1979	2/1/1980
24.16	4	12/1/1987	3/1/1988
23.24	4	10/1/2000	1/1/2001
22.30	4	9/1/2004	12/1/2004
21.34	3	3/1/2003	5/1/2003
20.82	3	12/1/1984	2/1/1985
20.76	3	5/1/1985	7/1/1985
19.91	3	2/1/2010	4/1/2010
19.49	3	3/1/2008	5/1/2008
19.30	2	3/1/2000	4/1/2000
18.12	4	8/1/1986	11/1/1986
17.78	3	9/1/2010	11/1/2010
17.78	3	5/1/1987	7/1/1987
17.51	4	6/1/1995	9/1/1995
16.83	5	12/1/1994	4/1/1995
16.80	1	8/1/1982	8/1/1982
15.92	2	1/1/1987	2/1/1987
15.84	1	12/1/1991	12/1/1991
14.45	4	2/1/1996	5/1/1996
14.23	5	11/1/1997	3/1/1998
14.18	4	10/1/1993	1/1/1994
14.09	4	8/1/1996	11/1/1996
13.46	2	11/1/2009	12/1/2009
13.13	2	2/1/1990	3/1/1990
12.90	2	10/1/1981	11/1/1981
12.77	2	7/1/1978	8/1/1978
12.46	3	10/1/2003	12/1/2003
11.54	1	3/1/1981	3/1/1981
11.51	2	3/1/1978	4/1/1978
11.21	2	7/1/2003	8/1/2003
11.01	2	5/1/2004	6/1/2004
10.79	1	9/1/1997	9/1/1997
10.77	2	4/1/1991	5/1/1991
10.38	3	9/1/2006	11/1/2006
10.37	3	9/1/1983	11/1/1983
10.36	1	7/1/2010	7/1/2010
10.02	2	4/1/2007	5/1/2007
9.91	1	8/1/1984	8/1/1984
9.90	1	6/1/1988	6/1/1988
9.74	2	10/1/2002	11/1/2002
9.60	3	3/1/1989	5/1/1989
8.95	1	7/1/2005	7/1/2005
8.04	1	7/1/2000	7/1/2000
7.82	1	1/1/2007	1/1/2007
7.61	4	3/1/1977	6/1/1977
7.56	1	10/1/1991	10/1/1991
7.46	2	7/1/1993	8/1/1993
6.93	1	11/1/1995	11/1/1995
6.30	2	4/1/2001	5/1/2001
6.00	1	7/1/1991	7/1/1991
5.46	1	2/1/1992	2/1/1992
5.39	2	11/1/1977	12/1/1977
5.15	1	10/1/1999	10/1/1999
5.05	1	5/1/2005	5/1/2005
3.97	1	1/1/2008	1/1/2008
3.87	1	1/1/1979	1/1/1979
3.85	1	6/1/1998	6/1/1998
3.68	1	5/1/1990	5/1/1990
3.56	1	2/1/2005	2/1/2005
3.46	1	8/1/1994	8/1/1994
3.14	2	7/1/2008	8/1/2008
3.03	1	1/1/1997	1/1/1997
3.02	1	4/1/1982	4/1/1982
2.69	1	7/1/2001	7/1/2001
2.37	1	10/1/1994	10/1/1994
2.32	1	10/1/1984	10/1/1984
2.32	1	12/1/1999	12/1/1999
2.21	1	5/1/1981	5/1/1981
1.75	1	11/1/1978	11/1/1978
1.65	1	5/1/2002	5/1/2002
1.52	1	4/1/1994	4/1/1994
1.52	1	6/1/1984	6/1/1984
1.48	1	10/1/2007	10/1/2007
1.41	1	5/1/1986	5/1/1986
1.04	1	1/1/1981	1/1/1981
0.71	1	12/1/2008	12/1/2008
0.61	1	12/1/1989	12/1/1989
0.56	1	2/1/2004	2/1/2004
0.14	1	7/1/1992	7/1/1992
0.14	1	6/1/1982	6/1/1982
0.12	1	9/1/1977	9/1/1977

