AutumnGold
AG Systematic CTA Index
Monthly performance from Dec 1975 to Dec 2025
| Month |
Return |
YTD |
Assets |
| Year 2000 | |
| Jan | 2.60% | 2.60% | $1,000 |
| Feb | 0.86% | 3.48% | $1,000 |
| Mar | -1.33% | 2.11% | $1,000 |
| Apr | -0.08% | 2.02% | $1,000 |
| May | 1.84% | 3.90% | $1,000 |
| Jun | -0.91% | 2.96% | $1,000 |
| Jul | -0.69% | 2.25% | $1,000 |
| Aug | 4.14% | 6.48% | $1,000 |
| Sep | -1.22% | 5.18% | $1,000 |
| Oct | 1.60% | 6.86% | $1,000 |
| Nov | 4.56% | 11.74% | $1,000 |
| Dec | 8.29% | 21.00% | $1,000 |
| Year 2001 | |
| Jan | 0.63% | 0.63% | $1,000 |
| Feb | 0.08% | 0.71% | $1,000 |
| Mar | 6.10% | 6.85% | $1,000 |
| Apr | -3.03% | 3.62% | $1,000 |
| May | 1.62% | 5.29% | $1,000 |
| Jun | -0.17% | 5.12% | $1,000 |
| Jul | -0.83% | 4.24% | $1,000 |
| Aug | 2.67% | 7.03% | $1,000 |
| Sep | 2.48% | 9.68% | $1,000 |
| Oct | 3.60% | 13.63% | $1,000 |
| Nov | -4.26% | 8.79% | $1,000 |
| Dec | 1.91% | 10.87% | $1,000 |
| Year 2002 | |
| Jan | 0.03% | 0.03% | $1,000 |
| Feb | -2.08% | -2.05% | $1,000 |
| Mar | 0.83% | -1.24% | $1,000 |
| Apr | -0.40% | -1.63% | $1,000 |
| May | 3.74% | 2.05% | $1,000 |
| Jun | 7.29% | 9.49% | $1,000 |
| Jul | 3.27% | 13.07% | $1,000 |
| Aug | 1.65% | 14.93% | $1,000 |
| Sep | 3.21% | 18.62% | $1,000 |
| Oct | -3.52% | 14.45% | $1,000 |
| Nov | -1.80% | 12.39% | $1,000 |
| Dec | 6.25% | 19.41% | $1,000 |
| Year 2003 | |
| Jan | 3.93% | 3.93% | $1,000 |
| Feb | 3.26% | 7.32% | $1,000 |
| Mar | -3.66% | 3.39% | $1,000 |
| Apr | 1.75% | 5.20% | $1,000 |
| May | 6.00% | 11.51% | $1,000 |
| Jun | -1.78% | 9.53% | $1,000 |
| Jul | -0.78% | 8.67% | $1,000 |
| Aug | 0.42% | 9.13% | $1,000 |
| Sep | 0.84% | 10.05% | $1,000 |
| Oct | 2.32% | 12.60% | $1,000 |
| Nov | 0.25% | 12.88% | $1,000 |
| Dec | 3.64% | 16.99% | $1,000 |
| Year 2004 | |
| Jan | 0.97% | 0.97% | $1,000 |
| Feb | 4.13% | 5.14% | $1,000 |
| Mar | 0.46% | 5.62% | $1,000 |
| Apr | -2.66% | 2.81% | $1,000 |
| May | -0.69% | 2.10% | $1,000 |
| Jun | -1.99% | 0.07% | $1,000 |
| Jul | -0.04% | 0.03% | $1,000 |
| Aug | -0.28% | -0.25% | $1,000 |
| Sep | 1.48% | 1.23% | $1,000 |
| Oct | 2.85% | 4.11% | $1,000 |
| Nov | 4.33% | 8.62% | $1,000 |
| Dec | 0.06% | 8.69% | $1,000 |
