Altis Partners (Jersey) Limited

Global Futures Portfolio


Monthly Performance (%)

Date Range: 07/01 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -2.59 -9.75 -9.43 -1.32 -0.51 -0.92 6.89 6.50 -6.86 0.27 2.28   -15.78 
2019 4.94 4.71 2.41 9.85 -12.00 12.67 7.00 2.86 -0.58 -5.48 4.11 3.76  36.93 
2018 8.31 -8.20 6.99 -1.97 -3.93 -0.23 -0.80 -1.70 -4.40 -1.50 5.94 8.04  5.05 
2017 8.92 -1.25 -2.87 2.17 2.34 -2.85 -2.31 2.79 -2.78 12.96 -0.27 4.21  21.63 
2016 -0.77 1.99 -9.12 -5.78 -2.81 6.71 1.74 -7.39 8.88 -5.00 -12.36 -5.62  -27.55 
2015 9.64 -4.94 5.98 -3.84 -2.43 -10.53 5.16 -1.64 2.93 1.24 4.10 -5.27  -1.44 
2014 -8.24 0.33 -1.70 0.80 -1.73 7.59 -4.62 0.69 11.55 -2.58 6.85 4.32  12.20 
2013 6.24 -5.10 1.56 1.87 -0.20 1.69 -3.06 -2.96 -5.54 -1.38 2.78 0.91  -3.79 
2012 -1.12 0.39 -1.06 0.60 0.98 -1.87 6.57 -1.99 -5.80 -3.82 -2.47 -0.44  -10.04 
2011 -6.50 -0.63 -7.83 2.50 -7.01 -4.07 4.56 -5.76 -3.80 -4.80 0.40 1.90  -27.71 
2010 -2.50 1.19 4.93 0.45 -4.37 -3.69 0.01 6.69 2.94 4.18 -3.69 5.62  11.48 
2009 -3.21 0.18 -2.38 -1.64 2.47 -3.23 -0.31 1.84 2.13 -5.22 3.86 -2.86  -8.46 
2008 -4.31 22.21 -7.22 -1.81 10.57 13.99 -17.45 -7.43 9.05 23.22 3.74 6.22  51.93 
2007 2.13 -3.91 -4.58 7.02 3.10 9.43 -5.78 -5.23 8.71 9.19 -4.06 4.21  19.81 
2006 7.51 -5.67 7.16 13.12 0.37 -4.75 -5.49 4.64 0.69 2.17 3.56 4.08  28.88 
2005 -2.39 -4.41 3.27 -3.56 0.47 2.31 4.79 4.79 13.02 -4.52 14.03 -0.81  28.02 
2004 6.19 14.55 -0.10 -11.03 -5.25 -4.22 2.03 -5.36 2.72 2.77 -1.41 0.00  -1.40 
2003 10.12 7.80 -9.51 5.35 5.77 -3.31 -5.83 -3.92 -1.44 13.07 1.04 6.45  25.52 
2002 -3.18 0.18 -6.31 3.54 1.87 7.64 3.65 5.21 10.50 -4.47 2.42 8.11  31.51 
2001 2.70 6.02 5.78 -6.25 0.30  8.30 

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 Altis Global Futures Portfolio (GFP) is a diversified systematic managed futures program. The GFP trades over 100 exchange-traded futures markets across a wide range of sectors using the Altis proprietary trading system. The Altis trading system incorporates a wide array of price-based forecasting techniques designed to capture a variety of generic and persistent market behaviors across multiple timeframes. The system’s Advanced Asset Allocator rebalances the portfolio dynamically on a daily basis using an evolved mean/variance optimization approach. The Altis trading system is the outcome of rigorous research into markets combining established scientific principles and advanced technology. The components of the Altis system are seamlessly integrated with robust inbuilt risk controls, and operations are 100% automated using highly advanced, scalable infrastructure.

Performance Statistics

Date Range: 07/01 - 10/20
  Program S&P 500 Coquest 40 
Total Return 290.20% 293.06% 105.47% 
Annualized Return 7.33% 7.34% 3.79% 
Annualized Std. Deviation 20.70% 14.74% 9.65% 
Correlation -0.01 0.70 
Sharpe Ratio (rf=2.5%) 0.23 0.33 0.13 
Worst Month -17.45% -16.79% -7.77% 
Date of Worst Month 07/2008 10/2008 11/2001 
Worst Drawdown -49.87% -50.95% -15.74% 
Date of Worst Drawdown 12/10 - 12/16 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: 07/01 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 -15.78 2.77 -3.54 
2019 36.93 31.50 7.53 
2018 5.05 -4.38 -4.29 
2017 21.63 21.84 1.24 
2016 -27.55 11.98 -3.13 
2015 -1.44 1.41 0.09 
2014 12.20 13.69 15.75 
2013 -3.79 32.41 -2.45 
2012 -10.04 15.98 -4.75 
2011 -27.71 2.12 -3.23 
2010 11.48 15.06 11.33 
2009 -8.46 26.45 -7.98 
2008 51.93 -36.99 15.47 
2007 19.81 5.50 7.18 
2006 28.88 15.79 6.70 
2005 28.02 4.89 4.51 
2004 -1.40 10.87 2.57 
2003 25.52 28.69 15.99 
2002 31.51 -22.10 15.22 
2001 8.30 -4.62 4.30 

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: 07/01 - 10/20
Date: 10/31/2020
Perf: $2,050.14 Date: 9/30/2020
Perf: $2,056.72 Date: 8/31/2020
Perf: $2,087.19 Date: 7/31/2020
Perf: $2,111.05 Date: 6/30/2020
Perf: $2,071.48 Date: 5/31/2020
Perf: $2,098.34 Date: 4/30/2020
Perf: $2,123.18 Date: 3/31/2020
Perf: $2,116.20 Date: 2/29/2020
Perf: $2,114.93 Date: 1/31/2020
Perf: $2,146.92 Date: 12/31/2019
Perf: $2,125.45 Date: 11/30/2019
Perf: $2,138.71 Date: 10/31/2019
Perf: $2,117.96 Date: 9/30/2019
Perf: $2,165.82 Date: 8/31/2019
Perf: $2,227.53 Date: 7/31/2019
Perf: $2,149.71 Date: 6/30/2019
Perf: $2,078.82 Date: 5/31/2019
Perf: $2,038.06 Date: 4/30/2019
Perf: $2,078.80 Date: 3/31/2019
Perf: $2,023.16 Date: 2/28/2019
Perf: $1,953.05 Date: 1/31/2019
Perf: $1,940.63 Date: 12/31/2018
Perf: $1,976.60 Date: 11/30/2018
Perf: $1,968.34 Date: 10/31/2018
Perf: $1,992.24 Date: 9/30/2018
Perf: $2,042.70 Date: 8/31/2018
Perf: $2,051.93 Date: 7/31/2018
Perf: $2,000.91 Date: 6/30/2018
Perf: $2,016.03 Date: 5/31/2018
Perf: $1,999.24 Date: 4/30/2018
Perf: $2,025.36 Date: 3/31/2018
Perf: $2,003.72 Date: 2/28/2018
Perf: $2,005.53 Date: 1/31/2018
Perf: $2,135.81 Date: 12/31/2017
Perf: $2,065.18 Date: 11/30/2017
Perf: $2,042.92 Date: 10/31/2017
Perf: $2,040.26 Date: 9/30/2017
Perf: $1,958.21 Date: 8/31/2017
Perf: $2,000.42 Date: 7/31/2017
Perf: $1,967.76 Date: 6/30/2017
Perf: $1,960.11 Date: 5/31/2017
Perf: $2,019.07 Date: 4/30/2017
Perf: $2,015.24 Date: 3/31/2017
Perf: $2,027.41 Date: 2/28/2017
Perf: $2,057.44 Date: 1/31/2017
Perf: $2,013.55 Date: 12/31/2016
Perf: $2,039.86 Date: 11/30/2016
Perf: $2,024.48 Date: 10/31/2016
Perf: $2,046.99 Date: 9/30/2016
Perf: $2,101.21 Date: 8/31/2016
Perf: $2,128.67 Date: 7/31/2016
Perf: $2,187.51 Date: 6/30/2016
Perf: $2,165.42 Date: 5/31/2016
Perf: $2,077.14 Date: 4/30/2016
Perf: $2,114.14 Date: 3/31/2016
Perf: $2,168.57 Date: 2/29/2016
Perf: $2,232.65 Date: 1/31/2016
Perf: $2,179.04 Date: 12/31/2015
Perf: $2,105.76 Date: 11/30/2015
Perf: $2,155.34 Date: 10/31/2015
Perf: $2,084.26 Date: 9/30/2015
Perf: $2,121.17 Date: 8/31/2015
Perf: $2,076.12 Date: 7/31/2015
Perf: $2,112.67 Date: 6/30/2015
Perf: $2,033.17 Date: 5/31/2015
Perf: $2,144.70 Date: 4/30/2015
Perf: $2,160.25 Date: 3/31/2015
Perf: $2,246.98 Date: 2/28/2015
Perf: $2,198.40 Date: 1/31/2015
Perf: $2,201.92 Date: 12/31/2014
Perf: $2,103.88 Date: 11/30/2014
Perf: $2,067.49 Date: 10/31/2014
Perf: $1,951.39 Date: 9/30/2014
Perf: $1,923.12 Date: 8/31/2014
Perf: $1,894.88 Date: 7/31/2014
Perf: $1,817.98 Date: 6/30/2014
Perf: $1,832.64 Date: 5/31/2014
Perf: $1,817.02 Date: 4/30/2014
Perf: $1,771.66 Date: 3/31/2014
Perf: $1,758.30 Date: 2/28/2014
Perf: $1,784.71 Date: 1/31/2014
Perf: $1,770.20 Date: 12/31/2013
Perf: $1,817.64 Date: 11/30/2013
Perf: $1,820.19 Date: 10/31/2013
Perf: $1,787.83 Date: 9/30/2013
Perf: $1,747.80 Date: 8/31/2013
Perf: $1,758.35 Date: 7/31/2013
Perf: $1,792.77 Date: 6/30/2013
Perf: $1,808.51 Date: 5/31/2013
Perf: $1,879.75 Date: 4/30/2013
Perf: $1,964.21 Date: 3/31/2013
Perf: $1,914.81 Date: 2/28/2013
Perf: $1,887.63 Date: 1/31/2013
Perf: $1,898.64 Date: 12/31/2012
Perf: $1,863.24 Date: 11/30/2012
Perf: $1,854.15 Date: 10/31/2012
Perf: $1,848.97 Date: 9/30/2012
Perf: $1,918.42 Date: 8/31/2012
Perf: $1,950.61 Date: 7/31/2012
Perf: $1,977.50 Date: 6/30/2012
Perf: $1,899.80 Date: 5/31/2012
Perf: $1,974.02 Date: 4/30/2012
Perf: $1,937.21 Date: 3/31/2012
Perf: $1,925.66 Date: 2/29/2012
Perf: $1,970.39 Date: 1/31/2012
Perf: $1,962.34 Date: 12/31/2011
Perf: $1,956.08 Date: 11/30/2011
Perf: $1,937.48 Date: 10/31/2011
Perf: $1,931.69 Date: 9/30/2011
Perf: $2,011.34 Date: 8/31/2011
Perf: $2,012.55 Date: 7/31/2011
Perf: $2,016.58 Date: 6/30/2011
Perf: $1,946.69 Date: 5/31/2011
Perf: $1,998.66 Date: 4/30/2011
Perf: $2,074.37 Date: 3/31/2011
Perf: $1,996.51 Date: 2/28/2011
Perf: $2,027.53 Date: 1/31/2011
Perf: $1,993.64 Date: 12/31/2010
Perf: $2,021.33 Date: 11/30/2010
Perf: $1,938.18 Date: 10/31/2010
Perf: $2,009.31 Date: 9/30/2010
Perf: $1,934.26 Date: 8/31/2010
Perf: $1,899.69 Date: 7/31/2010
Perf: $1,824.17 Date: 6/30/2010
Perf: $1,848.01 Date: 5/31/2010
Perf: $1,841.01 Date: 4/30/2010
Perf: $1,886.67 Date: 3/31/2010
Perf: $1,858.05 Date: 2/28/2010
Perf: $1,787.11 Date: 1/31/2010
Perf: $1,770.46 Date: 12/31/2009
Perf: $1,815.67 Date: 11/30/2009
Perf: $1,891.33 Date: 10/31/2009
Perf: $1,818.06 Date: 9/30/2009
Perf: $1,865.82 Date: 8/31/2009
Perf: $1,822.45 Date: 7/31/2009
Perf: $1,816.46 Date: 6/30/2009
Perf: $1,818.46 Date: 5/31/2009
Perf: $1,868.15 Date: 4/30/2009
Perf: $1,842.72 Date: 3/31/2009
Perf: $1,905.01 Date: 2/28/2009
Perf: $1,959.28 Date: 1/31/2009
Perf: $1,960.27 Date: 12/31/2008
Perf: $1,973.09 Date: 11/30/2008
Perf: $1,923.65 Date: 10/31/2008
Perf: $1,855.55 Date: 9/30/2008
Perf: $1,764.67 Date: 8/31/2008
Perf: $1,760.97 Date: 7/31/2008
Perf: $1,809.28 Date: 6/30/2008
Perf: $1,896.32 Date: 5/31/2008
Perf: $1,847.01 Date: 4/30/2008
Perf: $1,809.73 Date: 3/31/2008
Perf: $1,830.78 Date: 2/29/2008
Perf: $1,838.87 Date: 1/31/2008
Perf: $1,739.87 Date: 12/31/2007
Perf: $1,708.77 Date: 11/30/2007
Perf: $1,712.71 Date: 10/31/2007
Perf: $1,723.92 Date: 9/30/2007
Perf: $1,652.69 Date: 8/31/2007
Perf: $1,578.95 Date: 7/31/2007
Perf: $1,640.13 Date: 6/30/2007
Perf: $1,692.42 Date: 5/31/2007
Perf: $1,644.89 Date: 4/30/2007
Perf: $1,588.19 Date: 3/31/2007
Perf: $1,524.17 Date: 2/28/2007
Perf: $1,560.69 Date: 1/31/2007
Perf: $1,621.50 Date: 12/31/2006
Perf: $1,594.24 Date: 11/30/2006
Perf: $1,542.11 Date: 10/31/2006
Perf: $1,505.24 Date: 9/30/2006
Perf: $1,488.86 Date: 8/31/2006
Perf: $1,504.81 Date: 7/31/2006
Perf: $1,488.14 Date: 6/30/2006
Perf: $1,510.50 Date: 5/31/2006
Perf: $1,531.48 Date: 4/30/2006
Perf: $1,573.17 Date: 3/31/2006
Perf: $1,535.70 Date: 2/28/2006
Perf: $1,495.62 Date: 1/31/2006
Perf: $1,522.72 Date: 12/31/2005
Perf: $1,494.18 Date: 11/30/2005
Perf: $1,521.72 Date: 10/31/2005
Perf: $1,459.13 Date: 9/30/2005
Perf: $1,456.80 Date: 8/31/2005
Perf: $1,434.70 Date: 7/31/2005
Perf: $1,427.00 Date: 6/30/2005
Perf: $1,426.14 Date: 5/31/2005
Perf: $1,379.11 Date: 4/30/2005
Perf: $1,337.78 Date: 3/31/2005
Perf: $1,371.37 Date: 2/28/2005
Perf: $1,379.10 Date: 1/31/2005
Perf: $1,369.65 Date: 12/31/2004
Perf: $1,429.69 Date: 11/30/2004
Perf: $1,424.99 Date: 10/31/2004
Perf: $1,351.86 Date: 9/30/2004
Perf: $1,307.15 Date: 8/31/2004
Perf: $1,289.74 Date: 7/31/2004
Perf: $1,298.70 Date: 6/30/2004
Perf: $1,313.68 Date: 5/31/2004
Perf: $1,358.51 Date: 4/30/2004
Perf: $1,380.46 Date: 3/31/2004
Perf: $1,472.02 Date: 2/29/2004
Perf: $1,486.58 Date: 1/31/2004
Perf: $1,407.22 Date: 12/31/2003
Perf: $1,393.84 Date: 11/30/2003
Perf: $1,335.99 Date: 10/31/2003
Perf: $1,340.01 Date: 9/30/2003
Perf: $1,310.52 Date: 8/31/2003
Perf: $1,316.58 Date: 7/31/2003
Perf: $1,304.32 Date: 6/30/2003
Perf: $1,334.48 Date: 5/31/2003
Perf: $1,368.83 Date: 4/30/2003
Perf: $1,292.94 Date: 3/31/2003
Perf: $1,274.21 Date: 2/28/2003
Perf: $1,351.51 Date: 1/31/2003
Perf: $1,275.37 Date: 12/31/2002
Perf: $1,201.71 Date: 11/30/2002
Perf: $1,132.73 Date: 10/31/2002
Perf: $1,164.88 Date: 9/30/2002
Perf: $1,228.51 Date: 8/31/2002
Perf: $1,174.38 Date: 7/31/2002
Perf: $1,146.74 Date: 6/30/2002
Perf: $1,088.61 Date: 5/31/2002
Perf: $1,000.19 Date: 4/30/2002
Perf: $974.94 Date: 3/31/2002
Perf: $998.50 Date: 2/28/2002
Perf: $1,001.41 Date: 1/31/2002
Perf: $1,030.47 Date: 12/31/2001
Perf: $1,042.98 Date: 11/30/2001
Perf: $1,021.43 Date: 10/31/2001
Perf: $1,107.48 Date: 9/30/2001
Perf: $1,061.62 Date: 8/31/2001
Perf: $1,029.90 Date: 7/31/2001
Perf: $1,000.00 Date: 10/31/2020
Perf: $3,969.50 Date: 9/30/2020
Perf: $4,077.98 Date: 8/31/2020
Perf: $4,239.06 Date: 7/31/2020
Perf: $3,954.72 Date: 6/30/2020
Perf: $3,743.58 Date: 5/31/2020
Perf: $3,670.54 Date: 4/30/2020
Perf: $3,503.76 Date: 3/31/2020
Perf: $3,105.62 Date: 2/29/2020
Perf: $3,543.20 Date: 1/31/2020
Perf: $3,860.96 Date: 12/31/2019
Perf: $3,862.51 Date: 11/30/2019
Perf: $3,749.28 Date: 10/31/2019
Perf: $3,617.95 Date: 9/30/2019
Perf: $3,541.10 Date: 8/31/2019
Perf: $3,476.10 Date: 7/31/2019
Perf: $3,531.91 Date: 6/30/2019
Perf: $3,481.77 Date: 5/31/2019
Perf: $3,252.47 Date: 4/30/2019
Perf: $3,473.00 Date: 3/31/2019
Perf: $3,337.82 Date: 2/28/2019
Perf: $3,274.30 Date: 1/31/2019
Perf: $3,172.47 Date: 12/31/2018
Perf: $2,937.20 Date: 11/30/2018
Perf: $3,228.75 Date: 10/31/2018
Perf: $3,164.20 Date: 9/30/2018
Perf: $3,396.52 Date: 8/31/2018
Perf: $3,377.27 Date: 7/31/2018
Perf: $3,270.65 Date: 6/30/2018
Perf: $3,153.35 Date: 5/31/2018
Perf: $3,133.92 Date: 4/30/2018
Perf: $3,060.17 Date: 3/31/2018
Perf: $3,048.58 Date: 2/28/2018
Perf: $3,128.03 Date: 1/31/2018
Perf: $3,247.88 Date: 12/31/2017
Perf: $3,071.86 Date: 11/30/2017
Perf: $3,038.14 Date: 10/31/2017
Perf: $2,947.65 Date: 9/30/2017
Perf: $2,880.53 Date: 8/31/2017
Perf: $2,822.39 Date: 7/31/2017
Perf: $2,813.67 Date: 6/30/2017
Perf: $2,756.88 Date: 5/31/2017
Perf: $2,739.89 Date: 4/30/2017
Perf: $2,701.79 Date: 3/31/2017
Perf: $2,674.25 Date: 2/28/2017
Perf: $2,671.04 Date: 1/31/2017
Perf: $2,569.05 Date: 12/31/2016
Perf: $2,521.15 Date: 11/30/2016
Perf: $2,472.20 Date: 10/31/2016
Perf: $2,383.99 Date: 9/30/2016
Perf: $2,428.19 Date: 8/31/2016
Perf: $2,427.70 Date: 7/31/2016
Perf: $2,424.31 Date: 6/30/2016
Perf: $2,338.03 Date: 5/31/2016
Perf: $2,331.97 Date: 4/30/2016
Perf: $2,290.74 Date: 3/31/2016
Perf: $2,281.84 Date: 2/29/2016
Perf: $2,136.95 Date: 1/31/2016
Perf: $2,139.73 Date: 12/31/2015
Perf: $2,251.40 Date: 11/30/2015
Perf: $2,287.55 Date: 10/31/2015
Perf: $2,280.70 Date: 9/30/2015
Perf: $2,103.19 Date: 8/31/2015
Perf: $2,156.46 Date: 7/31/2015
Perf: $2,294.84 Date: 6/30/2015
Perf: $2,247.64 Date: 5/31/2015
Perf: $2,292.10 Date: 4/30/2015
Perf: $2,262.91 Date: 3/31/2015
Perf: $2,241.39 Date: 2/28/2015
Perf: $2,277.38 Date: 1/31/2015
Perf: $2,153.55 Date: 12/31/2014
Perf: $2,220.15 Date: 11/30/2014
Perf: $2,225.72 Date: 10/31/2014
Perf: $2,167.41 Date: 9/30/2014
Perf: $2,115.79 Date: 8/31/2014
Perf: $2,145.83 Date: 7/31/2014
Perf: $2,063.30 Date: 6/30/2014
Perf: $2,092.17 Date: 5/31/2014
Perf: $2,049.74 Date: 4/30/2014
Perf: $2,002.68 Date: 3/31/2014
Perf: $1,987.97 Date: 2/28/2014
Perf: $1,971.41 Date: 1/31/2014
Perf: $1,885.25 Date: 12/31/2013
Perf: $1,952.82 Date: 11/30/2013
Perf: $1,904.63 Date: 10/31/2013
Perf: $1,848.26 Date: 9/30/2013
Perf: $1,766.98 Date: 8/31/2013
Perf: $1,713.18 Date: 7/31/2013
Perf: $1,764.35 Date: 6/30/2013
Perf: $1,678.89 Date: 5/31/2013
Perf: $1,701.70 Date: 4/30/2013
Perf: $1,662.79 Date: 3/31/2013
Perf: $1,631.30 Date: 2/28/2013
Perf: $1,572.34 Date: 1/31/2013
Perf: $1,551.24 Date: 12/31/2012
Perf: $1,474.85 Date: 11/30/2012
Perf: $1,461.55 Date: 10/31/2012
Perf: $1,453.12 Date: 9/30/2012
Perf: $1,480.51 Date: 8/31/2012
Perf: $1,443.27 Date: 7/31/2012
Perf: $1,411.51 Date: 6/30/2012
Perf: $1,392.16 Date: 5/31/2012
Perf: $1,337.07 Date: 4/30/2012
Perf: $1,422.57 Date: 3/31/2012
Perf: $1,431.59 Date: 2/29/2012
Perf: $1,385.99 Date: 1/31/2012
Perf: $1,328.60 Date: 12/31/2011
Perf: $1,271.63 Date: 11/30/2011
Perf: $1,258.79 Date: 10/31/2011
Perf: $1,261.56 Date: 9/30/2011
Perf: $1,137.26 Date: 8/31/2011
Perf: $1,223.25 Date: 7/31/2011
Perf: $1,293.49 Date: 6/30/2011
Perf: $1,320.29 Date: 5/31/2011
Perf: $1,342.72 Date: 4/30/2011
Perf: $1,358.06 Date: 3/31/2011
Perf: $1,319.02 Date: 2/28/2011
Perf: $1,318.49 Date: 1/31/2011
Perf: $1,274.77 Date: 12/31/2010
Perf: $1,245.26 Date: 11/30/2010
Perf: $1,167.28 Date: 10/31/2010
Perf: $1,167.16 Date: 9/30/2010
Perf: $1,124.33 Date: 8/31/2010
Perf: $1,032.25 Date: 7/31/2010
Perf: $1,081.00 Date: 6/30/2010
Perf: $1,010.19 Date: 5/31/2010
Perf: $1,065.94 Date: 4/30/2010
Perf: $1,158.50 Date: 3/31/2010
Perf: $1,140.48 Date: 2/28/2010
Perf: $1,075.62 Date: 1/31/2010
Perf: $1,043.28 Date: 12/31/2009
Perf: $1,082.24 Date: 11/30/2009
Perf: $1,061.75 Date: 10/31/2009
Perf: $1,001.65 Date: 9/30/2009
Perf: $1,020.63 Date: 8/31/2009
Perf: $983.93 Date: 7/31/2009
Perf: $949.65 Date: 6/30/2009
Perf: $882.90 Date: 5/31/2009
Perf: $881.14 Date: 4/30/2009
Perf: $834.49 Date: 3/31/2009
Perf: $761.61 Date: 2/28/2009
Perf: $700.26 Date: 1/31/2009
Perf: $783.73 Date: 12/31/2008
Perf: $855.88 Date: 11/30/2008
Perf: $846.91 Date: 10/31/2008
Perf: $912.42 Date: 9/30/2008
Perf: $1,096.52 Date: 8/31/2008
Perf: $1,203.78 Date: 7/31/2008
Perf: $1,186.58 Date: 6/30/2008
Perf: $1,196.63 Date: 5/31/2008
Perf: $1,306.79 Date: 4/30/2008
Perf: $1,290.02 Date: 3/31/2008
Perf: $1,230.11 Date: 2/29/2008
Perf: $1,235.42 Date: 1/31/2008
Perf: $1,276.92 Date: 12/31/2007
Perf: $1,358.43 Date: 11/30/2007
Perf: $1,367.87 Date: 10/31/2007
Perf: $1,427.54 Date: 9/30/2007
Perf: $1,405.20 Date: 8/31/2007
Perf: $1,354.54 Date: 7/31/2007
Perf: $1,334.52 Date: 6/30/2007
Perf: $1,377.21 Date: 5/31/2007
Perf: $1,400.46 Date: 4/30/2007
Perf: $1,353.23 Date: 3/31/2007
Perf: $1,295.83 Date: 2/28/2007
Perf: $1,281.48 Date: 1/31/2007
Perf: $1,307.09 Date: 12/31/2006
Perf: $1,287.65 Date: 11/30/2006
Perf: $1,269.87 Date: 10/31/2006
Perf: $1,246.20 Date: 9/30/2006
Perf: $1,206.85 Date: 8/31/2006
Perf: $1,176.50 Date: 7/31/2006
Perf: $1,149.15 Date: 6/30/2006
Perf: $1,142.07 Date: 5/31/2006
Perf: $1,140.47 Date: 4/30/2006
Perf: $1,174.29 Date: 3/31/2006
Perf: $1,158.76 Date: 2/28/2006
Perf: $1,144.57 Date: 1/31/2006
Perf: $1,141.49 Date: 12/31/2005
Perf: $1,112.02 Date: 11/30/2005
Perf: $1,111.69 Date: 10/31/2005
Perf: $1,071.20 Date: 9/30/2005
Perf: $1,089.39 Date: 8/31/2005
Perf: $1,080.63 Date: 7/31/2005
Perf: $1,090.56 Date: 6/30/2005
Perf: $1,051.45 Date: 5/31/2005
Perf: $1,049.98 Date: 4/30/2005
Perf: $1,017.62 Date: 3/31/2005
Perf: $1,037.32 Date: 2/28/2005
Perf: $1,056.02 Date: 1/31/2005
Perf: $1,034.30 Date: 12/31/2004
Perf: $1,060.16 Date: 11/30/2004
Perf: $1,025.30 Date: 10/31/2004
Perf: $985.39 Date: 9/30/2004
Perf: $970.55 Date: 8/31/2004
Perf: $960.18 Date: 7/31/2004
Perf: $956.35 Date: 6/30/2004
Perf: $989.09 Date: 5/31/2004
Perf: $970.27 Date: 4/30/2004
Perf: $957.15 Date: 3/31/2004
Perf: $972.42 Date: 2/29/2004
Perf: $987.33 Date: 1/31/2004
Perf: $973.79 Date: 12/31/2003
Perf: $956.20 Date: 11/30/2003
Perf: $908.59 Date: 10/31/2003
Perf: $900.66 Date: 9/30/2003
Perf: $852.42 Date: 8/31/2003
Perf: $861.55 Date: 7/31/2003
Perf: $845.07 Date: 6/30/2003
Perf: $830.45 Date: 5/31/2003
Perf: $819.96 Date: 4/30/2003
Perf: $778.91 Date: 3/31/2003
Perf: $719.61 Date: 2/28/2003
Perf: $712.70 Date: 1/31/2003
Perf: $723.55 Date: 12/31/2002
Perf: $743.02 Date: 11/30/2002
Perf: $789.36 Date: 10/31/2002
Perf: $745.45 Date: 9/30/2002
Perf: $685.16 Date: 8/31/2002
Perf: $768.71 Date: 7/31/2002
Perf: $763.67 Date: 6/30/2002
Perf: $828.28 Date: 5/31/2002
Perf: $891.77 Date: 4/30/2002
Perf: $898.42 Date: 3/31/2002
Perf: $956.38 Date: 2/28/2002
Perf: $921.72 Date: 1/31/2002
Perf: $939.86 Date: 12/31/2001
Perf: $953.79 Date: 11/30/2001
Perf: $945.47 Date: 10/31/2001
Perf: $878.12 Date: 9/30/2001
Perf: $861.66 Date: 8/31/2001
Perf: $937.40 Date: 7/31/2001
Perf: $1,000.00 Date: 11/30/2020
Perf: $3,991.00 Date: 10/31/2020
Perf: $3,902.04 Date: 9/30/2020
Perf: $3,891.53 Date: 8/31/2020
Perf: $4,178.15 Date: 7/31/2020
Perf: $3,923.15 Date: 6/30/2020
Perf: $3,670.27 Date: 5/31/2020
Perf: $3,704.35 Date: 4/30/2020
Perf: $3,723.33 Date: 3/31/2020
Perf: $3,773.14 Date: 2/29/2020
Perf: $4,165.99 Date: 1/31/2020
Perf: $4,616.06 Date: 12/31/2019
Perf: $4,738.79 Date: 11/30/2019
Perf: $4,567.07 Date: 10/31/2019
Perf: $4,386.78 Date: 9/30/2019
Perf: $4,641.11 Date: 8/31/2019
Perf: $4,668.18 Date: 7/31/2019
Perf: $4,538.39 Date: 6/30/2019
Perf: $4,241.48 Date: 5/31/2019
Perf: $3,764.52 Date: 4/30/2019
Perf: $4,277.86 Date: 3/31/2019
Perf: $3,894.28 Date: 2/28/2019
Perf: $3,802.63 Date: 1/31/2019
Perf: $3,631.58 Date: 12/31/2018
Perf: $3,460.63 Date: 11/30/2018
Perf: $3,203.10 Date: 10/31/2018
Perf: $3,023.50 Date: 9/30/2018
Perf: $3,069.55 Date: 8/31/2018
Perf: $3,210.82 Date: 7/31/2018
Perf: $3,266.35 Date: 6/30/2018
Perf: $3,292.69 Date: 5/31/2018
Perf: $3,300.28 Date: 4/30/2018
Perf: $3,435.29 Date: 3/31/2018
Perf: $3,504.33 Date: 2/28/2018
Perf: $3,275.38 Date: 1/31/2018
Perf: $3,567.95 Date: 12/31/2017
Perf: $3,294.20 Date: 11/30/2017
Perf: $3,161.12 Date: 10/31/2017
Perf: $3,169.68 Date: 9/30/2017
Perf: $2,806.02 Date: 8/31/2017
Perf: $2,886.25 Date: 7/31/2017
Perf: $2,807.91 Date: 6/30/2017
Perf: $2,874.31 Date: 5/31/2017
Perf: $2,958.63 Date: 4/30/2017
Perf: $2,890.98 Date: 3/31/2017
Perf: $2,829.58 Date: 2/28/2017
Perf: $2,913.19 Date: 1/31/2017
Perf: $2,950.06 Date: 12/31/2016
Perf: $2,708.47 Date: 11/30/2016
Perf: $2,869.75 Date: 10/31/2016
Perf: $3,274.47 Date: 9/30/2016
Perf: $3,446.81 Date: 8/31/2016
Perf: $3,165.70 Date: 7/31/2016
Perf: $3,418.31 Date: 6/30/2016
Perf: $3,359.85 Date: 5/31/2016
Perf: $3,148.58 Date: 4/30/2016
Perf: $3,239.61 Date: 3/31/2016
Perf: $3,438.35 Date: 2/29/2016
Perf: $3,783.40 Date: 1/31/2016
Perf: $3,709.58 Date: 12/31/2015
Perf: $3,738.36 Date: 11/30/2015
Perf: $3,946.33 Date: 10/31/2015
Perf: $3,790.91 Date: 9/30/2015
Perf: $3,744.48 Date: 8/31/2015
Perf: $3,637.89 Date: 7/31/2015
Perf: $3,698.54 Date: 6/30/2015
Perf: $3,517.06 Date: 5/31/2015
Perf: $3,930.99 Date: 4/30/2015
Perf: $4,028.90 Date: 3/31/2015
Perf: $4,189.78 Date: 2/28/2015
Perf: $3,953.37 Date: 1/31/2015
Perf: $4,158.82 Date: 12/31/2014
Perf: $3,793.16 Date: 11/30/2014
Perf: $3,636.08 Date: 10/31/2014
Perf: $3,402.98 Date: 9/30/2014
Perf: $3,493.10 Date: 8/31/2014
Perf: $3,131.42 Date: 7/31/2014
Perf: $3,109.96 Date: 6/30/2014
Perf: $3,260.60 Date: 5/31/2014
Perf: $3,030.58 Date: 4/30/2014
Perf: $3,083.93 Date: 3/31/2014
Perf: $3,059.46 Date: 2/28/2014
Perf: $3,112.37 Date: 1/31/2014
Perf: $3,102.13 Date: 12/31/2013
Perf: $3,380.70 Date: 11/30/2013
Perf: $3,350.21 Date: 10/31/2013
Perf: $3,259.59 Date: 9/30/2013
Perf: $3,305.21 Date: 8/31/2013
Perf: $3,499.05 Date: 7/31/2013
Perf: $3,605.79 Date: 6/30/2013
Perf: $3,719.60 Date: 5/31/2013
Perf: $3,657.79 Date: 4/30/2013
Perf: $3,665.12 Date: 3/31/2013
Perf: $3,597.84 Date: 2/28/2013
Perf: $3,542.57 Date: 1/31/2013
Perf: $3,732.96 Date: 12/31/2012
Perf: $3,513.70 Date: 11/30/2012
Perf: $3,529.23 Date: 10/31/2012
Perf: $3,618.61 Date: 9/30/2012
Perf: $3,762.33 Date: 8/31/2012
Perf: $3,993.98 Date: 7/31/2012
Perf: $4,075.07 Date: 6/30/2012
Perf: $3,823.85 Date: 5/31/2012
Perf: $3,896.72 Date: 4/30/2012
Perf: $3,858.90 Date: 3/31/2012
Perf: $3,835.88 Date: 2/29/2012
Perf: $3,876.98 Date: 1/31/2012
Perf: $3,861.92 Date: 12/31/2011
Perf: $3,905.66 Date: 11/30/2011
Perf: $3,832.84 Date: 10/31/2011
Perf: $3,817.57 Date: 9/30/2011
Perf: $4,010.05 Date: 8/31/2011
Perf: $4,168.45 Date: 7/31/2011
Perf: $4,423.23 Date: 6/30/2011
Perf: $4,230.33 Date: 5/31/2011
Perf: $4,409.81 Date: 4/30/2011
Perf: $4,742.24 Date: 3/31/2011
Perf: $4,626.57 Date: 2/28/2011
Perf: $5,019.61 Date: 1/31/2011
Perf: $5,051.43 Date: 12/31/2010
Perf: $5,402.60 Date: 11/30/2010
Perf: $5,115.13 Date: 10/31/2010
Perf: $5,311.11 Date: 9/30/2010
Perf: $5,098.01 Date: 8/31/2010
Perf: $4,952.41 Date: 7/31/2010
Perf: $4,641.87 Date: 6/30/2010
Perf: $4,641.41 Date: 5/31/2010
Perf: $4,819.24 Date: 4/30/2010
Perf: $5,039.46 Date: 3/31/2010
Perf: $5,016.89 Date: 2/28/2010
Perf: $4,781.17 Date: 1/31/2010
Perf: $4,724.95 Date: 12/31/2009
Perf: $4,846.10 Date: 11/30/2009
Perf: $4,988.78 Date: 10/31/2009
Perf: $4,803.37 Date: 9/30/2009
Perf: $5,067.91 Date: 8/31/2009
Perf: $4,962.22 Date: 7/31/2009
Perf: $4,872.56 Date: 6/30/2009
Perf: $4,887.71 Date: 5/31/2009
Perf: $5,050.86 Date: 4/30/2009
Perf: $4,929.11 Date: 3/31/2009
Perf: $5,011.29 Date: 2/28/2009
Perf: $5,133.47 Date: 1/31/2009
Perf: $5,124.25 Date: 12/31/2008
Perf: $5,294.19 Date: 11/30/2008
Perf: $4,984.17 Date: 10/31/2008
Perf: $4,804.49 Date: 9/30/2008
Perf: $3,899.11 Date: 8/31/2008
Perf: $3,575.53 Date: 7/31/2008
Perf: $3,862.51 Date: 6/30/2008
Perf: $4,679.00 Date: 5/31/2008
Perf: $4,104.74 Date: 4/30/2008
Perf: $3,712.35 Date: 3/31/2008
Perf: $3,780.78 Date: 2/29/2008
Perf: $4,074.99 Date: 1/31/2008
Perf: $3,334.42 Date: 12/31/2007
Perf: $3,484.61 Date: 11/30/2007
Perf: $3,343.83 Date: 10/31/2007
Perf: $3,485.34 Date: 9/30/2007
Perf: $3,191.99 Date: 8/31/2007
Perf: $2,936.25 Date: 7/31/2007
Perf: $3,098.29 Date: 6/30/2007
Perf: $3,288.35 Date: 5/31/2007
Perf: $3,004.98 Date: 4/30/2007
Perf: $2,914.63 Date: 3/31/2007
Perf: $2,723.44 Date: 2/28/2007
Perf: $2,854.16 Date: 1/31/2007
Perf: $2,970.30 Date: 12/31/2006
Perf: $2,908.35 Date: 11/30/2006
Perf: $2,794.35 Date: 10/31/2006
Perf: $2,698.29 Date: 9/30/2006
Perf: $2,640.98 Date: 8/31/2006
Perf: $2,622.88 Date: 7/31/2006
Perf: $2,506.57 Date: 6/30/2006
Perf: $2,652.18 Date: 5/31/2006
Perf: $2,784.44 Date: 4/30/2006
Perf: $2,774.18 Date: 3/31/2006
Perf: $2,452.42 Date: 2/28/2006
Perf: $2,288.56 Date: 1/31/2006
Perf: $2,426.12 Date: 12/31/2005
Perf: $2,256.64 Date: 11/30/2005
Perf: $2,275.07 Date: 10/31/2005
Perf: $1,995.15 Date: 9/30/2005
Perf: $2,089.60 Date: 8/31/2005
Perf: $1,848.88 Date: 7/31/2005
Perf: $1,764.37 Date: 6/30/2005
Perf: $1,683.72 Date: 5/31/2005
Perf: $1,645.70 Date: 4/30/2005
Perf: $1,638.00 Date: 3/31/2005
Perf: $1,698.47 Date: 2/28/2005
Perf: $1,644.69 Date: 1/31/2005
Perf: $1,720.56 Date: 12/31/2004
Perf: $1,762.69 Date: 11/30/2004
Perf: $1,762.69 Date: 10/31/2004
Perf: $1,787.90 Date: 9/30/2004
Perf: $1,739.71 Date: 8/31/2004
Perf: $1,693.64 Date: 7/31/2004
Perf: $1,789.56 Date: 6/30/2004
Perf: $1,753.96 Date: 5/31/2004
Perf: $1,831.24 Date: 4/30/2004
Perf: $1,932.70 Date: 3/31/2004
Perf: $2,172.31 Date: 2/29/2004
Perf: $2,174.48 Date: 1/31/2004
Perf: $1,898.28 Date: 12/31/2003
Perf: $1,787.63 Date: 11/30/2003
Perf: $1,679.31 Date: 10/31/2003
Perf: $1,662.03 Date: 9/30/2003
Perf: $1,469.91 Date: 8/31/2003
Perf: $1,491.39 Date: 7/31/2003
Perf: $1,552.23 Date: 6/30/2003
Perf: $1,648.33 Date: 5/31/2003
Perf: $1,704.76 Date: 4/30/2003
Perf: $1,611.76 Date: 3/31/2003
Perf: $1,529.91 Date: 2/28/2003
Perf: $1,690.70 Date: 1/31/2003
Perf: $1,568.36 Date: 12/31/2002
Perf: $1,424.23 Date: 11/30/2002
Perf: $1,317.39 Date: 10/31/2002
Perf: $1,286.26 Date: 9/30/2002
Perf: $1,346.45 Date: 8/31/2002
Perf: $1,218.51 Date: 7/31/2002
Perf: $1,158.17 Date: 6/30/2002
Perf: $1,117.38 Date: 5/31/2002
Perf: $1,038.07 Date: 4/30/2002
Perf: $1,019.02 Date: 3/31/2002
Perf: $984.18 Date: 2/28/2002
Perf: $1,050.46 Date: 1/31/2002
Perf: $1,048.57 Date: 12/31/2001
Perf: $1,083.01 Date: 11/30/2001
Perf: $1,079.77 Date: 10/31/2001
Perf: $1,151.76 Date: 9/30/2001
Perf: $1,088.83 Date: 8/31/2001
Perf: $1,027.00 Date: 7/31/2001
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: 07/01 - 10/20
Date: 11/30/2020
Return: 2.28 % Date: 10/31/2020
Return: 0.27 % Date: 9/30/2020
Return: -6.86 % Date: 8/31/2020
Return: 6.50 % Date: 7/31/2020
Return: 6.89 % Date: 6/30/2020
Return: -0.92 % Date: 5/31/2020
