Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
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FTSE - FTSE 100
Trading Strategy: Non-Investible Index
| Performance Since January 2020 | Track Record Compiled By: N/A |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.13% | 1.57% | -2.58% | -1.02% | 3.27% | -0.10% | 4.21% | 0.60% | 1.78% | 3.92% | 0.03% | – | 18.93% | -3.58% |
| 2024 | -1.33% | -0.10% | 4.33% | 2.41% | 1.61% | -1.34% | 2.50% | 0.10% | -1.67% | -1.54% | 2.18% | -1.38% | 5.69% | -3.18% |
| 2023 | 4.29% | 1.35% | -3.10% | 3.13% | -5.39% | 1.15% | 2.23% | -3.38% | 2.27% | -3.76% | 1.80% | 3.75% | 3.78% | -7.04% |
| 2022 | 1.08% | -0.08% | 0.77% | -0.09% | 1.10% | -5.57% | 3.54% | -1.88% | -5.36% | 2.91% | 6.74% | -1.60% | 0.91% | -9.20% |
| 2021 | -0.82% | 1.19% | 3.55% | 3.82% | 0.76% | 0.21% | -0.07% | 1.24% | -0.47% | 2.13% | -2.46% | 4.61% | 14.30% | -2.46% |
| 2020 | -3.40% | -9.68% | -13.81% | 4.04% | 2.97% | 1.53% | -4.41% | 1.12% | -1.63% | -4.92% | 12.35% | 3.10% | -14.34% | -26.05% |
Program Description: Weighted index of the 100 most highly capitalized companies traded on the London Stock Exchange. The equities use an investibility weighting in the index calculation. The index was developed with a base level of 1000 as of January 3, 1984.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -48.52% |
| From Dec 1999 to Jan 2003 | |
| Worst Month (Mar 2020) | -13.81% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.4% |
| Annualized Performance |
|
| Compound ROR (1) | 3.92% |
| Standard Deviation | 13.58% |
| Sharpe Ratio | 0.32 |
| Sterling Ratio | 0.59 |
| Calmar Ratio (3) | 1.23 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
