AutumnGold
AG Systematic 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 | 2.60% | 0.86% | -1.33% | -0.08% | 1.84% | -0.91% | -0.69% | 4.14% | -1.22% | 1.60% | 4.56% | 8.29% | 21.00% | -1.59% |
| 2001 | 0.63% | 0.08% | 6.10% | -3.03% | 1.62% | -0.17% | -0.83% | 2.67% | 2.48% | 3.60% | -4.26% | 1.91% | 10.87% | -4.26% |
| 2002 | 0.03% | -2.08% | 0.83% | -0.40% | 3.74% | 7.29% | 3.27% | 1.65% | 3.21% | -3.52% | -1.80% | 6.25% | 19.41% | -5.26% |
| 2003 | 3.93% | 3.26% | -3.66% | 1.75% | 6.00% | -1.78% | -0.78% | 0.42% | 0.84% | 2.32% | 0.25% | 3.64% | 16.99% | -3.66% |
| 2004 | 0.97% | 4.13% | 0.46% | -2.66% | -0.69% | -1.99% | -0.04% | -0.28% | 1.48% | 2.85% | 4.33% | 0.06% | 8.69% | -5.56% |
| 2005 | -2.22% | 0.69% | 0.30% | -1.86% | 2.28% | 2.07% | 0.28% | 1.13% | 1.49% | 0.15% | 3.38% | 0.04% | 7.86% | -3.09% |
| 2006 | 1.73% | -0.87% | 1.81% | 3.47% | -0.09% | -0.79% | -1.60% | 1.03% | -0.32% | 1.00% | 2.33% | 0.50% | 8.38% | -2.47% |
| 2007 | 1.09% | -0.96% | -1.88% | 1.82% | 2.02% | 1.71% | -1.36% | -1.27% | 6.14% | 2.83% | 1.70% | 2.43% | 14.92% | -2.82% |
| 2008 | 1.37% | 7.13% | 0.07% | 0.00% | 2.08% | 2.59% | -2.48% | 0.97% | -0.36% | 3.46% | 2.03% | 1.78% | 19.96% | -2.48% |
| 2009 | -0.35% | 0.60% | -1.56% | -0.32% | 2.37% | -0.66% | -0.64% | 0.87% | 1.30% | -1.51% | 3.54% | -1.47% | 2.05% | -1.88% |
| 2010 | -2.05% | 0.38% | 1.67% | 0.50% | -2.04% | 0.82% | 0.08% | 2.39% | 2.24% | 2.97% | -1.87% | 4.48% | 9.74% | -2.05% |
| 2011 | -0.22% | 1.07% | -1.42% | 3.16% | -3.18% | -2.15% | 2.12% | 0.00% | -0.06% | -2.95% | 0.32% | 0.30% | -3.16% | -6.16% |
| 2012 | -0.17% | 1.07% | -0.95% | -0.01% | 2.88% | -2.92% | 2.71% | -0.37% | -1.26% | -2.22% | -0.09% | 0.69% | -0.80% | -4.17% |
| 2013 | 1.16% | -1.52% | 0.78% | -0.04% | -2.09% | -1.34% | -1.43% | -0.96% | -0.23% | 1.11% | 1.01% | 0.91% | -2.69% | -6.66% |
| 2014 | -1.63% | 2.04% | -0.33% | 0.39% | 0.64% | 1.01% | 0.09% | 1.87% | 2.99% | -0.77% | 3.30% | 1.11% | 11.12% | -1.63% |
| 2015 | 3.25% | -0.31% | -0.40% | -2.10% | -0.07% | -2.38% | 1.16% | -2.36% | 1.02% | -1.70% | 2.33% | -1.86% | -3.55% | -6.99% |
| 2016 | 1.29% | 2.41% | -1.86% | -0.09% | -1.00% | 2.44% | 0.49% | -2.23% | -0.44% | -2.06% | 0.02% | 0.34% | -0.82% | -4.74% |
| 2017 | -1.22% | 0.43% | -0.71% | 0.53% | 0.15% | -1.08% | 0.78% | 0.72% | -1.72% | 2.59% | -0.08% | 1.17% | 1.49% | -2.14% |
| 2018 | 3.38% | -5.34% | -1.12% | 0.08% | -0.25% | -0.12% | -0.05% | 1.62% | -0.67% | -2.60% | 1.05% | -0.26% | -4.44% | -8.29% |
| 2019 | -0.46% | 0.00% | 1.20% | 1.04% | -1.44% | 2.21% | 0.77% | 2.46% | -2.39% | -1.21% | 0.34% | 0.49% | 2.93% | -3.57% |
| 2020 | 0.76% | -0.10% | 2.95% | 0.55% | -0.46% | 0.04% | 1.49% | 0.67% | -1.92% | -0.64% | 2.13% | 2.84% | 8.51% | -2.55% |
| 2021 | -0.27% | 2.87% | 0.44% | 1.98% | 0.44% | -0.11% | 0.70% | 0.19% | -0.64% | 1.56% | -1.33% | 0.13% | 6.05% | -1.33% |
| 2022 | 0.29% | 1.02% | 3.83% | 2.09% | -0.17% | -0.60% | -0.23% | 0.23% | 0.91% | -0.12% | -1.60% | -0.44% | 5.22% | -2.15% |
| 2023 | 0.43% | -0.45% | -0.92% | 1.64% | 0.86% | 1.11% | -0.07% | -0.61% | 0.00% | -0.79% | 0.03% | 1.34% | 2.56% | -1.46% |
| 2024 | 0.05% | 2.95% | 2.13% | 0.88% | 0.07% | -0.32% | -0.23% | -1.30% | 0.69% | -1.57% | 1.17% | 0.51% | 5.05% | -2.72% |
| 2025 | 0.25% | -0.73% | -0.19% | -1.31% | -0.46% | 0.26% | 0.11% | 0.40% | 1.96% | 1.88% | -0.13% | 1.22% | 3.25% | -2.67% |
| 2026 | 2.14% | 2.46% | - | - | - | - | - | - | - | - | - | - | 4.65% | 0.00% |