AutumnGold
AG Non Equity CTA Index
Monthly performance from Dec 1975 to Dec 2025
| Month |
Return |
YTD |
Assets |
| Year 2000 | |
| Jan | 2.40% | 2.40% | $1,000 |
| Feb | 0.38% | 2.79% | $1,000 |
| Mar | -1.29% | 1.46% | $1,000 |
| Apr | -0.36% | 1.10% | $1,000 |
| May | 1.94% | 3.06% | $1,000 |
| Jun | -0.59% | 2.45% | $1,000 |
| Jul | -0.49% | 1.95% | $1,000 |
| Aug | 3.52% | 5.54% | $1,000 |
| Sep | -0.97% | 4.51% | $1,000 |
| Oct | 1.39% | 5.97% | $1,000 |
| Nov | 4.44% | 10.67% | $1,000 |
| Dec | 8.06% | 19.59% | $1,000 |
| Year 2001 | |
| Jan | 0.62% | 0.62% | $1,000 |
| Feb | 0.34% | 0.96% | $1,000 |
| Mar | 5.67% | 6.69% | $1,000 |
| Apr | -3.40% | 3.06% | $1,000 |
| May | 1.10% | 4.19% | $1,000 |
| Jun | -0.43% | 3.74% | $1,000 |
| Jul | -0.63% | 3.09% | $1,000 |
| Aug | 2.25% | 5.41% | $1,000 |
| Sep | 2.73% | 8.29% | $1,000 |
| Oct | 3.70% | 12.30% | $1,000 |
| Nov | -4.56% | 7.17% | $1,000 |
| Dec | 1.49% | 8.77% | $1,000 |
| Year 2002 | |
| Jan | -0.33% | -0.33% | $1,000 |
| Feb | -1.86% | -2.18% | $1,000 |
| Mar | 0.62% | -1.58% | $1,000 |
| Apr | -0.21% | -1.78% | $1,000 |
| May | 4.05% | 2.19% | $1,000 |
| Jun | 6.97% | 9.32% | $1,000 |
| Jul | 3.73% | 13.39% | $1,000 |
| Aug | 1.82% | 15.46% | $1,000 |
| Sep | 3.18% | 19.13% | $1,000 |
| Oct | -2.76% | 15.84% | $1,000 |
| Nov | -1.32% | 14.31% | $1,000 |
| Dec | 5.52% | 20.62% | $1,000 |
| Year 2003 | |
| Jan | 3.94% | 3.94% | $1,000 |
| Feb | 2.96% | 7.02% | $1,000 |
| Mar | -4.23% | 2.49% | $1,000 |
| Apr | 1.32% | 3.84% | $1,000 |
| May | 5.62% | 9.68% | $1,000 |
| Jun | -2.13% | 7.34% | $1,000 |
| Jul | -0.23% | 7.10% | $1,000 |
| Aug | 0.73% | 7.88% | $1,000 |
| Sep | 1.35% | 9.33% | $1,000 |
| Oct | 2.15% | 11.68% | $1,000 |
| Nov | -0.04% | 11.64% | $1,000 |
| Dec | 3.75% | 15.83% | $1,000 |
| Year 2004 | |
| Jan | 0.94% | 0.94% | $1,000 |
| Feb | 4.54% | 5.52% | $1,000 |
| Mar | 0.82% | 6.39% | $1,000 |
| Apr | -3.23% | 2.95% | $1,000 |
| May | -0.59% | 2.34% | $1,000 |
| Jun | -2.21% | 0.08% | $1,000 |
| Jul | 0.10% | 0.18% | $1,000 |
| Aug | -0.77% | -0.59% | $1,000 |
| Sep | 1.53% | 0.93% | $1,000 |
| Oct | 2.72% | 3.68% | $1,000 |
| Nov | 3.97% | 7.79% | $1,000 |
| Dec | -0.17% | 7.61% | $1,000 |
