| 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 | 2.48% | 5.83% | 10.76% | -11.02% | 110.57% | -4.87% | 36.29% | 206.60% | -3.14% | 69.16% |
| AutumnGold - AG CTA Index (From 2000) | Jan-00 | 2.48% | 5.83% | 6.63% | -8.10% | 68.79% | -4.87% | 21.18% | 100.86% | -3.14% | 36.14% |
| AutumnGold - AG Discretionary CTA Index | Jan-00 | 1.77% | 2.09% | 7.48% | -7.66% | 72.22% | -0.08% | 25.44% | 128.62% | -2.21% | 45.56% |
| AutumnGold - AG Non Equity CTA Index | Jan-00 | 2.57% | 4.93% | 7.09% | -8.41% | 66.99% | -6.32% | 23.25% | 95.57% | -5.13% | 40.58% |
| AutumnGold - AG Option Writer Index | Mar-96 | 0.59% | 7.66% | 12.01% | -31.93% | 286.38% | -12.53% | 47.09% | 440.11% | -15.62% | 90.28% |
| AutumnGold - AG Stock Index Traders Index | Jan-00 | 1.17% | 5.38% | 7.66% | -16.12% | 78.72% | -4.96% | 24.70% | 140.38% | 2.84% | 42.98% |
| AutumnGold - AG Systematic CTA Index | Jan-00 | 3.30% | 7.13% | 6.42% | -11.56% | 71.92% | -8.46% | 20.16% | 103.68% | -6.82% | 34.00% |