| Year 2005 | |
| Jan | -2.22% | -2.22% | $1,000 |
| Feb | 0.69% | -1.55% | $1,000 |
| Mar | 0.30% | -1.25% | $1,000 |
| Apr | -1.86% | -3.09% | $1,000 |
| May | 2.28% | -0.88% | $1,000 |
| Jun | 2.07% | 1.17% | $1,000 |
| Jul | 0.28% | 1.46% | $1,000 |
| Aug | 1.13% | 2.60% | $1,000 |
| Sep | 1.49% | 4.13% | $1,000 |
| Oct | 0.15% | 4.29% | $1,000 |
| Nov | 3.38% | 7.81% | $1,000 |
| Dec | 0.04% | 7.86% | $1,000 |
| Year 2006 | |
| Jan | 1.73% | 1.73% | $1,000 |
| Feb | -0.87% | 0.84% | $1,000 |
| Mar | 1.81% | 2.67% | $1,000 |
| Apr | 3.47% | 6.23% | $1,000 |
| May | -0.09% | 6.14% | $1,000 |
| Jun | -0.79% | 5.30% | $1,000 |
| Jul | -1.60% | 3.61% | $1,000 |
| Aug | 1.03% | 4.68% | $1,000 |
| Sep | -0.32% | 4.35% | $1,000 |
| Oct | 1.00% | 5.39% | $1,000 |
| Nov | 2.33% | 7.85% | $1,000 |
| Dec | 0.50% | 8.38% | $1,000 |
| Year 2007 | |
| Jan | 1.09% | 1.09% | $1,000 |
| Feb | -0.96% | 0.12% | $1,000 |
| Mar | -1.88% | -1.76% | $1,000 |
| Apr | 1.82% | 0.03% | $1,000 |
| May | 2.02% | 2.05% | $1,000 |
| Jun | 1.71% | 3.79% | $1,000 |
| Jul | -1.36% | 2.38% | $1,000 |
| Aug | -1.27% | 1.08% | $1,000 |
| Sep | 6.14% | 7.29% | $1,000 |
| Oct | 2.83% | 10.32% | $1,000 |
| Nov | 1.70% | 12.20% | $1,000 |
| Dec | 2.43% | 14.92% | $1,000 |
| Year 2008 | |
| Jan | 1.37% | 1.37% | $1,000 |
| Feb | 7.13% | 8.60% | $1,000 |
| Mar | 0.07% | 8.67% | $1,000 |
| Apr | 0.00% | 8.67% | $1,000 |
| May | 2.08% | 10.93% | $1,000 |
| Jun | 2.59% | 13.81% | $1,000 |
| Jul | -2.48% | 10.98% | $1,000 |
| Aug | 0.97% | 12.06% | $1,000 |
| Sep | -0.36% | 11.66% | $1,000 |
| Oct | 3.46% | 15.52% | $1,000 |
| Nov | 2.03% | 17.87% | $1,000 |
| Dec | 1.78% | 19.96% | $1,000 |
| Year 2009 | |
| Jan | -0.35% | -0.35% | $1,000 |
| Feb | 0.60% | 0.25% | $1,000 |
| Mar | -1.56% | -1.32% | $1,000 |
| Apr | -0.32% | -1.63% | $1,000 |
| May | 2.37% | 0.70% | $1,000 |
| Jun | -0.66% | 0.03% | $1,000 |
| Jul | -0.64% | -0.61% | $1,000 |
| Aug | 0.87% | 0.26% | $1,000 |
| Sep | 1.30% | 1.56% | $1,000 |
| Oct | -1.51% | 0.03% | $1,000 |
| Nov | 3.54% | 3.57% | $1,000 |
| Dec | -1.47% | 2.05% | $1,000 |
| Year 2010 | |
| Jan | -2.05% | -2.05% | $1,000 |
| Feb | 0.38% | -1.68% | $1,000 |
