Transtrend B.V.

Diversified Trend Program - Enhanced Risk USD


Monthly Performance (%)

Date Range: 12/94 - 08/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 0.21 -1.03 -1.32 1.54 0.25 -1.87 5.77 -1.52   1.83 
2019 -4.93 2.16 6.24 4.34 -4.78 1.19 7.34 1.79 -5.06 -5.24 0.48 -0.51  1.94 
2018 4.39 -8.51 -0.45 1.41 -0.37 2.05 0.72 3.88 -0.86 -6.65 -1.36 -1.10  -7.40 
2017 -2.20 4.38 -3.02 -2.12 -1.10 -3.89 0.94 5.07 -6.41 8.79 0.05 2.05  1.55 
2016 4.71 5.65 -1.89 -4.04 -3.23 7.54 2.91 -1.85 -1.30 -3.86 0.99 2.61  7.65 
2015 4.10 -1.01 2.03 -3.53 -3.01 -5.63 7.84 -6.25 5.02 -2.48 7.08 -5.24  -2.46 
2014 -3.25 1.04 0.63 1.50 3.33 0.96 -1.41 4.08 3.48 -2.06 6.91 1.44  17.48 
2013 0.17 -1.32 2.18 2.90 -4.58 -0.54 0.44 -2.53 -1.18 1.31 0.87 1.92  -0.61 
2012 1.09 2.31 -0.89 0.55 7.53 -5.27 4.04 -1.41 -3.07 -3.65 -0.34 0.50  0.73 
2011 -0.77 1.77 -2.14 2.85 -4.46 -2.59 1.89 -3.20 -2.00 -2.11 0.48 1.58  -8.65 
2010 -3.90 1.18 8.18 1.82 -4.58 -0.22 -0.86 2.75 3.59 3.91 -0.82 3.60  14.89 
2009 -0.27 0.76 -3.34 0.18 1.28 -1.10 -2.30 0.23 -0.93 -3.48 2.11 -4.79  -11.27 
2008 -0.48 5.55 1.33 0.59 3.28 3.03 -2.38 -1.38 4.95 7.12 2.57 2.29  29.38 
2007 1.64 -4.07 -3.24 5.69 6.84 3.65 -2.50 -2.44 7.81 9.02 -2.16 1.32  22.38 
2006 1.78 -2.26 0.89 1.94 -3.78 -1.26 -3.69 4.72 0.12 4.56 3.68 5.29  12.04 
2005 -4.35 2.74 2.03 -3.48 1.03 4.02 3.26 -0.49 1.80 -0.67 3.40 -3.00  5.99 
2004 2.08 4.95 -2.18 -3.17 -0.31 -2.35 -1.34 -0.42 1.63 3.20 8.97 1.71  12.82 
2003 5.18 4.03 -5.04 3.77 5.81 -2.45 -2.36 -0.09 -2.04 2.48 -0.69 0.22  8.48 
2002 -1.17 -0.69 2.00 -0.99 2.34 8.41 5.97 2.78 3.44 -2.72 -1.71 6.58  26.26 
2001 0.72 0.60 6.75 -1.48 1.29 -1.36 4.72 2.37 7.82 1.07 -3.12 4.86  26.36 
2000 1.55 -1.99 -2.29 0.14 2.52 -2.44 -0.77 1.81 0.62 2.54 5.97 4.47  12.40 
1999 -3.86 1.22 -2.77 3.11 -3.10 4.51 1.95 -2.51 0.63 -6.82 1.84 4.29  -2.21 
1998 0.25 0.21 2.79 -5.43 3.55 1.36 -4.75 19.57 1.93 0.86 -1.06 2.70  21.95 
1997 9.64 5.12 -2.17 -4.07 -0.62 0.20 19.27 1.02 1.87 -8.58 5.72 7.95  37.93 
1996 5.38 -6.65 -0.48 8.59 -4.40 -0.30 3.88 7.26 7.51 10.37 1.46 -3.12  31.68 
1995 -6.16 9.57 10.15 2.16 6.49 3.63 -3.70 -0.58 1.75 -3.81 2.07 5.70  29.09 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

Transtrend's Diversified Trend Program (DTP) – trading since 1992 – is an active, medium term trend following program and aims to generate attractive absolute returns, especially during periods of market stress. DTP is known for its large investment universe consisting of over 500 futures and forwards markets (including ‘synthetic’ market combinations), its focus on risk management, its unbiasedness and its demonstrated ability to generate ‘crisis alpha’. These data should be viewed in conjunction with the explanatory notes that are an integral part of the performance data. The explanatory notes to the performance data of Transtrend's Diversified Trend Program are available on Transtrend's webpage: https://www.transtrend.com/en/strategies/dtp/explanatory-notes-dtp/. THE VALUE OF YOUR INVESTMENT CAN FLUCTUATE. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Performance Statistics

Date Range: 12/94 - 08/20
  Program S&P 500 Coquest 40 
Total Return 1194.90% 1168.74% 276.98% 
Annualized Return 10.49% 10.37% 5.29% 
Annualized Std. Deviation 13.80% 14.95% 10.10% 
Correlation 0.01 0.81 
Sharpe Ratio (rf=2.5%) 0.58 0.53 0.28 
Worst Month -8.58% -16.79% -7.77% 
Date of Worst Month 10/1997 10/2008 11/2001 
Worst Drawdown -15.67% -50.95% -15.74% 
Date of Worst Drawdown 1/18 - 1/19 10/07 - 2/09 4/11 - 9/13 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/94 - 08/20
Year or YTD Program S&P 500 Coquest 40 
2020 1.83 9.75 -1.80 
2019 1.94 31.50 7.53 
2018 -7.40 -4.38 -4.29 
2017 1.55 21.84 1.24 
2016 7.65 11.98 -3.13 
2015 -2.46 1.41 0.09 
2014 17.48 13.69 15.75 
2013 -0.61 32.41 -2.45 
2012 0.73 15.98 -4.75 
2011 -8.65 2.12 -3.23 
2010 14.89 15.06 11.33 
2009 -11.27 26.45 -7.98 
2008 29.38 -36.99 15.47 
2007 22.38 5.50 7.18 
2006 12.04 15.79 6.70 
2005 5.99 4.89 4.51 
2004 12.82 10.87 2.57 
2003 8.48 28.69 15.99 
2002 26.26 -22.10 15.22 
2001 26.36 -11.88 5.39 
2000 12.40 -9.09 10.63 
1999 -2.21 21.04 0.87 
1998 21.95 28.58 12.61 
1997 37.93 33.38 10.22 
1996 31.68 22.96 16.04 
1995 29.09 37.57 13.16 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/94 - 08/20
Date: 8/31/2020
Perf: $3,836.20 Date: 7/31/2020
Perf: $3,880.04 Date: 6/30/2020
Perf: $3,807.32 Date: 5/31/2020
Perf: $3,856.69 Date: 4/30/2020
Perf: $3,902.35 Date: 3/31/2020
Perf: $3,889.51 Date: 2/29/2020
Perf: $3,887.18 Date: 1/31/2020
Perf: $3,945.98 Date: 12/31/2019
Perf: $3,906.52 Date: 11/30/2019
Perf: $3,930.89 Date: 10/31/2019
Perf: $3,892.74 Date: 9/30/2019
Perf: $3,980.72 Date: 8/31/2019
Perf: $4,094.12 Date: 7/31/2019
Perf: $3,951.09 Date: 6/30/2019
Perf: $3,820.80 Date: 5/31/2019
Perf: $3,745.89 Date: 4/30/2019
Perf: $3,820.77 Date: 3/31/2019
Perf: $3,718.51 Date: 2/28/2019
Perf: $3,589.65 Date: 1/31/2019
Perf: $3,566.82 Date: 12/31/2018
Perf: $3,632.94 Date: 11/30/2018
Perf: $3,617.74 Date: 10/31/2018
Perf: $3,661.68 Date: 9/30/2018
Perf: $3,754.42 Date: 8/31/2018
Perf: $3,771.39 Date: 7/31/2018
Perf: $3,677.61 Date: 6/30/2018
Perf: $3,705.40 Date: 5/31/2018
Perf: $3,674.53 Date: 4/30/2018
Perf: $3,722.56 Date: 3/31/2018
Perf: $3,682.78 Date: 2/28/2018
Perf: $3,686.10 Date: 1/31/2018
Perf: $3,925.56 Date: 12/31/2017
Perf: $3,795.74 Date: 11/30/2017
Perf: $3,754.82 Date: 10/31/2017
Perf: $3,749.94 Date: 9/30/2017
Perf: $3,599.14 Date: 8/31/2017
Perf: $3,676.72 Date: 7/31/2017
Perf: $3,616.68 Date: 6/30/2017
Perf: $3,602.63 Date: 5/31/2017
Perf: $3,710.99 Date: 4/30/2017
Perf: $3,703.95 Date: 3/31/2017
Perf: $3,726.31 Date: 2/28/2017
Perf: $3,781.52 Date: 1/31/2017
Perf: $3,700.84 Date: 12/31/2016
Perf: $3,749.21 Date: 11/30/2016
Perf: $3,720.93 Date: 10/31/2016
Perf: $3,762.31 Date: 9/30/2016
Perf: $3,861.95 Date: 8/31/2016
Perf: $3,912.42 Date: 7/31/2016
Perf: $4,020.57 Date: 6/30/2016
Perf: $3,979.98 Date: 5/31/2016
Perf: $3,817.73 Date: 4/30/2016
Perf: $3,885.73 Date: 3/31/2016
Perf: $3,985.77 Date: 2/29/2016
Perf: $4,103.54 Date: 1/31/2016
Perf: $4,005.02 Date: 12/31/2015
Perf: $3,870.33 Date: 11/30/2015
Perf: $3,961.44 Date: 10/31/2015
Perf: $3,830.81 Date: 9/30/2015
Perf: $3,898.65 Date: 8/31/2015
Perf: $3,815.84 Date: 7/31/2015
Perf: $3,883.02 Date: 6/30/2015
Perf: $3,736.91 Date: 5/31/2015
Perf: $3,941.89 Date: 4/30/2015
Perf: $3,970.47 Date: 3/31/2015
Perf: $4,129.89 Date: 2/28/2015
Perf: $4,040.59 Date: 1/31/2015
Perf: $4,047.07 Date: 12/31/2014
Perf: $3,866.87 Date: 11/30/2014
Perf: $3,799.99 Date: 10/31/2014
Perf: $3,586.59 Date: 9/30/2014
Perf: $3,534.63 Date: 8/31/2014
Perf: $3,482.74 Date: 7/31/2014
Perf: $3,341.39 Date: 6/30/2014
Perf: $3,368.34 Date: 5/31/2014
Perf: $3,339.62 Date: 4/30/2014
Perf: $3,256.26 Date: 3/31/2014
Perf: $3,231.70 Date: 2/28/2014
Perf: $3,280.25 Date: 1/31/2014
Perf: $3,253.57 Date: 12/31/2013
Perf: $3,340.76 Date: 11/30/2013
Perf: $3,345.45 Date: 10/31/2013
Perf: $3,285.97 Date: 9/30/2013
Perf: $3,212.41 Date: 8/31/2013
Perf: $3,231.80 Date: 7/31/2013
Perf: $3,295.06 Date: 6/30/2013
Perf: $3,323.98 Date: 5/31/2013
Perf: $3,454.92 Date: 4/30/2013
Perf: $3,610.16 Date: 3/31/2013
Perf: $3,519.36 Date: 2/28/2013
Perf: $3,469.40 Date: 1/31/2013
Perf: $3,489.64 Date: 12/31/2012
Perf: $3,424.57 Date: 11/30/2012
Perf: $3,407.87 Date: 10/31/2012
Perf: $3,398.36 Date: 9/30/2012
Perf: $3,526.00 Date: 8/31/2012
Perf: $3,585.15 Date: 7/31/2012
Perf: $3,634.58 Date: 6/30/2012
Perf: $3,491.77 Date: 5/31/2012
Perf: $3,628.19 Date: 4/30/2012
Perf: $3,560.54 Date: 3/31/2012
Perf: $3,539.31 Date: 2/29/2012
Perf: $3,621.51 Date: 1/31/2012
Perf: $3,606.73 Date: 12/31/2011
Perf: $3,595.22 Date: 11/30/2011
Perf: $3,561.04 Date: 10/31/2011
Perf: $3,550.38 Date: 9/30/2011
Perf: $3,696.78 Date: 8/31/2011
Perf: $3,699.00 Date: 7/31/2011
Perf: $3,706.41 Date: 6/30/2011
Perf: $3,577.96 Date: 5/31/2011
Perf: $3,673.47 Date: 4/30/2011
Perf: $3,812.63 Date: 3/31/2011
Perf: $3,669.52 Date: 2/28/2011
Perf: $3,726.54 Date: 1/31/2011
Perf: $3,664.24 Date: 12/31/2010
Perf: $3,715.14 Date: 11/30/2010
Perf: $3,562.32 Date: 10/31/2010
Perf: $3,693.05 Date: 9/30/2010
Perf: $3,555.11 Date: 8/31/2010
Perf: $3,491.57 Date: 7/31/2010
Perf: $3,352.76 Date: 6/30/2010
Perf: $3,396.58 Date: 5/31/2010
Perf: $3,383.72 Date: 4/30/2010
Perf: $3,467.64 Date: 3/31/2010
Perf: $3,415.05 Date: 2/28/2010
Perf: $3,284.65 Date: 1/31/2010
Perf: $3,254.06 Date: 12/31/2009
Perf: $3,337.15 Date: 11/30/2009
Perf: $3,476.20 Date: 10/31/2009
Perf: $3,341.54 Date: 9/30/2009
Perf: $3,429.33 Date: 8/31/2009
Perf: $3,349.61 Date: 7/31/2009
Perf: $3,338.59 Date: 6/30/2009
Perf: $3,342.27 Date: 5/31/2009
Perf: $3,433.60 Date: 4/30/2009
Perf: $3,386.86 Date: 3/31/2009
Perf: $3,501.35 Date: 2/28/2009
Perf: $3,601.11 Date: 1/31/2009
Perf: $3,602.91 Date: 12/31/2008
Perf: $3,626.48 Date: 11/30/2008
Perf: $3,535.61 Date: 10/31/2008
Perf: $3,410.45 Date: 9/30/2008
Perf: $3,243.41 Date: 8/31/2008
Perf: $3,236.62 Date: 7/31/2008
Perf: $3,325.41 Date: 6/30/2008
Perf: $3,485.38 Date: 5/31/2008
Perf: $3,394.75 Date: 4/30/2008
Perf: $3,326.23 Date: 3/31/2008
Perf: $3,364.92 Date: 2/29/2008
Perf: $3,379.79 Date: 1/31/2008
Perf: $3,197.84 Date: 12/31/2007
Perf: $3,140.68 Date: 11/30/2007
Perf: $3,147.92 Date: 10/31/2007
Perf: $3,168.51 Date: 9/30/2007
Perf: $3,037.59 Date: 8/31/2007
Perf: $2,902.06 Date: 7/31/2007
Perf: $3,014.51 Date: 6/30/2007
Perf: $3,110.62 Date: 5/31/2007
Perf: $3,023.25 Date: 4/30/2007
Perf: $2,919.04 Date: 3/31/2007
Perf: $2,801.38 Date: 2/28/2007
Perf: $2,868.51 Date: 1/31/2007
Perf: $2,980.27 Date: 12/31/2006
Perf: $2,930.16 Date: 11/30/2006
Perf: $2,834.36 Date: 10/31/2006
Perf: $2,766.58 Date: 9/30/2006
Perf: $2,736.48 Date: 8/31/2006
Perf: $2,765.79 Date: 7/31/2006
Perf: $2,735.16 Date: 6/30/2006
Perf: $2,776.25 Date: 5/31/2006
Perf: $2,814.81 Date: 4/30/2006
Perf: $2,891.44 Date: 3/31/2006
Perf: $2,822.56 Date: 2/28/2006
Perf: $2,748.89 Date: 1/31/2006
Perf: $2,798.71 Date: 12/31/2005
Perf: $2,746.26 Date: 11/30/2005
Perf: $2,796.88 Date: 10/31/2005
Perf: $2,681.83 Date: 9/30/2005
Perf: $2,677.55 Date: 8/31/2005
Perf: $2,636.94 Date: 7/31/2005
Perf: $2,622.78 Date: 6/30/2005
Perf: $2,621.20 Date: 5/31/2005
Perf: $2,534.77 Date: 4/30/2005
Perf: $2,458.79 Date: 3/31/2005
Perf: $2,520.54 Date: 2/28/2005
Perf: $2,534.74 Date: 1/31/2005
Perf: $2,517.37 Date: 12/31/2004
Perf: $2,627.73 Date: 11/30/2004
Perf: $2,619.09 Date: 10/31/2004
Perf: $2,484.67 Date: 9/30/2004
Perf: $2,402.50 Date: 8/31/2004
Perf: $2,370.50 Date: 7/31/2004
Perf: $2,386.97 Date: 6/30/2004
Perf: $2,414.50 Date: 5/31/2004
Perf: $2,496.90 Date: 4/30/2004
Perf: $2,537.24 Date: 3/31/2004
Perf: $2,705.52 Date: 2/29/2004
Perf: $2,732.30 Date: 1/31/2004
Perf: $2,586.42 Date: 12/31/2003
Perf: $2,561.83 Date: 11/30/2003
Perf: $2,455.51 Date: 10/31/2003
Perf: $2,462.89 Date: 9/30/2003
Perf: $2,408.70 Date: 8/31/2003
Perf: $2,419.83 Date: 7/31/2003
Perf: $2,397.30 Date: 6/30/2003
Perf: $2,452.73 Date: 5/31/2003
Perf: $2,515.88 Date: 4/30/2003
Perf: $2,376.38 Date: 3/31/2003
Perf: $2,341.96 Date: 2/28/2003
Perf: $2,484.04 Date: 1/31/2003
Perf: $2,344.10 Date: 12/31/2002
Perf: $2,208.71 Date: 11/30/2002
Perf: $2,081.92 Date: 10/31/2002
Perf: $2,141.01 Date: 9/30/2002
Perf: $2,257.97 Date: 8/31/2002
Perf: $2,158.47 Date: 7/31/2002
Perf: $2,107.67 Date: 6/30/2002
Perf: $2,000.83 Date: 5/31/2002
Perf: $1,838.32 Date: 4/30/2002
Perf: $1,791.91 Date: 3/31/2002