| Year 2005 | |
| Jan | -2.26% | -2.26% | $1,000 |
| Feb | 0.33% | -1.94% | $1,000 |
| Mar | 0.03% | -1.91% | $1,000 |
| Apr | -1.97% | -3.84% | $1,000 |
| May | 2.62% | -1.32% | $1,000 |
| Jun | 2.46% | 1.11% | $1,000 |
| Jul | 0.35% | 1.46% | $1,000 |
| Aug | 1.07% | 2.55% | $1,000 |
| Sep | 1.34% | 3.92% | $1,000 |
| Oct | -0.15% | 3.76% | $1,000 |
| Nov | 3.46% | 7.35% | $1,000 |
| Dec | -0.02% | 7.33% | $1,000 |
| Year 2006 | |
| Jan | 1.87% | 1.87% | $1,000 |
| Feb | -0.88% | 0.97% | $1,000 |
| Mar | 2.00% | 2.99% | $1,000 |
| Apr | 3.63% | 6.73% | $1,000 |
| May | -0.04% | 6.69% | $1,000 |
| Jun | -0.92% | 5.71% | $1,000 |
| Jul | -1.53% | 4.09% | $1,000 |
| Aug | 0.53% | 4.64% | $1,000 |
| Sep | -0.59% | 4.02% | $1,000 |
| Oct | 1.64% | 5.73% | $1,000 |
| Nov | 2.97% | 8.87% | $1,000 |
| Dec | 0.49% | 9.40% | $1,000 |
| Year 2007 | |
| Jan | 1.09% | 1.09% | $1,000 |
| Feb | -0.07% | 1.02% | $1,000 |
| Mar | -1.63% | -0.63% | $1,000 |
| Apr | 2.22% | 1.58% | $1,000 |
| May | 1.45% | 3.05% | $1,000 |
| Jun | 2.13% | 5.25% | $1,000 |
| Jul | -0.83% | 4.37% | $1,000 |
| Aug | -1.13% | 3.19% | $1,000 |
| Sep | 5.92% | 9.30% | $1,000 |
| Oct | 3.00% | 12.58% | $1,000 |
| Nov | 1.49% | 14.26% | $1,000 |
| Dec | 2.89% | 17.56% | $1,000 |
| Year 2008 | |
| Jan | 2.50% | 2.50% | $1,000 |
| Feb | 6.78% | 9.45% | $1,000 |
| Mar | 0.10% | 9.56% | $1,000 |
| Apr | 0.52% | 10.13% | $1,000 |
| May | 1.93% | 12.25% | $1,000 |
| Jun | 3.33% | 15.99% | $1,000 |
| Jul | -2.52% | 13.07% | $1,000 |
| Aug | 0.99% | 14.19% | $1,000 |
| Sep | 0.47% | 14.73% | $1,000 |
| Oct | 3.95% | 19.26% | $1,000 |
| Nov | 1.55% | 21.11% | $1,000 |
| Dec | 1.60% | 23.04% | $1,000 |
| Year 2009 | |
| Jan | 0.15% | 0.15% | $1,000 |
| Feb | 0.44% | 0.59% | $1,000 |
| Mar | -0.75% | -0.16% | $1,000 |
| Apr | 0.16% | -0.00% | $1,000 |
| May | 2.90% | 2.90% | $1,000 |
| Jun | -0.39% | 2.49% | $1,000 |
| Jul | -0.07% | 2.42% | $1,000 |
| Aug | 0.84% | 3.28% | $1,000 |
| Sep | 1.31% | 4.64% | $1,000 |
| Oct | -0.69% | 3.91% | $1,000 |
| Nov | 2.78% | 6.80% | $1,000 |
| Dec | -0.80% | 5.95% | $1,000 |
| Year 2010 | |
| Jan | -1.49% | -1.49% | $1,000 |
| Feb | 0.53% | -0.97% | $1,000 |
