AutumnGold
AG Discretionary CTA Index
Monthly performance from Mar 1976 to Mar 2026
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD |
|---|
| 2000 | 1.58% | 1.63% | -1.16% | -1.51% | 3.13% | 1.20% | -0.27% | 2.98% | 0.49% | -0.50% | 3.60% | 7.37% | 19.81% | -2.65% |
| 2001 | 1.01% | -0.28% | 3.50% | -0.98% | 0.58% | 0.22% | 0.20% | 1.83% | 0.84% | 3.32% | -1.45% | 1.01% | 10.12% | -1.45% |
| 2002 | 0.33% | -1.63% | 1.40% | -0.34% | 3.23% | 4.04% | 1.91% | 1.26% | 2.48% | -1.26% | 0.41% | 4.96% | 17.85% | -1.63% |
| 2003 | 1.18% | 2.46% | -1.45% | 1.95% | 5.54% | -0.61% | 1.46% | 1.60% | 1.79% | 3.63% | 0.67% | 2.99% | 23.17% | -1.45% |
| 2004 | 0.95% | 4.12% | 1.79% | -0.63% | 0.07% | -0.78% | 0.72% | 1.44% | 1.86% | 2.08% | 3.88% | 0.40% | 16.96% | -1.34% |
| 2005 | -0.75% | 0.84% | 0.22% | -0.29% | 2.07% | 1.58% | 0.65% | 1.15% | 1.85% | 0.66% | 2.20% | 0.71% | 11.40% | -0.75% |
| 2006 | 1.63% | 0.49% | 1.71% | 2.98% | 0.40% | 0.22% | -0.39% | 0.50% | -0.15% | 1.81% | 2.96% | 0.89% | 13.78% | -0.39% |
| 2007 | 1.37% | -0.34% | -1.53% | 0.13% | 1.91% | 1.47% | -0.56% | 0.55% | 6.21% | 1.83% | 3.14% | 3.55% | 18.96% | -1.86% |
| 2008 | -0.21% | 5.60% | 2.02% | 1.03% | 2.40% | 3.20% | -0.60% | 2.04% | -2.83% | -1.76% | 0.30% | 0.97% | 12.55% | -4.54% |
| 2009 | 0.00% | 0.59% | -0.41% | 1.04% | 2.91% | 0.14% | -1.11% | -0.09% | 0.86% | -0.94% | 3.04% | 0.07% | 6.17% | -1.29% |
| 2010 | -0.01% | 0.78% | 0.53% | 0.62% | -2.59% | 1.99% | 0.15% | 2.21% | 2.03% | 2.05% | -0.90% | 3.36% | 10.56% | -2.59% |
| 2011 | -0.34% | 0.49% | -0.03% | 2.38% | -1.23% | -1.50% | 2.44% | -2.10% | -0.71% | -1.75% | 0.56% | 0.74% | -1.17% | -4.82% |
| 2012 | 0.14% | 1.13% | 0.03% | 1.25% | -1.21% | 3.07% | 3.69% | 0.89% | -0.18% | 0.23% | 0.52% | -0.33% | 9.52% | -1.21% |
| 2013 | 1.21% | 1.16% | -0.48% | -1.34% | -2.39% | 0.48% | 0.80% | 0.41% | 0.17% | 0.54% | 0.56% | 1.17% | 2.25% | -4.16% |
| 2014 | -0.00% | 1.98% | 1.07% | 0.19% | 0.55% | 1.08% | 0.51% | 2.28% | 0.92% | -5.00% | -0.31% | -0.42% | 2.69% | -5.69% |
| 2015 | 1.90% | -0.73% | 1.07% | 0.84% | 0.50% | 0.11% | 0.15% | -2.80% | 0.32% | -0.20% | -0.16% | 0.03% | 0.96% | -2.84% |
| 2016 | -1.07% | 0.89% | -0.07% | 0.29% | 1.24% | -0.59% | -0.48% | -0.06% | 0.05% | 0.97% | 1.00% | -0.23% | 1.93% | -1.13% |
| 2017 | 0.93% | -0.26% | 0.83% | 0.08% | -0.29% | 0.54% | 0.89% | 0.30% | 0.08% | 0.23% | 0.01% | 1.31% | 4.74% | -0.29% |
| 2018 | 1.36% | -5.11% | 0.27% | 0.85% | 0.48% | -0.88% | 0.30% | -0.26% | -0.18% | -0.43% | -1.22% | -1.62% | -6.40% | -7.66% |
| 2019 | 0.33% | -0.32% | 1.00% | -0.17% | 0.57% | 0.40% | 0.06% | 0.06% | 0.83% | 0.75% | -0.32% | 0.37% | 3.61% | -0.32% |
| 2020 | -0.00% | -0.63% | 1.65% | 1.35% | 0.49% | -0.07% | 1.50% | 0.57% | -0.23% | 0.00% | 0.64% | 1.88% | 7.35% | -0.63% |
| 2021 | 0.14% | 0.52% | 0.67% | 1.14% | 0.17% | -0.26% | -0.16% | 0.13% | 0.37% | 0.33% | 0.94% | 0.83% | 4.92% | -0.42% |
| 2022 | 0.04% | 1.50% | 0.94% | 0.22% | -0.84% | -0.98% | -0.20% | 0.06% | 0.38% | -0.38% | -0.66% | 1.73% | 1.78% | -2.60% |
| 2023 | 0.63% | -0.47% | 1.01% | 0.04% | -0.80% | 0.37% | 0.88% | -0.31% | -0.47% | 1.85% | -0.01% | 2.47% | 5.26% | -0.80% |
| 2024 | -0.31% | 0.12% | 0.21% | 0.12% | -0.08% | -1.25% | 0.98% | 0.40% | 0.96% | -0.43% | 0.03% | -0.52% | 0.21% | -1.33% |
| 2025 | 0.17% | -0.20% | 0.94% | -0.14% | 0.13% | -0.15% | -0.32% | -0.32% | 1.93% | 1.06% | 0.45% | 1.07% | 4.69% | -0.80% |
| 2026 | 0.85% | 0.94% | - | - | - | - | - | - | - | - | - | - | 1.80% | 0.00% |