AutumnGold
AG Discretionary CTA Index
Monthly performance from Dec 1975 to Dec 2025
| Month |
Return |
YTD |
Assets |
| Year 2000 | |
| Jan | 1.58% | 1.58% | $1,000 |
| Feb | 1.63% | 3.24% | $1,000 |
| Mar | -1.16% | 2.04% | $1,000 |
| Apr | -1.51% | 0.50% | $1,000 |
| May | 3.13% | 3.64% | $1,000 |
| Jun | 1.20% | 4.89% | $1,000 |
| Jul | -0.27% | 4.60% | $1,000 |
| Aug | 2.98% | 7.72% | $1,000 |
| Sep | 0.49% | 8.25% | $1,000 |
| Oct | -0.50% | 7.71% | $1,000 |
| Nov | 3.60% | 11.58% | $1,000 |
| Dec | 7.37% | 19.81% | $1,000 |
| Year 2001 | |
| Jan | 1.01% | 1.01% | $1,000 |
| Feb | -0.28% | 0.73% | $1,000 |
| Mar | 3.50% | 4.25% | $1,000 |
| Apr | -0.98% | 3.23% | $1,000 |
| May | 0.58% | 3.83% | $1,000 |
| Jun | 0.22% | 4.06% | $1,000 |
| Jul | 0.20% | 4.27% | $1,000 |
| Aug | 1.83% | 6.17% | $1,000 |
| Sep | 0.84% | 7.07% | $1,000 |
| Oct | 3.32% | 10.62% | $1,000 |
| Nov | -1.45% | 9.02% | $1,000 |
| Dec | 1.01% | 10.12% | $1,000 |
| Year 2002 | |
| Jan | 0.33% | 0.33% | $1,000 |
| Feb | -1.63% | -1.31% | $1,000 |
| Mar | 1.40% | 0.08% | $1,000 |
| Apr | -0.34% | -0.26% | $1,000 |
| May | 3.23% | 2.96% | $1,000 |
| Jun | 4.04% | 7.12% | $1,000 |
| Jul | 1.91% | 9.16% | $1,000 |
| Aug | 1.26% | 10.54% | $1,000 |
| Sep | 2.48% | 13.28% | $1,000 |
| Oct | -1.26% | 11.85% | $1,000 |
| Nov | 0.41% | 12.31% | $1,000 |
| Dec | 4.96% | 17.88% | $1,000 |
| Year 2003 | |
| Jan | 1.18% | 1.18% | $1,000 |
| Feb | 2.46% | 3.67% | $1,000 |
| Mar | -1.45% | 2.17% | $1,000 |
| Apr | 1.95% | 4.16% | $1,000 |
| May | 5.54% | 9.93% | $1,000 |
| Jun | -0.61% | 9.26% | $1,000 |
| Jul | 1.46% | 10.85% | $1,000 |
| Aug | 1.60% | 12.63% | $1,000 |
| Sep | 1.79% | 14.64% | $1,000 |
| Oct | 3.63% | 18.80% | $1,000 |
| Nov | 0.67% | 19.60% | $1,000 |
| Dec | 2.99% | 23.18% | $1,000 |
| Year 2004 | |
| Jan | 0.95% | 0.95% | $1,000 |
| Feb | 4.12% | 5.11% | $1,000 |
| Mar | 1.79% | 6.99% | $1,000 |
| Apr | -0.63% | 6.32% | $1,000 |
| May | 0.07% | 6.39% | $1,000 |
| Jun | -0.78% | 5.56% | $1,000 |
| Jul | 0.72% | 6.32% | $1,000 |
| Aug | 1.44% | 7.85% | $1,000 |
| Sep | 1.86% | 9.86% | $1,000 |
| Oct | 2.08% | 12.14% | $1,000 |
| Nov | 3.88% | 16.49% | $1,000 |
