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Charts

1. Portfolio Equity

2. Underwater Equity

3. Profit Table

YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
200844.9%-6.2%15.1%-9.1%-2.4%11.9%15.8%3.2%15.8%24.8%5.6%3.5%193.2%
2009-2.3%-2.2%0.9%4.0%15.3%7.9%6.6%1.2%1.6%1.1%6.1%2.7%50.7%
20102.1%2.0%0.5%-0.5%5.1%-1.8%-2.9%-1.9%2.5%-0.1%-0.6%1.0%5.3%
20110.8%2.9%-2.3%1.4%1.8%2.0%-0.1%-1.2%4.9%0.1%1.9%3.4%16.5%
20121.5%2.0%2.8%-0.7%1.7%0.7%0.9%0.3%-1.9%-1.2%3.2%-2.7%6.6%
2013-0.8%-0.3%4.3%0.7%1.0%0.5%-0.6%2.9%2.2%1.2%-0.5%-0.9%10.0%
20141.7%0.4%0.8%-2.5%4.0%0.3%3.5%-1.5%N/AN/AN/AN/A6.7%
Avg6.8%-0.2%3.1%-0.9%3.8%3.1%3.3%0.4%4.2%4.3%2.6%1.2% 

4. Profit Table Enhanced

 (in%) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 MaxDD 
 2008 
 44.9  -6.2  15.1  -9.1  -2.4  11.9  15.8  3.2  15.8  24.8  5.6  3.5  193.2  -29.1 
 2009 
 -2.3  -2.2  0.9  4.0  15.3  7.9  6.6  1.2  1.6  1.1  6.1  2.7  50.7  -11.6 
 2010 
 2.1  2.0  0.5  -0.5  5.1  -1.8  -2.9  -1.9  2.5  -0.1  -0.6  1.0  5.3  -7.4 
 2011 
 0.8  2.9  -2.3  1.4  1.8  2.0  -0.1  -1.2  4.9  0.1  1.9  3.4  16.5  -6.5 
 2012 
 1.5  2.0  2.8  -0.7  1.7  0.7  0.9  0.3  -1.9  -1.2  3.2  -2.7  6.6  -4.1 
 2013 
 -0.8  -0.3  4.3  0.7  1.0  0.5  -0.6  2.9  2.2  1.2  -0.5  -0.9  10.0  -3.6 
 2014 
 1.7  0.4  0.8  -2.5  4.0  0.3  3.5  -1.5 
N/A
N/A
N/A
N/A
 6.7  -4.8 
Avg|Max
 6.8  -0.2  3.1  -0.9  3.8  3.1  3.3  0.4  4.2  4.3  2.6  1.2  33.3  -29.1 

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution