United States Index : 30-Years Bond

Year-to-Date: 32.56%
Feb Performance: 17.44%

16.92%

Annualized Vol

-0.11

Sharpe (RFR=1%)

-2.03%

CAROR

-91.98

Worst DD

0.06

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
-82.29	327	-	9/1/1981	12/1/2008
-18.85	3	5	3/1/1980	6/1/1980
-4.32	1	2	4/1/1981	5/1/1981
-4.23	2	3	4/1/1979	6/1/1979
-2.82	2	4	4/1/1977	6/1/1977
-2.76	1	2	11/1/1980	12/1/1980
-2.47	1	1	2/1/1981	3/1/1981
-1.86	2	2	6/1/1978	8/1/1978
-1.23	1	1	12/1/1978	1/1/1979
-0.98	1	2	10/1/1979	11/1/1979
-0.79	1	1	10/1/1978	11/1/1978
-0.66	1	1	2/1/1979	3/1/1979
-0.13	1	1	1/1/0001	3/1/1977

Consecutive Gains

Run-up	Length (Mos.)	Start	End
38.29	2	1/1/2009	2/1/2009
24.08	2	6/1/2003	7/1/2003
23.32	5	7/1/1980	11/1/1980
22.35	5	2/1/1994	6/1/1994
22.00	4	12/1/1979	3/1/1980
21.91	2	4/1/2009	5/1/2009
20.32	8	12/1/1998	7/1/1999
17.49	4	2/1/1984	5/1/1984
17.48	5	1/1/1996	5/1/1996
16.31	4	6/1/1981	9/1/1981
16.15	3	9/1/2010	11/1/2010
15.78	3	3/1/2006	5/1/2006
15.64	3	3/1/1987	5/1/1987
15.40	4	7/1/1979	10/1/1979
15.22	4	5/1/1983	8/1/1983
15.04	3	7/1/1987	9/1/1987
13.92	5	12/1/1989	4/1/1990
12.53	2	11/1/2001	12/1/2001
11.92	2	4/1/2004	5/1/2004
11.74	2	9/1/2005	10/1/2005
10.85	3	3/1/1988	5/1/1988
10.74	1	12/1/2009	12/1/2009
10.09	7	12/1/1977	6/1/1978
9.28	2	4/1/2008	5/1/2008
8.77	4	1/1/1992	4/1/1992
8.37	2	10/1/2002	11/1/2002
8.26	2	1/1/1981	2/1/1981
8.24	3	3/1/2001	5/1/2001
8.13	4	8/1/1994	11/1/1994
8.11	2	12/1/2006	1/1/2007
7.91	1	4/1/1981	4/1/1981
7.75	2	12/1/1981	1/1/1982
7.58	1	3/1/2002	3/1/2002
7.10	4	10/1/1999	1/1/2000
7.09	2	12/1/1996	1/1/1997
6.90	2	7/1/1990	8/1/1990
6.43	2	5/1/2007	6/1/2007
6.20	2	11/1/1993	12/1/1993
6.16	1	2/1/1985	2/1/1985
5.92	1	7/1/2005	7/1/2005
5.55	2	9/1/1986	10/1/1986
5.37	1	1/1/1983	1/1/1983
5.33	1	10/1/2003	10/1/2003
4.96	2	7/1/1988	8/1/1988
4.93	1	8/1/1997	8/1/1997
4.85	2	9/1/1978	10/1/1978
4.69	1	10/1/2009	10/1/2009
4.66	2	2/1/2010	3/1/2010
4.59	1	11/1/2004	11/1/2004
4.57	1	3/1/1997	3/1/1997
4.04	2	8/1/1989	9/1/1989
4.03	2	4/1/1986	5/1/1986
3.92	2	2/1/2005	3/1/2005
3.88	1	6/1/1982	6/1/1982
3.85	1	3/1/2007	3/1/2007
3.78	1	11/1/1988	11/1/1988
3.63	1	7/1/1995	7/1/1995
3.53	1	9/1/2000	9/1/2000
3.42	1	3/1/2003	3/1/2003
3.39	1	2/1/1989	2/1/1989
3.39	1	10/1/1992	10/1/1992
3.21	1	10/1/1998	10/1/1998
3.04	2	7/1/1996	8/1/1996
3.04	1	7/1/1986	7/1/1986
3.03	2	9/1/1977	10/1/1977
2.97	1	10/1/1983	10/1/1983
2.91	2	4/1/2000	5/1/2000
2.86	1	1/1/2006	1/1/2006
2.68	2	5/1/1991	6/1/1991
2.60	1	2/1/1979	2/1/1979
2.59	3	2/1/1998	4/1/1998
2.22	1	4/1/1979	4/1/1979
2.20	1	7/1/1985	7/1/1985
1.85	1	7/1/1977	7/1/1977
1.82	1	12/1/1978	12/1/1978
1.79	1	7/1/2010	7/1/2010
1.78	1	7/1/1998	7/1/1998
1.71	1	12/1/1983	12/1/1983
1.71	1	3/1/1983	3/1/1983
1.63	1	10/1/2008	10/1/2008
1.61	1	2/1/2008	2/1/2008
1.55	1	7/1/2008	7/1/2008
1.53	2	10/1/1991	11/1/1991
1.47	1	1/1/2001	1/1/2001
1.46	1	1/1/2003	1/1/2003
1.36	1	12/1/2007	12/1/2007
1.16	3	3/1/1993	5/1/1993
1.08	1	12/1/1986	12/1/1986
0.86	1	9/1/1985	9/1/1985
0.78	1	11/1/1987	11/1/1987
0.76	1	1/1/1986	1/1/1986
0.74	1	9/1/2001	9/1/2001
0.61	1	3/1/1991	3/1/1991
0.36	1	5/1/2002	5/1/2002
0.13	1	4/1/1977	4/1/1977