Perf: $1,835.22 Date: 2/28/2002
Perf: $1,840.56 Date: 1/31/2002
Perf: $1,893.97 Date: 12/31/2001
Perf: $1,916.97 Date: 11/30/2001
Perf: $1,877.36 Date: 10/31/2001
Perf: $2,035.52 Date: 9/30/2001
Perf: $1,951.23 Date: 8/31/2001
Perf: $1,892.92 Date: 7/31/2001
Perf: $1,837.97 Date: 6/30/2001
Perf: $1,833.93 Date: 5/31/2001
Perf: $1,854.33 Date: 4/30/2001
Perf: $1,853.78 Date: 3/31/2001
Perf: $1,975.46 Date: 2/28/2001
Perf: $1,855.24 Date: 1/31/2001
Perf: $1,837.79 Date: 12/31/2000
Perf: $1,818.87 Date: 11/30/2000
Perf: $1,680.56 Date: 10/31/2000
Perf: $1,581.55 Date: 9/30/2000
Perf: $1,549.18 Date: 8/31/2000
Perf: $1,576.61 Date: 7/31/2000
Perf: $1,544.79 Date: 6/30/2000
Perf: $1,572.46 Date: 5/31/2000
Perf: $1,597.22 Date: 4/30/2000
Perf: $1,575.63 Date: 3/31/2000
Perf: $1,599.79 Date: 2/29/2000
Perf: $1,640.47 Date: 1/31/2000
Perf: $1,659.05 Date: 12/31/1999
Perf: $1,644.09 Date: 11/30/1999
Perf: $1,623.15 Date: 10/31/1999
Perf: $1,592.27 Date: 9/30/1999
Perf: $1,665.90 Date: 8/31/1999
Perf: $1,660.09 Date: 7/31/1999
Perf: $1,650.19 Date: 6/30/1999
Perf: $1,663.16 Date: 5/31/1999
Perf: $1,621.01 Date: 4/30/1999
Perf: $1,648.38 Date: 3/31/1999
Perf: $1,599.28 Date: 2/28/1999
Perf: $1,612.34 Date: 1/31/1999
Perf: $1,582.74 Date: 12/31/1998
Perf: $1,629.84 Date: 11/30/1998
Perf: $1,592.42 Date: 10/31/1998
Perf: $1,622.11 Date: 9/30/1998
Perf: $1,628.62 Date: 8/31/1998
Perf: $1,558.94 Date: 7/31/1998
Perf: $1,444.40 Date: 6/30/1998
Perf: $1,441.37 Date: 5/31/1998
Perf: $1,439.64 Date: 4/30/1998
Perf: $1,403.98 Date: 3/31/1998
Perf: $1,462.02 Date: 2/28/1998
Perf: $1,445.11 Date: 1/31/1998
Perf: $1,456.47 Date: 12/31/1997
Perf: $1,447.36 Date: 11/30/1997
Perf: $1,409.58 Date: 10/31/1997
Perf: $1,390.12 Date: 9/30/1997
Perf: $1,398.79 Date: 8/31/1997
Perf: $1,381.38 Date: 7/31/1997
Perf: $1,450.43 Date: 6/30/1997
Perf: $1,355.79 Date: 5/31/1997
Perf: $1,340.24 Date: 4/30/1997
Perf: $1,362.87 Date: 3/31/1997
Perf: $1,395.52 Date: 2/28/1997
Perf: $1,397.06 Date: 1/31/1997
Perf: $1,364.45 Date: 12/31/1996
Perf: $1,313.11 Date: 11/30/1996
Perf: $1,343.74 Date: 10/31/1996
Perf: $1,255.25 Date: 9/30/1996
Perf: $1,161.19 Date: 8/31/1996
Perf: $1,111.30 Date: 7/31/1996
Perf: $1,115.20 Date: 6/30/1996
Perf: $1,144.73 Date: 5/31/1996
Perf: $1,133.17 Date: 4/30/1996
Perf: $1,160.56 Date: 3/31/1996
Perf: $1,102.99 Date: 2/29/1996
Perf: $1,096.74 Date: 1/31/1996
Perf: $1,166.86 Date: 12/31/1995
Perf: $1,131.56 Date: 11/30/1995
Perf: $1,082.94 Date: 10/31/1995
Perf: $1,065.04 Date: 9/30/1995
Perf: $1,063.98 Date: 8/31/1995
Perf: $1,091.26 Date: 7/31/1995
Perf: $1,077.90 Date: 6/30/1995
Perf: $1,099.44 Date: 5/31/1995
Perf: $1,123.72 Date: 4/30/1995
Perf: $1,111.16 Date: 3/31/1995
Perf: $1,091.62 Date: 2/28/1995
Perf: $1,008.61 Date: 1/31/1995
Perf: $973.00 Date: 12/31/1994
Perf: $1,000.00 Date: 8/31/2020
Perf: $12,502.37 Date: 7/31/2020
Perf: $11,663.75 Date: 6/30/2020
Perf: $11,041.03 Date: 5/31/2020
Perf: $10,825.60 Date: 4/30/2020
Perf: $10,333.72 Date: 3/31/2020
Perf: $9,159.48 Date: 2/29/2020
Perf: $10,450.06 Date: 1/31/2020
Perf: $11,387.23 Date: 12/31/2019
Perf: $11,391.78 Date: 11/30/2019
Perf: $11,057.84 Date: 10/31/2019
Perf: $10,670.50 Date: 9/30/2019
Perf: $10,443.87 Date: 8/31/2019
Perf: $10,252.15 Date: 7/31/2019
Perf: $10,416.73 Date: 6/30/2019
Perf: $10,268.86 Date: 5/31/2019
Perf: $9,592.59 Date: 4/30/2019
Perf: $10,243.02 Date: 3/31/2019
Perf: $9,844.32 Date: 2/28/2019
Perf: $9,656.98 Date: 1/31/2019
Perf: $9,356.63 Date: 12/31/2018
Perf: $8,662.74 Date: 11/30/2018
Perf: $9,522.64 Date: 10/31/2018
Perf: $9,332.26 Date: 9/30/2018
Perf: $10,017.45 Date: 8/31/2018
Perf: $9,960.68 Date: 7/31/2018
Perf: $9,646.21 Date: 6/30/2018
Perf: $9,300.24 Date: 5/31/2018
Perf: $9,242.94 Date: 4/30/2018
Perf: $9,025.42 Date: 3/31/2018
Perf: $8,991.26 Date: 2/28/2018
Perf: $9,225.59 Date: 1/31/2018
Perf: $9,579.05 Date: 12/31/2017
Perf: $9,059.92 Date: 11/30/2017
Perf: $8,960.46 Date: 10/31/2017
Perf: $8,693.57 Date: 9/30/2017
Perf: $8,495.62 Date: 8/31/2017
Perf: $8,324.14 Date: 7/31/2017
Perf: $8,298.42 Date: 6/30/2017
Perf: $8,130.92 Date: 5/31/2017
Perf: $8,080.82 Date: 4/30/2017
Perf: $7,968.46 Date: 3/31/2017
Perf: $7,887.22 Date: 2/28/2017
Perf: $7,877.77 Date: 1/31/2017
Perf: $7,576.97 Date: 12/31/2016
Perf: $7,435.69 Date: 11/30/2016
Perf: $7,291.32 Date: 10/31/2016
Perf: $7,031.17 Date: 9/30/2016
Perf: $7,161.51 Date: 8/31/2016
Perf: $7,160.07 Date: 7/31/2016
Perf: $7,150.06 Date: 6/30/2016
Perf: $6,895.61 Date: 5/31/2016
Perf: $6,877.73 Date: 4/30/2016
Perf: $6,756.12 Date: 3/31/2016
Perf: $6,729.88 Date: 2/29/2016
Perf: $6,302.56 Date: 1/31/2016
Perf: $6,310.77 Date: 12/31/2015
Perf: $6,640.12 Date: 11/30/2015
Perf: $6,746.71 Date: 10/31/2015
Perf: $6,726.53 Date: 9/30/2015
Perf: $6,203.00 Date: 8/31/2015
Perf: $6,360.10 Date: 7/31/2015
Perf: $6,768.22 Date: 6/30/2015
Perf: $6,629.01 Date: 5/31/2015
Perf: $6,760.16 Date: 4/30/2015
Perf: $6,674.06 Date: 3/31/2015
Perf: $6,610.60 Date: 2/28/2015
Perf: $6,716.72 Date: 1/31/2015
Perf: $6,351.51 Date: 12/31/2014
Perf: $6,547.95 Date: 11/30/2014
Perf: $6,564.36 Date: 10/31/2014
Perf: $6,392.41 Date: 9/30/2014
Perf: $6,240.15 Date: 8/31/2014
Perf: $6,328.75 Date: 7/31/2014
Perf: $6,085.34 Date: 6/30/2014
Perf: $6,170.49 Date: 5/31/2014
Perf: $6,045.35 Date: 4/30/2014
Perf: $5,906.55 Date: 3/31/2014
Perf: $5,863.16 Date: 2/28/2014
Perf: $5,814.32 Date: 1/31/2014
Perf: $5,560.22 Date: 12/31/2013
Perf: $5,759.49 Date: 11/30/2013
Perf: $5,617.37 Date: 10/31/2013
Perf: $5,451.12 Date: 9/30/2013
Perf: $5,211.39 Date: 8/31/2013
Perf: $5,052.74 Date: 7/31/2013
Perf: $5,203.64 Date: 6/30/2013
Perf: $4,951.60 Date: 5/31/2013
Perf: $5,018.86 Date: 4/30/2013
Perf: $4,904.10 Date: 3/31/2013
Perf: $4,811.24 Date: 2/28/2013
Perf: $4,637.34 Date: 1/31/2013
Perf: $4,575.12 Date: 12/31/2012
Perf: $4,349.80 Date: 11/30/2012
Perf: $4,310.58 Date: 10/31/2012
Perf: $4,285.72 Date: 9/30/2012
Perf: $4,366.50 Date: 8/31/2012
Perf: $4,256.68 Date: 7/31/2012
Perf: $4,163.01 Date: 6/30/2012
Perf: $4,105.94 Date: 5/31/2012
Perf: $3,943.47 Date: 4/30/2012
Perf: $4,195.62 Date: 3/31/2012
Perf: $4,222.22 Date: 2/29/2012
Perf: $4,087.74 Date: 1/31/2012
Perf: $3,918.46 Date: 12/31/2011
Perf: $3,750.44 Date: 11/30/2011
Perf: $3,712.57 Date: 10/31/2011
Perf: $3,720.76 Date: 9/30/2011
Perf: $3,354.15 Date: 8/31/2011
Perf: $3,607.78 Date: 7/31/2011
Perf: $3,814.93 Date: 6/30/2011
Perf: $3,893.97 Date: 5/31/2011
Perf: $3,960.11 Date: 4/30/2011
Perf: $4,005.37 Date: 3/31/2011
Perf: $3,890.22 Date: 2/28/2011
Perf: $3,888.66 Date: 1/31/2011
Perf: $3,759.70 Date: 12/31/2010
Perf: $3,672.66 Date: 11/30/2010
Perf: $3,442.69 Date: 10/31/2010
Perf: $3,442.35 Date: 9/30/2010
Perf: $3,316.01 Date: 8/31/2010
Perf: $3,044.44 Date: 7/31/2010
Perf: $3,188.23 Date: 6/30/2010
Perf: $2,979.38 Date: 5/31/2010
Perf: $3,143.80 Date: 4/30/2010
Perf: $3,416.80 Date: 3/31/2010
Perf: $3,363.65 Date: 2/28/2010
Perf: $3,172.36 Date: 1/31/2010
Perf: $3,076.97 Date: 12/31/2009
Perf: $3,191.88 Date: 11/30/2009
Perf: $3,131.45 Date: 10/31/2009
Perf: $2,954.19 Date: 9/30/2009
Perf: $3,010.18 Date: 8/31/2009
Perf: $2,901.94 Date: 7/31/2009
Perf: $2,800.83 Date: 6/30/2009
Perf: $2,603.97 Date: 5/31/2009
Perf: $2,598.77 Date: 4/30/2009
Perf: $2,461.19 Date: 3/31/2009
Perf: $2,246.23 Date: 2/28/2009
Perf: $2,065.31 Date: 1/31/2009
Perf: $2,311.48 Date: 12/31/2008
Perf: $2,524.28 Date: 11/30/2008
Perf: $2,497.80 Date: 10/31/2008
Perf: $2,691.01 Date: 9/30/2008
Perf: $3,234.00 Date: 8/31/2008
Perf: $3,550.34 Date: 7/31/2008
Perf: $3,499.60 Date: 6/30/2008
Perf: $3,529.24 Date: 5/31/2008
Perf: $3,854.15 Date: 4/30/2008
Perf: $3,804.68 Date: 3/31/2008
Perf: $3,628.00 Date: 2/29/2008
Perf: $3,643.67 Date: 1/31/2008
Perf: $3,766.07 Date: 12/31/2007
Perf: $4,006.45 Date: 11/30/2007
Perf: $4,034.29 Date: 10/31/2007
Perf: $4,210.28 Date: 9/30/2007
Perf: $4,144.38 Date: 8/31/2007
Perf: $3,994.97 Date: 7/31/2007
Perf: $3,935.93 Date: 6/30/2007
Perf: $4,061.85 Date: 5/31/2007
Perf: $4,130.41 Date: 4/30/2007
Perf: $3,991.12 Date: 3/31/2007
Perf: $3,821.82 Date: 2/28/2007
Perf: $3,779.49 Date: 1/31/2007
Perf: $3,855.05 Date: 12/31/2006
Perf: $3,797.70 Date: 11/30/2006
Perf: $3,745.27 Date: 10/31/2006
Perf: $3,675.43 Date: 9/30/2006
Perf: $3,559.40 Date: 8/31/2006
Perf: $3,469.87 Date: 7/31/2006
Perf: $3,389.21 Date: 6/30/2006