| Dec | 0.40% | 16.96% | $1,000 |
| Year 2005 | |
| Jan | -0.75% | -0.75% | $1,000 |
| Feb | 0.84% | 0.08% | $1,000 |
| Mar | 0.22% | 0.30% | $1,000 |
| Apr | -0.29% | 0.01% | $1,000 |
| May | 2.07% | 2.08% | $1,000 |
| Jun | 1.58% | 3.70% | $1,000 |
| Jul | 0.65% | 4.37% | $1,000 |
| Aug | 1.15% | 5.57% | $1,000 |
| Sep | 1.85% | 7.52% | $1,000 |
| Oct | 0.66% | 8.23% | $1,000 |
| Nov | 2.20% | 10.61% | $1,000 |
| Dec | 0.71% | 11.40% | $1,000 |
| Year 2006 | |
| Jan | 1.63% | 1.63% | $1,000 |
| Feb | 0.49% | 2.13% | $1,000 |
| Mar | 1.71% | 3.87% | $1,000 |
| Apr | 2.98% | 6.97% | $1,000 |
| May | 0.40% | 7.40% | $1,000 |
| Jun | 0.22% | 7.63% | $1,000 |
| Jul | -0.39% | 7.21% | $1,000 |
| Aug | 0.50% | 7.75% | $1,000 |
| Sep | -0.15% | 7.59% | $1,000 |
| Oct | 1.81% | 9.54% | $1,000 |
| Nov | 2.96% | 12.78% | $1,000 |
| Dec | 0.89% | 13.78% | $1,000 |
| Year 2007 | |
| Jan | 1.37% | 1.37% | $1,000 |
| Feb | -0.34% | 1.03% | $1,000 |
| Mar | -1.53% | -0.52% | $1,000 |
| Apr | 0.13% | -0.39% | $1,000 |
| May | 1.91% | 1.51% | $1,000 |
| Jun | 1.47% | 3.00% | $1,000 |
| Jul | -0.56% | 2.43% | $1,000 |
| Aug | 0.55% | 2.99% | $1,000 |
| Sep | 6.21% | 9.39% | $1,000 |
| Oct | 1.83% | 11.39% | $1,000 |
| Nov | 3.14% | 14.89% | $1,000 |
| Dec | 3.56% | 18.98% | $1,000 |
| Year 2008 | |
| Jan | -0.21% | -0.21% | $1,000 |
| Feb | 5.60% | 5.38% | $1,000 |
| Mar | 2.02% | 7.51% | $1,000 |
| Apr | 1.03% | 8.61% | $1,000 |
| May | 2.40% | 11.22% | $1,000 |
| Jun | 3.20% | 14.78% | $1,000 |
| Jul | -0.60% | 14.09% | $1,000 |
| Aug | 2.04% | 16.42% | $1,000 |
| Sep | -2.83% | 13.12% | $1,000 |
| Oct | -1.76% | 11.13% | $1,000 |
| Nov | 0.30% | 11.47% | $1,000 |
| Dec | 0.97% | 12.55% | $1,000 |
| Year 2009 | |
| Jan | 0.00% | 0.00% | $1,000 |
| Feb | 0.59% | 0.59% | $1,000 |
| Mar | -0.41% | 0.18% | $1,000 |
| Apr | 1.04% | 1.22% | $1,000 |
| May | 2.91% | 4.16% | $1,000 |
| Jun | 0.14% | 4.31% | $1,000 |
| Jul | -1.11% | 3.15% | $1,000 |
| Aug | -0.09% | 3.06% | $1,000 |
| Sep | 0.86% | 3.95% | $1,000 |
| Oct | -0.94% | 2.97% | $1,000 |
| Nov | 3.04% | 6.10% | $1,000 |
| Dec | 0.07% | 6.17% | $1,000 |
| Year 2010 | |
| Jan | -0.01% | -0.01% | $1,000 |
| Feb | 0.78% | 0.77% | $1,000 |
