AutumnGold
AG 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 |
|---|
| 1990 | 5.59% | 3.53% | 7.49% | 7.52% | -8.04% | 5.39% | 11.14% | 9.60% | 4.86% | 0.64% | 0.45% | -1.88% | 55.14% | -8.04% |
| 1991 | -5.92% | -0.98% | 11.88% | -2.01% | -0.23% | 4.00% | -5.63% | -1.21% | 4.31% | -0.02% | 0.01% | 18.24% | 21.84% | -6.84% |
| 1992 | -5.24% | -3.16% | -1.42% | -1.64% | 0.43% | 7.03% | 9.85% | 6.75% | -1.59% | -0.25% | 2.19% | -0.98% | 11.42% | -11.02% |
| 1993 | -1.03% | 7.56% | 0.35% | 4.60% | 2.39% | 2.73% | 7.16% | -1.18% | -2.28% | -0.81% | 0.92% | 6.41% | 29.56% | -4.22% |
| 1994 | -4.88% | -2.17% | 4.92% | -1.01% | 4.02% | 5.52% | -0.93% | -4.00% | 2.73% | 0.99% | 2.81% | -0.25% | 7.33% | -6.94% |
| 1995 | -2.51% | 5.40% | 10.73% | 2.04% | 2.74% | -0.44% | -2.01% | 2.12% | -0.30% | -1.05% | 2.62% | 5.45% | 26.87% | -2.51% |
| 1996 | 3.72% | -4.81% | 2.00% | 8.50% | -2.17% | 0.98% | -2.24% | 0.62% | 5.39% | 8.24% | 5.99% | -1.15% | 26.90% | -4.81% |
| 1997 | 5.83% | 3.55% | 0.44% | -0.63% | -0.14% | 1.03% | 7.60% | -2.90% | 2.49% | -1.19% | 1.69% | 3.56% | 22.97% | -2.90% |
| 1998 | 1.21% | -0.35% | 1.54% | -2.70% | 2.70% | 0.71% | 0.17% | 9.06% | 5.34% | -0.06% | -1.08% | 2.57% | 20.28% | -2.70% |
| 1999 | -1.35% | 3.56% | 0.16% | 3.23% | -0.76% | 2.76% | 0.33% | 0.43% | 0.72% | -4.18% | 2.80% | 1.04% | 8.81% | -4.18% |
| 2000 | 2.31% | 0.62% | -1.29% | -0.46% | 1.96% | -0.45% | -0.44% | 3.47% | -0.81% | 1.35% | 4.22% | 8.00% | 19.66% | -1.74% |
| 2001 | 0.72% | 0.23% | 5.43% | -2.86% | 1.34% | -0.40% | -0.71% | 2.43% | 2.48% | 3.87% | -4.09% | 1.75% | 10.26% | -4.09% |
| 2002 | -0.10% | -1.56% | 0.44% | -0.15% | 3.81% | 6.47% | 3.27% | 1.83% | 3.17% | -2.67% | -1.22% | 5.33% | 19.75% | -3.87% |
| 2003 | 3.64% | 3.12% | -3.68% | 1.59% | 5.34% | -1.97% | -0.34% | 0.87% | 0.91% | 2.26% | 0.43% | 3.32% | 16.24% | -3.68% |
| 2004 | 0.96% | 4.29% | 0.83% | -2.55% | -0.66% | -1.60% | 0.08% | -0.25% | 1.63% | 2.62% | 3.80% | 0.02% | 9.31% | -4.91% |
| 2005 | -1.83% | 0.49% | 0.21% | -1.57% | 2.30% | 2.10% | 0.46% | 1.28% | 1.48% | 0.13% | 3.13% | 0.14% | 8.52% | -2.69% |
| 2006 | 1.82% | -0.71% | 2.05% | 3.23% | -0.05% | -0.54% | -1.30% | 0.81% | -0.46% | 1.39% | 2.65% | 0.73% | 9.93% | -1.88% |
| 2007 | 1.15% | -0.77% | -1.91% | 1.32% | 1.81% | 2.14% | -1.29% | -0.82% | 5.96% | 2.81% | 1.77% | 2.89% | 15.85% | -2.67% |