Perf: $3,368.33 Date: 5/31/2006
Perf: $3,363.62 Date: 4/30/2006
Perf: $3,463.36 Date: 3/31/2006
Perf: $3,417.57 Date: 2/28/2006
Perf: $3,375.71 Date: 1/31/2006
Perf: $3,366.62 Date: 12/31/2005
Perf: $3,279.71 Date: 11/30/2005
Perf: $3,278.72 Date: 10/31/2005
Perf: $3,159.30 Date: 9/30/2005
Perf: $3,212.96 Date: 8/31/2005
Perf: $3,187.14 Date: 7/31/2005
Perf: $3,216.41 Date: 6/30/2005
Perf: $3,101.05 Date: 5/31/2005
Perf: $3,096.72 Date: 4/30/2005
Perf: $3,001.28 Date: 3/31/2005
Perf: $3,059.41 Date: 2/28/2005
Perf: $3,114.53 Date: 1/31/2005
Perf: $3,050.47 Date: 12/31/2004
Perf: $3,126.77 Date: 11/30/2004
Perf: $3,023.95 Date: 10/31/2004
Perf: $2,906.25 Date: 9/30/2004
Perf: $2,862.45 Date: 8/31/2004
Perf: $2,831.87 Date: 7/31/2004
Perf: $2,820.59 Date: 6/30/2004
Perf: $2,917.14 Date: 5/31/2004
Perf: $2,861.63 Date: 4/30/2004
Perf: $2,822.95 Date: 3/31/2004
Perf: $2,867.98 Date: 2/29/2004
Perf: $2,911.95 Date: 1/31/2004
Perf: $2,872.03 Date: 12/31/2003
Perf: $2,820.14 Date: 11/30/2003
Perf: $2,679.72 Date: 10/31/2003
Perf: $2,656.35 Date: 9/30/2003
Perf: $2,514.05 Date: 8/31/2003
Perf: $2,540.99 Date: 7/31/2003
Perf: $2,492.38 Date: 6/30/2003
Perf: $2,449.28 Date: 5/31/2003
Perf: $2,418.32 Date: 4/30/2003
Perf: $2,297.26 Date: 3/31/2003
Perf: $2,122.37 Date: 2/28/2003
Perf: $2,101.98 Date: 1/31/2003
Perf: $2,133.99 Date: 12/31/2002
Perf: $2,191.41 Date: 11/30/2002
Perf: $2,328.07 Date: 10/31/2002
Perf: $2,198.57 Date: 9/30/2002
Perf: $2,020.75 Date: 8/31/2002
Perf: $2,267.19 Date: 7/31/2002
Perf: $2,252.32 Date: 6/30/2002
Perf: $2,442.87 Date: 5/31/2002
Perf: $2,630.13 Date: 4/30/2002
Perf: $2,649.74 Date: 3/31/2002
Perf: $2,820.67 Date: 2/28/2002
Perf: $2,718.46 Date: 1/31/2002
Perf: $2,771.96 Date: 12/31/2001
Perf: $2,813.03 Date: 11/30/2001
Perf: $2,788.49 Date: 10/31/2001
Perf: $2,589.85 Date: 9/30/2001
Perf: $2,541.31 Date: 8/31/2001
Perf: $2,764.70 Date: 7/31/2001
Perf: $2,949.32 Date: 6/30/2001
Perf: $2,978.51 Date: 5/31/2001
Perf: $3,052.69 Date: 4/30/2001
Perf: $3,032.38 Date: 3/31/2001
Perf: $2,813.75 Date: 2/28/2001
Perf: $3,004.22 Date: 1/31/2001
Perf: $3,305.70 Date: 12/31/2000
Perf: $3,192.37 Date: 11/30/2000
Perf: $3,176.80 Date: 10/31/2000
Perf: $3,448.55 Date: 9/30/2000
Perf: $3,463.09 Date: 8/31/2000
Perf: $3,656.13 Date: 7/31/2000
Perf: $3,442.36 Date: 6/30/2000
Perf: $3,496.92 Date: 5/31/2000
Perf: $3,412.62 Date: 4/30/2000
Perf: $3,484.05 Date: 3/31/2000
Perf: $3,592.17 Date: 2/29/2000
Perf: $3,272.15 Date: 1/31/2000
Perf: $3,335.19 Date: 12/31/1999
Perf: $3,511.47 Date: 11/30/1999
Perf: $3,316.14 Date: 10/31/1999
Perf: $3,250.17 Date: 9/30/1999
Perf: $3,056.68 Date: 8/31/1999
Perf: $3,142.79 Date: 7/31/1999
Perf: $3,158.27 Date: 6/30/1999
Perf: $3,259.98 Date: 5/31/1999
Perf: $3,088.56 Date: 4/30/1999
Perf: $3,163.21 Date: 3/31/1999
Perf: $3,045.36 Date: 2/28/1999
Perf: $2,928.23 Date: 1/31/1999
Perf: $3,022.22 Date: 12/31/1998
Perf: $2,900.96 Date: 11/30/1998
Perf: $2,742.97 Date: 10/31/1998
Perf: $2,586.24 Date: 9/30/1998
Perf: $2,391.79 Date: 8/31/1998
Perf: $2,247.71 Date: 7/31/1998
Perf: $2,627.67 Date: 6/30/1998
Perf: $2,655.82 Date: 5/31/1998
Perf: $2,552.20 Date: 4/30/1998
Perf: $2,596.87 Date: 3/31/1998
Perf: $2,570.90 Date: 2/28/1998
Perf: $2,445.68 Date: 1/31/1998
Perf: $2,281.21 Date: 12/31/1997
Perf: $2,256.16 Date: 11/30/1997
Perf: $2,218.02 Date: 10/31/1997
Perf: $2,119.87 Date: 9/30/1997
Perf: $2,193.12 Date: 8/31/1997
Perf: $2,079.18 Date: 7/31/1997
Perf: $2,202.52 Date: 6/30/1997
Perf: $2,040.12 Date: 5/31/1997
Perf: $1,952.65 Date: 4/30/1997
Perf: $1,840.56 Date: 3/31/1997
Perf: $1,736.86 Date: 2/28/1997
Perf: $1,811.31 Date: 1/31/1997
Perf: $1,797.29 Date: 12/31/1996
Perf: $1,691.57 Date: 11/30/1996
Perf: $1,725.74 Date: 10/31/1996
Perf: $1,604.44 Date: 9/30/1996
Perf: $1,561.35 Date: 8/31/1996
Perf: $1,478.13 Date: 7/31/1996
Perf: $1,447.59 Date: 6/30/1996
Perf: $1,514.53 Date: 5/31/1996
Perf: $1,508.79 Date: 4/30/1996
Perf: $1,470.85 Date: 3/31/1996
Perf: $1,449.54 Date: 2/29/1996
Perf: $1,435.75 Date: 1/31/1996
Perf: $1,422.53 Date: 12/31/1995
Perf: $1,375.75 Date: 11/30/1995
Perf: $1,349.70 Date: 10/31/1995
Perf: $1,292.94 Date: 9/30/1995
Perf: $1,297.61 Date: 8/31/1995
Perf: $1,245.07 Date: 7/31/1995
Perf: $1,241.97 Date: 6/30/1995
Perf: $1,202.06 Date: 5/31/1995
Perf: $1,174.80 Date: 4/30/1995
Perf: $1,129.62 Date: 3/31/1995
Perf: $1,097.35 Date: 2/28/1995
Perf: $1,065.91 Date: 1/31/1995
Perf: $1,025.90 Date: 12/31/1994
Perf: $1,000.00 Date: 8/31/2020
Perf: $12,949.02 Date: 7/31/2020
Perf: $13,148.89 Date: 6/30/2020
Perf: $12,431.58 Date: 5/31/2020
Perf: $12,668.48 Date: 4/30/2020
Perf: $12,636.89 Date: 3/31/2020
Perf: $12,445.23 Date: 2/29/2020
Perf: $12,611.71 Date: 1/31/2020
Perf: $12,742.96 Date: 12/31/2019
Perf: $12,716.26 Date: 11/30/2019
Perf: $12,781.44 Date: 10/31/2019
Perf: $12,720.39 Date: 9/30/2019
Perf: $13,423.79 Date: 8/31/2019
Perf: $14,139.24 Date: 7/31/2019
Perf: $13,890.60 Date: 6/30/2019
Perf: $12,940.75 Date: 5/31/2019
Perf: $12,788.56 Date: 4/30/2019
Perf: $13,430.54 Date: 3/31/2019
Perf: $12,871.90 Date: 2/28/2019
Perf: $12,115.87 Date: 1/31/2019
Perf: $11,859.70 Date: 12/31/2018
Perf: $12,474.70 Date: 11/30/2018
Perf: $12,613.45 Date: 10/31/2018
Perf: $12,787.36 Date: 9/30/2018
Perf: $13,698.30 Date: 8/31/2018
Perf: $13,817.12 Date: 7/31/2018
Perf: $13,301.04 Date: 6/30/2018
Perf: $13,205.96 Date: 5/31/2018
Perf: $12,940.68 Date: 4/30/2018
Perf: $12,988.73 Date: 3/31/2018
Perf: $12,808.14 Date: 2/28/2018
Perf: $12,866.04 Date: 1/31/2018
Perf: $14,062.78 Date: 12/31/2017
Perf: $13,471.39 Date: 11/30/2017
Perf: $13,200.77 Date: 10/31/2017
Perf: $13,194.17 Date: 9/30/2017
Perf: $12,128.11 Date: 8/31/2017
Perf: $12,958.77 Date: 7/31/2017
Perf: $12,333.46 Date: 6/30/2017
Perf: $12,218.61 Date: 5/31/2017
Perf: $12,713.15 Date: 4/30/2017
Perf: $12,854.55 Date: 3/31/2017
Perf: $13,132.97 Date: 2/28/2017
Perf: $13,541.93 Date: 1/31/2017
Perf: $12,973.69 Date: 12/31/2016
Perf: $13,265.53 Date: 11/30/2016
Perf: $12,928.11 Date: 10/31/2016
Perf: $12,801.37 Date: 9/30/2016
Perf: $13,315.34 Date: 8/31/2016
Perf: $13,490.72 Date: 7/31/2016
Perf: $13,745.01 Date: 6/30/2016
Perf: $13,356.34 Date: 5/31/2016
Perf: $12,419.88 Date: 4/30/2016
Perf: $12,834.43 Date: 3/31/2016
Perf: $13,374.77 Date: 2/29/2016
Perf: $13,632.42 Date: 1/31/2016
Perf: $12,903.38 Date: 12/31/2015
Perf: $12,322.97 Date: 11/30/2015
Perf: $13,004.40 Date: 10/31/2015
Perf: $12,144.57 Date: 9/30/2015
Perf: $12,453.41 Date: 8/31/2015
Perf: $11,858.13 Date: 7/31/2015
Perf: $12,648.67 Date: 6/30/2015
Perf: $11,729.11 Date: 5/31/2015
Perf: $12,428.86 Date: 4/30/2015
Perf: $12,814.57 Date: 3/31/2015
Perf: $13,283.48 Date: 2/28/2015
Perf: $13,019.19 Date: 1/31/2015
Perf: $13,152.03 Date: 12/31/2014
Perf: $12,634.03 Date: 11/30/2014
Perf: $12,454.68 Date: 10/31/2014
Perf: $11,649.69 Date: 9/30/2014
Perf: $11,894.72 Date: 8/31/2014
Perf: $11,494.71 Date: 7/31/2014
Perf: $11,044.11 Date: 6/30/2014
Perf: $11,202.06 Date: 5/31/2014
Perf: $11,095.54 Date: 4/30/2014
Perf: $10,737.96 Date: 3/31/2014
Perf: $10,579.28 Date: 2/28/2014
Perf: $10,513.04 Date: 1/31/2014
Perf: $10,404.83 Date: 12/31/2013
Perf: $10,754.35 Date: 11/30/2013
Perf: $10,551.76 Date: 10/31/2013
Perf: $10,460.75 Date: 9/30/2013
Perf: $10,325.48 Date: 8/31/2013
Perf: $10,448.78 Date: 7/31/2013
Perf: $10,720.00 Date: 6/30/2013
Perf: $10,673.03 Date: 5/31/2013
Perf: $10,730.98 Date: 4/30/2013
Perf: $11,246.05 Date: 3/31/2013
Perf: $10,929.11 Date: 2/28/2013
Perf: $10,695.93 Date: 1/31/2013
Perf: $10,839.01 Date: 12/31/2012
Perf: $10,820.61 Date: 11/30/2012
Perf: $10,766.78 Date: 10/31/2012
Perf: $10,803.51 Date: 9/30/2012
Perf: $11,212.78 Date: 8/31/2012
Perf: $11,567.91 Date: 7/31/2012
Perf: $11,733.35 Date: 6/30/2012
Perf: $11,277.73 Date: 5/31/2012
Perf: $11,905.13 Date: 4/30/2012
Perf: $11,071.45 Date: 3/31/2012
Perf: $11,010.89 Date: 2/29/2012
Perf: $11,109.77 Date: 1/31/2012
Perf: $10,858.93 Date: 12/31/2011
Perf: $10,741.84 Date: 11/30/2011
Perf: $10,574.76 Date: 10/31/2011
Perf: $10,524.25 Date: 9/30/2011
Perf: $10,751.09 Date: 8/31/2011
Perf: $10,970.50 Date: 7/31/2011
Perf: $11,333.17 Date: 6/30/2011
Perf: $11,122.94 Date: 5/31/2011
Perf: $11,418.69 Date: 4/30/2011
Perf: $11,951.73 Date: 3/31/2011
Perf: $11,620.55 Date: 2/28/2011
Perf: $11,874.67 Date: 1/31/2011
Perf: $11,668.14 Date: 12/31/2010
Perf: $11,758.68 Date: 11/30/2010
Perf: $11,350.08 Date: 10/31/2010
Perf: $11,443.92 Date: 9/30/2010
Perf: $11,013.30 Date: 8/31/2010
Perf: $10,631.62 Date: 7/31/2010
Perf: $10,347.08 Date: 6/30/2010
Perf: $10,436.84 Date: 5/31/2010
Perf: $10,459.85 Date: 4/30/2010
Perf: $10,961.90 Date: 3/31/2010
Perf: $10,765.96 Date: 2/28/2010
Perf: $9,951.90 Date: 1/31/2010
Perf: $9,835.83 Date: 12/31/2009
Perf: $10,235.00 Date: 11/30/2009
Perf: $10,749.92 Date: 10/31/2009
Perf: $10,527.78 Date: 9/30/2009
Perf: $10,907.36 Date: 8/31/2009
Perf: $11,009.75 Date: 7/31/2009
Perf: $10,984.49 Date: 6/30/2009
Perf: $11,243.08 Date: 5/31/2009
Perf: $11,368.13 Date: 4/30/2009
Perf: $11,224.45 Date: 3/31/2009
Perf: $11,204.29 Date: 2/28/2009
Perf: $11,591.44 Date: 1/31/2009
Perf: $11,504.01 Date: 12/31/2008
Perf: $11,535.15 Date: 11/30/2008
Perf: $11,276.91 Date: 10/31/2008
Perf: $10,994.36 Date: 9/30/2008
Perf: $10,263.59 Date: 8/31/2008
Perf: $9,779.50 Date: 7/31/2008
Perf: $9,916.35 Date: 6/30/2008
Perf: $10,158.11 Date: 5/31/2008
Perf: $9,859.37 Date: 4/30/2008
Perf: $9,546.26 Date: 3/31/2008
Perf: $9,490.26 Date: 2/29/2008
Perf: $9,365.70 Date: 1/31/2008
Perf: $8,873.24 Date: 12/31/2007
Perf: $8,916.03 Date: 11/30/2007
Perf: $8,799.87 Date: 10/31/2007
Perf: $8,994.15 Date: 9/30/2007
Perf: $8,250.00 Date: 8/31/2007
Perf: $7,652.35 Date: 7/31/2007
Perf: $7,843.74 Date: 6/30/2007
Perf: $8,044.86 Date: 5/31/2007
Perf: $7,761.56 Date: 4/30/2007
Perf: $7,264.66 Date: 3/31/2007
Perf: $6,873.55 Date: 2/28/2007
Perf: $7,103.71 Date: 1/31/2007
Perf: $7,405.10 Date: 12/31/2006
Perf: $7,285.62 Date: 11/30/2006
Perf: $6,919.57 Date: 10/31/2006
Perf: $6,673.97 Date: 9/30/2006
Perf: $6,382.91 Date: 8/31/2006
Perf: $6,375.26 Date: 7/31/2006
Perf: $6,087.91 Date: 6/30/2006
Perf: $6,321.16 Date: 5/31/2006
Perf: $6,401.82 Date: 4/30/2006
Perf: $6,653.32 Date: 3/31/2006
Perf: $6,526.70 Date: 2/28/2006
Perf: $6,469.13 Date: 1/31/2006
Perf: $6,618.71 Date: 12/31/2005
Perf: $6,502.96 Date: 11/30/2005
Perf: $6,704.08 Date: 10/31/2005
Perf: $6,483.63 Date: 9/30/2005
Perf: $6,527.37 Date: 8/31/2005
Perf: $6,411.95 Date: 7/31/2005
Perf: $6,443.53 Date: 6/30/2005
Perf: $6,240.10 Date: 5/31/2005
Perf: $5,998.94 Date: 4/30/2005
Perf: $5,937.78 Date: 3/31/2005
Perf: $6,151.87 Date: 2/28/2005
Perf: $6,029.47 Date: 1/31/2005
Perf: $5,868.67 Date: 12/31/2004
Perf: $6,135.56 Date: 11/30/2004
Perf: $6,032.41 Date: 10/31/2004
Perf: $5,535.85 Date: 9/30/2004
Perf: $5,364.19 Date: 8/31/2004
Perf: $5,278.16 Date: 7/31/2004
Perf: $5,300.42 Date: 6/30/2004
Perf: $5,372.41 Date: 5/31/2004
Perf: $5,501.70 Date: 4/30/2004
Perf: $5,518.81 Date: 3/31/2004
Perf: $5,699.48 Date: 2/29/2004
Perf: $5,826.50 Date: 1/31/2004
Perf: $5,551.69 Date: 12/31/2003
Perf: $5,438.57 Date: 11/30/2003
Perf: $5,426.63 Date: 10/31/2003
Perf: $5,464.33 Date: 9/30/2003
Perf: $5,332.10 Date: 8/31/2003
Perf: $5,443.14 Date: 7/31/2003
Perf: $5,448.04 Date: 6/30/2003
Perf: $5,579.72 Date: 5/31/2003
Perf: $5,719.86 Date: 4/30/2003
Perf: $5,405.78 Date: 3/31/2003
Perf: $5,209.39 Date: 2/28/2003
Perf: $5,485.88 Date: 1/31/2003
Perf: $5,273.36 Date: 12/31/2002
Perf: $5,013.65 Date: 11/30/2002
Perf: $4,704.12 Date: 10/31/2002
Perf: $4,785.96 Date: 9/30/2002
Perf: $4,919.78 Date: 8/31/2002
Perf: $4,756.17 Date: 7/31/2002
Perf: $4,627.52 Date: 6/30/2002
Perf: $4,366.82 Date: 5/31/2002
Perf: $4,028.06 Date: 4/30/2002
Perf: $3,935.96 Date: 3/31/2002
Perf: $3,975.32 Date: 2/28/2002
Perf: $3,897.37 Date: 1/31/2002
Perf: $3,924.45 Date: 12/31/2001
Perf: $3,970.91 Date: 11/30/2001
Perf: $3,786.87 Date: 10/31/2001
Perf: $3,908.82 Date: 9/30/2001
Perf: $3,867.44 Date: 8/31/2001
Perf: $3,586.94 Date: 7/31/2001
Perf: $3,503.90 Date: 6/30/2001
Perf: $3,345.97 Date: 5/31/2001
Perf: $3,392.10 Date: 4/30/2001
Perf: $3,348.90 Date: 3/31/2001
Perf: $3,399.21 Date: 2/28/2001
Perf: $3,184.27 Date: 1/31/2001
Perf: $3,165.28 Date: 12/31/2000
Perf: $3,142.65 Date: 11/30/2000
Perf: $3,008.19 Date: 10/31/2000
Perf: $2,838.71 Date: 9/30/2000
Perf: $2,768.40 Date: 8/31/2000
Perf: $2,751.34 Date: 7/31/2000
Perf: $2,702.43 Date: 6/30/2000
Perf: $2,723.40 Date: 5/31/2000
Perf: $2,791.51 Date: 4/30/2000
Perf: $2,722.89 Date: 3/31/2000
Perf: $2,719.08 Date: 2/29/2000
Perf: $2,782.81 Date: 1/31/2000
Perf: $2,839.31 Date: 12/31/1999
Perf: $2,795.98 Date: 11/30/1999
Perf: $2,680.96 Date: 10/31/1999
Perf: $2,632.52 Date: 9/30/1999
Perf: $2,825.20 Date: 8/31/1999
Perf: $2,807.52 Date: 7/31/1999
Perf: $2,879.80 Date: 6/30/1999
Perf: $2,824.72 Date: 5/31/1999
Perf: $2,702.82 Date: 4/30/1999
Perf: $2,789.29 Date: 3/31/1999
Perf: $2,705.16 Date: 2/28/1999
Perf: $2,782.22 Date: 1/31/1999
Perf: $2,748.69 Date: 12/31/1998
Perf: $2,859.05 Date: 11/30/1998
Perf: $2,783.88 Date: 10/31/1998
Perf: $2,813.71 Date: 9/30/1998
Perf: $2,789.72 Date: 8/31/1998
Perf: $2,736.90 Date: 7/31/1998
Perf: $2,288.95 Date: 6/30/1998
Perf: $2,403.10 Date: 5/31/1998
Perf: $2,370.85 Date: 4/30/1998
Perf: $2,289.57 Date: 3/31/1998
Perf: $2,421.04 Date: 2/28/1998
Perf: $2,355.32 Date: 1/31/1998
Perf: $2,350.39 Date: 12/31/1997
Perf: $2,344.52 Date: 11/30/1997
Perf: $2,171.86 Date: 10/31/1997
Perf: $2,054.35 Date: 9/30/1997
Perf: $2,247.16 Date: 8/31/1997
Perf: $2,205.91 Date: 7/31/1997
Perf: $2,183.64 Date: 6/30/1997
Perf: $1,830.83 Date: 5/31/1997
Perf: $1,827.18 Date: 4/30/1997
Perf: $1,838.58 Date: 3/31/1997
Perf: $1,916.58 Date: 2/28/1997
Perf: $1,959.10 Date: 1/31/1997
Perf: $1,863.68 Date: 12/31/1996
Perf: $1,699.81 Date: 11/30/1996
Perf: $1,754.56 Date: 10/31/1996
Perf: $1,729.31 Date: 9/30/1996
Perf: $1,566.83 Date: 8/31/1996
Perf: $1,457.38 Date: 7/31/1996
Perf: $1,358.73 Date: 6/30/1996
Perf: $1,307.98 Date: 5/31/1996
Perf: $1,311.92 Date: 4/30/1996
Perf: $1,372.30 Date: 3/31/1996
Perf: $1,263.75 Date: 2/29/1996
Perf: $1,269.84 Date: 1/31/1996
Perf: $1,360.30 Date: 12/31/1995
Perf: $1,290.85 Date: 11/30/1995
Perf: $1,221.24 Date: 10/31/1995
Perf: $1,196.48 Date: 9/30/1995
Perf: $1,243.87 Date: 8/31/1995
Perf: $1,222.47 Date: 7/31/1995
Perf: $1,229.61 Date: 6/30/1995
Perf: $1,276.85 Date: 5/31/1995
Perf: $1,232.12 Date: 4/30/1995
Perf: $1,157.03 Date: 3/31/1995
Perf: $1,132.57 Date: 2/28/1995
Perf: $1,028.20 Date: 1/31/1995
Perf: $938.40 Date: 12/31/1994
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 12/94 - 08/20
Date: 8/31/2020
Return: -1.52 % Date: 7/31/2020
Return: 5.77 % Date: 6/30/2020
Return: -1.87 % Date: 5/31/2020
Return: 0.25 % Date: 4/30/2020
Return: 1.54 % Date: 3/31/2020
Return: -1.32 % Date: 2/29/2020
Return: -1.03 % Date: 1/31/2020
Return: 0.21 % Date: 12/31/2019
Return: -0.51 % Date: 11/30/2019
Return: 0.48 % Date: 10/31/2019
Return: -5.24 % Date: 9/30/2019
Return: -5.06 % Date: 8/31/2019
Return: 1.79 % Date: 7/31/2019
Return: 7.34 % Date: 6/30/2019
Return: 1.19 % Date: 5/31/2019
Return: -4.78 % Date: 4/30/2019
Return: 4.34 % Date: 3/31/2019
Return: 6.24 % Date: 2/28/2019
Return: 2.16 % Date: 1/31/2019
Return: -4.93 % Date: 12/31/2018
Return: -1.10 % Date: 11/30/2018
Return: -1.36 % Date: 10/31/2018
Return: -6.65 % Date: 9/30/2018
Return: -0.86 % Date: 8/31/2018
Return: 3.88 % Date: 7/31/2018
Return: 0.72 % Date: 6/30/2018
Return: 2.05 % Date: 5/31/2018
Return: -0.37 % Date: 4/30/2018
Return: 1.41 % Date: 3/31/2018
Return: -0.45 % Date: 2/28/2018
Return: -8.51 % Date: 1/31/2018
Return: 4.39 % Date: 12/31/2017
Return: 2.05 % Date: 11/30/2017
Return: 0.05 % Date: 10/31/2017
Return: 8.79 % Date: 9/30/2017
Return: -6.41 % Date: 8/31/2017
Return: 5.07 % Date: 7/31/2017
Return: 0.94 % Date: 6/30/2017
Return: -3.89 % Date: 5/31/2017
Return: -1.10 % Date: 4/30/2017
Return: -2.12 % Date: 3/31/2017
Return: -3.02 % Date: 2/28/2017
Return: 4.38 % Date: 1/31/2017
Return: -2.20 % Date: 12/31/2016
Return: 2.61 % Date: 11/30/2016
Return: 0.99 % Date: 10/31/2016
Return: -3.86 % Date: 9/30/2016
Return: -1.30 % Date: 8/31/2016
Return: -1.85 % Date: 7/31/2016
Return: 2.91 % Date: 6/30/2016
Return: 7.54 % Date: 5/31/2016
Return: -3.23 % Date: 4/30/2016
Return: -4.04 % Date: 3/31/2016
Return: -1.89 % Date: 2/29/2016
Return: 5.65 % Date: 1/31/2016
Return: 4.71 % Date: 12/31/2015
Return: -5.24 % Date: 11/30/2015
Return: 7.08 % Date: 10/31/2015
Return: -2.48 % Date: 9/30/2015
Return: 5.02 % Date: 8/31/2015
Return: -6.25 % Date: 7/31/2015
Return: 7.84 % Date: 6/30/2015
Return: -5.63 % Date: 5/31/2015
Return: -3.01 % Date: 4/30/2015
Return: -3.53 % Date: 3/31/2015
Return: 2.03 % Date: 2/28/2015
Return: -1.01 % Date: 1/31/2015
Return: 4.10 % Date: 12/31/2014
Return: 1.44 % Date: 11/30/2014
Return: 6.91 % Date: 10/31/2014
Return: -2.06 % Date: 9/30/2014
Return: 3.48 % Date: 8/31/2014
Return: 4.08 % Date: 7/31/2014
Return: -1.41 % Date: 6/30/2014
Return: 0.96 % Date: 5/31/2014
Return: 3.33 % Date: 4/30/2014
Return: 1.50 % Date: 3/31/2014
Return: 0.63 % Date: 2/28/2014
Return: 1.04 % Date: 1/31/2014
Return: -3.25 % Date: 12/31/2013
Return: 1.92 % Date: 11/30/2013
Return: 0.87 % Date: 10/31/2013
Return: 1.31 % Date: 9/30/2013
Return: -1.18 % Date: 8/31/2013
Return: -2.53 % Date: 7/31/2013
Return: 0.44 % Date: 6/30/2013
Return: -0.54 % Date: 5/31/2013
Return: -4.58 % Date: 4/30/2013
Return: 2.90 % Date: 3/31/2013
Return: 2.18 % Date: 2/28/2013
Return: -1.32 % Date: 1/31/2013
Return: 0.17 % Date: 12/31/2012
Return: 0.50 % Date: 11/30/2012
Return: -0.34 % Date: 10/31/2012
Return: -3.65 % Date: 9/30/2012
Return: -3.07 % Date: 8/31/2012
Return: -1.41 % Date: 7/31/2012
Return: 4.04 % Date: 6/30/2012
Return: -5.27 % Date: 5/31/2012
Return: 7.53 % Date: 4/30/2012
Return: 0.55 % Date: 3/31/2012
Return: -0.89 % Date: 2/29/2012
Return: 2.31 % Date: 1/31/2012
Return: 1.09 % Date: 12/31/2011
Return: 1.58 % Date: 11/30/2011
Return: 0.48 % Date: 10/31/2011
Return: -2.11 % Date: 9/30/2011
Return: -2.00 % Date: 8/31/2011
Return: -3.20 % Date: 7/31/2011
Return: 1.89 % Date: 6/30/2011
Return: -2.59 % Date: 5/31/2011
Return: -4.46 % Date: 4/30/2011
Return: 2.85 % Date: 3/31/2011
Return: -2.14 % Date: 2/28/2011
Return: 1.77 % Date: 1/31/2011
Return: -0.77 % Date: 12/31/2010
Return: 3.60 % Date: 11/30/2010
Return: -0.82 % Date: 10/31/2010
Return: 3.91 % Date: 9/30/2010
Return: 3.59 % Date: 8/31/2010
Return: 2.75 % Date: 7/31/2010
Return: -0.86 % Date: 6/30/2010
Return: -0.22 % Date: 5/31/2010
Return: -4.58 % Date: 4/30/2010
Return: 1.82 % Date: 3/31/2010
Return: 8.18 % Date: 2/28/2010
Return: 1.18 % Date: 1/31/2010
Return: -3.90 % Date: 12/31/2009
Return: -4.79 % Date: 11/30/2009
Return: 2.11 % Date: 10/31/2009
Return: -3.48 % Date: 9/30/2009
Return: -0.93 % Date: 8/31/2009
Return: 0.23 % Date: 7/31/2009
Return: -2.30 % Date: 6/30/2009
Return: -1.10 % Date: 5/31/2009
Return: 1.28 % Date: 4/30/2009
Return: 0.18 % Date: 3/31/2009
Return: -3.34 % Date: 2/28/2009
Return: 0.76 % Date: 1/31/2009
Return: -0.27 % Date: 12/31/2008
Return: 2.29 % Date: 11/30/2008
Return: 2.57 % Date: 10/31/2008
Return: 7.12 % Date: 9/30/2008
Return: 4.95 % Date: 8/31/2008
Return: -1.38 % Date: 7/31/2008
Return: -2.38 % Date: 6/30/2008
Return: 3.03 % Date: 5/31/2008
Return: 3.28 % Date: 4/30/2008
Return: 0.59 % Date: 3/31/2008
Return: 1.33 % Date: 2/29/2008
Return: 5.55 % Date: 1/31/2008
Return: -0.48 % Date: 12/31/2007
Return: 1.32 % Date: 11/30/2007
Return: -2.16 % Date: 10/31/2007
Return: 9.02 % Date: 9/30/2007
Return: 7.81 % Date: 8/31/2007
Return: -2.44 % Date: 7/31/2007
Return: -2.50 % Date: 6/30/2007
Return: 3.65 % Date: 5/31/2007
Return: 6.84 % Date: 4/30/2007
Return: 5.69 % Date: 3/31/2007
Return: -3.24 % Date: 2/28/2007
Return: -4.07 % Date: 1/31/2007
Return: 1.64 % Date: 12/31/2006
Return: 5.29 % Date: 11/30/2006
Return: 3.68 % Date: 10/31/2006
Return: 4.56 % Date: 9/30/2006
Return: 0.12 % Date: 8/31/2006
Return: 4.72 % Date: 7/31/2006
Return: -3.69 % Date: 6/30/2006
Return: -1.26 % Date: 5/31/2006
Return: -3.78 % Date: 4/30/2006
Return: 1.94 % Date: 3/31/2006
Return: 0.89 % Date: 2/28/2006
Return: -2.26 % Date: 1/31/2006
Return: 1.78 % Date: 12/31/2005
Return: -3.00 % Date: 11/30/2005
Return: 3.40 % Date: 10/31/2005
Return: -0.67 % Date: 9/30/2005
Return: 1.80 % Date: 8/31/2005
Return: -0.49 % Date: 7/31/2005
Return: 3.26 % Date: 6/30/2005
Return: 4.02 % Date: 5/31/2005
Return: 1.03 % Date: 4/30/2005
Return: -3.48 % Date: 3/31/2005
Return: 2.03 % Date: 2/28/2005
Return: 2.74 % Date: 1/31/2005
Return: -4.35 % Date: 12/31/2004
Return: 1.71 % Date: 11/30/2004
Return: 8.97 % Date: 10/31/2004
Return: 3.20 % Date: 9/30/2004
Return: 1.63 % Date: 8/31/2004
Return: -0.42 % Date: 7/31/2004
Return: -1.34 % Date: 6/30/2004
Return: -2.35 % Date: 5/31/2004
Return: -0.31 % Date: 4/30/2004
Return: -3.17 % Date: 3/31/2004
Return: -2.18 % Date: 2/29/2004
Return: 4.95 % Date: 1/31/2004
Return: 2.08 % Date: 12/31/2003
Return: 0.22 % Date: 11/30/2003
Return: -0.69 % Date: 10/31/2003
Return: 2.48 % Date: 9/30/2003
Return: -2.04 % Date: 8/31/2003
Return: -0.09 % Date: 7/31/2003
Return: -2.36 % Date: 6/30/2003
Return: -2.45 % Date: 5/31/2003
Return: 5.81 % Date: 4/30/2003
Return: 3.77 % Date: 3/31/2003
Return: -5.04 % Date: 2/28/2003
Return: 4.03 % Date: 1/31/2003
Return: 5.18 % Date: 12/31/2002
Return: 6.58 % Date: 11/30/2002
Return: -1.71 % Date: 10/31/2002
Return: -2.72 % Date: 9/30/2002
Return: 3.44 % Date: 8/31/2002
Return: 2.78 % Date: 7/31/2002
Return: 5.97 % Date: 6/30/2002
Return: 8.41 % Date: 5/31/2002
Return: 2.34 % Date: 4/30/2002
Return: -0.99 % Date: 3/31/2002
Return: 2.00 % Date: 2/28/2002
Return: -0.69 % Date: 1/31/2002
Return: -1.17 % Date: 12/31/2001
Return: 4.86 % Date: 11/30/2001
Return: -3.12 % Date: 10/31/2001
Return: 1.07 % Date: 9/30/2001
Return: 7.82 % Date: 8/31/2001
Return: 2.37 % Date: 7/31/2001
Return: 4.72 % Date: 6/30/2001
Return: -1.36 % Date: 5/31/2001
Return: 1.29 % Date: 4/30/2001
Return: -1.48 % Date: 3/31/2001
Return: 6.75 % Date: 2/28/2001
Return: 0.60 % Date: 1/31/2001
Return: 0.72 % Date: 12/31/2000
Return: 4.47 % Date: 11/30/2000
Return: 5.97 % Date: 10/31/2000
Return: 2.54 % Date: 9/30/2000
Return: 0.62 % Date: 8/31/2000
Return: 1.81 % Date: 7/31/2000
Return: -0.77 % Date: 6/30/2000
Return: -2.44 % Date: 5/31/2000
Return: 2.52 % Date: 4/30/2000
Return: 0.14 % Date: 3/31/2000
Return: -2.29 % Date: 2/29/2000
Return: -1.99 % Date: 1/31/2000
Return: 1.55 % Date: 12/31/1999
Return: 4.29 % Date: 11/30/1999
Return: 1.84 % Date: 10/31/1999
Return: -6.82 % Date: 9/30/1999
Return: 0.63 % Date: 8/31/1999
Return: -2.51 % Date: 7/31/1999
Return: 1.95 % Date: 6/30/1999
Return: 4.51 % Date: 5/31/1999
Return: -3.10 % Date: 4/30/1999
Return: 3.11 % Date: 3/31/1999
Return: -2.77 % Date: 2/28/1999
Return: 1.22 % Date: 1/31/1999
Return: -3.86 % Date: 12/31/1998
Return: 2.70 % Date: 11/30/1998
Return: -1.06 % Date: 10/31/1998
Return: 0.86 % Date: 9/30/1998
Return: 1.93 % Date: 8/31/1998
Return: 19.57 % Date: 7/31/1998
Return: -4.75 % Date: 6/30/1998
Return: 1.36 % Date: 5/31/1998
Return: 3.55 % Date: 4/30/1998
Return: -5.43 % Date: 3/31/1998
Return: 2.79 % Date: 2/28/1998
Return: 0.21 % Date: 1/31/1998
Return: 0.25 % Date: 12/31/1997
Return: 7.95 % Date: 11/30/1997
Return: 5.72 % Date: 10/31/1997
Return: -8.58 % Date: 9/30/1997
Return: 1.87 % Date: 8/31/1997
Return: 1.02 % Date: 7/31/1997
Return: 19.27 % Date: 6/30/1997
Return: 0.20 % Date: 5/31/1997
Return: -0.62 % Date: 4/30/1997
Return: -4.07 % Date: 3/31/1997
Return: -2.17 % Date: 2/28/1997
Return: 5.12 % Date: 1/31/1997
Return: 9.64 % Date: 12/31/1996
Return: -3.12 % Date: 11/30/1996
Return: 1.46 % Date: 10/31/1996
Return: 10.37 % Date: 9/30/1996
Return: 7.51 % Date: 8/31/1996
Return: 7.26 % Date: 7/31/1996
Return: 3.88 % Date: 6/30/1996
Return: -0.30 % Date: 5/31/1996
Return: -4.40 % Date: 4/30/1996
Return: 8.59 % Date: 3/31/1996
Return: -0.48 % Date: 2/29/1996
Return: -6.65 % Date: 1/31/1996
Return: 5.38 % Date: 12/31/1995
Return: 5.70 % Date: 11/30/1995
Return: 2.07 % Date: 10/31/1995
Return: -3.81 % Date: 9/30/1995
Return: 1.75 % Date: 8/31/1995
Return: -0.58 % Date: 7/31/1995
Return: -3.70 % Date: 6/30/1995
Return: 3.63 % Date: 5/31/1995
Return: 6.49 % Date: 4/30/1995
Return: 2.16 % Date: 3/31/1995
Return: 10.15 % Date: 2/28/1995
Return: 9.57 % Date: 1/31/1995
Return: -6.16 % Date: 12/31/1994
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/94 - 08/20
Return: 20.00 %
Count: 1 Return: -5.00 %
Count: 12 Return: 3.00 %
Count: 21 Return: -9.00 %
Count: 2 Return: 19.00 %
Count: 1 Return: -2.00 %
Count: 27 Return: -3.00 %
Count: 20 Return: 1.00 %
Count: 32 Return: 8.00 %
Count: 9 Return: 7.00 %
Count: 8 Return: 9.00 %
Count: 4 Return: -7.00 %
Count: 3 Return: 5.00 %
Count: 14 Return: -1.00 %
Count: 34 Return: -4.00 %
Count: 16 Return: 4.00 %
Count: 20 Return: 6.00 %
Count: 11 Return: 2.00 %
Count: 37 Return: 10.00 %
Count: 4 Return: -6.00 %
Count: 4 Return: 0.00 %
Count: 29