| Mar | 0.53% | 1.30% | $1,000 |
| Apr | 0.62% | 1.93% | $1,000 |
| May | -2.59% | -0.71% | $1,000 |
| Jun | 1.99% | 1.27% | $1,000 |
| Jul | 0.15% | 1.42% | $1,000 |
| Aug | 2.21% | 3.66% | $1,000 |
| Sep | 2.03% | 5.77% | $1,000 |
| Oct | 2.05% | 7.93% | $1,000 |
| Nov | -0.90% | 6.96% | $1,000 |
| Dec | 3.36% | 10.56% | $1,000 |
| Year 2011 | |
| Jan | -0.34% | -0.34% | $1,000 |
| Feb | 0.49% | 0.15% | $1,000 |
| Mar | -0.03% | 0.12% | $1,000 |
| Apr | 2.38% | 2.50% | $1,000 |
| May | -1.23% | 1.24% | $1,000 |
| Jun | -1.50% | -0.28% | $1,000 |
| Jul | 2.44% | 2.15% | $1,000 |
| Aug | -2.10% | 0.01% | $1,000 |
| Sep | -0.71% | -0.70% | $1,000 |
| Oct | -1.75% | -2.44% | $1,000 |
| Nov | 0.56% | -1.89% | $1,000 |
| Dec | 0.74% | -1.17% | $1,000 |
| Year 2012 | |
| Jan | 0.14% | 0.14% | $1,000 |
| Feb | 1.13% | 1.27% | $1,000 |
| Mar | 0.03% | 1.30% | $1,000 |
| Apr | 1.25% | 2.57% | $1,000 |
| May | -1.21% | 1.33% | $1,000 |
| Jun | 3.07% | 4.44% | $1,000 |
| Jul | 3.69% | 8.29% | $1,000 |
| Aug | 0.89% | 9.26% | $1,000 |
| Sep | -0.18% | 9.06% | $1,000 |
| Oct | 0.23% | 9.31% | $1,000 |
| Nov | 0.52% | 9.88% | $1,000 |
| Dec | -0.33% | 9.52% | $1,000 |
| Year 2013 | |
| Jan | 1.21% | 1.21% | $1,000 |
| Feb | 1.16% | 2.38% | $1,000 |
| Mar | -0.48% | 1.89% | $1,000 |
| Apr | -1.34% | 0.53% | $1,000 |
| May | -2.39% | -1.88% | $1,000 |
| Jun | 0.48% | -1.40% | $1,000 |
| Jul | 0.80% | -0.62% | $1,000 |
| Aug | 0.41% | -0.21% | $1,000 |
| Sep | 0.17% | -0.04% | $1,000 |
| Oct | 0.54% | 0.50% | $1,000 |
| Nov | 0.56% | 1.06% | $1,000 |
| Dec | 1.17% | 2.25% | $1,000 |
| Year 2014 | |
| Jan | 0.00% | 0.00% | $1,000 |
| Feb | 1.98% | 1.98% | $1,000 |
| Mar | 1.07% | 3.07% | $1,000 |
| Apr | 0.19% | 3.27% | $1,000 |
| May | 0.55% | 3.83% | $1,000 |
| Jun | 1.08% | 4.96% | $1,000 |
| Jul | 0.51% | 5.49% | $1,000 |
| Aug | 2.28% | 7.90% | $1,000 |
| Sep | 0.92% | 8.89% | $1,000 |
| Oct | -5.00% | 3.45% | $1,000 |
| Nov | -0.31% | 3.12% | $1,000 |
| Dec | -0.42% | 2.69% | $1,000 |
| Year 2015 | |
| Jan | 1.90% | 1.90% | $1,000 |
| Feb | -0.73% | 1.16% | $1,000 |
| Mar | 1.07% | 2.24% | $1,000 |
| Apr | 0.84% | 3.10% | $1,000 |
| May | 0.50% | 3.61% | $1,000 |
| Jun | 0.11% | 3.73% | $1,000 |
| Jul | 0.15% | 3.88% | $1,000 |
| Aug | -2.80% | 0.97% | $1,000 |
| Sep | 0.32% | 1.30% | $1,000 |
| Oct | -0.20% | 1.09% | $1,000 |
| Nov | -0.16% | 0.93% | $1,000 |
| Dec | 0.03% | 0.96% | $1,000 |
| Year 2016 | |
| Jan | -1.07% | -1.07% | $1,000 |
| Feb | 0.89% | -0.19% | $1,000 |
| Mar | -0.07% | -0.26% | $1,000 |
| Apr | 0.29% | 0.03% | $1,000 |
| May | 1.24% | 1.27% | $1,000 |
| Jun | -0.59% | 0.67% | $1,000 |
| Jul | -0.48% | 0.19% | $1,000 |
| Aug | -0.06% | 0.13% | $1,000 |
| Sep | 0.05% | 0.18% | $1,000 |
| Oct | 0.97% | 1.15% | $1,000 |
| Nov | 1.00% | 2.16% | $1,000 |
| Dec | -0.23% | 1.93% | $1,000 |
| Year 2017 | |
| Jan | 0.93% | 0.93% | $1,000 |
| Feb | -0.26% | 0.67% | $1,000 |
| Mar | 0.83% | 1.50% | $1,000 |
| Apr | 0.08% | 1.58% | $1,000 |
| May | -0.29% | 1.29% | $1,000 |
| Jun | 0.54% | 1.84% | $1,000 |
| Jul | 0.89% | 2.74% | $1,000 |
| Aug | 0.30% | 3.05% | $1,000 |
| Sep | 0.08% | 3.13% | $1,000 |
| Oct | 0.23% | 3.37% | $1,000 |
| Nov | 0.01% | 3.38% | $1,000 |
| Dec | 1.31% | 4.74% | $1,000 |
| Year 2018 | |
| Jan | 1.36% | 1.36% | $1,000 |
| Feb | -5.11% | -3.82% | $1,000 |
| Mar | 0.27% | -3.56% | $1,000 |
| Apr | 0.85% | -2.74% | $1,000 |
| May | 0.48% | -2.27% | $1,000 |
| Jun | -0.88% | -3.13% | $1,000 |
| Jul | 0.30% | -2.84% | $1,000 |
| Aug | -0.26% | -3.10% | $1,000 |
| Sep | -0.18% | -3.27% | $1,000 |
| Oct | -0.43% | -3.69% | $1,000 |
| Nov | -1.22% | -4.86% | $1,000 |
| Dec | -1.62% | -6.40% | $1,000 |
| Year 2019 | |
| Jan | 0.33% | 0.33% | $1,000 |
| Feb | -0.32% | 0.01% | $1,000 |
| Mar | 1.00% | 1.01% | $1,000 |
| Apr | -0.17% | 0.84% | $1,000 |
| May | 0.57% | 1.41% | $1,000 |
| Jun | 0.40% | 1.82% | $1,000 |
| Jul | 0.06% | 1.88% | $1,000 |
| Aug | 0.06% | 1.94% | $1,000 |
| Sep | 0.83% | 2.79% | $1,000 |
| Oct | 0.75% | 3.56% | $1,000 |
| Nov | -0.32% | 3.23% | $1,000 |
| Dec | 0.37% | 3.61% | $1,000 |
| Year 2020 | |
| Jan | 0.00% | 0.00% | $1,000 |
| Feb | -0.63% | -0.63% | $1,000 |
| Mar | 1.65% | 1.01% | $1,000 |
| Apr | 1.35% | 2.37% | $1,000 |
| May | 0.49% | 2.87% | $1,000 |
| Jun | -0.07% | 2.80% | $1,000 |
| Jul | 1.50% | 4.34% | $1,000 |
| Aug | 0.57% | 4.94% | $1,000 |
