Charts |
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1. Portfolio Equity
2. Underwater Equity
3. Profit Table
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Yr% |
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% |
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% |
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% |
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% |
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% |
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% |
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% |
Avg | 6.8% | -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
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 | |
-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 | |
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 | |
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 | |
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 | |
-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 | |
1.7 | 0.4 | 0.8 | -2.5 | 4.0 | 0.3 | 3.5 | -1.5 | 6.7 | -4.8 | |||||
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