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 12/94 - 08/20
Date: 8/31/2020
Drawdown: -8.42 % Date: 7/31/2020
Drawdown: -7.00 % Date: 6/30/2020
Drawdown: -12.08 % Date: 5/31/2020
Drawdown: -10.40 % Date: 4/30/2020
Drawdown: -10.63 % Date: 3/31/2020
Drawdown: -11.98 % Date: 2/29/2020
Drawdown: -10.80 % Date: 1/31/2020
Drawdown: -9.88 % Date: 12/31/2019
Drawdown: -10.06 % Date: 11/30/2019
Drawdown: -9.60 % Date: 10/31/2019
Drawdown: -10.03 % Date: 9/30/2019
Drawdown: -5.06 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: -1.22 % Date: 6/30/2019
Drawdown: -7.98 % Date: 5/31/2019
Drawdown: -9.06 % Date: 4/30/2019
Drawdown: -4.50 % Date: 3/31/2019
Drawdown: -8.47 % Date: 2/28/2019
Drawdown: -13.84 % Date: 1/31/2019
Drawdown: -15.67 % Date: 12/31/2018
Drawdown: -11.29 % Date: 11/30/2018
Drawdown: -10.31 % Date: 10/31/2018
Drawdown: -9.07 % Date: 9/30/2018
Drawdown: -2.59 % Date: 8/31/2018
Drawdown: -1.75 % Date: 7/31/2018
Drawdown: -5.42 % Date: 6/30/2018
Drawdown: -6.09 % Date: 5/31/2018
Drawdown: -7.98 % Date: 4/30/2018
Drawdown: -7.64 % Date: 3/31/2018
Drawdown: -8.92 % Date: 2/28/2018
Drawdown: -8.51 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: -1.99 % Date: 11/30/2017
Drawdown: -3.96 % Date: 10/31/2017
Drawdown: -4.01 % Date: 9/30/2017
Drawdown: -11.76 % Date: 8/31/2017
Drawdown: -5.72 % Date: 7/31/2017
Drawdown: -10.27 % Date: 6/30/2017
Drawdown: -11.11 % Date: 5/31/2017
Drawdown: -7.51 % Date: 4/30/2017
Drawdown: -6.48 % Date: 3/31/2017
Drawdown: -4.45 % Date: 2/28/2017
Drawdown: -1.48 % Date: 1/31/2017
Drawdown: -5.61 % Date: 12/31/2016
Drawdown: -3.49 % Date: 11/30/2016
Drawdown: -5.94 % Date: 10/31/2016
Drawdown: -6.87 % Date: 9/30/2016
Drawdown: -3.13 % Date: 8/31/2016
Drawdown: -1.85 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: -2.03 % Date: 5/31/2016
Drawdown: -8.89 % Date: 4/30/2016
Drawdown: -5.85 % Date: 3/31/2016
Drawdown: -1.89 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: -2.86 % Date: 12/31/2015
Drawdown: -7.23 % Date: 11/30/2015
Drawdown: -2.10 % Date: 10/31/2015
Drawdown: -8.57 % Date: 9/30/2015
Drawdown: -6.25 % Date: 8/31/2015
Drawdown: -10.73 % Date: 7/31/2015
Drawdown: -4.78 % Date: 6/30/2015
Drawdown: -11.70 % Date: 5/31/2015
Drawdown: -6.43 % Date: 4/30/2015
Drawdown: -3.53 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -1.01 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: -2.53 % Date: 9/30/2014
Drawdown: -0.48 % Date: 8/31/2014
Drawdown: -3.82 % Date: 7/31/2014
Drawdown: -7.59 % Date: 6/30/2014
Drawdown: -6.27 % Date: 5/31/2014
Drawdown: -7.16 % Date: 4/30/2014
Drawdown: -10.16 % Date: 3/31/2014
Drawdown: -11.48 % Date: 2/28/2014
Drawdown: -12.04 % Date: 1/31/2014
Drawdown: -12.94 % Date: 12/31/2013
Drawdown: -10.02 % Date: 11/30/2013
Drawdown: -11.71 % Date: 10/31/2013
Drawdown: -12.48 % Date: 9/30/2013
Drawdown: -13.61 % Date: 8/31/2013
Drawdown: -12.58 % Date: 7/31/2013
Drawdown: -10.31 % Date: 6/30/2013
Drawdown: -10.70 % Date: 5/31/2013
Drawdown: -10.21 % Date: 4/30/2013
Drawdown: -5.90 % Date: 3/31/2013
Drawdown: -8.56 % Date: 2/28/2013
Drawdown: -10.51 % Date: 1/31/2013
Drawdown: -9.31 % Date: 12/31/2012
Drawdown: -9.46 % Date: 11/30/2012
Drawdown: -9.91 % Date: 10/31/2012
Drawdown: -9.61 % Date: 9/30/2012
Drawdown: -6.18 % Date: 8/31/2012
Drawdown: -3.21 % Date: 7/31/2012
Drawdown: -1.83 % Date: 6/30/2012
Drawdown: -5.64 % Date: 5/31/2012
Drawdown: -0.39 % Date: 4/30/2012
Drawdown: -7.37 % Date: 3/31/2012
Drawdown: -7.87 % Date: 2/29/2012
Drawdown: -7.04 % Date: 1/31/2012
Drawdown: -9.14 % Date: 12/31/2011
Drawdown: -10.12 % Date: 11/30/2011
Drawdown: -11.52 % Date: 10/31/2011
Drawdown: -11.94 % Date: 9/30/2011
Drawdown: -10.05 % Date: 8/31/2011
Drawdown: -8.21 % Date: 7/31/2011
Drawdown: -5.18 % Date: 6/30/2011
Drawdown: -6.93 % Date: 5/31/2011
Drawdown: -4.46 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -2.14 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -0.77 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -2.08 % Date: 10/31/2010
Drawdown: -1.27 % Date: 9/30/2010
Drawdown: -4.99 % Date: 8/31/2010
Drawdown: -8.28 % Date: 7/31/2010
Drawdown: -10.74 % Date: 6/30/2010
Drawdown: -9.96 % Date: 5/31/2010
Drawdown: -9.76 % Date: 4/30/2010
Drawdown: -5.43 % Date: 3/31/2010
Drawdown: -7.12 % Date: 2/28/2010
Drawdown: -14.14 % Date: 1/31/2010
Drawdown: -15.15 % Date: 12/31/2009
Drawdown: -11.70 % Date: 11/30/2009
Drawdown: -7.26 % Date: 10/31/2009
Drawdown: -9.18 % Date: 9/30/2009
Drawdown: -5.90 % Date: 8/31/2009
Drawdown: -5.02 % Date: 7/31/2009
Drawdown: -5.24 % Date: 6/30/2009
Drawdown: -3.01 % Date: 5/31/2009
Drawdown: -1.93 % Date: 4/30/2009
Drawdown: -3.17 % Date: 3/31/2009
Drawdown: -3.34 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: -0.27 % Date: 12/31/2008
Drawdown: 0.00 % Date: 11/30/2008
Drawdown: 0.00 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: 0.00 % Date: 8/31/2008
Drawdown: -3.73 % Date: 7/31/2008
Drawdown: -2.38 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: 0.00 % Date: 4/30/2008
Drawdown: 0.00 % Date: 3/31/2008
Drawdown: 0.00 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: -1.34 % Date: 12/31/2007
Drawdown: -0.87 % Date: 11/30/2007
Drawdown: -2.16 % Date: 10/31/2007
Drawdown: 0.00 % Date: 9/30/2007
Drawdown: 0.00 % Date: 8/31/2007
Drawdown: -4.88 % Date: 7/31/2007
Drawdown: -2.50 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: -1.90 % Date: 3/31/2007
Drawdown: -7.18 % Date: 2/28/2007
Drawdown: -4.07 % Date: 1/31/2007
Drawdown: 0.00 % Date: 12/31/2006
Drawdown: 0.00 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: -0.45 % Date: 9/30/2006
Drawdown: -4.79 % Date: 8/31/2006
Drawdown: -4.90 % Date: 7/31/2006
Drawdown: -9.19 % Date: 6/30/2006
Drawdown: -5.71 % Date: 5/31/2006
Drawdown: -4.51 % Date: 4/30/2006
Drawdown: -0.76 % Date: 3/31/2006
Drawdown: -2.65 % Date: 2/28/2006
Drawdown: -3.50 % Date: 1/31/2006
Drawdown: -1.27 % Date: 12/31/2005
Drawdown: -3.00 % Date: 11/30/2005
Drawdown: 0.00 % Date: 10/31/2005
Drawdown: -0.67 % Date: 9/30/2005
Drawdown: 0.00 % Date: 8/31/2005
Drawdown: -0.49 % Date: 7/31/2005
Drawdown: 0.00 % Date: 6/30/2005
Drawdown: 0.00 % Date: 5/31/2005
Drawdown: -2.49 % Date: 4/30/2005
Drawdown: -3.48 % Date: 3/31/2005
Drawdown: 0.00 % Date: 2/28/2005
Drawdown: -1.73 % Date: 1/31/2005
Drawdown: -4.35 % Date: 12/31/2004
Drawdown: 0.00 % Date: 11/30/2004
Drawdown: 0.00 % Date: 10/31/2004
Drawdown: -4.99 % Date: 9/30/2004
Drawdown: -7.93 % Date: 8/31/2004
Drawdown: -9.41 % Date: 7/31/2004
Drawdown: -9.03 % Date: 6/30/2004
Drawdown: -7.79 % Date: 5/31/2004
Drawdown: -5.57 % Date: 4/30/2004
Drawdown: -5.28 % Date: 3/31/2004
Drawdown: -2.18 % Date: 2/29/2004
Drawdown: 0.00 % Date: 1/31/2004
Drawdown: -2.94 % Date: 12/31/2003
Drawdown: -4.92 % Date: 11/30/2003
Drawdown: -5.13 % Date: 10/31/2003
Drawdown: -4.47 % Date: 9/30/2003
Drawdown: -6.78 % Date: 8/31/2003
Drawdown: -4.84 % Date: 7/31/2003
Drawdown: -4.75 % Date: 6/30/2003
Drawdown: -2.45 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -1.46 % Date: 3/31/2003
Drawdown: -5.04 % Date: 2/28/2003
Drawdown: 0.00 % Date: 1/31/2003
Drawdown: 0.00 % Date: 12/31/2002
Drawdown: 0.00 % Date: 11/30/2002
Drawdown: -4.38 % Date: 10/31/2002
Drawdown: -2.72 % Date: 9/30/2002
Drawdown: 0.00 % Date: 8/31/2002
Drawdown: 0.00 % Date: 7/31/2002
Drawdown: 0.00 % Date: 6/30/2002
Drawdown: 0.00 % Date: 5/31/2002
Drawdown: 0.00 % Date: 4/30/2002
Drawdown: -0.99 % Date: 3/31/2002
Drawdown: 0.00 % Date: 2/28/2002
Drawdown: -1.85 % Date: 1/31/2002
Drawdown: -1.17 % Date: 12/31/2001
Drawdown: 0.00 % Date: 11/30/2001
Drawdown: -3.12 % Date: 10/31/2001
Drawdown: 0.00 % Date: 9/30/2001
Drawdown: 0.00 % Date: 8/31/2001
Drawdown: 0.00 % Date: 7/31/2001
Drawdown: 0.00 % Date: 6/30/2001
Drawdown: -1.57 % Date: 5/31/2001
Drawdown: -0.21 % Date: 4/30/2001
Drawdown: -1.48 % Date: 3/31/2001
Drawdown: 0.00 % Date: 2/28/2001
Drawdown: 0.00 % Date: 1/31/2001
Drawdown: 0.00 % Date: 12/31/2000
Drawdown: 0.00 % Date: 11/30/2000
Drawdown: 0.00 % Date: 10/31/2000
Drawdown: -1.43 % Date: 9/30/2000
Drawdown: -3.87 % Date: 8/31/2000
Drawdown: -4.46 % Date: 7/31/2000
Drawdown: -6.16 % Date: 6/30/2000
Drawdown: -5.43 % Date: 5/31/2000
Drawdown: -3.07 % Date: 4/30/2000
Drawdown: -5.45 % Date: 3/31/2000
Drawdown: -5.58 % Date: 2/29/2000
Drawdown: -3.37 % Date: 1/31/2000
Drawdown: -1.41 % Date: 12/31/1999
Drawdown: -2.91 % Date: 11/30/1999
Drawdown: -6.90 % Date: 10/31/1999
Drawdown: -8.59 % Date: 9/30/1999
Drawdown: -1.90 % Date: 8/31/1999
Drawdown: -2.51 % Date: 7/31/1999
Drawdown: 0.00 % Date: 6/30/1999
Drawdown: -1.20 % Date: 5/31/1999
Drawdown: -5.46 % Date: 4/30/1999
Drawdown: -2.44 % Date: 3/31/1999
Drawdown: -5.38 % Date: 2/28/1999
Drawdown: -2.69 % Date: 1/31/1999
Drawdown: -3.86 % Date: 12/31/1998
Drawdown: 0.00 % Date: 11/30/1998
Drawdown: -1.06 % Date: 10/31/1998
Drawdown: 0.00 % Date: 9/30/1998
Drawdown: 0.00 % Date: 8/31/1998
Drawdown: 0.00 % Date: 7/31/1998
Drawdown: -5.46 % Date: 6/30/1998
Drawdown: -0.74 % Date: 5/31/1998
Drawdown: -2.07 % Date: 4/30/1998
Drawdown: -5.43 % Date: 3/31/1998
Drawdown: 0.00 % Date: 2/28/1998
Drawdown: 0.00 % Date: 1/31/1998
Drawdown: 0.00 % Date: 12/31/1997
Drawdown: 0.00 % Date: 11/30/1997
Drawdown: -3.35 % Date: 10/31/1997
Drawdown: -8.58 % Date: 9/30/1997
Drawdown: 0.00 % Date: 8/31/1997
Drawdown: 0.00 % Date: 7/31/1997
Drawdown: 0.00 % Date: 6/30/1997
Drawdown: -6.55 % Date: 5/31/1997
Drawdown: -6.73 % Date: 4/30/1997
Drawdown: -6.15 % Date: 3/31/1997
Drawdown: -2.17 % Date: 2/28/1997
Drawdown: 0.00 % Date: 1/31/1997
Drawdown: 0.00 % Date: 12/31/1996
Drawdown: -3.12 % Date: 11/30/1996
Drawdown: 0.00 % Date: 10/31/1996
Drawdown: 0.00 % Date: 9/30/1996
Drawdown: 0.00 % Date: 8/31/1996
Drawdown: 0.00 % Date: 7/31/1996
Drawdown: -0.99 % Date: 6/30/1996
Drawdown: -4.69 % Date: 5/31/1996
Drawdown: -4.40 % Date: 4/30/1996
Drawdown: 0.00 % Date: 3/31/1996
Drawdown: -7.10 % Date: 2/29/1996
Drawdown: -6.65 % Date: 1/31/1996
Drawdown: 0.00 % Date: 12/31/1995
Drawdown: 0.00 % Date: 11/30/1995
Drawdown: -4.35 % Date: 10/31/1995
Drawdown: -6.29 % Date: 9/30/1995
Drawdown: -2.58 % Date: 8/31/1995
Drawdown: -4.26 % Date: 7/31/1995
Drawdown: -3.70 % Date: 6/30/1995
Drawdown: 0.00 % Date: 5/31/1995
Drawdown: 0.00 % Date: 4/30/1995
Drawdown: 0.00 % Date: 3/31/1995
Drawdown: 0.00 % Date: 2/28/1995
Drawdown: 0.00 % Date: 1/31/1995
Drawdown: -6.16 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Transtrend B.V.
Address: Weena 723, unit C5.070 P.O. Box444
City: Rotterdam
State:
Zip: 3000 AK
Country: Netherlands

