| 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 Index | Jan-90 | 1.08% | 6.92% | 10.76% | -11.02% | 110.57% | -4.87% | 36.25% | 206.60% | -3.14% | 69.05% |
| AutumnGold - AG CTA Index (From 2000) | Jan-00 | 1.08% | 6.92% | 6.65% | -8.10% | 68.79% | -4.87% | 21.17% | 100.86% | -3.14% | 36.10% |
| AutumnGold - AG Discretionary CTA Index | Jan-00 | 1.97% | 5.11% | 7.58% | -7.66% | 72.22% | -0.08% | 25.41% | 128.62% | -2.21% | 45.47% |
| AutumnGold - AG Non Equity CTA Index | Jan-00 | 1.11% | 6.30% | 7.12% | -8.41% | 66.99% | -6.32% | 23.23% | 95.57% | -5.13% | 40.52% |
| AutumnGold - AG Option Writer Index | Mar-96 | 0.93% | 9.07% | 12.03% | -31.93% | 286.38% | -12.53% | 47.04% | 440.11% | -15.62% | 90.14% |
| AutumnGold - AG Stock Index Traders Index | Jan-00 | 1.44% | 7.70% | 7.72% | -16.12% | 78.72% | -4.96% | 24.69% | 140.38% | 2.84% | 42.94% |
| AutumnGold - AG Systematic CTA Index | Jan-00 | 0.87% | 7.11% | 6.40% | -11.56% | 71.92% | -8.46% | 20.14% | 103.68% | -6.82% | 33.97% |