| 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 | 1.00% | 6.86% | 10.73% | -11.02% | 110.57% | -4.87% | 36.20% | 206.60% | -3.14% | 68.93% |
| AutumnGold - AG CTA Index (From 2000) | Jan-00 | 1.00% | 6.86% | 6.63% | -8.10% | 68.79% | -4.87% | 21.16% | 100.86% | -3.14% | 36.06% |
| AutumnGold - AG Discretionary CTA Index | Jan-00 | 0.00% | 1.54% | 7.41% | -7.66% | 72.22% | -0.08% | 25.34% | 128.62% | -2.21% | 45.35% |
| AutumnGold - AG Non Equity CTA Index | Jan-00 | 0.38% | 5.47% | 7.06% | -8.41% | 66.99% | -6.32% | 23.20% | 95.57% | -5.13% | 40.44% |
| AutumnGold - AG Option Writer Index | Mar-96 | 1.61% | 10.61% | 12.04% | -31.93% | 286.38% | -12.53% | 47.00% | 440.11% | -15.62% | 89.99% |
| AutumnGold - AG Stock Index Traders Index | Jan-00 | 1.61% | 8.05% | 7.71% | -16.12% | 78.72% | -4.96% | 24.67% | 140.38% | 2.84% | 42.87% |
| AutumnGold - AG Systematic CTA Index | Jan-00 | 0.38% | 7.00% | 6.38% | -11.56% | 71.92% | -8.46% | 20.13% | 103.68% | -6.82% | 33.93% |