AutumnGold
AG Non Equity 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 | 2.40% | 0.38% | -1.29% | -0.36% | 1.94% | -0.59% | -0.49% | 3.52% | -0.97% | 1.39% | 4.44% | 8.06% | 19.59% | -1.65% |
| 2001 | 0.62% | 0.34% | 5.67% | -3.40% | 1.10% | -0.43% | -0.63% | 2.25% | 2.73% | 3.70% | -4.56% | 1.49% | 8.77% | -4.56% |
| 2002 | -0.33% | -1.86% | 0.62% | -0.21% | 4.05% | 6.97% | 3.73% | 1.82% | 3.18% | -2.76% | -1.32% | 5.52% | 20.62% | -4.04% |
| 2003 | 3.94% | 2.96% | -4.23% | 1.32% | 5.62% | -2.13% | -0.23% | 0.73% | 1.35% | 2.15% | -0.04% | 3.75% | 15.83% | -4.23% |
| 2004 | 0.94% | 4.54% | 0.82% | -3.23% | -0.59% | -2.21% | 0.10% | -0.77% | 1.53% | 2.72% | 3.97% | -0.17% | 7.61% | -6.56% |
| 2005 | -2.26% | 0.33% | 0.03% | -1.97% | 2.62% | 2.46% | 0.35% | 1.07% | 1.34% | -0.15% | 3.46% | -0.02% | 7.33% | -3.84% |
| 2006 | 1.87% | -0.88% | 2.00% | 3.63% | -0.04% | -0.92% | -1.53% | 0.53% | -0.59% | 1.64% | 2.97% | 0.49% | 9.40% | -2.54% |
| 2007 | 1.09% | -0.07% | -1.63% | 2.22% | 1.45% | 2.13% | -0.83% | -1.13% | 5.92% | 3.00% | 1.49% | 2.89% | 17.56% | -1.95% |
| 2008 | 2.50% | 6.78% | 0.10% | 0.52% | 1.93% | 3.33% | -2.52% | 0.99% | 0.47% | 3.95% | 1.55% | 1.60% | 23.04% | -2.52% |
| 2009 | 0.15% | 0.44% | -0.75% | 0.16% | 2.90% | -0.39% | -0.07% | 0.84% | 1.31% | -0.69% | 2.78% | -0.80% | 5.95% | -0.80% |
| 2010 | -1.49% | 0.53% | 1.57% | 0.97% | -0.59% | 0.64% | -0.47% | 2.09% | 2.71% | 2.98% | -1.53% | 4.23% | 12.08% | -1.53% |
| 2011 | 0.23% | 1.23% | -0.48% | 2.81% | -1.97% | -1.72% | 1.73% | 0.29% | -0.27% | -1.98% | 0.37% | 0.55% | 0.67% | -3.91% |
| 2012 | 0.01% | 0.95% | 0.47% | 0.25% | 1.72% | -1.23% | 2.94% | 0.20% | -0.73% | -1.81% | -0.09% | 0.24% | 2.87% | -2.61% |
| 2013 | 1.53% | -0.57% | 0.49% | -0.37% | -1.43% | -0.59% | -0.30% | -0.96% | 0.21% | 0.76% | 0.97% | 0.91% | 0.61% | -3.68% |
| 2014 | -1.34% | 1.54% | -0.86% | 0.33% | 0.63% | 1.07% | 0.53% | 2.28% | 2.75% | -1.36% | 2.74% | 1.10% | 9.70% | -1.36% |
| 2015 | 3.27% | -0.70% | 0.08% | -1.46% | -0.08% | -2.29% | 1.51% | -2.10% | 0.69% | -1.03% | 1.78% | -1.47% | -1.94% | -5.31% |
| 2016 | 1.13% | 1.81% | -1.21% | 0.07% | -0.84% | 1.71% | 0.53% | -1.91% | -0.61% | -1.18% | 0.36% | 0.37% | 0.15% | -3.66% |
| 2017 | -0.94% | 0.26% | -0.66% | 0.13% | -0.16% | -0.77% | 0.67% | 0.50% | -1.56% | 2.14% | -0.14% | 1.24% | 0.66% | -2.52% |
| 2018 | 3.05% | -3.62% | -0.88% | 0.00% | -0.20% | -0.46% | -0.06% | 1.02% | -0.72% | -1.66% | 0.04% | 0.21% | -3.36% | -6.46% |
| 2019 | -0.63% | -0.36% | 1.07% | 0.55% | -0.27% | 1.55% | 0.40% | 2.31% | -2.08% | -1.25% | 0.05% | 0.75% | 2.03% | -3.30% |
| 2020 | 0.52% | 0.41% | 2.44% | 0.46% | -0.25% | -0.38% | 1.97% | 0.42% | -1.52% | -0.38% | 1.67% | 3.13% | 8.72% | -1.89% |
| 2021 | -0.26% | 2.82% | 0.42% | 1.95% | 0.73% | -0.47% | 0.30% | 0.01% | -0.22% | 1.23% | -0.33% | -0.02% | 6.28% | -0.47% |
| 2022 | 0.54% | 1.47% | 3.16% | 1.97% | -0.53% | -0.80% | -0.63% | 0.08% | 1.50% | -0.38% | -1.74% | 0.24% | 4.88% | -2.50% |
| 2023 | 0.37% | -0.49% | -0.47% | 1.41% | 0.39% | 0.99% | 0.29% | -0.87% | -0.24% | 0.04% | -0.12% | 1.96% | 3.27% | -1.19% |
| 2024 | -0.27% | 2.46% | 2.25% | 1.09% | -0.26% | -0.88% | 0.02% | -0.43% | 0.89% | -1.41% | 0.95% | 0.36% | 4.80% | -2.07% |
| 2025 | 0.57% | -1.00% | 0.07% | -1.19% | -0.71% | 0.20% | 0.12% | 0.01% | 2.23% | 1.26% | 0.01% | 1.10% | 2.65% | -2.80% |
| 2026 | 1.89% | 2.12% | - | - | - | - | - | - | - | - | - | - | 4.05% | 0.00% |