Aspect Capital Limited

Diversified Program (QEP)

Monthly Performance (%)

Date Range: 11/98 - 01/23
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2023 -2.27 4.89   2.51 
2022 5.92 2.55 9.08 8.36 0.54 3.66 -3.51 5.80 5.16 1.85 -4.30 0.32  40.46 
2021 -1.21 2.21 3.51 3.06 3.19 -3.99 0.02 2.23 4.11 -1.37 -5.25 2.64  8.97 
2020 0.42 0.21 0.48 -1.11 -1.51 -2.13 0.91 -5.28 -1.05 -0.20 -1.41 7.64  -3.45 
2019 -0.84 3.96 4.35 4.79 -3.29 5.08 4.30 7.04 -3.87 -3.52 2.00 -0.76  20.07 
2018 8.72 -9.86 2.19 3.13 -9.29 2.02 -0.77 3.12 -0.95 -9.23 -2.04 -0.88  -14.62 
2017 0.14 1.53 -2.61 -0.47 0.13 -2.67 0.59 3.29 -4.44 8.24 1.40 0.32  5.00 
2016 2.85 2.26 -4.69 -5.04 -1.76 4.30 0.92 -2.85 0.51 -4.00 -1.42 -0.15  -9.18 
2015 4.60 -0.44 3.70 -9.69 -0.33 -4.59 9.25 1.03 3.27 -2.42 6.25 -1.54  7.92 
2014 -5.64 1.65 -1.68 1.67 2.39 1.73 -0.07 5.20 1.61 3.74 12.02 6.48  32.01 
2013 3.64 -3.25 1.67 3.58 -6.44 0.34 -1.85 -2.88 -2.73 1.93 1.99 -0.02  -4.47 
2012 1.26 2.19 -2.62 0.88 0.91 -5.31 3.43 -3.24 -3.33 -4.36 -1.25 0.67  -10.65 
2011 -1.29 2.49 -1.33 4.33 -5.24 -3.16 8.10 1.79 0.27 -4.52 1.51 2.28  4.53 
2010 -2.64 2.35 3.95 2.22 -3.34 0.68 -2.01 7.01 1.05 4.52 -4.78 6.17  15.37 
2009 0.47 0.74 -3.67 -3.06 -2.13 -7.91 -1.55 4.29 2.95 -4.53 8.08 -4.48  -11.25 
2008 4.97 7.63 -3.64 -5.26 4.27 8.07 -9.33 -4.47 3.33 10.01 5.52 3.88  25.44 
2007 2.78 -5.83 -1.94 4.66 6.22 3.68 -5.68 -6.53 5.51 7.33 -4.21 3.40  8.17 
2006 2.47 -1.31 5.31 5.10 -4.98 0.49 -4.56 -0.59 0.37 4.81 0.23 5.52  12.82 
2005 -7.48 4.09 1.44 -2.94 4.61 4.47 -0.87 4.24 0.58 -1.43 5.80 -0.28  12.00 
2004 1.90 6.78 -5.28 -7.55 -1.38 -7.96 -0.24 0.80 0.67 3.33 5.17 -3.01  -7.72 
2003 3.72 8.35 -7.08 -1.48 10.49 -3.10 2.17 -0.57 1.94 2.46 -0.92 4.13  20.58 
2002 -5.15 -9.73 4.81 -2.73 2.52 11.29 8.47 1.63 7.16 -6.51 -4.86 13.90  19.19 
2001 0.87 0.35 10.48 -6.85 -2.10 0.41 3.52 2.72 10.13 5.25 -5.62 -2.81  15.77 
2000 1.64 -0.28 -0.57 -2.69 3.72 -3.19 -1.85 3.43 -0.16 3.62 8.12 11.73  24.93 
1999 -4.88 2.86 -4.84 7.26 -2.53 -0.42 -3.16 -0.67 -1.76 -3.40 7.66 5.66  0.65 
1998 0.40  0.40 

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

The Aspect Diversified Program (“Aspect Diversified”) applies a fully systematic, momentum-based investment strategy. The Program seeks to generate sustainable, high-quality alpha, which is uncorrelated with returns from major asset classes, through the quantitative identification and the systematic and disciplined capture of price trends which occur persistently, if unpredictably, in a wide range of liquid global financial futures, commodities, currencies and equity markets.

Performance Statistics

Date Range: 11/98 - 01/23
  Program S&P 500 Coquest 40 
Total Return 510.63% 484.34% 200.62% 
Annualized Return 7.77% 7.55% 4.64% 
Annualized Std. Deviation 15.35% 15.41% 9.64% 
Correlation -0.15 0.88 
Sharpe Ratio (rf=2.5%) 0.34 0.33 0.22 
Worst Month -9.86% -16.79% -7.77% 
Date of Worst Month 02/2018 10/2008 11/2001 
Worst Drawdown -23.24% -50.95% -15.74% 
Date of Worst Drawdown 2/16 - 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: 11/98 - 01/23
Year or YTD Program S&P 500 Coquest 40 
2023 2.51 3.69 -1.11 
2022 40.46 -18.10 17.65 
2021 8.97 28.72 6.26 
2020 -3.45 18.40 0.97 
2019 20.07 31.50 7.53 
2018 -14.62 -4.38 -4.29 
2017 5.00 21.84 1.24 
2016 -9.18 11.98 -3.13 
2015 7.92 1.41 0.09 
2014 32.01 13.69 15.75 
2013 -4.47 32.41 -2.45 
2012 -10.65 15.98 -4.75 
2011 4.53 2.12 -3.23 
2010 15.37 15.06 11.33 
2009 -11.25 26.45 -7.98 
2008 25.44 -36.99 15.47 
2007 8.17 5.50 7.18 
2006 12.82 15.79 6.70 
2005 12.00 4.89 4.51 
2004 -7.72 10.87 2.57 
2003 20.58 28.69 15.99 
2002 19.19 -22.10 15.22 
2001 15.77 -11.88 5.39 
2000 24.93 -9.09 10.63 
1999 0.65 21.04 0.87 
1998 0.40 5.76 2.35 

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: 11/98 - 01/23
Date: 1/31/2023 Perf: $3,062.27 Date: 12/31/2022 Perf: $3,096.65 Date: 11/30/2022 Perf: $3,116.59 Date: 10/31/2022 Perf: $3,289.97 Date: 9/30/2022 Perf: $3,266.78 Date: 8/31/2022 Perf: $3,133.30 Date: 7/31/2022 Perf: $3,047.37 Date: 6/30/2022 Perf: $3,119.10 Date: 5/31/2022 Perf: $3,080.29 Date: 4/30/2022 Perf: $3,094.84 Date: 3/31/2022 Perf: $2,934.89 Date: 2/28/2022 Perf: $2,740.58 Date: 1/31/2022 Perf: $2,681.32 Date: 12/31/2021 Perf: $2,632.10 Date: 11/30/2021 Perf: $2,629.47 Date: 10/31/2021 Perf: $2,696.34 Date: 9/30/2021 Perf: $2,643.73 Date: 8/31/2021 Perf: $2,630.58 Date: 7/31/2021 Perf: $2,630.05 Date: 6/30/2021 Perf: $2,618.53 Date: 5/31/2021 Perf: $2,628.52 Date: 4/30/2021 Perf: $2,590.70 Date: 3/31/2021 Perf: $2,545.89 Date: 2/28/2021 Perf: $2,512.22 Date: 1/31/2021 Perf: $2,454.54 Date: 12/31/2020 Perf: $2,477.08 Date: 11/30/2020 Perf: $2,387.09 Date: 10/31/2020 Perf: $2,366.27 Date: 9/30/2020 Perf: $2,373.86 Date: 8/31/2020 Perf: $2,409.04 Date: 7/31/2020 Perf: $2,436.57 Date: 6/30/2020 Perf: $2,390.90 Date: 5/31/2020 Perf: $2,421.90 Date: 4/30/2020 Perf: $2,450.58 Date: 3/31/2020 Perf: $2,442.52 Date: 2/29/2020 Perf: $2,441.05 Date: 1/31/2020 Perf: $2,477.97 Date: 12/31/2019 Perf: $2,453.19 Date: 11/30/2019 Perf: $2,468.50 Date: 10/31/2019 Perf: $2,444.54 Date: 9/30/2019 Perf: $2,499.79 Date: 8/31/2019 Perf: $2,571.01 Date: 7/31/2019 Perf: $2,481.19 Date: 6/30/2019 Perf: $2,399.37 Date: 5/31/2019 Perf: $2,352.32 Date: 4/30/2019 Perf: $2,399.35 Date: 3/31/2019 Perf: $2,335.13 Date: 2/28/2019 Perf: $2,254.21 Date: 1/31/2019 Perf: $2,239.87 Date: 12/31/2018 Perf: $2,281.39 Date: 11/30/2018 Perf: $2,271.85 Date: 10/31/2018 Perf: $2,299.44 Date: 9/30/2018 Perf: $2,357.68 Date: 8/31/2018 Perf: $2,368.34 Date: 7/31/2018 Perf: $2,309.45 Date: 6/30/2018 Perf: $2,326.90 Date: 5/31/2018 Perf: $2,307.51 Date: 4/30/2018 Perf: $2,337.67 Date: 3/31/2018 Perf: $2,312.69 Date: 2/28/2018 Perf: $2,314.78 Date: 1/31/2018 Perf: $2,465.15 Date: 12/31/2017 Perf: $2,383.63 Date: 11/30/2017 Perf: $2,357.93 Date: 10/31/2017 Perf: $2,354.87 Date: 9/30/2017 Perf: $2,260.17 Date: 8/31/2017 Perf: $2,308.88 Date: 7/31/2017 Perf: $2,271.18 Date: 6/30/2017 Perf: $2,262.36 Date: 5/31/2017 Perf: $2,330.41 Date: 4/30/2017 Perf: $2,325.99 Date: 3/31/2017 Perf: $2,340.03 Date: 2/28/2017 Perf: $2,374.70 Date: 1/31/2017 Perf: $2,324.03 Date: 12/31/2016 Perf: $2,354.41 Date: 11/30/2016 Perf: $2,336.65 Date: 10/31/2016 Perf: $2,362.64 Date: 9/30/2016 Perf: $2,425.21 Date: 8/31/2016 Perf: $2,456.90 Date: 7/31/2016 Perf: $2,524.82 Date: 6/30/2016 Perf: $2,499.33 Date: 5/31/2016 Perf: $2,397.43 Date: 4/30/2016 Perf: $2,440.14 Date: 3/31/2016 Perf: $2,502.96 Date: 2/29/2016 Perf: $2,576.92 Date: 1/31/2016 Perf: $2,515.05 Date: 12/31/2015 Perf: $2,430.47 Date: 11/30/2015 Perf: $2,487.69 Date: 10/31/2015 Perf: $2,405.65 Date: 9/30/2015 Perf: $2,448.25 Date: 8/31/2015 Perf: $2,396.25 Date: 7/31/2015 Perf: $2,438.44 Date: 6/30/2015 Perf: $2,346.68 Date: 5/31/2015 Perf: $2,475.40 Date: 4/30/2015 Perf: $2,493.36 Date: 3/31/2015 Perf: $2,593.46 Date: 2/28/2015 Perf: $2,537.39 Date: 1/31/2015 Perf: $2,541.45 Date: 12/31/2014 Perf: $2,428.30 Date: 11/30/2014 Perf: $2,386.30 Date: 10/31/2014 Perf: $2,252.29 Date: 9/30/2014 Perf: $2,219.66 Date: 8/31/2014 Perf: $2,187.07 Date: 7/31/2014 Perf: $2,098.31 Date: 6/30/2014 Perf: $2,115.23 Date: 5/31/2014 Perf: $2,097.20 Date: 4/30/2014 Perf: $2,044.85 Date: 3/31/2014 Perf: $2,029.43 Date: 2/28/2014 Perf: $2,059.91 Date: 1/31/2014 Perf: $2,043.16 Date: 12/31/2013 Perf: $2,097.91 Date: 11/30/2013 Perf: $2,100.85 Date: 10/31/2013 Perf: $2,063.51 Date: 9/30/2013 Perf: $2,017.31 Date: 8/31/2013 Perf: $2,029.49 Date: 7/31/2013 Perf: $2,069.21 Date: 6/30/2013 Perf: $2,087.37 Date: 5/31/2013 Perf: $2,169.60 Date: 4/30/2013 Perf: $2,267.09 Date: 3/31/2013 Perf: $2,210.07 Date: 2/28/2013 Perf: $2,178.69 Date: 1/31/2013 Perf: $2,191.40 Date: 12/31/2012 Perf: $2,150.54 Date: 11/30/2012 Perf: $2,140.06 Date: 10/31/2012 Perf: $2,134.08 Date: 9/30/2012 Perf: $2,214.24 Date: 8/31/2012 Perf: $2,251.39 Date: 7/31/2012 Perf: $2,282.43 Date: 6/30/2012 Perf: $2,192.74 Date: 5/31/2012 Perf: $2,278.41 Date: 4/30/2012 Perf: $2,235.93 Date: 3/31/2012 Perf: $2,222.59 Date: 2/29/2012 Perf: $2,274.22 Date: 1/31/2012 Perf: $2,264.93 Date: 12/31/2011 Perf: $2,257.71 Date: 11/30/2011 Perf: $2,236.24 Date: 10/31/2011 Perf: $2,229.55 Date: 9/30/2011 Perf: $2,321.48 Date: 8/31/2011 Perf: $2,322.88 Date: 7/31/2011 Perf: $2,327.53 Date: 6/30/2011 Perf: $2,246.87 Date: 5/31/2011 Perf: $2,306.85 Date: 4/30/2011 Perf: $2,394.24 Date: 3/31/2011 Perf: $2,304.37 Date: 2/28/2011 Perf: $2,340.17 Date: 1/31/2011 Perf: $2,301.05 Date: 12/31/2010 Perf: $2,333.01 Date: 11/30/2010 Perf: $2,237.05 Date: 10/31/2010 Perf: $2,319.14 Date: 9/30/2010 Perf: $2,232.52 Date: 8/31/2010 Perf: $2,192.62 Date: 7/31/2010 Perf: $2,105.45 Date: 6/30/2010 Perf: $2,132.97 Date: 5/31/2010 Perf: $2,124.89 Date: 4/30/2010 Perf: $2,177.59 Date: 3/31/2010 Perf: $2,144.56 Date: 2/28/2010 Perf: $2,062.67 Date: 1/31/2010 Perf: $2,043.47 Date: 12/31/2009 Perf: $2,095.65 Date: 11/30/2009 Perf: $2,182.97 Date: 10/31/2009 Perf: $2,098.40 Date: 9/30/2009 Perf: $2,153.53 Date: 8/31/2009 Perf: $2,103.47 Date: 7/31/2009 Perf: $2,096.55 Date: 6/30/2009 Perf: $2,098.86 Date: 5/31/2009 Perf: $2,156.21 Date: 4/30/2009 Perf: $2,126.86 Date: 3/31/2009 Perf: $2,198.76 Date: 2/28/2009 Perf: $2,261.40 Date: 1/31/2009 Perf: $2,262.53 Date: 12/31/2008 Perf: $2,277.34 Date: 11/30/2008 Perf: $2,220.28 Date: 10/31/2008 Perf: $2,141.68 Date: 9/30/2008 Perf: $2,036.78 Date: 8/31/2008 Perf: $2,032.51 Date: 7/31/2008 Perf: $2,088.27 Date: 6/30/2008 Perf: $2,188.73 Date: 5/31/2008 Perf: $2,131.81 Date: 4/30/2008 Perf: $2,088.78 Date: 3/31/2008 Perf: $2,113.09 Date: 2/29/2008 Perf: $2,122.42 Date: 1/31/2008 Perf: $2,008.16 Date: 12/31/2007 Perf: $1,972.26 Date: 11/30/2007 Perf: $1,976.81 Date: 10/31/2007 Perf: $1,989.74 Date: 9/30/2007 Perf: $1,907.53 Date: 8/31/2007 Perf: $1,822.42 Date: 7/31/2007 Perf: $1,893.03 Date: 6/30/2007 Perf: $1,953.39 Date: 5/31/2007 Perf: $1,898.53 Date: 4/30/2007 Perf: $1,833.08 Date: 3/31/2007 Perf: $1,759.20 Date: 2/28/2007 Perf: $1,801.35 Date: 1/31/2007 Perf: $1,871.53 Date: 12/31/2006 Perf: $1,840.07 Date: 11/30/2006 Perf: $1,779.91 Date: 10/31/2006 Perf: $1,737.34 Date: 9/30/2006 Perf: $1,718.44 Date: 8/31/2006 Perf: $1,736.85 Date: 7/31/2006 Perf: $1,717.61 Date: 6/30/2006 Perf: $1,743.41 Date: 5/31/2006 Perf: $1,767.63 Date: 4/30/2006 Perf: $1,815.75 Date: 3/31/2006 Perf: $1,772.50 Date: 2/28/2006 Perf: $1,726.24 Date: 1/31/2006 Perf: $1,757.52 Date: 12/31/2005 Perf: $1,724.58 Date: 11/30/2005 Perf: $1,756.37 Date: 10/31/2005 Perf: $1,684.12 Date: 9/30/2005 Perf: $1,681.43 Date: 8/31/2005 Perf: $1,655.93 Date: 7/31/2005 Perf: $1,647.04 Date: 6/30/2005 Perf: $1,646.05 Date: 5/31/2005 Perf: $1,591.77 Date: 4/30/2005 Perf: $1,544.06 Date: 3/31/2005 Perf: $1,582.84 Date: 2/28/2005 Perf: $1,591.75 Date: 1/31/2005 Perf: $1,580.84 Date: 12/31/2004 Perf: $1,650.15 Date: 11/30/2004 Perf: $1,644.72 Date: 10/31/2004 Perf: $1,560.31 Date: 9/30/2004 Perf: $1,508.71 Date: 8/31/2004 Perf: $1,488.62 Date: 7/31/2004 Perf: $1,498.96 Date: 6/30/2004 Perf: $1,516.24 Date: 5/31/2004 Perf: $1,567.99 Date: 4/30/2004 Perf: $1,593.32 Date: 3/31/2004 Perf: $1,699.00 Date: 2/29/2004 Perf: $1,715.81 Date: 1/31/2004 Perf: $1,624.21 Date: 12/31/2003 Perf: $1,608.76 Date: 11/30/2003 Perf: $1,542.00 Date: 10/31/2003 Perf: $1,546.64 Date: 9/30/2003 Perf: $1,512.60 Date: 8/31/2003 Perf: $1,519.59 Date: 7/31/2003 