| 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 | 1.27% | 5.39% | 11.25% | -11.02% | 110.57% | -4.87% | 38.08% | 206.60% | -3.14% | 72.54% |
| AutumnGold - AG CTA Index (From 2000) | Jan-00 | 1.27% | 5.39% | 6.91% | -8.10% | 68.79% | -4.87% | 22.15% | 100.86% | -3.14% | 37.29% |
| AutumnGold - AG Discretionary CTA Index | Jan-00 | 1.73% | 1.75% | 8.00% | -7.66% | 72.22% | -0.08% | 27.22% | 128.62% | -2.21% | 48.70% |
| AutumnGold - AG Non Equity CTA Index | Jan-00 | 1.20% | 5.75% | 7.50% | -8.41% | 66.99% | -6.32% | 24.57% | 95.57% | -5.13% | 42.27% |
| AutumnGold - AG Option Writer Index | Mar-96 | 1.60% | 4.23% | 12.28% | -31.93% | 286.38% | -12.53% | 49.24% | 440.11% | -15.62% | 95.70% |
| AutumnGold - AG Stock Index Traders Index | Jan-00 | 2.45% | 4.48% | 8.01% | -16.12% | 78.72% | -4.96% | 25.86% | 140.38% | 2.84% | 45.24% |
| AutumnGold - AG Systematic CTA Index | Jan-00 | 1.37% | 6.79% | 6.69% | -11.56% | 71.92% | -8.46% | 21.15% | 103.68% | -6.82% | 34.93% |
1. The Annual Compound Rate of Return ("Annual ROR") represents the compounded rate of return or each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period, 2. The Maximum Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value, 3. Best, Worst, and Average represents the the best, worst and average rolling returns over the period indicated. |