PERFORMANCE


Performance & Risk Statistics
Cumulative Return

Total Return Since Inception

608.12%

Annualized ROR

10.37%

Monthly Standard Deviation

5.83%

Average Monthly ROR

1.01%

Sharpe Ratio

0.76 (3 years)

0.40 (cumulative)

Correlation to S&P 

0.27

Max Drawdown

41.89% (2008)

*Click to enlarge


2018 Performance

Jan

1.02%

Feb

-11.37%

Mar

-1.80%

Apr

0.49%

May

1.74%

Jun

1.26%

Jul

3.95%

Aug

1.34%

Sep

4.33%

Oct

-11.25%

Nov

Dec

YTD: 0.02

2017 Performance

Jan

1.38%

Feb

2.60%

Mar

3.12%

April

4.16%

May

4.29%

Jun

1.50%

Jul

3.79%

Aug

-0.10%

Sep

2.42%

Oct

3.30%

Nov

2.55%

Dec

1.15%

YTD: 34.49%

2016 Performance

Jan

-8.02%

Feb

-5.88%

Mar

7.18%

Apr

3.18%

May

3.68%

  Jun

-2.13%

Jul

7.75%

Aug

1.96%

Sep

-2.40%

Oct

-3.83%

Nov

-8.56%

Dec

0.97%

YTD: -7.51%

2015 Performance

Jan

0.75%

Feb

9.16%

Mar

2.33%

Apr

3.97%

May

3.58%

Jun

-1.06%

Jul

3.59%

Aug

-12.75%

Sep

2.00%

Oct

7.61%

Nov

0.93%

Dec

-14.04%

YTD : 3.23%

** Click to view


*Past results are not necessarily indicative of future results