Perf: $1,505.44 Date: 6/30/2003 Perf: $1,540.25 Date: 5/31/2003 Perf: $1,579.91 Date: 4/30/2003 Perf: $1,492.31 Date: 3/31/2003 Perf: $1,470.69 Date: 2/28/2003 Perf: $1,559.92 Date: 1/31/2003 Perf: $1,472.04 Date: 12/31/2002 Perf: $1,387.01 Date: 11/30/2002 Perf: $1,307.39 Date: 10/31/2002 Perf: $1,344.50 Date: 9/30/2002 Perf: $1,417.95 Date: 8/31/2002 Perf: $1,355.46 Date: 7/31/2002 Perf: $1,323.56 Date: 6/30/2002 Perf: $1,256.47 Date: 5/31/2002 Perf: $1,154.42 Date: 4/30/2002 Perf: $1,125.27 Date: 3/31/2002 Perf: $1,152.47 Date: 2/28/2002 Perf: $1,155.82 Date: 1/31/2002 Perf: $1,189.36 Date: 12/31/2001 Perf: $1,203.81 Date: 11/30/2001 Perf: $1,178.93 Date: 10/31/2001 Perf: $1,278.25 Date: 9/30/2001 Perf: $1,225.32 Date: 8/31/2001 Perf: $1,188.71 Date: 7/31/2001 Perf: $1,154.20 Date: 6/30/2001 Perf: $1,151.66 Date: 5/31/2001 Perf: $1,164.47 Date: 4/30/2001 Perf: $1,164.12 Date: 3/31/2001 Perf: $1,240.54 Date: 2/28/2001 Perf: $1,165.05 Date: 1/31/2001 Perf: $1,154.08 Date: 12/31/2000 Perf: $1,142.20 Date: 11/30/2000 Perf: $1,055.35 Date: 10/31/2000 Perf: $993.18 Date: 9/30/2000 Perf: $972.84 Date: 8/31/2000 Perf: $990.07 Date: 7/31/2000 Perf: $970.09 Date: 6/30/2000 Perf: $987.47 Date: 5/31/2000 Perf: $1,003.01 Date: 4/30/2000 Perf: $989.46 Date: 3/31/2000 Perf: $1,004.63 Date: 2/29/2000 Perf: $1,030.18 Date: 1/31/2000 Perf: $1,041.84 Date: 12/31/1999 Perf: $1,032.45 Date: 11/30/1999 Perf: $1,019.30 Date: 10/31/1999 Perf: $999.90 Date: 9/30/1999 Perf: $1,046.14 Date: 8/31/1999 Perf: $1,042.49 Date: 7/31/1999 Perf: $1,036.28 Date: 6/30/1999 Perf: $1,044.42 Date: 5/31/1999 Perf: $1,017.95 Date: 4/30/1999 Perf: $1,035.14 Date: 3/31/1999 Perf: $1,004.31 Date: 2/28/1999 Perf: $1,012.51 Date: 1/31/1999 Perf: $993.92 Date: 12/31/1998 Perf: $1,023.50 Date: 11/30/1998 Perf: $1,000.00 Date: 2/28/2023 Perf: $5,375.06 Date: 1/31/2023 Perf: $5,509.49 Date: 12/31/2022 Perf: $5,183.94 Date: 11/30/2022 Perf: $5,500.78 Date: 10/31/2022 Perf: $5,209.57 Date: 9/30/2022 Perf: $4,819.21 Date: 8/31/2022 Perf: $5,308.09 Date: 7/31/2022 Perf: $5,533.87 Date: 6/30/2022 Perf: $5,066.72 Date: 5/31/2022 Perf: $5,522.31 Date: 4/30/2022 Perf: $5,512.39 Date: 3/31/2022 Perf: $6,038.99 Date: 2/28/2022 Perf: $5,822.95 Date: 1/31/2022 Perf: $6,002.43 Date: 12/31/2021 Perf: $6,329.67 Date: 11/30/2021 Perf: $6,058.26 Date: 10/31/2021 Perf: $6,100.35 Date: 9/30/2021 Perf: $5,700.73 Date: 8/31/2021 Perf: $5,978.74 Date: 7/31/2021 Perf: $5,802.35 Date: 6/30/2021 Perf: $5,667.47 Date: 5/31/2021 Perf: $5,538.42 Date: 4/30/2021 Perf: $5,499.92 Date: 3/31/2021 Perf: $5,221.11 Date: 2/28/2021 Perf: $5,002.03 Date: 1/31/2021 Perf: $4,867.68 Date: 12/31/2020 Perf: $4,917.34 Date: 11/30/2020 Perf: $4,735.50 Date: 10/31/2020 Perf: $4,268.14 Date: 9/30/2020 Perf: $4,384.77 Date: 8/31/2020 Perf: $4,557.98 Date: 7/31/2020 Perf: $4,252.24 Date: 6/30/2020 Perf: $4,025.22 Date: 5/31/2020 Perf: $3,946.68 Date: 4/30/2020 Perf: $3,767.35 Date: 3/31/2020 Perf: $3,339.26 Date: 2/29/2020 Perf: $3,809.77 Date: 1/31/2020 Perf: $4,151.43 Date: 12/31/2019 Perf: $4,153.09 Date: 11/30/2019 Perf: $4,031.34 Date: 10/31/2019 Perf: $3,890.13 Date: 9/30/2019 Perf: $3,807.51 Date: 8/31/2019 Perf: $3,737.62 Date: 7/31/2019 Perf: $3,797.62 Date: 6/30/2019 Perf: $3,743.71 Date: 5/31/2019 Perf: $3,497.16 Date: 4/30/2019 Perf: $3,734.29 Date: 3/31/2019 Perf: $3,588.93 Date: 2/28/2019 Perf: $3,520.63 Date: 1/31/2019 Perf: $3,411.14 Date: 12/31/2018 Perf: $3,158.17 Date: 11/30/2018 Perf: $3,471.66 Date: 10/31/2018 Perf: $3,402.25 Date: 9/30/2018 Perf: $3,652.05 Date: 8/31/2018 Perf: $3,631.35 Date: 7/31/2018 Perf: $3,516.71 Date: 6/30/2018 Perf: $3,390.58 Date: 5/31/2018 Perf: $3,369.69 Date: 4/30/2018 Perf: $3,290.39 Date: 3/31/2018 Perf: $3,277.93 Date: 2/28/2018 Perf: $3,363.36 Date: 1/31/2018 Perf: $3,492.22 Date: 12/31/2017 Perf: $3,302.97 Date: 11/30/2017 Perf: $3,266.70 Date: 10/31/2017 Perf: $3,169.40 Date: 9/30/2017 Perf: $3,097.24 Date: 8/31/2017 Perf: $3,034.72 Date: 7/31/2017 Perf: $3,025.34 Date: 6/30/2017 Perf: $2,964.28 Date: 5/31/2017 Perf: $2,946.01 Date: 4/30/2017 Perf: $2,905.05 Date: 3/31/2017 Perf: $2,875.44 Date: 2/28/2017 Perf: $2,871.99 Date: 1/31/2017 Perf: $2,762.33 Date: 12/31/2016 Perf: $2,710.82 Date: 11/30/2016 Perf: $2,658.19 Date: 10/31/2016 Perf: $2,563.34 Date: 9/30/2016 Perf: $2,610.86 Date: 8/31/2016 Perf: $2,610.34 Date: 7/31/2016 Perf: $2,606.69 Date: 6/30/2016 Perf: $2,513.93 Date: 5/31/2016 Perf: $2,507.41 Date: 4/30/2016 Perf: $2,463.07 Date: 3/31/2016 Perf: $2,453.50 Date: 2/29/2016 Perf: $2,297.72 Date: 1/31/2016 Perf: $2,300.71 Date: 12/31/2015 Perf: $2,420.78 Date: 11/30/2015 Perf: $2,459.64 Date: 10/31/2015 Perf: $2,452.29 Date: 9/30/2015 Perf: $2,261.42 Date: 8/31/2015 Perf: $2,318.69 Date: 7/31/2015 Perf: $2,467.48 Date: 6/30/2015 Perf: $2,416.73 Date: 5/31/2015 Perf: $2,464.54 Date: 4/30/2015 Perf: $2,433.16 Date: 3/31/2015 Perf: $2,410.02 Date: 2/28/2015 Perf: $2,448.71 Date: 1/31/2015 Perf: $2,315.56 Date: 12/31/2014 Perf: $2,387.18 Date: 11/30/2014 Perf: $2,393.16 Date: 10/31/2014 Perf: $2,330.47 Date: 9/30/2014 Perf: $2,274.96 Date: 8/31/2014 Perf: $2,307.27 Date: 7/31/2014 Perf: $2,218.52 Date: 6/30/2014 Perf: $2,249.57 Date: 5/31/2014 Perf: $2,203.95 Date: 4/30/2014 Perf: $2,153.34 Date: 3/31/2014 Perf: $2,137.53 Date: 2/28/2014 Perf: $2,119.72 Date: 1/31/2014 Perf: $2,027.08 Date: 12/31/2013 Perf: $2,099.73 Date: 11/30/2013 Perf: $2,047.92 Date: 10/31/2013 Perf: $1,987.31 Date: 9/30/2013 Perf: $1,899.91 Date: 8/31/2013 Perf: $1,842.07 Date: 7/31/2013 Perf: $1,897.09 Date: 6/30/2013 Perf: $1,805.20 Date: 5/31/2013 Perf: $1,829.72 Date: 4/30/2013 Perf: $1,787.88 Date: 3/31/2013 Perf: $1,754.03 Date: 2/28/2013 Perf: $1,690.63 Date: 1/31/2013 Perf: $1,667.95 Date: 12/31/2012 Perf: $1,585.80 Date: 11/30/2012 Perf: $1,571.50 Date: 10/31/2012 Perf: $1,562.44 Date: 9/30/2012 Perf: $1,591.89 Date: 8/31/2012 Perf: $1,551.85 Date: 7/31/2012 Perf: $1,517.70 Date: 6/30/2012 Perf: $1,496.90 Date: 5/31/2012 Perf: $1,437.67 Date: 4/30/2012 Perf: $1,529.59 Date: 3/31/2012 Perf: $1,539.29 Date: 2/29/2012 Perf: $1,490.26 Date: 1/31/2012 Perf: $1,428.55 Date: 12/31/2011 Perf: $1,367.29 Date: 11/30/2011 Perf: $1,353.49 Date: 10/31/2011 Perf: $1,356.47 Date: 9/30/2011 Perf: $1,222.82 Date: 8/31/2011 Perf: $1,315.28 Date: 7/31/2011 Perf: $1,390.80 Date: 6/30/2011 Perf: $1,419.62 Date: 5/31/2011 Perf: $1,443.73 Date: 4/30/2011 Perf: $1,460.23 Date: 3/31/2011 Perf: $1,418.25 Date: 2/28/2011 Perf: $1,417.69 Date: 1/31/2011 Perf: $1,370.67 Date: 12/31/2010 Perf: $1,338.94 Date: 11/30/2010 Perf: $1,255.10 Date: 10/31/2010 Perf: $1,254.97 Date: 9/30/2010 Perf: $1,208.91 Date: 8/31/2010 Perf: $1,109.91 Date: 7/31/2010 Perf: $1,162.33 Date: 6/30/2010 Perf: $1,086.19 Date: 5/31/2010 Perf: $1,146.13 Date: 4/30/2010 Perf: $1,245.66 Date: 3/31/2010 Perf: $1,226.28 Date: 2/28/2010 Perf: $1,156.54 Date: 1/31/2010 Perf: $1,121.77 Date: 12/31/2009 Perf: $1,163.66 Date: 11/30/2009 Perf: $1,141.63 Date: 10/31/2009 Perf: $1,077.01 Date: 9/30/2009 Perf: $1,097.42 Date: 8/31/2009 Perf: $1,057.96 Date: 7/31/2009 Perf: $1,021.10 Date: 6/30/2009 Perf: $949.33 Date: 5/31/2009 Perf: $947.43 Date: 4/30/2009 Perf: $897.27 Date: 3/31/2009 Perf: $818.91 Date: 2/28/2009 Perf: $752.95 Date: 1/31/2009 Perf: $842.69 Date: 12/31/2008 Perf: $920.27 Date: 11/30/2008 Perf: $910.62 Date: 10/31/2008 Perf: $981.06 Date: 9/30/2008 Perf: $1,179.02 Date: 8/31/2008 Perf: $1,294.34 Date: 7/31/2008 Perf: $1,275.84 Date: 6/30/2008 Perf: $1,286.65 Date: 5/31/2008 Perf: $1,405.10 Date: 4/30/2008 Perf: $1,387.07 Date: 3/31/2008 Perf: $1,322.66 Date: 2/29/2008 Perf: $1,328.37 Date: 1/31/2008 Perf: $1,372.99 Date: 12/31/2007 Perf: $1,460.63 Date: 11/30/2007 Perf: $1,470.78 Date: 10/31/2007 Perf: $1,534.94 Date: 9/30/2007 Perf: $1,510.91 Date: 8/31/2007 Perf: $1,456.44 Date: 7/31/2007 Perf: $1,434.92 Date: 6/30/2007 Perf: $1,480.82 Date: 5/31/2007 Perf: $1,505.82 Date: 4/30/2007 Perf: $1,455.04 Date: 3/31/2007 Perf: $1,393.32 Date: 2/28/2007 Perf: $1,377.88 Date: 1/31/2007 Perf: $1,405.43 Date: 12/31/2006 Perf: $1,384.52 Date: 11/30/2006 Perf: $1,365.41 Date: 10/31/2006 Perf: $1,339.95 Date: 9/30/2006 Perf: $1,297.65 Date: 8/31/2006 Perf: $1,265.01 Date: 7/31/2006 Perf: $1,235.60 Date: 6/30/2006 Perf: $1,227.99 Date: 5/31/2006 Perf: $1,226.27 Date: 4/30/2006 Perf: $1,262.63 Date: 3/31/2006 Perf: $1,245.94 Date: 2/28/2006 Perf: $1,230.68 Date: 1/31/2006 Perf: $1,227.36 Date: 12/31/2005 Perf: $1,195.68 Date: 11/30/2005 Perf: $1,195.32 Date: 10/31/2005 Perf: $1,151.78 Date: 9/30/2005 Perf: $1,171.34 Date: 8/31/2005 Perf: $1,161.93 Date: 7/31/2005 Perf: $1,172.60 Date: 6/30/2005 Perf: $1,130.55 Date: 5/31/2005 Perf: $1,128.97 Date: 4/30/2005 Perf: $1,094.17 Date: 3/31/2005 Perf: $1,115.36 Date: 2/28/2005 Perf: $1,135.46 Date: 1/31/2005 Perf: $1,112.11 Date: 12/31/2004 Perf: $1,139.92 Date: 11/30/2004 Perf: $1,102.44 Date: 10/31/2004 Perf: $1,059.53 Date: 9/30/2004 Perf: $1,043.56 Date: 8/31/2004 Perf: $1,032.41 Date: 7/31/2004 Perf: $1,028.30 Date: 6/30/2004 Perf: $1,063.50 Date: 5/31/2004 Perf: $1,043.26 Date: 4/30/2004 Perf: $1,029.16 Date: 3/31/2004 Perf: $1,045.58 Date: 2/29/2004 Perf: $1,061.61 Date: 1/31/2004 Perf: $1,047.05 Date: 12/31/2003 Perf: $1,028.14 Date: 11/30/2003 Perf: $976.94 Date: 10/31/2003 Perf: $968.42 Date: 9/30/2003 Perf: $916.54 Date: 8/31/2003 Perf: $926.36 Date: 7/31/2003 Perf: $908.65 Date: 6/30/2003 Perf: $892.93 Date: 5/31/2003 Perf: $881.65 Date: 4/30/2003 Perf: $837.51 Date: 3/31/2003 Perf: $773.75 Date: 2/28/2003 Perf: $766.32 Date: 1/31/2003 Perf: $777.99 Date: 12/31/2002 Perf: $798.92 Date: 11/30/2002 Perf: $848.74 Date: 10/31/2002 Perf: $801.53 Date: 9/30/2002 Perf: $736.70 Date: 8/31/2002 Perf: $826.55 Date: 7/31/2002 Perf: $821.13 Date: 6/30/2002 Perf: $890.59 Date: 5/31/2002 Perf: $958.86 Date: 4/30/2002 Perf: $966.01 Date: 3/31/2002 Perf: $1,028.33 Date: 2/28/2002 Perf: $991.07 Date: 1/31/2002 Perf: $1,010.57 Date: 12/31/2001 Perf: $1,025.54 Date: 11/30/2001 Perf: $1,016.60 Date: 10/31/2001 Perf: $944.18 Date: 9/30/2001 Perf: $926.48 Date: 8/31/2001 Perf: $1,007.92 Date: 7/31/2001 Perf: $1,075.23 Date: 6/30/2001 Perf: $1,085.87 Date: 5/31/2001 Perf: $1,112.92 Date: 4/30/2001 Perf: $1,105.51 Date: 3/31/2001 Perf: $1,025.81 Date: 2/28/2001 Perf: $1,095.24 Date: 1/31/2001 Perf: $1,205.15 Date: 12/31/2000 Perf: $1,163.84 Date: 11/30/2000 Perf: $1,158.16 Date: 10/31/2000 Perf: $1,257.23 Date: 9/30/2000 Perf: $1,262.54 Date: 8/31/2000 Perf: $1,332.91 Date: 7/31/2000 Perf: $1,254.98 Date: 6/30/2000 Perf: $1,274.87 Date: 5/31/2000 Perf: $1,244.14 Date: 4/30/2000 Perf: $1,270.18 Date: 3/31/2000 Perf: $1,309.59 Date: 2/29/2000 Perf: $1,192.93 Date: 1/31/2000 Perf: $1,215.91 Date: 12/31/1999 Perf: $1,280.17 Date: 11/30/1999 Perf: $1,208.96 Date: 10/31/1999 Perf: $1,184.91 Date: 9/30/1999 Perf: $1,114.37 Date: 8/31/1999 Perf: $1,145.76 Date: 7/31/1999 Perf: $1,151.41 Date: 6/30/1999 Perf: $1,188.49 Date: 5/31/1999 Perf: $1,125.99 Date: 4/30/1999 Perf: $1,153.21 Date: 3/31/1999 Perf: $1,110.24 Date: 2/28/1999 Perf: $1,067.54 Date: 1/31/1999 Perf: $1,101.81 Date: 12/31/1998 Perf: $1,057.60 Date: 11/30/1998 Perf: $1,000.00 Date: 2/28/2023 Perf: $6,404.89 Date: 1/31/2023 Perf: $6,106.29 Date: 12/31/2022 Perf: $6,248.13 Date: 11/30/2022 Perf: $6,228.20 Date: 10/31/2022 Perf: $6,508.04 Date: 9/30/2022 Perf: $6,389.83 Date: 8/31/2022 Perf: $6,076.29 Date: 7/31/2022 Perf: $5,743.19 Date: 6/30/2022 Perf: $5,952.11 Date: 5/31/2022 Perf: $5,741.95 Date: 4/30/2022 Perf: $5,711.11 Date: 3/31/2022 Perf: $5,270.50 Date: 2/28/2022 Perf: $4,831.77 Date: 1/31/2022 Perf: $4,711.63 Date: 12/31/2021 Perf: $4,448.29 Date: 11/30/2021 Perf: $4,333.87 Date: 10/31/2021 Perf: $4,574.01 Date: 9/30/2021 Perf: $4,637.54 Date: 8/31/2021 Perf: $4,454.47 Date: 7/31/2021 Perf: $4,357.30 Date: 6/30/2021 Perf: $4,356.43 Date: 5/31/2021 Perf: $4,537.47 Date: 4/30/2021 Perf: $4,397.20 Date: 3/31/2021 Perf: $4,266.64 Date: 2/28/2021 Perf: $4,121.96 Date: 1/31/2021 Perf: $4,032.83 Date: 12/31/2020 Perf: $4,082.23 Date: 11/30/2020 Perf: $3,792.48 Date: 10/31/2020 Perf: $3,846.72 Date: 9/30/2020 Perf: $3,854.43 Date: 8/31/2020 Perf: $3,895.33 Date: 7/31/2020 Perf: $4,112.47 Date: 6/30/2020 Perf: $4,075.39 Date: 5/31/2020 Perf: $4,164.08 Date: 4/30/2020 Perf: $4,227.92 Date: 3/31/2020 Perf: $4,275.38 Date: 2/29/2020 Perf: $4,254.95 Date: 1/31/2020 Perf: $4,246.04 Date: 12/31/2019 Perf: $4,228.28 Date: 11/30/2019 Perf: $4,260.66 Date: 10/31/2019 Perf: $4,177.12 Date: 9/30/2019 Perf: $4,329.52 Date: 8/31/2019 Perf: $4,503.81 Date: 7/31/2019 Perf: $4,207.60 Date: 6/30/2019 Perf: $4,034.13 Date: 5/31/2019 Perf: $3,839.11 Date: 4/30/2019 Perf: $3,969.71 Date: 3/31/2019 Perf: $3,788.25 Date: 2/28/2019 Perf: $3,630.33 Date: 1/31/2019 Perf: $3,492.05 Date: 12/31/2018 Perf: $3,521.63 Date: 11/30/2018 Perf: $3,552.89 Date: 10/31/2018 Perf: $3,626.88 Date: 9/30/2018 Perf: $3,995.68 Date: 8/31/2018 Perf: $4,034.01 Date: 7/31/2018 Perf: $3,911.95 Date: 6/30/2018 Perf: $3,942.31 Date: 5/31/2018 Perf: $3,864.25 Date: 4/30/2018 Perf: $4,260.01 Date: 3/31/2018 Perf: $4,130.72 Date: 2/28/2018 Perf: $4,042.19 Date: 1/31/2018 Perf: $4,484.35 Date: 12/31/2017 Perf: $4,124.68 Date: 11/30/2017 Perf: $4,111.52 Date: 10/31/2017 Perf: $4,054.75 Date: 9/30/2017 Perf: $3,746.08 Date: 8/31/2017 Perf: $3,920.13 Date: 7/31/2017 Perf: $3,795.27 Date: 6/30/2017 Perf: $3,773.00 Date: 5/31/2017 Perf: $3,876.51 Date: 4/30/2017 Perf: $3,871.47 Date: 3/31/2017 Perf: $3,889.76 Date: 2/28/2017 Perf: $3,994.00 Date: 1/31/2017 Perf: $3,933.81 Date: 12/31/2016 Perf: $3,928.31 Date: 11/30/2016 Perf: $3,934.21 Date: 10/31/2016 Perf: $3,990.88 Date: 9/30/2016 Perf: $4,157.17 Date: 8/31/2016 Perf: $4,136.08 Date: 7/31/2016 Perf: $4,257.41 Date: 6/30/2016 Perf: $4,218.60 Date: 5/31/2016 Perf: $4,044.68 Date: 4/30/2016 Perf: $4,117.14 Date: 3/31/2016 Perf: $4,335.66 Date: 2/29/2016 Perf: $4,549.01 Date: 1/31/2016 Perf: $4,448.47 Date: 12/31/2015 Perf: $4,325.21 Date: 11/30/2015 Perf: $4,392.86 Date: 10/31/2015 Perf: $4,134.45 Date: 9/30/2015 Perf: $4,236.99 Date: 8/31/2015 Perf: $4,102.82 Date: 7/31/2015 Perf: $4,061.00 Date: 6/30/2015 Perf: $3,717.16 Date: 5/31/2015 Perf: $3,895.99 Date: 4/30/2015 Perf: $3,908.88 Date: 3/31/2015 Perf: $4,328.30 Date: 2/28/2015 Perf: $4,173.86 Date: 1/31/2015 Perf: $4,192.31 Date: 12/31/2014 Perf: $4,007.94 Date: 11/30/2014 Perf: $3,764.03 Date: 10/31/2014 Perf: $3,360.15 Date: 9/30/2014 Perf: $3,239.01 Date: 8/31/2014 Perf: $3,187.68 Date: 7/31/2014 Perf: $3,030.12 Date: 6/30/2014 Perf: $3,032.24 Date: 5/31/2014 Perf: $2,980.68 Date: 4/30/2014 Perf: $2,911.10 Date: 3/31/2014 Perf: $2,863.28 Date: 2/28/2014 Perf: $2,912.21 Date: 1/31/2014 Perf: $2,864.94 Date: 12/31/2013 Perf: $3,036.18 Date: 11/30/2013 Perf: $3,036.78 Date: 10/31/2013 Perf: $2,977.53 Date: 9/30/2013 Perf: $2,921.15 Date: 8/31/2013 Perf: $3,003.14 Date: 7/31/2013 Perf: $3,092.19 Date: 6/30/2013 Perf: $3,150.48 Date: 5/31/2013 Perf: $3,139.80 Date: 4/30/2013 Perf: $3,355.92 Date: 3/31/2013 Perf: $3,239.93 Date: 2/28/2013 Perf: $3,186.72 Date: 1/31/2013 Perf: $3,293.76 Date: 12/31/2012 Perf: $3,178.08 Date: 11/30/2012 Perf: $3,156.93 Date: 10/31/2012 Perf: $3,196.89 Date: 9/30/2012 Perf: $3,342.63 Date: 8/31/2012 Perf: $3,457.77 Date: 7/31/2012 Perf: $3,573.56 Date: 6/30/2012 Perf: $3,455.05 Date: 5/31/2012 Perf: $3,648.80 Date: 4/30/2012 Perf: $3,615.90 Date: 3/31/2012 Perf: $3,584.35 Date: 2/29/2012 Perf: $3,680.79 Date: 1/31/2012 Perf: $3,601.91 Date: 12/31/2011 Perf: $3,557.09 Date: 11/30/2011 Perf: $3,477.80 Date: 10/31/2011 Perf: $3,426.06 Date: 9/30/2011 Perf: $3,588.25 Date: 8/31/2011 Perf: $3,578.59 Date: 7/31/2011 Perf: $3,515.66 Date: 6/30/2011 Perf: $3,252.23 Date: 5/31/2011 Perf: $3,358.35 Date: 4/30/2011 Perf: $3,544.06 Date: 3/31/2011 Perf: $3,396.97 Date: 2/28/2011 Perf: $3,442.76 Date: 1/31/2011 Perf: $3,359.12 Date: 12/31/2010 Perf: $3,403.02 Date: 11/30/2010 Perf: $3,205.25 Date: 10/31/2010 Perf: $3,366.16 Date: 9/30/2010 Perf: $3,220.58 Date: 8/31/2010 Perf: $3,187.12 Date: 7/31/2010 Perf: $2,978.34 Date: 6/30/2010 Perf: $3,039.43 Date: 5/31/2010 Perf: $3,018.90 Date: 4/30/2010 Perf: $3,123.22 Date: 3/31/2010 Perf: $3,055.39 Date: 2/28/2010 Perf: $2,939.29 Date: 1/31/2010 Perf: $2,871.80 Date: 12/31/2009 Perf: $2,949.67 Date: 11/30/2009 Perf: $3,088.01 Date: 10/31/2009 Perf: $2,857.16 Date: 9/30/2009 Perf: $2,992.73 Date: 8/31/2009 Perf: $2,906.97 Date: 7/31/2009 Perf: $2,787.39 Date: 6/30/2009 Perf: $2,831.28 Date: 5/31/2009 Perf: $3,074.47 Date: 4/30/2009 Perf: $3,141.38 Date: 3/31/2009 Perf: $3,240.54 Date: 2/28/2009 Perf: $3,364.00 Date: 1/31/2009 Perf: $3,339.29 Date: 12/31/2008 Perf: $3,323.66 Date: 11/30/2008 Perf: $3,199.52 Date: 10/31/2008 Perf: $3,032.15 Date: 9/30/2008 Perf: $2,756.25 Date: 8/31/2008 Perf: $2,667.42 Date: 7/31/2008 Perf: $2,792.24 Date: 6/30/2008 Perf: $3,079.56 Date: 5/31/2008 Perf: $2,849.60 Date: 4/30/2008 Perf: $2,732.90 Date: 3/31/2008 Perf: $2,884.63 Date: 2/29/2008 Perf: $2,993.60 Date: 1/31/2008 Perf: $2,781.38 Date: 12/31/2007 Perf: $2,649.69 Date: 11/30/2007 Perf: $2,562.56 Date: 10/31/2007 Perf: $2,675.19 Date: 9/30/2007 Perf: $2,492.49 Date: 8/31/2007 Perf: $2,362.33 Date: 7/31/2007 Perf: $2,527.36 Date: 6/30/2007 Perf: $2,679.56 Date: 5/31/2007 Perf: $2,584.45 Date: 4/30/2007 Perf: $2,433.11 Date: 3/31/2007 Perf: $2,324.78 Date: 2/28/2007 Perf: $2,370.77 Date: 1/31/2007 Perf: $2,517.55 Date: 12/31/2006 Perf: $2,449.45 Date: 11/30/2006 Perf: $2,321.31 Date: 10/31/2006 Perf: $2,315.99 Date: 9/30/2006 Perf: $2,209.70 Date: 8/31/2006 Perf: $2,201.55 Date: 7/31/2006 Perf: $2,214.62 Date: 6/30/2006 Perf: $2,320.43 Date: 5/31/2006 Perf: $2,309.12 Date: 4/30/2006 Perf: $2,430.14 Date: 3/31/2006 Perf: $2,312.22 Date: 2/28/2006 Perf: $2,195.63 Date: 1/31/2006 Perf: $2,224.77 Date: 12/31/2005 Perf: $2,171.15 Date: 11/30/2005 Perf: $2,177.24 Date: 10/31/2005 Perf: $2,057.88 Date: 9/30/2005 Perf: $2,087.74 Date: 8/31/2005 Perf: $2,075.70 Date: 7/31/2005 Perf: $1,991.27 Date: 6/30/2005 Perf: $2,008.75 Date: 5/31/2005 Perf: $1,922.80 Date: 4/30/2005 Perf: $1,838.06 Date: 3/31/2005 Perf: $1,893.74 Date: 2/28/2005 Perf: $1,866.86 Date: 1/31/2005 Perf: $1,793.50 Date: 12/31/2004 Perf: $1,938.50 Date: 11/30/2004 Perf: $1,998.66 Date: 10/31/2004 Perf: $1,900.41 Date: 9/30/2004 Perf: $1,839.17 Date: 8/31/2004 Perf: $1,826.93 Date: 7/31/2004 Perf: $1,812.43 Date: 6/30/2004 Perf: $1,816.79 Date: 5/31/2004 Perf: $1,973.91 Date: 4/30/2004 Perf: $2,001.53 Date: 3/31/2004 Perf: $2,164.99 Date: 2/29/2004 Perf: $2,285.67 Date: 1/31/2004 Perf: $2,140.54 Date: 12/31/2003 Perf: $2,100.63 Date: 11/30/2003 Perf: $2,017.31 Date: 10/31/2003 Perf: $2,036.05 Date: 9/30/2003 Perf: $1,987.16 Date: 8/31/2003 Perf: $1,949.34 Date: 7/31/2003 Perf: $1,960.52 Date: 6/30/2003 Perf: $1,918.88 Date: 5/31/2003 Perf: $1,980.27 Date: 4/30/2003 Perf: $1,792.26 Date: 3/31/2003 Perf: $1,819.18 Date: 2/28/2003 Perf: $1,957.80 Date: 1/31/2003 Perf: $1,806.92 Date: 12/31/2002 Perf: $1,742.11 Date: 11/30/2002 Perf: $1,529.51 Date: 10/31/2002 Perf: $1,607.64 Date: 9/30/2002 Perf: $1,719.59 Date: 8/31/2002 Perf: $1,604.69 Date: 7/31/2002 Perf: $1,578.95 Date: 6/30/2002 Perf: $1,455.66 Date: 5/31/2002 Perf: $1,307.99 Date: 4/30/2002 Perf: $1,275.84 Date: 3/31/2002 Perf: $1,311.64 Date: 2/28/2002 Perf: $1,251.45 Date: 1/31/2002 Perf: $1,386.34 Date: 12/31/2001 Perf: $1,461.61 Date: 11/30/2001 Perf: $1,503.87 Date: 10/31/2001 Perf: $1,593.42 Date: 9/30/2001 Perf: $1,513.94 Date: 8/31/2001 Perf: $1,374.69 Date: 7/31/2001 Perf: $1,338.28 Date: 6/30/2001 Perf: $1,292.78 Date: 5/31/2001 Perf: $1,287.50 Date: 4/30/2001 Perf: $1,315.12 Date: 3/31/2001 Perf: $1,411.83 Date: 2/28/2001 Perf: $1,277.90 Date: 1/31/2001 Perf: $1,273.45 Date: 12/31/2000 Perf: $1,262.46 Date: 11/30/2000 Perf: $1,129.92 Date: 10/31/2000 Perf: $1,045.06 Date: 9/30/2000 Perf: $1,008.55 Date: 8/31/2000 Perf: $1,010.17 Date: 7/31/2000 Perf: $976.67 Date: 6/30/2000 Perf: $995.08 Date: 5/31/2000 Perf: $1,027.87 Date: 4/30/2000 Perf: $991.00 Date: 3/31/2000 Perf: $1,018.40 Date: 2/29/2000 Perf: $1,024.24 Date: 1/31/2000 Perf: $1,027.11 Date: 12/31/1999 Perf: $1,010.54 Date: 11/30/1999 Perf: $956.41 Date: 10/31/1999 Perf: $888.36 Date: 9/30/1999 Perf: $919.63 Date: 8/31/1999 Perf: $936.10 Date: 7/31/1999 Perf: $942.42 Date: 6/30/1999 Perf: $973.17 Date: 5/31/1999 Perf: $977.27 Date: 4/30/1999 Perf: $1,002.64 Date: 3/31/1999 Perf: $934.77 Date: 2/28/1999 Perf: $982.32 Date: 1/31/1999 Perf: $955.00 Date: 12/31/1998 Perf: $1,004.00 Date: 11/30/1998 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: 11/98 - 01/23
Date: 2/28/2023 Return: 4.89 % Date: 1/31/2023 Return: -2.27 % Date: 12/31/2022 Return: 0.32 % Date: 11/30/2022 Return: -4.30 % Date: 10/31/2022 Return: 1.85 % Date: 9/30/2022 Return: 5.16 % Date: 8/31/2022 Return: 5.80 % Date: 7/31/2022 Return: -3.51 % Date: 6/30/2022 Return: 3.66 % Date: 5/31/2022 Return: 0.54 % Date: 4/30/2022 Return: 8.36 % Date: 3/31/2022 Return: 9.08 % Date: 2/28/2022 Return: 2.55 % Date: 1/31/2022 Return: 5.92 % Date: 12/31/2021 Return: 2.64 % Date: 11/30/2021 Return: -5.25 % Date: 10/31/2021 Return: -1.37 % Date: 9/30/2021 Return: 4.11 % Date: 8/31/2021 Return: 2.23 % Date: 7/31/2021 Return: 0.02 % Date: 6/30/2021 Return: -3.99 % Date: 5/31/2021 Return: 3.19 % Date: 4/30/2021 Return: 3.06 % Date: 3/31/2021 Return: 3.51 % Date: 2/28/2021 Return: 2.21 % Date: 1/31/2021 Return: -1.21 % Date: 12/31/2020 Return: 7.64 % Date: 11/30/2020 Return: -1.41 % Date: 10/31/2020 Return: -0.20 % Date: 9/30/2020 Return: -1.05 % Date: 8/31/2020 Return: -5.28 % Date: 7/31/2020 Return: 0.91 % Date: 6/30/2020 Return: -2.13 % Date: 5/31/2020 Return: -1.51 % Date: 4/30/2020 Return: -1.11 % Date: 3/31/2020 Return: 0.48 % Date: 2/29/2020 Return: 0.21 % Date: 1/31/2020 Return: 0.42 % Date: 12/31/2019 Return: -0.76 % Date: 11/30/2019 Return: 2.00 % Date: 10/31/2019 Return: -3.52 % Date: 9/30/2019 Return: -3.87 % Date: 8/31/2019 Return: 7.04 % Date: 7/31/2019 Return: 4.30 % Date: 6/30/2019 Return: 5.08 % Date: 5/31/2019 Return: -3.29 % Date: 4/30/2019 Return: 4.79 % Date: 3/31/2019 Return: 4.35 % Date: 2/28/2019 Return: 3.96 % Date: 1/31/2019 Return: -0.84 % Date: 12/31/2018 Return: -0.88 % Date: 11/30/2018 Return: -2.04 % Date: 10/31/2018 Return: -9.23 % Date: 9/30/2018 Return: -0.95 % Date: 8/31/2018 Return: 3.12 % Date: 7/31/2018 Return: -0.77 % Date: 6/30/2018 Return: 2.02 % Date: 5/31/2018 Return: -9.29 % Date: 4/30/2018 Return: 3.13 % Date: 3/31/2018 Return: 2.19 % Date: 2/28/2018 Return: -9.86 % Date: 1/31/2018 Return: 8.72 % Date: 12/31/2017 Return: 0.32 % Date: 11/30/2017 Return: 1.40 % Date: 10/31/2017 Return: 8.24 % Date: 9/30/2017 Return: -4.44 % Date: 8/31/2017 Return: 3.29 % Date: 7/31/2017 Return: 0.59 % Date: 6/30/2017 Return: -2.67 % Date: 5/31/2017 Return: 0.13 % Date: 4/30/2017 Return: -0.47 % Date: 3/31/2017 Return: -2.61 % Date: 2/28/2017 Return: 1.53 % Date: 1/31/2017 Return: 0.14 % Date: 12/31/2016 Return: -0.15 % Date: 11/30/2016 Return: -1.42 % Date: 10/31/2016 Return: -4.00 % Date: 9/30/2016 Return: 0.51 % Date: 8/31/2016 Return: -2.85 % Date: 7/31/2016 Return: 0.92 % Date: 6/30/2016 Return: 4.30 % Date: 5/31/2016 Return: -1.76 % Date: 4/30/2016 Return: -5.04 % Date: 3/31/2016 Return: -4.69 % Date: 2/29/2016 Return: 2.26 % Date: 1/31/2016 Return: 2.85 % Date: 12/31/2015 Return: -1.54 % Date: 11/30/2015 Return: 6.25 % Date: 10/31/2015 Return: -2.42 % Date: 9/30/2015 Return: 3.27 % Date: 8/31/2015 Return: 1.03 % Date: 7/31/2015 Return: 9.25 % Date: 6/30/2015 Return: -4.59 % Date: 5/31/2015 Return: -0.33 % Date: 4/30/2015 Return: -9.69 % Date: 3/31/2015 Return: 3.70 % Date: 2/28/2015 Return: -0.44 % Date: 1/31/2015 Return: 4.60 % Date: 12/31/2014 Return: 6.48 % Date: 11/30/2014 Return: 12.02 % Date: 10/31/2014 Return: 3.74 % Date: 9/30/2014 Return: 1.61 % Date: 8/31/2014 Return: 5.20 % Date: 7/31/2014 Return: -0.07 % Date: 6/30/2014 Return: 1.73 % Date: 5/31/2014 Return: 2.39 % Date: 4/30/2014 Return: 1.67 % Date: 3/31/2014 Return: -1.68 % Date: 2/28/2014 Return: 1.65 % Date: 1/31/2014 Return: -5.64 % Date: 12/31/2013 Return: -0.02 % Date: 11/30/2013 Return: 1.99 % Date: 10/31/2013 Return: 1.93 % Date: 9/30/2013 Return: -2.73 % Date: 8/31/2013 Return: -2.88 % Date: 7/31/2013 Return: -1.85 % Date: 6/30/2013 Return: 0.34 % Date: 5/31/2013 Return: -6.44 % Date: 4/30/2013 Return: 3.58 % Date: 3/31/2013 Return: 1.67 % Date: 2/28/2013 Return: -3.25 % Date: 1/31/2013 Return: 3.64 % Date: 12/31/2012 Return: 0.67 % Date: 11/30/2012 Return: -1.25 % Date: 10/31/2012 Return: -4.36 % Date: 9/30/2012 Return: -3.33 % Date: 8/31/2012 Return: -3.24 % Date: 7/31/2012 Return: 3.43 % Date: 6/30/2012 Return: -5.31 % Date: 5/31/2012 Return: 0.91 % Date: 4/30/2012 Return: 0.88 % Date: 3/31/2012 Return: -2.62 % Date: 2/29/2012 Return: 2.19 % Date: 1/31/2012 Return: 1.26 % Date: 12/31/2011 Return: 2.28 % Date: 11/30/2011 Return: 1.51 % Date: 10/31/2011 Return: -4.52 % Date: 9/30/2011 Return: 0.27 % Date: 8/31/2011 Return: 1.79 % Date: 7/31/2011 Return: 8.10 % Date: 6/30/2011 Return: -3.16 % Date: 5/31/2011 Return: -5.24 % Date: 4/30/2011 Return: 4.33 % Date: 3/31/2011 Return: -1.33 % Date: 2/28/2011 Return: 2.49 % Date: 1/31/2011 Return: -1.29 % Date: 12/31/2010 Return: 6.17 % Date: 11/30/2010 Return: -4.78 % Date: 10/31/2010 Return: 4.52 % Date: 9/30/2010 Return: 1.05 % Date: 8/31/2010 Return: 7.01 % Date: 7/31/2010 Return: -2.01 % Date: 6/30/2010 Return: 0.68 % Date: 5/31/2010 Return: -3.34 % Date: 4/30/2010 Return: 2.22 % Date: 3/31/2010 Return: 3.95 % Date: 2/28/2010 Return: 2.35 % Date: 1/31/2010 Return: -2.64 % Date: 12/31/2009 Return: -4.48 % Date: 11/30/2009 Return: 8.08 % Date: 10/31/2009 Return: -4.53 % Date: 9/30/2009 Return: 2.95 % Date: 8/31/2009 Return: 4.29 % Date: 7/31/2009 Return: -1.55 % Date: 6/30/2009 Return: -7.91 % Date: 5/31/2009 Return: -2.13 % Date: 4/30/2009 Return: -3.06 % Date: 3/31/2009 Return: -3.67 % Date: 2/28/2009 Return: 0.74 % Date: 1/31/2009 Return: 0.47 % Date: 12/31/2008 Return: 3.88 % Date: 11/30/2008 Return: 5.52 % Date: 10/31/2008 Return: 10.01 % Date: 9/30/2008 Return: 3.33 % Date: 8/31/2008 Return: -4.47 % Date: 7/31/2008 Return: -9.33 % Date: 6/30/2008 Return: 8.07 % Date: 5/31/2008 Return: 4.27 % Date: 4/30/2008 Return: -5.26 % Date: 3/31/2008 Return: -3.64 % Date: 2/29/2008 Return: 7.63 % Date: 1/31/2008 Return: 4.97 % Date: 12/31/2007 Return: 3.40 % Date: 11/30/2007 Return: -4.21 % Date: 10/31/2007 Return: 7.33 % Date: 9/30/2007 Return: 5.51 % Date: 8/31/2007 Return: -6.53 % Date: 7/31/2007 Return: -5.68 % Date: 6/30/2007 Return: 3.68 % Date: 5/31/2007 Return: 6.22 % Date: 4/30/2007 Return: 4.66 % Date: 3/31/2007 Return: -1.94 % Date: 2/28/2007 Return: -5.83 % Date: 1/31/2007 Return: 2.78 % Date: 12/31/2006 Return: 5.52 % Date: 11/30/2006 Return: 0.23 % Date: 10/31/2006 Return: 4.81 % Date: 9/30/2006 Return: 0.37 % Date: 8/31/2006 Return: -0.59 % Date: 7/31/2006 Return: -4.56 % Date: 6/30/2006 Return: 0.49 % Date: 5/31/2006 Return: -4.98 % Date: 4/30/2006 Return: 5.10 % Date: 3/31/2006 Return: 5.31 % Date: 2/28/2006 Return: -1.31 % Date: 1/31/2006 Return: 2.47 % Date: 12/31/2005 Return: -0.28 % Date: 11/30/2005 Return: 5.80 % Date: 10/31/2005 Return: -1.43 % Date: 9/30/2005 Return: 0.58 % Date: 8/31/2005 Return: 4.24 % Date: 7/31/2005 Return: -0.87 % Date: 6/30/2005 Return: 4.47 % Date: 5/31/2005 Return: 4.61 % Date: 4/30/2005 Return: -2.94 % Date: 3/31/2005 Return: 1.44 % Date: 2/28/2005 Return: 4.09 % Date: 1/31/2005 Return: -7.48 % Date: 12/31/2004 Return: -3.01 % Date: 11/30/2004 Return: 5.17 % Date: 10/31/2004 Return: 3.33 % Date: 9/30/2004 Return: 0.67 % Date: 8/31/2004 Return: 0.80 % Date: 7/31/2004 Return: -0.24 % Date: 6/30/2004 Return: -7.96 % Date: 5/31/2004 Return: -1.38 % Date: 4/30/2004 Return: -7.55 % Date: 3/31/2004 Return: -5.28 % Date: 2/29/2004 Return: 6.78 % Date: 1/31/2004 Return: 1.90 % Date: 12/31/2003 Return: 4.13 % Date: 11/30/2003 Return: -0.92 % Date: 10/31/2003 Return: 2.46 % Date: 9/30/2003 Return: 1.94 % Date: 8/31/2003 Return: -0.57 % Date: 7/31/2003 Return: 2.17 % Date: 6/30/2003 Return: -3.10 % Date: 5/31/2003 Return: 10.49 % Date: 4/30/2003 Return: -1.48 % Date: 3/31/2003 Return: -7.08 % Date: 2/28/2003 Return: 8.35 % Date: 1/31/2003 Return: 3.72 % Date: 12/31/2002 Return: 13.90 % Date: 11/30/2002 Return: -4.86 % Date: 10/31/2002 Return: -6.51 % Date: 9/30/2002 Return: 7.16 % Date: 8/31/2002 Return: 1.63 % Date: 7/31/2002 Return: 8.47 % Date: 6/30/2002 Return: 11.29 % Date: 5/31/2002 Return: 2.52 % Date: 4/30/2002 Return: -2.73 % Date: 3/31/2002 Return: 4.81 % Date: 2/28/2002 Return: -9.73 % Date: 1/31/2002 Return: -5.15 % Date: 12/31/2001 Return: -2.81 % Date: 11/30/2001 Return: -5.62 % Date: 10/31/2001 Return: 5.25 % Date: 9/30/2001 Return: 10.13 % Date: 8/31/2001 Return: 2.72 % Date: 7/31/2001 Return: 3.52 % Date: 6/30/2001 Return: 0.41 % Date: 5/31/2001 Return: -2.10 % Date: 4/30/2001 Return: -6.85 % Date: 3/31/2001 Return: 10.48 % Date: 2/28/2001 Return: 0.35 % Date: 1/31/2001 Return: 0.87 % Date: 12/31/2000 Return: 11.73 % Date: 11/30/2000 Return: 8.12 % Date: 10/31/2000 Return: 3.62 % Date: 9/30/2000 Return: -0.16 % Date: 8/31/2000 Return: 3.43 % Date: 7/31/2000 Return: -1.85 % Date: 6/30/2000 Return: -3.19 % Date: 5/31/2000 Return: 3.72 % Date: 4/30/2000 Return: -2.69 % Date: 3/31/2000 Return: -0.57 % Date: 2/29/2000 Return: -0.28 % Date: 1/31/2000 Return: 1.64 % Date: 12/31/1999 Return: 5.66 % Date: 11/30/1999 Return: 7.66 % Date: 10/31/1999 Return: -3.40 % Date: 9/30/1999 Return: -1.76 % Date: 8/31/1999 Return: -0.67 % Date: 7/31/1999 Return: -3.16 % Date: 6/30/1999 Return: -0.42 % Date: 5/31/1999 Return: -2.53 % Date: 4/30/1999 Return: 7.26 % Date: 3/31/1999 Return: -4.84 % Date: 2/28/1999 Return: 2.86 % Date: 1/31/1999 Return: -4.88 % Date: 12/31/1998 Return: 0.40 % Date: 11/30/1998 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: 11/98 - 01/23
Return: 9.00 % Count: 3 Return: -9.00 % Count: 3 Return: -4.00 % Count: 13 Return: -8.00 % Count: 3 Return: 14.00 % Count: 1 Return: 11.00 % Count: 1 Return: -10.00 % Count: 3 Return: -6.00 % Count: 5 Return: 5.00 % Count: 16 Return: -7.00 % Count: 5 Return: 10.00 % Count: 4 Return: 1.00 % Count: 19 Return: 12.00 % Count: 2 Return: 4.00 % Count: 25 Return: 2.00 % Count: 30 Return: 6.00 % Count: 11 Return: 8.00 % Count: 11 Return: -2.00 % Count: 16 Return: -1.00 % Count: 24 Return: -3.00 % Count: 24 Return: 7.00 % Count: 6 Return: 3.00 % Count: 19 Return: -5.00 % Count: 18 Return: 0.00 % Count: 30

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: 11/98 - 01/23
Date: 2/28/2023 Drawdown: -1.58 % Date: 1/31/2023 Drawdown: -6.17 % Date: 12/31/2022 Drawdown: -3.99 % Date: 11/30/2022 Drawdown: -4.30 % Date: 10/31/2022 Drawdown: 0.00 % Date: 9/30/2022 Drawdown: 0.00 % Date: 8/31/2022 Drawdown: 0.00 % Date: 7/31/2022 Drawdown: -3.51 % Date: 6/30/2022 Drawdown: 0.00 % Date: 5/31/2022 Drawdown: 0.00 % Date: 4/30/2022 Drawdown: 0.00 % Date: 3/31/2022 Drawdown: 0.00 % Date: 2/28/2022 Drawdown: 0.00 % Date: 1/31/2022 Drawdown: 0.00 % Date: 12/31/2021 Drawdown: -4.08 % Date: 11/30/2021 Drawdown: -6.55 % Date: 10/31/2021 Drawdown: -1.37 % Date: 9/30/2021 Drawdown: 0.00 % Date: 8/31/2021 Drawdown: -2.08 % Date: 7/31/2021 Drawdown: -4.21 % Date: 6/30/2021 Drawdown: -4.23 % Date: 5/31/2021 Drawdown: -0.25 % Date: 4/30/2021 Drawdown: -3.34 % Date: 3/31/2021 Drawdown: -6.21 % Date: 2/28/2021 Drawdown: -9.39 % Date: 1/31/2021 Drawdown: -11.35 % Date: 12/31/2020 Drawdown: -10.26 % Date: 11/30/2020 Drawdown: -16.63 % Date: 10/31/2020 Drawdown: -15.44 % Date: 9/30/2020 Drawdown: -15.27 % Date: 8/31/2020 Drawdown: -14.37 % Date: 7/31/2020 Drawdown: -9.60 % Date: 6/30/2020 Drawdown: -10.41 % Date: 5/31/2020 Drawdown: -8.46 % Date: 4/30/2020 Drawdown: -7.06 % Date: 3/31/2020 Drawdown: -6.02 % Date: 2/29/2020 Drawdown: -6.46 % Date: 1/31/2020 Drawdown: -6.66 % Date: 12/31/2019 Drawdown: -7.05 % Date: 11/30/2019 Drawdown: -6.34 % Date: 10/31/2019 Drawdown: -8.18 % Date: 9/30/2019 Drawdown: -4.83 % Date: 8/31/2019 Drawdown: -0.99 % Date: 7/31/2019 Drawdown: -7.51 % Date: 6/30/2019 Drawdown: -11.32 % Date: 5/31/2019 Drawdown: -15.61 % Date: 4/30/2019 Drawdown: -12.73 % Date: 3/31/2019 Drawdown: -16.72 % Date: 2/28/2019 Drawdown: -20.20 % Date: 1/31/2019 Drawdown: -23.24 % Date: 12/31/2018 Drawdown: -22.58 % Date: 11/30/2018 Drawdown: -21.90 % Date: 10/31/2018 Drawdown: -20.27 % Date: 9/30/2018 Drawdown: -12.16 % Date: 8/31/2018 Drawdown: -11.32 % Date: 7/31/2018 Drawdown: -14.00 % Date: 6/30/2018 Drawdown: -13.34 % Date: 5/31/2018 Drawdown: -15.05 % Date: 4/30/2018 Drawdown: -6.35 % Date: 3/31/2018 Drawdown: -9.20 % Date: 2/28/2018 Drawdown: -11.14 % Date: 1/31/2018 Drawdown: -1.42 % Date: 12/31/2017 Drawdown: -9.33 % Date: 11/30/2017 Drawdown: -9.62 % Date: 10/31/2017 Drawdown: -10.87 % Date: 9/30/2017 Drawdown: -17.65 % Date: 8/31/2017 Drawdown: -13.82 % Date: 7/31/2017 Drawdown: -16.57 % Date: 6/30/2017 Drawdown: -17.06 % Date: 5/31/2017 Drawdown: -14.78 % Date: 4/30/2017 Drawdown: -14.89 % Date: 3/31/2017 Drawdown: -14.49 % Date: 2/28/2017 Drawdown: -12.20 % Date: 1/31/2017 Drawdown: -13.52 % Date: 12/31/2016 Drawdown: -13.64 % Date: 11/30/2016 Drawdown: -13.51 % Date: 10/31/2016 Drawdown: -12.27 % Date: 9/30/2016 Drawdown: -8.61 % Date: 8/31/2016 Drawdown: -9.08 % Date: 7/31/2016 Drawdown: -6.41 % Date: 6/30/2016 Drawdown: -7.26 % Date: 5/31/2016 Drawdown: -11.09 % Date: 4/30/2016 Drawdown: -9.49 % Date: 3/31/2016 Drawdown: -4.69 % Date: 2/29/2016 Drawdown: 0.00 % Date: 1/31/2016 Drawdown: 0.00 % Date: 12/31/2015 Drawdown: -1.54 % Date: 11/30/2015 Drawdown: 0.00 % Date: 10/31/2015 Drawdown: -4.48 % Date: 9/30/2015 Drawdown: -2.11 % Date: 8/31/2015 Drawdown: -5.21 % Date: 7/31/2015 Drawdown: -6.18 % Date: 6/30/2015 Drawdown: -14.12 % Date: 5/31/2015 Drawdown: -9.99 % Date: 4/30/2015 Drawdown: -9.69 % Date: 3/31/2015 Drawdown: 0.00 % Date: 2/28/2015 Drawdown: -0.44 % 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: -8.71 % Date: 9/30/2014 Drawdown: -12.00 % Date: 8/31/2014 Drawdown: -13.40 % Date: 7/31/2014 Drawdown: -17.68 % Date: 6/30/2014 Drawdown: -17.62 % Date: 5/31/2014 Drawdown: -19.02 % Date: 4/30/2014 Drawdown: -20.91 % Date: 3/31/2014 Drawdown: -22.21 % Date: 2/28/2014 Drawdown: -20.88 % Date: 1/31/2014 Drawdown: -22.17 % Date: 12/31/2013 Drawdown: -17.51 % Date: 11/30/2013 Drawdown: -17.50 % Date: 10/31/2013 Drawdown: -19.11 % Date: 9/30/2013 Drawdown: -20.64 % Date: 8/31/2013 Drawdown: -18.41 % Date: 7/31/2013 Drawdown: -15.99 % Date: 6/30/2013 Drawdown: -14.41 % Date: 5/31/2013 Drawdown: -14.70 % Date: 4/30/2013 Drawdown: -8.83 % Date: 3/31/2013 Drawdown: -11.98 % Date: 2/28/2013 Drawdown: -13.42 % Date: 1/31/2013 Drawdown: -10.51 % Date: 12/31/2012 Drawdown: -13.66 % Date: 11/30/2012 Drawdown: -14.23 % Date: 10/31/2012 Drawdown: -13.15 % Date: 9/30/2012 Drawdown: -9.19 % Date: 8/31/2012 Drawdown: -6.06 % Date: 7/31/2012 Drawdown: -2.91 % Date: 6/30/2012 Drawdown: -6.13 % Date: 5/31/2012 Drawdown: -0.87 % Date: 4/30/2012 Drawdown: -1.76 % Date: 3/31/2012 Drawdown: -2.62 % Date: 2/29/2012 Drawdown: 0.00 % Date: 1/31/2012 Drawdown: 0.00 % Date: 12/31/2011 Drawdown: -0.87 % Date: 11/30/2011 Drawdown: -3.08 % Date: 10/31/2011 Drawdown: -4.52 % Date: 9/30/2011 Drawdown: 0.00 % Date: 8/31/2011 Drawdown: 0.00 % Date: 7/31/2011 Drawdown: -0.80 % Date: 6/30/2011 Drawdown: -8.23 % Date: 5/31/2011 Drawdown: -5.24 % Date: 4/30/2011 Drawdown: 0.00 % Date: 3/31/2011 Drawdown: -1.33 % Date: 2/28/2011 Drawdown: 0.00 % Date: 1/31/2011 Drawdown: -1.29 % Date: 12/31/2010 Drawdown: 0.00 % Date: 11/30/2010 Drawdown: -4.78 % Date: 10/31/2010 Drawdown: 0.00 % Date: 9/30/2010 Drawdown: -4.26 % Date: 8/31/2010 Drawdown: -5.26 % Date: 7/31/2010 Drawdown: -11.46 % Date: 6/30/2010 Drawdown: -9.65 % Date: 5/31/2010 Drawdown: -10.26 % Date: 4/30/2010 Drawdown: -7.16 % Date: 3/31/2010 Drawdown: -9.17 % Date: 2/28/2010 Drawdown: -12.63 % Date: 1/31/2010 Drawdown: -14.63 % Date: 12/31/2009 Drawdown: -12.32 % Date: 11/30/2009 Drawdown: -8.20 % Date: 10/31/2009 Drawdown: -15.07 % Date: 9/30/2009 Drawdown: -11.04 % Date: 8/31/2009 Drawdown: -13.59 % Date: 7/31/2009 Drawdown: -17.14 % Date: 6/30/2009 Drawdown: -15.84 % Date: 5/31/2009 Drawdown: -8.61 % Date: 4/30/2009 Drawdown: -6.62 % Date: 3/31/2009 Drawdown: -3.67 % Date: 2/28/2009 Drawdown: 0.00 % Date: 1/31/2009 Drawdown: 0.00 % Date: 12/31/2008 Drawdown: 0.00 % Date: 11/30/2008 Drawdown: 0.00 % Date: 10/31/2008 Drawdown: -1.54 % Date: 9/30/2008 Drawdown: -10.50 % Date: 8/31/2008 Drawdown: -13.38 % Date: 7/31/2008 Drawdown: -9.33 % Date: 6/30/2008 Drawdown: 0.00 % Date: 5/31/2008 Drawdown: -4.81 % Date: 4/30/2008 Drawdown: -8.71 % Date: 3/31/2008 Drawdown: -3.64 % Date: 2/29/2008 Drawdown: 0.00 % Date: 1/31/2008 Drawdown: 0.00 % Date: 12/31/2007 Drawdown: -1.11 % Date: 11/30/2007 Drawdown: -4.37 % Date: 10/31/2007 Drawdown: -0.16 % Date: 9/30/2007 Drawdown: -6.98 % Date: 8/31/2007 Drawdown: -11.84 % Date: 7/31/2007 Drawdown: -5.68 % Date: 6/30/2007 Drawdown: 0.00 % Date: 5/31/2007 Drawdown: 0.00 % Date: 4/30/2007 Drawdown: -3.35 % Date: 3/31/2007 Drawdown: -7.66 % Date: 2/28/2007 Drawdown: -5.83 % Date: 1/31/2007 Drawdown: 0.00 % Date: 12/31/2006 Drawdown: 0.00 % Date: 11/30/2006 Drawdown: -4.48 % Date: 10/31/2006 Drawdown: -4.70 % Date: 9/30/2006 Drawdown: -9.07 % Date: 8/31/2006 Drawdown: -9.41 % Date: 7/31/2006 Drawdown: -8.87 % Date: 6/30/2006 Drawdown: -4.51 % Date: 5/31/2006 Drawdown: -4.98 % Date: 4/30/2006 Drawdown: 0.00 % Date: 3/31/2006 Drawdown: 0.00 % Date: 2/28/2006 Drawdown: -3.94 % Date: 1/31/2006 Drawdown: -2.66 % Date: 12/31/2005 Drawdown: -5.01 % Date: 11/30/2005 Drawdown: -4.74 % Date: 10/31/2005 Drawdown: -9.97 % Date: 9/30/2005 Drawdown: -8.66 % Date: 8/31/2005 Drawdown: -9.19 % Date: 7/31/2005 Drawdown: -12.88 % Date: 6/30/2005 Drawdown: -12.12 % Date: 5/31/2005 Drawdown: -15.88 % Date: 4/30/2005 Drawdown: -19.58 % Date: 3/31/2005 Drawdown: -17.15 % Date: 2/28/2005 Drawdown: -18.32 % Date: 1/31/2005 Drawdown: -21.53 % Date: 12/31/2004 Drawdown: -15.19 % Date: 11/30/2004 Drawdown: -12.56 % Date: 10/31/2004 Drawdown: -16.86 % Date: 9/30/2004 Drawdown: -19.53 % Date: 8/31/2004 Drawdown: -20.07 % Date: 7/31/2004 Drawdown: -20.70 % Date: 6/30/2004 Drawdown: -20.51 % Date: 5/31/2004 Drawdown: -13.64 % Date: 4/30/2004 Drawdown: -12.43 % Date: 3/31/2004 Drawdown: -5.28 % Date: 2/29/2004 Drawdown: 0.00 % Date: 1/31/2004 Drawdown: 0.00 % Date: 12/31/2003 Drawdown: 0.00 % Date: 11/30/2003 Drawdown: -0.92 % Date: 10/31/2003 Drawdown: 0.00 % Date: 9/30/2003 Drawdown: 0.00 % Date: 8/31/2003 Drawdown: -1.56 % Date: 7/31/2003 Drawdown: -1.00 % Date: 6/30/2003 Drawdown: -3.10 % Date: 5/31/2003 Drawdown: 0.00 % Date: 4/30/2003 Drawdown: -8.46 % Date: 3/31/2003 Drawdown: -7.08 % 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: -11.05 % Date: 10/31/2002 Drawdown: -6.51 % Date: 9/30/2002 Drawdown: 0.00 % Date: 8/31/2002 Drawdown: 0.00 % Date: 7/31/2002 Drawdown: -0.91 % Date: 6/30/2002 Drawdown: -8.65 % Date: 5/31/2002 Drawdown: -17.91 % Date: 4/30/2002 Drawdown: -19.93 % Date: 3/31/2002 Drawdown: -17.68 % Date: 2/28/2002 Drawdown: -21.46 % Date: 1/31/2002 Drawdown: -13.00 % Date: 12/31/2001 Drawdown: -8.27 % Date: 11/30/2001 Drawdown: -5.62 % Date: 10/31/2001 Drawdown: 0.00 % Date: 9/30/2001 Drawdown: 0.00 % Date: 8/31/2001 Drawdown: -2.63 % Date: 7/31/2001 Drawdown: -5.21 % Date: 6/30/2001 Drawdown: -8.43 % Date: 5/31/2001 Drawdown: -8.81 % Date: 4/30/2001 Drawdown: -6.85 % 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: 0.00 % Date: 9/30/2000 Drawdown: -1.88 % Date: 8/31/2000 Drawdown: -1.72 % Date: 7/31/2000 Drawdown: -4.98 % Date: 6/30/2000 Drawdown: -3.19 % Date: 5/31/2000 Drawdown: 0.00 % Date: 4/30/2000 Drawdown: -3.52 % Date: 3/31/2000 Drawdown: -0.85 % Date: 2/29/2000 Drawdown: -0.28 % Date: 1/31/2000 Drawdown: 0.00 % Date: 12/31/1999 Drawdown: 0.00 % Date: 11/30/1999 Drawdown: -4.74 % Date: 10/31/1999 Drawdown: -11.52 % Date: 9/30/1999 Drawdown: -8.40 % Date: 8/31/1999 Drawdown: -6.76 % Date: 7/31/1999 Drawdown: -6.13 % Date: 6/30/1999 Drawdown: -3.07 % Date: 5/31/1999 Drawdown: -2.66 % Date: 4/30/1999 Drawdown: -0.14 % Date: 3/31/1999 Drawdown: -6.90 % Date: 2/28/1999 Drawdown: -2.16 % Date: 1/31/1999 Drawdown: -4.88 % Date: 12/31/1998 Drawdown: 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.

Manager Information

Manager Name:  Aspect Capital Limited
Address: 10 Portman Square
City: London
State:
Zip: W1H 6AZ
Country: United Kingdom

Key People

Key People

Employee information is not available.

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 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Other Yes 
 Instruments Traded
 Forwards Yes 
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $20,000,000 
 Margin / Equity Ratio: 14% 
 Managed Account Availability: Open 
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There are substantial risks and conflicts of interests associated with Managed Futures and commodities accounts, and you should only invest risk capital. The success of an investment is dependent upon the ability of a commodity trading advisor (CTA) to identify profitable investment opportunities and successfully trade. The identification of attractive trading opportunities is difficult, requires skill, and involves a significant degree of uncertainty. CTAs have total trading authority, and the use of a single CTA could mean a lack of diversification and higher risk. The high degree of leverage often obtainable in commodity trading can work against you as well as for you, and can lead to large losses as well as gains. Returns generated from a CTA’s trading, if any, may not adequately compensate you for the business and financial risks you assume. You can lose all or a substantial amount of your investment. If you use notional funding, you may lose more than your initial cash investment. Managed Futures and commodities accounts may be subject to substantial charges for management and advisory fees. It may be necessary for accounts that are subject to these charges to make substantial trading profits in order to avoid depletion or exhaustion of their assets. The disclosure document contains a complete description of each fee to be charged to your account by a CTA. CTAs may trade highly illiquid markets, or on foreign markets, and may not be able to close or offset positions immediately upon request. You may have market exposure even after the CTA has a request for closure or liquidation. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.




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