| Mar | 1.67% | -0.04% | $1,000 |
| Apr | 0.50% | 0.46% | $1,000 |
| May | -2.04% | -1.59% | $1,000 |
| Jun | 0.82% | -0.78% | $1,000 |
| Jul | 0.08% | -0.70% | $1,000 |
| Aug | 2.39% | 1.67% | $1,000 |
| Sep | 2.24% | 3.95% | $1,000 |
| Oct | 2.97% | 7.04% | $1,000 |
| Nov | -1.87% | 5.04% | $1,000 |
| Dec | 4.48% | 9.74% | $1,000 |
| Year 2011 | |
| Jan | -0.22% | -0.22% | $1,000 |
| Feb | 1.07% | 0.85% | $1,000 |
| Mar | -1.42% | -0.58% | $1,000 |
| Apr | 3.16% | 2.56% | $1,000 |
| May | -3.18% | -0.70% | $1,000 |
| Jun | -2.15% | -2.84% | $1,000 |
| Jul | 2.12% | -0.78% | $1,000 |
| Aug | 0.00% | -0.78% | $1,000 |
| Sep | -0.06% | -0.84% | $1,000 |
| Oct | -2.95% | -3.76% | $1,000 |
| Nov | 0.32% | -3.46% | $1,000 |
| Dec | 0.30% | -3.17% | $1,000 |
| Year 2012 | |
| Jan | -0.17% | -0.17% | $1,000 |
| Feb | 1.07% | 0.90% | $1,000 |
| Mar | -0.95% | -0.06% | $1,000 |
| Apr | -0.01% | -0.07% | $1,000 |
| May | 2.88% | 2.81% | $1,000 |
| Jun | -2.92% | -0.19% | $1,000 |
| Jul | 2.71% | 2.51% | $1,000 |
| Aug | -0.37% | 2.13% | $1,000 |
| Sep | -1.26% | 0.84% | $1,000 |
| Oct | -2.22% | -1.39% | $1,000 |
| Nov | -0.09% | -1.48% | $1,000 |
| Dec | 0.69% | -0.80% | $1,000 |
| Year 2013 | |
| Jan | 1.16% | 1.16% | $1,000 |
| Feb | -1.52% | -0.38% | $1,000 |
| Mar | 0.78% | 0.40% | $1,000 |
| Apr | -0.04% | 0.36% | $1,000 |
| May | -2.09% | -1.74% | $1,000 |
| Jun | -1.34% | -3.05% | $1,000 |
| Jul | -1.43% | -4.44% | $1,000 |
| Aug | -0.96% | -5.36% | $1,000 |
| Sep | -0.23% | -5.58% | $1,000 |
| Oct | 1.11% | -4.53% | $1,000 |
| Nov | 1.01% | -3.56% | $1,000 |
| Dec | 0.91% | -2.69% | $1,000 |
| Year 2014 | |
| Jan | -1.63% | -1.63% | $1,000 |
| Feb | 2.04% | 0.38% | $1,000 |
| Mar | -0.33% | 0.05% | $1,000 |
| Apr | 0.39% | 0.44% | $1,000 |
| May | 0.64% | 1.08% | $1,000 |
| Jun | 1.01% | 2.10% | $1,000 |
| Jul | 0.09% | 2.19% | $1,000 |
| Aug | 1.87% | 4.10% | $1,000 |
| Sep | 2.99% | 7.21% | $1,000 |
| Oct | -0.77% | 6.39% | $1,000 |
| Nov | 3.30% | 9.90% | $1,000 |
| Dec | 1.11% | 11.12% | $1,000 |
| Year 2015 | |
| Jan | 3.25% | 3.25% | $1,000 |
| Feb | -0.31% | 2.93% | $1,000 |
| Mar | -0.40% | 2.52% | $1,000 |
| Apr | -2.10% | 0.37% | $1,000 |
| May | -0.07% | 0.30% | $1,000 |