| Sep | -0.23% | 4.70% | $1,000 |
| Oct | 0.00% | 4.70% | $1,000 |
| Nov | 0.64% | 5.37% | $1,000 |
| Dec | 1.88% | 7.35% | $1,000 |
| Year 2021 | |
| Jan | 0.14% | 0.14% | $1,000 |
| Feb | 0.52% | 0.66% | $1,000 |
| Mar | 0.67% | 1.34% | $1,000 |
| Apr | 1.14% | 2.49% | $1,000 |
| May | 0.17% | 2.66% | $1,000 |
| Jun | -0.26% | 2.40% | $1,000 |
| Jul | -0.16% | 2.23% | $1,000 |
| Aug | 0.13% | 2.37% | $1,000 |
| Sep | 0.37% | 2.75% | $1,000 |
| Oct | 0.33% | 3.08% | $1,000 |
| Nov | 0.94% | 4.05% | $1,000 |
| Dec | 0.83% | 4.92% | $1,000 |
| Year 2022 | |
| Jan | 0.04% | 0.04% | $1,000 |
| Feb | 1.50% | 1.54% | $1,000 |
| Mar | 0.94% | 2.50% | $1,000 |
| Apr | 0.22% | 2.72% | $1,000 |
| May | -0.84% | 1.86% | $1,000 |
| Jun | -0.98% | 0.86% | $1,000 |
| Jul | -0.20% | 0.66% | $1,000 |
| Aug | 0.06% | 0.72% | $1,000 |
| Sep | 0.38% | 1.10% | $1,000 |
| Oct | -0.38% | 0.72% | $1,000 |
| Nov | -0.66% | 0.05% | $1,000 |
| Dec | 1.73% | 1.78% | $1,000 |
| Year 2023 | |
| Jan | 0.63% | 0.63% | $1,000 |
| Feb | -0.47% | 0.16% | $1,000 |
| Mar | 1.01% | 1.17% | $1,000 |
| Apr | 0.04% | 1.21% | $1,000 |
| May | -0.80% | 0.40% | $1,000 |
| Jun | 0.37% | 0.77% | $1,000 |
| Jul | 0.88% | 1.66% | $1,000 |
| Aug | -0.31% | 1.34% | $1,000 |
| Sep | -0.47% | 0.87% | $1,000 |
| Oct | 1.85% | 2.73% | $1,000 |
| Nov | -0.01% | 2.72% | $1,000 |
| Dec | 2.47% | 5.26% | $1,000 |
| Year 2024 | |
| Jan | -0.31% | -0.31% | $1,000 |
| Feb | 0.12% | -0.19% | $1,000 |
| Mar | 0.21% | 0.02% | $1,000 |
| Apr | 0.12% | 0.14% | $1,000 |
| May | -0.08% | 0.06% | $1,000 |
| Jun | -1.25% | -1.19% | $1,000 |
| Jul | 0.98% | -0.22% | $1,000 |
| Aug | 0.40% | 0.18% | $1,000 |
| Sep | 0.96% | 1.14% | $1,000 |
| Oct | -0.43% | 0.70% | $1,000 |
| Nov | 0.03% | 0.73% | $1,000 |
| Dec | -0.52% | 0.21% | $1,000 |
| Year 2025 | |
| Jan | 0.17% | 0.17% | $1,000 |
| Feb | -0.20% | -0.03% | $1,000 |
| Mar | 0.94% | 0.91% | $1,000 |
| Apr | -0.14% | 0.77% | $1,000 |
| May | 0.13% | 0.90% | $1,000 |
| Jun | -0.15% | 0.75% | $1,000 |
| Jul | -0.32% | 0.43% | $1,000 |
| Aug | -0.32% | 0.10% | $1,000 |
| Sep | 1.49% | 1.60% | $1,000 |
| Oct | 0.45% | 2.05% | $1,000 |
| Nov | 0.00% | 2.05% | $1,000 |