| Mar | 1.57% | 0.59% | $1,000 |
| Apr | 0.97% | 1.56% | $1,000 |
| May | -0.59% | 0.96% | $1,000 |
| Jun | 0.64% | 1.61% | $1,000 |
| Jul | -0.47% | 1.13% | $1,000 |
| Aug | 2.09% | 3.25% | $1,000 |
| Sep | 2.71% | 6.04% | $1,000 |
| Oct | 2.98% | 9.20% | $1,000 |
| Nov | -1.53% | 7.53% | $1,000 |
| Dec | 4.23% | 12.08% | $1,000 |
| Year 2011 | |
| Jan | 0.23% | 0.23% | $1,000 |
| Feb | 1.23% | 1.46% | $1,000 |
| Mar | -0.48% | 0.98% | $1,000 |
| Apr | 2.81% | 3.81% | $1,000 |
| May | -1.97% | 1.77% | $1,000 |
| Jun | -1.72% | 0.02% | $1,000 |
| Jul | 1.73% | 1.75% | $1,000 |
| Aug | 0.29% | 2.04% | $1,000 |
| Sep | -0.27% | 1.77% | $1,000 |
| Oct | -1.98% | -0.25% | $1,000 |
| Nov | 0.37% | 0.12% | $1,000 |
| Dec | 0.55% | 0.67% | $1,000 |
| Year 2012 | |
| Jan | 0.01% | 0.01% | $1,000 |
| Feb | 0.95% | 0.96% | $1,000 |
| Mar | 0.47% | 1.43% | $1,000 |
| Apr | 0.25% | 1.69% | $1,000 |
| May | 1.72% | 3.44% | $1,000 |
| Jun | -1.23% | 2.16% | $1,000 |
| Jul | 2.94% | 5.17% | $1,000 |
| Aug | 0.20% | 5.38% | $1,000 |
| Sep | -0.73% | 4.61% | $1,000 |
| Oct | -1.81% | 2.72% | $1,000 |
| Nov | -0.09% | 2.62% | $1,000 |
| Dec | 0.24% | 2.87% | $1,000 |
| Year 2013 | |
| Jan | 1.53% | 1.53% | $1,000 |
| Feb | -0.57% | 0.95% | $1,000 |
| Mar | 0.49% | 1.45% | $1,000 |
| Apr | -0.37% | 1.07% | $1,000 |
| May | -1.43% | -0.37% | $1,000 |
| Jun | -0.59% | -0.96% | $1,000 |
| Jul | -0.30% | -1.26% | $1,000 |
| Aug | -0.96% | -2.21% | $1,000 |
| Sep | 0.21% | -2.00% | $1,000 |
| Oct | 0.76% | -1.26% | $1,000 |
| Nov | 0.97% | -0.30% | $1,000 |
| Dec | 0.91% | 0.61% | $1,000 |
| Year 2014 | |
| Jan | -1.34% | -1.34% | $1,000 |
| Feb | 1.54% | 0.18% | $1,000 |
| Mar | -0.86% | -0.68% | $1,000 |
| Apr | 0.33% | -0.35% | $1,000 |
| May | 0.63% | 0.27% | $1,000 |
| Jun | 1.07% | 1.35% | $1,000 |
| Jul | 0.53% | 1.88% | $1,000 |
| Aug | 2.28% | 4.21% | $1,000 |
| Sep | 2.75% | 7.07% | $1,000 |
| Oct | -1.36% | 5.62% | $1,000 |
| Nov | 2.74% | 8.51% | $1,000 |
| Dec | 1.10% | 9.70% | $1,000 |
| Year 2015 | |
| Jan | 3.27% | 3.27% | $1,000 |
| Feb | -0.70% | 2.55% | $1,000 |
| Mar | 0.08% | 2.63% | $1,000 |
| Apr | -1.46% | 1.13% | $1,000 |
| May | -0.08% | 1.05% | $1,000 |