| 2008 | 1.15% | 6.41% | 0.72% | 0.41% | 2.36% | 3.07% | -1.89% | 0.99% | -0.72% | 2.21% | 1.44% | 1.44% | 18.82% | -1.89% |
| 2009 | -0.16% | 0.36% | -1.20% | 0.12% | 2.50% | -0.16% | -0.79% | 0.63% | 1.17% | -1.11% | 3.10% | -0.97% | 3.43% | -1.20% |
| 2010 | -1.81% | 0.50% | 1.47% | 0.43% | -1.99% | 0.80% | 0.15% | 2.14% | 2.36% | 2.93% | -1.47% | 4.14% | 9.88% | -1.99% |
| 2011 | -0.25% | 1.02% | -1.01% | 3.09% | -2.71% | -2.19% | 1.65% | -0.12% | -0.72% | -2.29% | 0.20% | 0.43% | -3.02% | -6.28% |
| 2012 | -0.05% | 1.08% | -0.68% | 0.31% | 1.80% | -1.53% | 2.93% | 0.03% | -0.95% | -1.67% | -0.03% | 0.36% | 1.51% | -2.63% |
| 2013 | 1.20% | -0.82% | 0.46% | -0.46% | -2.11% | -0.89% | -0.78% | -0.60% | -0.05% | 0.97% | 0.98% | 0.94% | -1.21% | -5.15% |
| 2014 | -1.39% | 2.07% | -0.34% | 0.42% | 0.56% | 1.01% | 0.21% | 2.01% | 2.45% | -1.80% | 2.30% | 0.64% | 8.34% | -1.80% |
| 2015 | 2.94% | -0.49% | 0.08% | -1.21% | 0.25% | -1.67% | 1.04% | -2.49% | 0.80% | -1.19% | 1.67% | -1.17% | -1.56% | -4.83% |
| 2016 | 0.57% | 1.57% | -0.98% | 0.15% | -0.46% | 1.50% | 0.46% | -1.50% | -0.29% | -0.95% | 0.40% | 0.18% | 0.60% | -2.72% |
| 2017 | -0.50% | 0.21% | -0.34% | 0.29% | 0.03% | -0.55% | 0.74% | 0.64% | -1.15% | 1.83% | -0.03% | 1.21% | 2.36% | -1.15% |
| 2018 | 2.61% | -5.53% | -0.75% | 0.30% | -0.02% | -0.29% | 0.14% | 0.95% | -0.40% | -1.73% | 0.34% | -0.58% | -5.05% | -7.46% |
| 2019 | -0.19% | -0.09% | 0.96% | 0.60% | -0.85% | 1.65% | 0.50% | 1.70% | -1.42% | -0.57% | 0.20% | 0.57% | 3.05% | -1.98% |
| 2020 | 0.52% | -0.39% | 2.55% | 0.77% | -0.13% | 0.09% | 1.71% | 0.51% | -1.27% | -0.43% | 1.65% | 2.54% | 8.34% | -1.69% |
| 2021 | -0.28% | 2.35% | 0.55% | 1.65% | 0.60% | -0.20% | 0.41% | 0.15% | -0.46% | 1.30% | -0.52% | 0.31% | 5.97% | -0.52% |
| 2022 | 0.01% | 0.66% | 2.99% | 1.63% | -0.40% | -0.68% | -0.04% | 0.25% | 0.91% | -0.12% | -1.18% | 0.12% | 4.16% | -1.30% |
| 2023 | 0.46% | -0.45% | -0.29% | 1.28% | 0.40% | 0.98% | 0.28% | -0.64% | -0.20% | -0.06% | 0.30% | 1.67% | 3.77% | -0.90% |
| 2024 | -0.05% | 2.17% | 1.81% | 0.74% | 0.05% | -0.52% | 0.13% | -0.69% | 0.84% | -1.17% | 0.91% | 0.30% | 4.56% | -1.41% |
| 2025 | 0.36% | -0.63% | 0.12% | -0.99% | -0.29% | 0.14% | 0.29% | 0.21% | 1.95% | 1.50% | -0.01% | 1.12% | 3.80% | -1.78% |
| 2026 | 1.75% | 2.05% | - | - | - | - | - | - | - | - | - | - | 3.84% | 0.00% |