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Charts

1. Portfolio Equity

2. Underwater Equity

3. Profit Table

YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
20050.0%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%
20070.0%0.0%18.7%1.6%10.0%4.2%8.1%3.5%0.2%-12.4%0.9%0.0%36.9%
20080.0%19.8%5.6%16.7%4.1%1.0%14.4%-8.3%7.3%-1.1%2.5%4.1%84.1%
20091.6%3.7%2.0%5.6%17.4%-5.7%5.3%4.9%3.9%-3.8%2.0%3.5%46.5%
20100.0%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%
20123.9%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%
20150.0%0.0%N/AN/AN/AN/AN/AN/AN/AN/AN/AN/A0.0%
Avg0.1%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

 (in%) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 MaxDD 
 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  -5.9 
 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  -38.4 
 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  -16.5 
 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  -13.1 
 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  -13.0 
 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  -5.2 
 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  -4.6 
 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  -8.6 
 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  -4.7 
 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  -3.3 
 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  0.0 
Avg|Max
 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