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-35.44	4	8/1/1987	11/1/1987
-31.18	3	9/1/2008	11/1/2008
-29.81	5	6/1/1990	10/1/1990
-29.35	2	1/1/2009	2/1/2009
-24.48	2	8/1/2001	9/1/2001
-23.90	3	7/1/1998	9/1/1998
-22.86	6	12/1/1983	5/1/1984
-22.44	3	9/1/1989	11/1/1989
-21.76	4	6/1/2002	9/1/2002
-20.24	5	5/1/1999	9/1/1999
-19.76	2	1/1/2000	2/1/2000
-19.68	4	6/1/1981	9/1/1981
-16.42	2	3/1/1980	4/1/1980
-15.82	2	9/1/1978	10/1/1978
-15.72	4	12/1/1981	3/1/1982
-14.20	2	5/1/2010	6/1/2010
-13.20	3	12/1/2002	2/1/2003
-13.11	2	7/1/2006	8/1/2006
-12.94	2	9/1/1979	10/1/1979
-12.04	2	2/1/1994	3/1/1994
-11.77	2	8/1/2000	9/1/2000
-11.20	1	1/1/1990	1/1/1990
-10.86	2	6/1/1986	7/1/1986
-10.82	2	2/1/2001	3/1/2001
-9.88	2	6/1/1996	7/1/1996
-9.87	2	7/1/1977	8/1/1977
-9.17	1	9/1/1994	9/1/1994
-9.07	2	3/1/1985	4/1/1985
-9.00	1	6/1/2008	6/1/2008
-8.64	1	11/1/1991	11/1/1991
-8.62	4	6/1/2007	9/1/2007
-8.06	2	3/1/2005	4/1/2005
-7.88	4	3/1/1992	6/1/1992
-7.55	2	8/1/1985	9/1/1985
-7.31	1	8/1/1992	8/1/1992
-7.31	1	4/1/2002	4/1/2002
-7.27	2	1/1/1978	2/1/1978
-7.18	2	5/1/2000	6/1/2000
-6.87	2	11/1/2007	12/1/2007
-6.79	1	8/1/2010	8/1/2010
-6.78	2	7/1/1988	8/1/1988
-6.70	1	5/1/1982	5/1/1982
-6.48	1	12/1/1980	12/1/1980
-6.44	2	4/1/1998	5/1/1998
-6.38	2	1/1/1977	2/1/1977
-6.37	2	7/1/1983	8/1/1983
-6.31	1	6/1/1991	6/1/1991
-5.97	2	12/1/1995	1/1/1996
-5.47	1	11/1/1994	11/1/1994
-5.25	1	1/1/2005	1/1/2005
-4.98	1	1/1/2010	1/1/2010
-4.91	1	10/1/2009	10/1/2009
-4.88	1	11/1/1999	11/1/1999
-4.65	1	4/1/1986	4/1/1986
-4.58	1	12/1/1986	12/1/1986
-4.49	1	4/1/1990	4/1/1990
-4.37	3	5/1/1994	7/1/1994
-4.36	1	10/1/1977	10/1/1977
-4.26	2	4/1/1988	5/1/1988
-4.24	1	2/1/2008	2/1/2008
-4.08	1	8/1/1997	8/1/1997
-4.07	1	2/1/1979	2/1/1979
-4.03	1	1/1/2004	1/1/2004
-3.94	1	6/1/2001	6/1/2001
-3.69	1	7/1/1982	7/1/1982
-3.54	1	12/1/2006	12/1/2006
-3.13	1	8/1/2005	8/1/2005
-3.11	1	6/1/2005	6/1/2005
-3.08	2	7/1/2004	8/1/2004
-2.96	1	6/1/2003	6/1/2003
-2.73	1	12/1/1978	12/1/1978
-2.70	2	5/1/1993	6/1/1993
-2.57	1	4/1/1981	4/1/1981
-2.46	1	2/1/1981	2/1/1981
-2.30	2	3/1/1987	4/1/1987
-2.27	2	8/1/1991	9/1/1991
-2.25	1	9/1/1993	9/1/1993
-2.16	2	2/1/2007	3/1/2007
-2.10	2	5/1/1978	6/1/1978
-1.92	1	3/1/1991	3/1/1991
-1.87	1	2/1/1989	2/1/1989
-1.53	1	12/1/1996	12/1/1996
-1.52	1	10/1/1997	10/1/1997
-1.40	1	11/1/1984	11/1/1984
-1.38	1	5/1/1995	5/1/1995
-0.93	1	10/1/1995	10/1/1995
-0.56	1	9/1/1984	9/1/1984
-0.54	2	3/1/2004	4/1/2004
-0.35	1	9/1/2003	9/1/2003
-0.31	1	6/1/1989	6/1/1989
-0.31	1	2/1/1997	2/1/1997
-0.28	1	1/1/1992	1/1/1992
-0.13	1	7/1/1984	7/1/1984
-0.04	1	9/1/1982	9/1/1982

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	407.00	405.00	402.00	396.00	390.00	384.00	372.00	360.00	348.00
Percent Profitable	58.72	63.70	65.92	69.44	71.79	78.39	81.72	86.67	92.82
Average Period Return	0.94	2.92	5.80	11.73	17.48	22.73	37.54	52.90	69.46
Average Gain	4.95	9.65	14.80	22.85	29.66	33.30	49.67	63.54	76.35
Average Loss	-4.75	-8.89	-11.60	-13.54	-13.52	-15.63	-16.70	-16.25	-19.53
Best Period	18.13	36.09	58.11	82.76	89.12	100.45	127.34	150.94	248.72
Worst Period	-27.72	-34.47	-51.03	-45.08	-48.78	-48.62	-43.67	-36.12	-40.42
Standard Deviation	6.26	11.33	16.12	22.73	26.54	28.01	37.58	42.18	50.92
Gain Standard Deviation	3.79	6.72	10.53	17.02	20.22	21.25	30.07	34.43	46.06
Loss Standard Deviation	4.39	7.46	9.39	10.56	10.77	10.71	8.91	10.72	11.72
Sharpe Ratio (1%)	0.14	0.24	0.33	0.47	0.60	0.74	0.92	1.16	1.26
Average Gain / Average Loss	1.04	1.09	1.28	1.69	2.19	2.13	2.97	3.91	3.91
Profit / Loss Ratio	1.48	1.90	2.47	3.84	5.58	7.73	13.29	25.42	50.52
Downside Deviation (10%)	4.35	7.57	9.87	11.81	12.66	13.18	14.66	14.96	14.35
Downside Deviation (5%)	4.19	7.10	8.93	9.92	9.80	9.58	9.25	8.38	7.31
Downside Deviation (0%)	4.15	6.98	8.70	9.47	9.17	8.79	8.08	7.09	6.07
Sortino Ratio (10%)	0.12	0.22	0.34	0.57	0.78	0.95	1.49	2.10	2.91
Sortino Ratio (5%)	0.21	0.38	0.59	1.08	1.63	2.16	3.73	5.83	8.81
Sortino Ratio (0%)	0.23	0.42	0.67	1.24	1.91	2.59	4.65	7.47	11.44

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.

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United States Index : 20 Transportation

Growth of 1,000 - VAMI

Monthly Performance

Strategy Description

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Trading

Holding Periods

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Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

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United States Index : 20 Transportation

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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