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-38.44	2	11/1/2008	12/1/2008
-25.02	6	7/1/1982	12/1/1982
-20.34	2	2/1/1986	3/1/1986
-19.00	8	6/1/1984	1/1/1985
-18.85	3	4/1/1980	6/1/1980
-17.16	3	4/1/2010	6/1/2010
-17.04	7	12/1/1994	6/1/1995
-16.93	4	6/1/2002	9/1/2002
-15.01	2	10/1/1981	11/1/1981
-14.47	5	6/1/1993	10/1/1993
-14.23	5	7/1/2007	11/1/2007
-13.35	5	3/1/1989	7/1/1989
-13.27	5	8/1/1995	12/1/1995
-12.94	2	8/1/1998	9/1/1998
-12.48	6	6/1/2006	11/1/2006
-12.30	3	10/1/1985	12/1/1985
-12.12	5	9/1/1997	1/1/1998
-12.02	4	3/1/1985	6/1/1985
-11.53	3	4/1/2005	6/1/2005
-11.41	4	4/1/1997	7/1/1997
-11.31	1	8/1/2010	8/1/2010
-10.69	3	9/1/1996	11/1/1996
-10.47	5	6/1/2004	10/1/2004
-9.98	1	10/1/2001	10/1/2001
-9.92	2	4/1/2003	5/1/2003
-9.86	2	2/1/2000	3/1/2000
-9.80	2	8/1/2003	9/1/2003
-9.57	4	11/1/1992	2/1/1993
-8.90	6	9/1/1990	2/1/1991
-8.44	5	5/1/1992	9/1/1992
-8.38	2	12/1/2004	1/1/2005
-7.80	3	12/1/1987	2/1/1988
-7.76	1	10/1/1987	10/1/1987
-7.13	3	7/1/1991	9/1/1991
-7.09	3	6/1/2001	8/1/2001
-7.00	5	11/1/2003	3/1/2004
-6.98	3	10/1/2000	12/1/2000
-6.68	4	6/1/2009	9/1/2009
-6.68	1	12/1/1991	12/1/1991
-6.56	2	5/1/1990	6/1/1990
-6.52	2	8/1/2008	9/1/2008
-6.46	1	6/1/1986	6/1/1986
-6.12	2	9/1/1988	10/1/1988
-5.81	3	6/1/2000	8/1/2000
-5.55	2	5/1/1998	6/1/1998
-5.35	1	12/1/2002	12/1/2002
-5.27	1	2/1/2007	2/1/2007
-4.70	1	8/1/2005	8/1/2005
-4.62	1	6/1/1988	6/1/1988
-4.41	2	11/1/2005	12/1/2005
-4.37	1	2/1/1983	2/1/1983
-4.35	1	9/1/1983	9/1/1983
-4.32	1	5/1/1981	5/1/1981
-4.30	1	3/1/2009	3/1/2009
-4.23	2	5/1/1979	6/1/1979
-4.13	2	10/1/1989	11/1/1989
-3.95	1	4/1/2002	4/1/2002
-3.85	1	2/1/2006	2/1/2006
-3.82	1	6/1/2008	6/1/2008
-3.74	4	2/1/1982	5/1/1982
-3.61	1	2/1/2001	2/1/2001
-3.51	1	2/1/2003	2/1/2003
-3.35	1	8/1/1986	8/1/1986
-3.02	1	7/1/1994	7/1/1994
-2.90	1	4/1/1983	4/1/1983
-2.82	2	5/1/1977	6/1/1977
-2.80	1	1/1/2010	1/1/2010
-2.76	1	12/1/1980	12/1/1980
-2.63	1	11/1/1986	11/1/1986
-2.54	2	12/1/1988	1/1/1989
-2.49	1	3/1/2008	3/1/2008
-2.47	1	3/1/1981	3/1/1981
-2.47	1	1/1/2008	1/1/2008
-2.06	1	8/1/1985	8/1/1985
-1.89	1	1/1/1994	1/1/1994
-1.86	2	7/1/1978	8/1/1978
-1.62	1	6/1/1987	6/1/1987
-1.55	1	8/1/1977	8/1/1977
-1.36	1	11/1/1998	11/1/1998
-1.29	1	6/1/1996	6/1/1996
-1.28	2	1/1/2002	2/1/2002
-1.23	1	1/1/1979	1/1/1979
-1.18	1	11/1/2009	11/1/2009
-0.98	1	11/1/1979	11/1/1979
-0.93	1	11/1/1983	11/1/1983
-0.79	1	11/1/1978	11/1/1978
-0.76	1	1/1/1984	1/1/1984
-0.66	1	3/1/1979	3/1/1979
-0.66	2	8/1/1999	9/1/1999
-0.62	1	4/1/2007	4/1/2007
-0.49	1	4/1/1991	4/1/1991
-0.15	1	2/1/1997	2/1/1997
-0.13	2	1/1/1987	2/1/1987
-0.13	1	3/1/1977	3/1/1977