| Jun | -2.38% | -2.09% | $1,000 |
| Jul | 1.16% | -0.96% | $1,000 |
| Aug | -2.36% | -3.29% | $1,000 |
| Sep | 1.02% | -2.31% | $1,000 |
| Oct | -1.70% | -3.97% | $1,000 |
| Nov | 2.33% | -1.73% | $1,000 |
| Dec | -1.86% | -3.56% | $1,000 |
| Year 2016 | |
| Jan | 1.29% | 1.29% | $1,000 |
| Feb | 2.41% | 3.73% | $1,000 |
| Mar | -1.86% | 1.80% | $1,000 |
| Apr | -0.09% | 1.71% | $1,000 |
| May | -1.00% | 0.69% | $1,000 |
| Jun | 2.44% | 3.15% | $1,000 |
| Jul | 0.49% | 3.66% | $1,000 |
| Aug | -2.23% | 1.34% | $1,000 |
| Sep | -0.44% | 0.90% | $1,000 |
| Oct | -2.06% | -1.18% | $1,000 |
| Nov | 0.02% | -1.16% | $1,000 |
| Dec | 0.34% | -0.82% | $1,000 |
| Year 2017 | |
| Jan | -1.22% | -1.22% | $1,000 |
| Feb | 0.43% | -0.80% | $1,000 |
| Mar | -0.71% | -1.50% | $1,000 |
| Apr | 0.53% | -0.98% | $1,000 |
| May | 0.15% | -0.83% | $1,000 |
| Jun | -1.08% | -1.90% | $1,000 |
| Jul | 0.78% | -1.13% | $1,000 |
| Aug | 0.72% | -0.42% | $1,000 |
| Sep | -1.72% | -2.14% | $1,000 |
| Oct | 2.59% | 0.40% | $1,000 |
| Nov | -0.08% | 0.32% | $1,000 |
| Dec | 1.17% | 1.49% | $1,000 |
| Year 2018 | |
| Jan | 3.38% | 3.38% | $1,000 |
| Feb | -5.34% | -2.14% | $1,000 |
| Mar | -1.12% | -3.24% | $1,000 |
| Apr | 0.08% | -3.16% | $1,000 |
| May | -0.25% | -3.40% | $1,000 |
| Jun | -0.12% | -3.52% | $1,000 |
| Jul | -0.05% | -3.57% | $1,000 |
| Aug | 1.62% | -2.00% | $1,000 |
| Sep | -0.67% | -2.66% | $1,000 |
| Oct | -2.60% | -5.19% | $1,000 |
| Nov | 1.05% | -4.20% | $1,000 |
| Dec | -0.26% | -4.44% | $1,000 |
| Year 2019 | |
| Jan | -0.46% | -0.46% | $1,000 |
| Feb | 0.00% | -0.46% | $1,000 |
| Mar | 1.20% | 0.73% | $1,000 |
| Apr | 1.04% | 1.78% | $1,000 |
| May | -1.44% | 0.32% | $1,000 |
| Jun | 2.21% | 2.53% | $1,000 |
| Jul | 0.77% | 3.32% | $1,000 |
| Aug | 2.46% | 5.86% | $10,000 |
| Sep | -2.39% | 3.33% | $1,000 |
| Oct | -1.21% | 2.08% | $1,000 |
| Nov | 0.34% | 2.43% | $1,000 |
| Dec | 0.49% | 2.93% | $1,000 |
| Year 2020 | |
| Jan | 0.76% | 0.76% | $1,000 |
| Feb | -0.10% | 0.66% | $1,000 |
| Mar | 2.95% | 3.63% | $1,000 |
| Apr | 0.55% | 4.20% | $1,000 |
| May | -0.46% | 3.72% | $1,000 |
| Jun | 0.04% | 3.76% | $1,000 |
| Jul | 1.49% | 5.31% | $1,000 |
| Aug | 0.67% | 6.01% | $1,000 |