Return: -0.51 % Date: 4/30/2020
Return: -1.32 % Date: 3/31/2020
Return: -9.43 % Date: 2/29/2020
Return: -9.75 % Date: 1/31/2020
Return: -2.59 % Date: 12/31/2019
Return: 3.76 % Date: 11/30/2019
Return: 4.11 % Date: 10/31/2019
Return: -5.48 % Date: 9/30/2019
Return: -0.58 % Date: 8/31/2019
Return: 2.86 % Date: 7/31/2019
Return: 7.00 % Date: 6/30/2019
Return: 12.67 % Date: 5/31/2019
Return: -12.00 % Date: 4/30/2019
Return: 9.85 % Date: 3/31/2019
Return: 2.41 % Date: 2/28/2019
Return: 4.71 % Date: 1/31/2019
Return: 4.94 % Date: 12/31/2018
Return: 8.04 % Date: 11/30/2018
Return: 5.94 % Date: 10/31/2018
Return: -1.50 % Date: 9/30/2018
Return: -4.40 % Date: 8/31/2018
Return: -1.70 % Date: 7/31/2018
Return: -0.80 % Date: 6/30/2018
Return: -0.23 % Date: 5/31/2018
Return: -3.93 % Date: 4/30/2018
Return: -1.97 % Date: 3/31/2018
Return: 6.99 % Date: 2/28/2018
Return: -8.20 % Date: 1/31/2018
Return: 8.31 % Date: 12/31/2017
Return: 4.21 % Date: 11/30/2017
Return: -0.27 % Date: 10/31/2017
Return: 12.96 % Date: 9/30/2017
Return: -2.78 % Date: 8/31/2017
Return: 2.79 % Date: 7/31/2017
Return: -2.31 % Date: 6/30/2017
Return: -2.85 % Date: 5/31/2017
Return: 2.34 % Date: 4/30/2017
Return: 2.17 % Date: 3/31/2017
Return: -2.87 % Date: 2/28/2017
Return: -1.25 % Date: 1/31/2017
Return: 8.92 % Date: 12/31/2016
Return: -5.62 % Date: 11/30/2016
Return: -12.36 % Date: 10/31/2016
Return: -5.00 % Date: 9/30/2016
Return: 8.88 % Date: 8/31/2016
Return: -7.39 % Date: 7/31/2016
Return: 1.74 % Date: 6/30/2016
Return: 6.71 % Date: 5/31/2016
Return: -2.81 % Date: 4/30/2016
Return: -5.78 % Date: 3/31/2016
Return: -9.12 % Date: 2/29/2016
Return: 1.99 % Date: 1/31/2016
Return: -0.77 % Date: 12/31/2015
Return: -5.27 % Date: 11/30/2015
Return: 4.10 % Date: 10/31/2015
Return: 1.24 % Date: 9/30/2015
Return: 2.93 % Date: 8/31/2015
Return: -1.64 % Date: 7/31/2015
Return: 5.16 % Date: 6/30/2015
Return: -10.53 % Date: 5/31/2015
Return: -2.43 % Date: 4/30/2015
Return: -3.84 % Date: 3/31/2015
Return: 5.98 % Date: 2/28/2015
Return: -4.94 % Date: 1/31/2015
Return: 9.64 % Date: 12/31/2014
Return: 4.32 % Date: 11/30/2014
Return: 6.85 % Date: 10/31/2014
Return: -2.58 % Date: 9/30/2014
Return: 11.55 % Date: 8/31/2014
Return: 0.69 % Date: 7/31/2014
Return: -4.62 % Date: 6/30/2014
Return: 7.59 % Date: 5/31/2014
Return: -1.73 % Date: 4/30/2014
Return: 0.80 % Date: 3/31/2014
Return: -1.70 % Date: 2/28/2014
Return: 0.33 % Date: 1/31/2014
Return: -8.24 % Date: 12/31/2013
Return: 0.91 % Date: 11/30/2013
Return: 2.78 % Date: 10/31/2013
Return: -1.38 % Date: 9/30/2013
Return: -5.54 % Date: 8/31/2013
Return: -2.96 % Date: 7/31/2013
Return: -3.06 % Date: 6/30/2013
Return: 1.69 % Date: 5/31/2013
Return: -0.20 % Date: 4/30/2013
Return: 1.87 % Date: 3/31/2013
Return: 1.56 % Date: 2/28/2013
Return: -5.10 % Date: 1/31/2013
Return: 6.24 % Date: 12/31/2012
Return: -0.44 % Date: 11/30/2012
Return: -2.47 % Date: 10/31/2012
Return: -3.82 % Date: 9/30/2012
Return: -5.80 % Date: 8/31/2012
Return: -1.99 % Date: 7/31/2012
Return: 6.57 % Date: 6/30/2012
Return: -1.87 % Date: 5/31/2012
Return: 0.98 % Date: 4/30/2012
Return: 0.60 % Date: 3/31/2012
Return: -1.06 % Date: 2/29/2012
Return: 0.39 % Date: 1/31/2012
Return: -1.12 % Date: 12/31/2011
Return: 1.90 % Date: 11/30/2011
Return: 0.40 % Date: 10/31/2011
Return: -4.80 % Date: 9/30/2011
Return: -3.80 % Date: 8/31/2011
Return: -5.76 % Date: 7/31/2011
Return: 4.56 % Date: 6/30/2011
Return: -4.07 % Date: 5/31/2011
Return: -7.01 % Date: 4/30/2011
Return: 2.50 % Date: 3/31/2011
Return: -7.83 % Date: 2/28/2011
Return: -0.63 % Date: 1/31/2011
Return: -6.50 % Date: 12/31/2010
Return: 5.62 % Date: 11/30/2010
Return: -3.69 % Date: 10/31/2010
Return: 4.18 % Date: 9/30/2010
Return: 2.94 % Date: 8/31/2010
Return: 6.69 % Date: 7/31/2010
Return: 0.01 % Date: 6/30/2010
Return: -3.69 % Date: 5/31/2010
Return: -4.37 % Date: 4/30/2010
Return: 0.45 % Date: 3/31/2010
Return: 4.93 % Date: 2/28/2010
Return: 1.19 % Date: 1/31/2010
Return: -2.50 % Date: 12/31/2009
Return: -2.86 % Date: 11/30/2009
Return: 3.86 % Date: 10/31/2009
Return: -5.22 % Date: 9/30/2009
Return: 2.13 % Date: 8/31/2009
Return: 1.84 % Date: 7/31/2009
Return: -0.31 % Date: 6/30/2009
Return: -3.23 % Date: 5/31/2009
Return: 2.47 % Date: 4/30/2009
Return: -1.64 % Date: 3/31/2009
Return: -2.38 % Date: 2/28/2009
Return: 0.18 % Date: 1/31/2009
Return: -3.21 % Date: 12/31/2008
Return: 6.22 % Date: 11/30/2008