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	405.00	403.00	400.00	394.00	388.00	382.00	370.00	358.00	346.00
Percent Profitable	47.16	49.38	47.00	42.89	40.72	32.72	23.24	21.23	16.76
Average Period Return	-0.05	-0.21	-0.46	-0.85	-1.62	-2.83	-4.91	-7.37	-11.04
Average Gain	3.45	5.72	8.43	12.34	14.08	16.28	23.86	27.24	27.39
Average Loss	-3.25	-6.14	-8.34	-10.76	-12.46	-12.17	-13.62	-16.70	-18.77
Best Period	33.83	32.34	60.22	72.49	45.35	64.22	76.42	97.79	83.51
Worst Period	-22.92	-37.44	-40.62	-39.69	-47.56	-46.92	-40.88	-47.95	-51.22
Standard Deviation	4.66	7.73	10.78	14.45	16.22	17.59	20.90	23.38	21.73
Gain Standard Deviation	3.58	5.16	7.38	10.06	10.51	14.82	22.90	26.84	23.45
Loss Standard Deviation	2.98	4.91	6.20	7.79	9.04	9.42	9.19	9.53	9.99
Sharpe Ratio (1%)	-0.03	-0.06	-0.09	-0.13	-0.19	-0.27	-0.38	-0.49	-0.74
Average Gain / Average Loss	1.06	0.93	1.01	1.15	1.13	1.34	1.75	1.63	1.46
Profit / Loss Ratio	0.97	0.93	0.90	0.86	0.78	0.65	0.53	0.44	0.29
Downside Deviation (10%)	3.39	6.22	9.08	13.31	16.98	20.07	27.23	35.33	43.72
Downside Deviation (5%)	3.21	5.65	7.86	10.65	12.78	13.93	16.66	20.27	23.62
Downside Deviation (0%)	3.17	5.52	7.56	10.03	11.82	12.59	14.39	17.06	19.39
Sortino Ratio (10%)	-0.14	-0.23	-0.32	-0.44	-0.54	-0.65	-0.76	-0.82	-0.88
Sortino Ratio (5%)	-0.04	-0.08	-0.12	-0.17	-0.24	-0.35	-0.48	-0.56	-0.68
Sortino Ratio (0%)	-0.02	-0.04	-0.06	-0.08	-0.14	-0.22	-0.34	-0.43	-0.57

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 : 30-Years Bond

Growth of 1,000 - VAMI

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Time Windows Analysis

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United States Index : 30-Years Bond

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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