Start Date Monthly
Return
YTD
Return
Annual
ROR1
Maximum
Drawdown2
Best
3 Yrs3
Worst
3 Yrs3
Avg
3 Yrs3
Best
5 Yrs3
Worst
5 Yrs3
Avg
5 Yrs3
AutumnGold - AG CTA IndexJan-900.13%-0.16%13.24%-11.02%110.57%-4.73%46.72%206.60%2.18%91.89%
AutumnGold - AG Discretionary CTA IndexJan-001.13%1.81%10.17%-5.80%72.22%3.34%37.08%128.62%11.98%70.36%
AutumnGold - AG Systematic CTA IndexJan-000.04%-0.76%7.75%-11.56%71.92%-8.46%27.55%103.68%-0.65%48.83%
AutumnGold - AG Stock Index Traders IndexJan-001.83%3.46%10.16%-16.12%78.72%-2.94%34.73%140.38%12.52%62.71%
AutumnGold - AG Non Equity CTA IndexJan-00-0.26%-0.94%8.95%-6.56%66.99%0.01%32.50%95.57%8.89%59.71%
AutumnGold - AG CTA Index (Starting 1/2000)Jan-000.13%-0.16%8.17%-8.10%68.79%-4.73%28.95%100.86%2.18%52.09%
AutumnGold - Option Writer Equal Weighted IndexMar-962.50%4.47%15.62%-31.93%286.38%-12.53%64.64%440.11%-15.62%131.08%
AutumnGold - Option Writer Asset Weighted IndexMar-962.49%4.69%12.45%-41.89%318.17%-26.06%47.97%376.90%-27.99%85.62%
1. The Annual Compound Rate of Return ("Annual ROR") represents the compounded rate of return or each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period, 2. The Maximum Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value, 3. Best, Worst, and Average represents the the best, worst and average rolling returns over the period indicated.