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% |
2005 | 0.0% | 0.0% | 3.1% | 0.0% | 1.8% | 3.8% | -0.5% | 1.1% | 1.2% | 0.0% | 11.7% | 3.6% | 28.4% |
2006 | -0.2% | 3.5% | 7.4% | 2.9% | 8.0% | -25.0% | -1.2% | 3.8% | -4.4% | 5.7% | 0.0% | 0.0% | -4.1% |
2007 | 0.0% | 0.0% | 18.7% | 1.6% | 10.0% | 4.2% | 8.1% | 3.5% | 0.2% | -12.4% | 0.9% | 0.0% | 36.9% |
2008 | 0.0% | 19.8% | 5.6% | 16.7% | 4.1% | 1.0% | 14.4% | -8.3% | 7.3% | -1.1% | 2.5% | 4.1% | 84.1% |
2009 | 1.6% | 3.7% | 2.0% | 5.6% | 17.4% | -5.7% | 5.3% | 4.9% | 3.9% | -3.8% | 2.0% | 3.5% | 46.5% |
2010 | 0.0% | 0.5% | 3.8% | -0.2% | 1.8% | -3.9% | 2.6% | -1.2% | 1.6% | -0.8% | -0.1% | 4.5% | 8.7% |
2011 | -0.2% | 2.6% | 3.2% | -1.1% | 1.5% | 2.5% | -2.4% | 0.4% | 0.4% | 2.1% | -1.0% | -1.3% | 6.8% |
2012 | 3.9% | 5.2% | 2.8% | -2.2% | -2.8% | 2.0% | -1.9% | -0.6% | 0.3% | -1.5% | 1.3% | 0.3% | 6.7% |
2013 | -0.6% | -2.5% | 2.2% | 0.0% | -0.4% | 0.6% | 0.4% | 2.4% | -1.3% | 0.4% | 1.0% | -0.4% | 1.8% |
2014 | -2.7% | 3.3% | 2.0% | -0.9% | 0.0% | 0.8% | 1.6% | 1.4% | -0.6% | 4.6% | 0.0% | -3.1% | 6.3% |
2015 | 0.0% | 0.0% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.0% |
Avg | 0.1% | 3.3% | 5.1% | 2.2% | 4.1% | -2.0% | 2.6% | 0.8% | 0.9% | -0.7% | 1.8% | 1.1% |
4. Profit Table Enhanced
0.0 | 0.0 | 3.1 | 0.0 | 1.8 | 3.8 | -0.5 | 1.1 | 1.2 | 0.0 | 11.7 | 3.6 | 28.4 | -5.9 | |
-0.2 | 3.5 | 7.4 | 2.9 | 8.0 | -25.0 | -1.2 | 3.8 | -4.4 | 5.7 | 0.0 | 0.0 | -4.1 | -38.4 | |
0.0 | 0.0 | 18.7 | 1.6 | 10.0 | 4.2 | 8.1 | 3.5 | 0.2 | -12.4 | 0.9 | 0.0 | 36.9 | -16.5 | |
0.0 | 19.8 | 5.6 | 16.7 | 4.1 | 1.0 | 14.4 | -8.3 | 7.3 | -1.1 | 2.5 | 4.1 | 84.1 | -13.1 | |
1.6 | 3.7 | 2.0 | 5.6 | 17.4 | -5.7 | 5.3 | 4.9 | 3.9 | -3.8 | 2.0 | 3.5 | 46.5 | -13.0 | |
0.0 | 0.5 | 3.8 | -0.2 | 1.8 | -3.9 | 2.6 | -1.2 | 1.6 | -0.8 | -0.1 | 4.5 | 8.7 | -5.2 | |
-0.2 | 2.6 | 3.2 | -1.1 | 1.5 | 2.5 | -2.4 | 0.4 | 0.4 | 2.1 | -1.0 | -1.3 | 6.8 | -4.6 | |
3.9 | 5.2 | 2.8 | -2.2 | -2.8 | 2.0 | -1.9 | -0.6 | 0.3 | -1.5 | 1.3 | 0.3 | 6.7 | -8.6 | |
-0.6 | -2.5 | 2.2 | 0.0 | -0.4 | 0.6 | 0.4 | 2.4 | -1.3 | 0.4 | 1.0 | -0.4 | 1.8 | -4.7 | |
-2.7 | 3.3 | 2.0 | -0.9 | 0.0 | 0.8 | 1.6 | 1.4 | -0.6 | 4.6 | 0.0 | -3.1 | 6.3 | -3.3 | |
0.0 | 0.0 | 0.0 | 0.0 | |||||||||||
0.1 | 3.3 | 5.1 | 2.2 | 4.1 | -2.0 | 2.6 | 0.8 | 0.9 | -0.7 | 1.8 | 1.1 | 19.4 | -38.4 |
Profit distribution
Max. Adverse Excursion distribution
Max. Favorable Excursion distribution