Key People

Name:  Joep van den Broek
Position:  Managing Director
Biography: 

Joep joined Transtrend as a trader straight from university. He soon discovered that executing orders in markets was not the only crucial skill for this job. What it also comes down to is making sure that orders can get executed, especially in stress scenarios. This requires putting together the right contacts and the right contracts. In his role as managing director he does the same: making sure things get done and can get done. Preparing and organizing the playing field. Gathering the right people – internally and externally – and connecting them with each other and with processes.


Name:  Harold M. de Boer
Position:  Managing Director
Biography: 

Harold is the architect of our Diversified Trend Program, responsible for research & development, portfolio management and trading. Harold was born and raised on a dairy farm in Drenthe. And from a young age, he has been intrigued by linking mathematics to the real world around us. In the final phase of his studies, while working on the project that would later become Transtrend, he became fascinated by the concept of leptokurtosis – or ‘fat tails’ – in probability distributions, a topic which has inspired him throughout his career.


Name:  Andre Honig
Position:  Director
Biography: 

André started his career at an advisory group building econometric models for investors. He enjoyed this, but soon realized that talking to clients was his real passion. Instead of building them, explaining the characteristics of intricate models. Not only when they perform as expected, but also in times of adversity. As Head of Investor Relations at Transtrend, talking about our trading programs is only part of his job. Most of the time, André listens. To our clients, but also to our colleagues. André is the helping hand to many.


Name:  Mark van Dongen
Position:  Director
Biography: 

Mark is the operational backbone of Transtrend. He started just after our Diversified Trend Program went live. Which means: he missed the initial four years of freely fantasizing about hypothetical possibilities. When he joined, the strategy had to function in real life in real markets. And that suits Mark best. Mark acts when other people talk or worry. There isn't much at Transtrend that Mark has never been involved in himself. From building reconciliation tools to setting up our backup office. From programming trading strategies to executing orders in markets. For all crucial processes, he knows at first hand what is necessary to keep them functioning in all circumstances.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Forex Yes 
 Mini-Futures Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Instruments Traded
 Forwards Yes 
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $10,000,000 
 Margin / Equity Ratio: 25% 
 Managed Account Availability: Open 
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