| Jun | -2.29% | -1.26% | $1,000 |
| Jul | 1.51% | 0.23% | $1,000 |
| Aug | -2.10% | -1.88% | $1,000 |
| Sep | 0.69% | -1.20% | $1,000 |
| Oct | -1.03% | -2.22% | $1,000 |
| Nov | 1.78% | -0.48% | $1,000 |
| Dec | -1.47% | -1.94% | $1,000 |
| Year 2016 | |
| Jan | 1.13% | 1.13% | $1,000 |
| Feb | 1.81% | 2.96% | $1,000 |
| Mar | -1.21% | 1.71% | $1,000 |
| Apr | 0.07% | 1.79% | $1,000 |
| May | -0.84% | 0.93% | $1,000 |
| Jun | 1.71% | 2.66% | $1,000 |
| Jul | 0.53% | 3.20% | $1,000 |
| Aug | -1.91% | 1.23% | $1,000 |
| Sep | -0.61% | 0.61% | $1,000 |
| Oct | -1.18% | -0.58% | $1,000 |
| Nov | 0.36% | -0.22% | $1,000 |
| Dec | 0.37% | 0.15% | $1,000 |
| Year 2017 | |
| Jan | -0.94% | -0.94% | $1,000 |
| Feb | 0.26% | -0.68% | $1,000 |
| Mar | -0.66% | -1.34% | $1,000 |
| Apr | 0.13% | -1.21% | $1,000 |
| May | -0.16% | -1.37% | $1,000 |
| Jun | -0.77% | -2.13% | $1,000 |
| Jul | 0.67% | -1.47% | $1,000 |
| Aug | 0.50% | -0.98% | $1,000 |
| Sep | -1.56% | -2.52% | $1,000 |
| Oct | 2.14% | -0.44% | $1,000 |
| Nov | -0.14% | -0.58% | $1,000 |
| Dec | 1.24% | 0.66% | $1,000 |
| Year 2018 | |
| Jan | 3.05% | 3.05% | $1,000 |
| Feb | -3.62% | -0.68% | $1,000 |
| Mar | -0.88% | -1.55% | $1,000 |
| Apr | 0.00% | -1.55% | $1,000 |
| May | -0.20% | -1.75% | $1,000 |
| Jun | -0.46% | -2.20% | $1,000 |
| Jul | -0.06% | -2.26% | $1,000 |
| Aug | 1.02% | -1.27% | $1,000 |
| Sep | -0.72% | -1.98% | $1,000 |
| Oct | -1.66% | -3.60% | $1,000 |
| Nov | 0.04% | -3.56% | $1,000 |
| Dec | 0.21% | -3.36% | $1,000 |
| Year 2019 | |
| Jan | -0.63% | -0.63% | $1,000 |
| Feb | -0.36% | -0.99% | $1,000 |
| Mar | 1.07% | 0.07% | $1,000 |
| Apr | 0.55% | 0.62% | $1,000 |
| May | -0.27% | 0.35% | $1,000 |
| Jun | 1.55% | 1.91% | $1,000 |
| Jul | 0.40% | 2.31% | $1,000 |
| Aug | 2.31% | 4.68% | $1,000 |
| Sep | -2.08% | 2.50% | $1,000 |
| Oct | -1.25% | 1.22% | $1,000 |
| Nov | 0.05% | 1.27% | $1,000 |
| Dec | 0.75% | 2.03% | $1,000 |
| Year 2020 | |
| Jan | 0.52% | 0.52% | $1,000 |
| Feb | 0.41% | 0.93% | $1,000 |
| Mar | 2.44% | 3.39% | $1,000 |
| Apr | 0.46% | 3.87% | $1,000 |
| May | -0.25% | 3.61% | $1,000 |
| Jun | -0.38% | 3.22% | $1,000 |
| Jul | 1.97% | 5.25% | $1,000 |
| Aug | 0.42% | 5.69% | $1,000 |
