| 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 | 2.00% | 3.64% | 10.85% | -11.02% | 110.57% | -4.87% | 36.60% | 206.60% | -3.14% | 69.87% |
| AutumnGold - AG CTA Index (From 2000) | Jan-00 | 2.00% | 3.64% | 6.68% | -8.10% | 68.79% | -4.87% | 21.29% | 100.86% | -3.14% | 36.41% |
| AutumnGold - AG Discretionary CTA Index | Jan-00 | 0.80% | 1.03% | 7.59% | -7.66% | 72.22% | -0.08% | 25.74% | 128.62% | -2.21% | 46.22% |
| AutumnGold - AG Non Equity CTA Index | Jan-00 | 2.11% | 3.96% | 7.19% | -8.41% | 66.99% | -6.32% | 23.45% | 95.57% | -5.13% | 41.00% |
| AutumnGold - AG Option Writer Index | Mar-96 | 0.77% | 1.44% | 12.00% | -31.93% | 286.38% | -12.53% | 47.38% | 440.11% | -15.62% | 91.23% |
| AutumnGold - AG Stock Index Traders Index | Jan-00 | 1.54% | 2.37% | 7.69% | -16.12% | 78.72% | -4.96% | 24.90% | 140.38% | 2.84% | 43.42% |
| AutumnGold - AG Systematic CTA Index | Jan-00 | 2.41% | 4.60% | 6.45% | -11.56% | 71.92% | -8.46% | 20.27% | 103.68% | -6.82% | 34.25% |