| Sep | -1.92% | 3.98% | $1,000 |
| Oct | -0.64% | 3.31% | $1,000 |
| Nov | 2.13% | 5.51% | $1,000 |
| Dec | 2.84% | 8.51% | $1,000 |
| Year 2021 | |
| Jan | -0.27% | -0.27% | $1,000 |
| Feb | 2.87% | 2.59% | $1,000 |
| Mar | 0.44% | 3.04% | $1,000 |
| Apr | 1.98% | 5.08% | $1,000 |
| May | 0.44% | 5.55% | $1,000 |
| Jun | -0.11% | 5.43% | $1,000 |
| Jul | 0.70% | 6.17% | $1,000 |
| Aug | 0.19% | 6.37% | $1,000 |
| Sep | -0.64% | 5.69% | $1,000 |
| Oct | 1.56% | 7.34% | $1,000 |
| Nov | -1.33% | 5.91% | $1,000 |
| Dec | 0.13% | 6.05% | $1,000 |
| Year 2022 | |
| Jan | 0.29% | 0.29% | $1,000 |
| Feb | 1.02% | 1.31% | $1,000 |
| Mar | 3.83% | 5.19% | $1,000 |
| Apr | 2.09% | 7.39% | $1,000 |
| May | -0.17% | 7.21% | $1,000 |
| Jun | -0.60% | 6.57% | $1,000 |
| Jul | -0.23% | 6.32% | $1,000 |
| Aug | 0.23% | 6.57% | $1,000 |
| Sep | 0.91% | 7.54% | $1,000 |
| Oct | -0.12% | 7.41% | $1,000 |
| Nov | -1.60% | 5.69% | $1,000 |
| Dec | -0.44% | 5.22% | $1,000 |
| Year 2023 | |
| Jan | 0.43% | 0.43% | $1,000 |
| Feb | -0.45% | -0.02% | $1,000 |
| Mar | -0.92% | -0.94% | $1,000 |
| Apr | 1.64% | 0.68% | $1,000 |
| May | 0.86% | 1.55% | $1,000 |
| Jun | 1.11% | 2.68% | $1,000 |
| Jul | -0.07% | 2.60% | $1,000 |
| Aug | -0.61% | 1.98% | $1,000 |
| Sep | 0.00% | 1.98% | $1,000 |
| Oct | -0.79% | 1.17% | $1,000 |
| Nov | 0.03% | 1.20% | $1,000 |
| Dec | 1.34% | 2.56% | $1,000 |
| Year 2024 | |
| Jan | 0.05% | 0.05% | $1,000 |
| Feb | 2.95% | 3.00% | $1,000 |
| Mar | 2.13% | 5.20% | $1,000 |
| Apr | 0.88% | 6.12% | $1,000 |
| May | 0.07% | 6.20% | $1,000 |
| Jun | -0.32% | 5.86% | $1,000 |
| Jul | -0.23% | 5.61% | $1,000 |
| Aug | -1.30% | 4.24% | $1,000 |
| Sep | 0.69% | 4.96% | $1,000 |
| Oct | -1.57% | 3.31% | $1,000 |
| Nov | 1.17% | 4.52% | $1,000 |
| Dec | 0.51% | 5.05% | $1,000 |
| Year 2025 | |
| Jan | 0.25% | 0.25% | $1,000 |
| Feb | -0.73% | -0.48% | $1,000 |
| Mar | -0.19% | -0.67% | $1,000 |
| Apr | -1.31% | -1.97% | $1,000 |
| May | -0.46% | -2.42% | $1,000 |
| Jun | 0.26% | -2.17% | $1,000 |
| Jul | 0.11% | -2.06% | $1,000 |
| Aug | 0.40% | -1.67% | $1,000 |
| Sep | 2.02% | 0.32% | $1,000 |
| Oct | 1.39% | 1.71% | $1,000 |
| Nov | 0.14% | 1.85% | $1,000 |