| Sep | -1.52% | 4.09% | $1,000 |
| Oct | -0.38% | 3.69% | $1,000 |
| Nov | 1.67% | 5.42% | $1,000 |
| Dec | 3.13% | 8.72% | $1,000 |
| Year 2021 | |
| Jan | -0.26% | -0.26% | $1,000 |
| Feb | 2.82% | 2.55% | $1,000 |
| Mar | 0.42% | 2.98% | $1,000 |
| Apr | 1.95% | 4.99% | $1,000 |
| May | 0.73% | 5.76% | $1,000 |
| Jun | -0.47% | 5.26% | $1,000 |
| Jul | 0.30% | 5.58% | $1,000 |
| Aug | 0.01% | 5.59% | $1,000 |
| Sep | -0.22% | 5.35% | $1,000 |
| Oct | 1.23% | 6.65% | $1,000 |
| Nov | -0.33% | 6.30% | $1,000 |
| Dec | -0.02% | 6.28% | $1,000 |
| Year 2022 | |
| Jan | 0.54% | 0.54% | $1,000 |
| Feb | 1.47% | 2.02% | $1,000 |
| Mar | 3.16% | 5.24% | $1,000 |
| Apr | 1.97% | 7.31% | $1,000 |
| May | -0.53% | 6.75% | $1,000 |
| Jun | -0.80% | 5.89% | $1,000 |
| Jul | -0.63% | 5.23% | $1,000 |
| Aug | 0.08% | 5.31% | $1,000 |
| Sep | 1.50% | 6.89% | $1,000 |
| Oct | -0.38% | 6.48% | $1,000 |
| Nov | -1.74% | 4.63% | $1,000 |
| Dec | 0.24% | 4.88% | $1,000 |
| Year 2023 | |
| Jan | 0.37% | 0.37% | $1,000 |
| Feb | -0.49% | -0.12% | $1,000 |
| Mar | -0.47% | -0.59% | $1,000 |
| Apr | 1.41% | 0.81% | $1,000 |
| May | 0.39% | 1.20% | $1,000 |
| Jun | 0.99% | 2.21% | $1,000 |
| Jul | 0.29% | 2.50% | $1,000 |
| Aug | -0.87% | 1.61% | $1,000 |
| Sep | -0.24% | 1.37% | $1,000 |
| Oct | 0.04% | 1.41% | $1,000 |
| Nov | -0.12% | 1.29% | $1,000 |
| Dec | 1.96% | 3.27% | $1,000 |
| Year 2024 | |
| Jan | -0.27% | -0.27% | $1,000 |
| Feb | 2.46% | 2.18% | $1,000 |
| Mar | 2.25% | 4.48% | $1,000 |
| Apr | 1.09% | 5.62% | $1,000 |
| May | -0.26% | 5.35% | $1,000 |
| Jun | -0.88% | 4.42% | $1,000 |
| Jul | 0.02% | 4.44% | $1,000 |
| Aug | -0.43% | 3.99% | $1,000 |
| Sep | 0.89% | 4.92% | $1,000 |
| Oct | -1.41% | 3.44% | $1,000 |
| Nov | 0.95% | 4.42% | $1,000 |
| Dec | 0.36% | 4.80% | $1,000 |
| Year 2025 | |
| Jan | 0.57% | 0.57% | $1,000 |
| Feb | -1.00% | -0.44% | $1,000 |
| Mar | 0.07% | -0.37% | $1,000 |
| Apr | -1.19% | -1.55% | $1,000 |
| May | -0.71% | -2.25% | $1,000 |
| Jun | 0.20% | -2.06% | $1,000 |
| Jul | 0.12% | -1.94% | $1,000 |
| Aug | 0.01% | -1.93% | $1,000 |
| Sep | 2.27% | 0.30% | $1,000 |
| Oct | 1.17% | 1.47% | $1,000 |
| Nov | 0.14% | 1.61% | $1,000 |