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 | 3.0% | 2.0% | -3.4% | -2.8% | 5.5% | 1.7% | 3.1% | -1.8% | -2.5% | -1.6% | 2.1% | -4.1% | 0.6% |
2006 | 8.8% | 1.3% | 5.0% | 2.5% | -1.1% | 12.6% | 10.6% | 3.0% | 7.2% | 3.8% | 1.0% | 2.0% | 72.4% |
2007 | 9.1% | -7.4% | 5.5% | -0.9% | -0.1% | -0.2% | 4.4% | -2.5% | 2.0% | 9.4% | 0.8% | 7.8% | 29.9% |
2008 | -11.8% | 3.8% | 4.5% | 6.5% | -0.1% | -7.0% | 10.1% | -4.1% | 1.9% | -0.7% | 4.0% | 1.4% | 6.5% |
2009 | 6.7% | -3.9% | 3.5% | -0.0% | -0.7% | -2.4% | 11.5% | 0.0% | 4.5% | -4.2% | 2.7% | 1.1% | 19.1% |
2010 | -3.9% | -2.8% | 1.0% | 4.3% | 0.4% | -0.1% | -0.0% | 1.8% | 6.0% | -0.3% | -0.3% | 3.7% | 9.8% |
2011 | 0.5% | 3.5% | 3.4% | 7.6% | -1.6% | 4.1% | 0.0% | 2.9% | 4.3% | 5.0% | -2.9% | 2.7% | 33.4% |
2012 | 1.6% | 4.2% | 0.3% | 1.1% | 0.3% | 4.3% | 0.2% | 0.5% | 3.0% | 0.2% | 2.0% | 0.1% | 19.2% |
2013 | 1.0% | -1.5% | 1.5% | 1.1% | 1.9% | 0.6% | 1.7% | -0.6% | 1.0% | 1.2% | 0.2% | 4.4% | 12.8% |
2014 | 0.4% | 2.4% | 2.6% | 0.7% | 5.3% | 1.7% | 1.0% | 0.5% | 0.6% | -1.9% | 2.6% | -0.3% | 16.5% |
2015 | 2.0% | -0.4% | 0.8% | 0.5% | 2.9% | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 5.9% |
Avg | 1.6% | 0.1% | 2.3% | 1.9% | 1.2% | 1.5% | 4.3% | -0.0% | 2.8% | 1.1% | 1.2% | 1.9% |
4. Profit Table Enhanced
3.0 | 2.0 | -3.4 | -2.8 | 5.5 | 1.7 | 3.1 | -1.8 | -2.5 | -1.6 | 2.1 | -4.1 | 0.6 | -10.2 | |
8.8 | 1.3 | 5.0 | 2.5 | -1.1 | 12.6 | 10.6 | 3.0 | 7.2 | 3.8 | 1.0 | 2.0 | 72.4 | -5.7 | |
9.1 | -7.4 | 5.5 | -0.9 | -0.1 | -0.2 | 4.4 | -2.5 | 2.0 | 9.4 | 0.8 | 7.8 | 29.9 | -10.4 | |
-11.8 | 3.8 | 4.5 | 6.5 | -0.1 | -7.0 | 10.1 | -4.1 | 1.9 | -0.7 | 4.0 | 1.4 | 6.5 | -16.3 | |
6.7 | -3.9 | 3.5 | -0.0 | -0.7 | -2.4 | 11.5 | 0.0 | 4.5 | -4.2 | 2.7 | 1.1 | 19.1 | -7.0 | |
-3.9 | -2.8 | 1.0 | 4.3 | 0.4 | -0.1 | -0.0 | 1.8 | 6.0 | -0.3 | -0.3 | 3.7 | 9.8 | -8.6 | |
0.5 | 3.5 | 3.4 | 7.6 | -1.6 | 4.1 | 0.0 | 2.9 | 4.3 | 5.0 | -2.9 | 2.7 | 33.4 | -4.4 | |
1.6 | 4.2 | 0.3 | 1.1 | 0.3 | 4.3 | 0.2 | 0.5 | 3.0 | 0.2 | 2.0 | 0.1 | 19.2 | -1.2 | |
1.0 | -1.5 | 1.5 | 1.1 | 1.9 | 0.6 | 1.7 | -0.6 | 1.0 | 1.2 | 0.2 | 4.4 | 12.8 | -2.6 | |
0.4 | 2.4 | 2.6 | 0.7 | 5.3 | 1.7 | 1.0 | 0.5 | 0.6 | -1.9 | 2.6 | -0.3 | 16.5 | -2.9 | |
2.0 | -0.4 | 0.8 | 0.5 | 2.9 | 5.9 | -1.7 | ||||||||
1.6 | 0.1 | 2.3 | 1.9 | 1.2 | 1.5 | 4.3 | -0.0 | 2.8 | 1.1 | 1.2 | 1.9 | 20.4 | -16.3 |
5. Performance Reports
Profit distribution
Max. Adverse Excursion distribution
Max. Favorable Excursion distribution