Return: 3.74 % Date: 10/31/2008
Return: 23.22 % Date: 9/30/2008
Return: 9.05 % Date: 8/31/2008
Return: -7.43 % Date: 7/31/2008
Return: -17.45 % Date: 6/30/2008
Return: 13.99 % Date: 5/31/2008
Return: 10.57 % Date: 4/30/2008
Return: -1.81 % Date: 3/31/2008
Return: -7.22 % Date: 2/29/2008
Return: 22.21 % Date: 1/31/2008
Return: -4.31 % Date: 12/31/2007
Return: 4.21 % Date: 11/30/2007
Return: -4.06 % Date: 10/31/2007
Return: 9.19 % Date: 9/30/2007
Return: 8.71 % Date: 8/31/2007
Return: -5.23 % Date: 7/31/2007
Return: -5.78 % Date: 6/30/2007
Return: 9.43 % Date: 5/31/2007
Return: 3.10 % Date: 4/30/2007
Return: 7.02 % Date: 3/31/2007
Return: -4.58 % Date: 2/28/2007
Return: -3.91 % Date: 1/31/2007
Return: 2.13 % Date: 12/31/2006
Return: 4.08 % Date: 11/30/2006
Return: 3.56 % Date: 10/31/2006
Return: 2.17 % Date: 9/30/2006
Return: 0.69 % Date: 8/31/2006
Return: 4.64 % Date: 7/31/2006
Return: -5.49 % Date: 6/30/2006
Return: -4.75 % Date: 5/31/2006
Return: 0.37 % Date: 4/30/2006
Return: 13.12 % Date: 3/31/2006
Return: 7.16 % Date: 2/28/2006
Return: -5.67 % Date: 1/31/2006
Return: 7.51 % Date: 12/31/2005
Return: -0.81 % Date: 11/30/2005
Return: 14.03 % Date: 10/31/2005
Return: -4.52 % Date: 9/30/2005
Return: 13.02 % Date: 8/31/2005
Return: 4.79 % Date: 7/31/2005
Return: 4.79 % Date: 6/30/2005
Return: 2.31 % Date: 5/31/2005
Return: 0.47 % Date: 4/30/2005
Return: -3.56 % Date: 3/31/2005
Return: 3.27 % Date: 2/28/2005
Return: -4.41 % Date: 1/31/2005
Return: -2.39 % Date: 12/31/2004
Return: 0.00 % Date: 11/30/2004
Return: -1.41 % Date: 10/31/2004
Return: 2.77 % Date: 9/30/2004
Return: 2.72 % Date: 8/31/2004
Return: -5.36 % Date: 7/31/2004
Return: 2.03 % Date: 6/30/2004
Return: -4.22 % Date: 5/31/2004
Return: -5.25 % Date: 4/30/2004
Return: -11.03 % Date: 3/31/2004
Return: -0.10 % Date: 2/29/2004
Return: 14.55 % Date: 1/31/2004
Return: 6.19 % Date: 12/31/2003
Return: 6.45 % Date: 11/30/2003
Return: 1.04 % Date: 10/31/2003
Return: 13.07 % Date: 9/30/2003
Return: -1.44 % Date: 8/31/2003
Return: -3.92 % Date: 7/31/2003
Return: -5.83 % Date: 6/30/2003
Return: -3.31 % Date: 5/31/2003
Return: 5.77 % Date: 4/30/2003
Return: 5.35 % Date: 3/31/2003
Return: -9.51 % Date: 2/28/2003
Return: 7.80 % Date: 1/31/2003
Return: 10.12 % Date: 12/31/2002
Return: 8.11 % Date: 11/30/2002
Return: 2.42 % Date: 10/31/2002
Return: -4.47 % Date: 9/30/2002
Return: 10.50 % Date: 8/31/2002
Return: 5.21 % Date: 7/31/2002
Return: 3.65 % Date: 6/30/2002
Return: 7.64 % Date: 5/31/2002
Return: 1.87 % Date: 4/30/2002
Return: 3.54 % Date: 3/31/2002
Return: -6.31 % Date: 2/28/2002
Return: 0.18 % Date: 1/31/2002
Return: -3.18 % Date: 12/31/2001
Return: 0.30 % Date: 11/30/2001
Return: -6.25 % Date: 10/31/2001
Return: 5.78 % Date: 9/30/2001
Return: 6.02 % Date: 8/31/2001
Return: 2.70 % Date: 7/31/2001
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: 07/01 - 10/20
Return: -12.00 %
Count: 2 Return: -9.00 %
Count: 2 Return: 12.00 %
Count: 1 Return: -8.00 %
Count: 3 Return: 23.00 %
Count: 1 Return: -17.00 %
Count: 1 Return: -7.00 %
Count: 5 Return: 22.00 %
Count: 1 Return: 9.00 %
Count: 6 Return: 7.00 %
Count: 10 Return: 14.00 %
Count: 2 Return: -2.00 %
Count: 14 Return: -5.00 %
Count: 15 Return: -11.00 %
Count: 2 Return: 15.00 %
Count: 1 Return: 1.00 %
Count: 9 Return: 13.00 %
Count: 5 Return: -1.00 %
Count: 15 Return: -10.00 %
Count: 2 Return: 10.00 %
Count: 3 Return: -4.00 %
Count: 17 Return: 11.00 %
Count: 2 Return: 5.00 %
Count: 10 Return: 8.00 %
Count: 7 Return: 2.00 %
Count: 19 Return: 4.00 %
Count: 13 Return: -3.00 %
Count: 14 Return: -6.00 %
Count: 11 Return: 6.00 %
Count: 10 Return: 3.00 %
Count: 11 Return: 0.00 %
Count: 19

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: 07/01 - 10/20
Date: 11/30/2020
Drawdown: -26.13 % Date: 10/31/2020
Drawdown: -27.77 % Date: 9/30/2020
Drawdown: -27.97 % Date: 8/31/2020
Drawdown: -22.66 % Date: 7/31/2020
Drawdown: -27.38 % Date: 6/30/2020
Drawdown: -32.06 % Date: 5/31/2020
Drawdown: -31.43 % Date: 4/30/2020
Drawdown: -31.08 % Date: 3/31/2020
Drawdown: -30.16 % Date: 2/29/2020
Drawdown: -22.89 % Date: 1/31/2020
Drawdown: -14.56 % Date: 12/31/2019
Drawdown: -12.29 % Date: 11/30/2019
Drawdown: -15.47 % Date: 10/31/2019
Drawdown: -18.80 % Date: 9/30/2019
Drawdown: -14.09 % Date: 8/31/2019
Drawdown: -13.59 % Date: 7/31/2019
Drawdown: -16.00 % Date: 6/30/2019
Drawdown: -21.49 % Date: 5/31/2019
Drawdown: -30.32 % Date: 4/30/2019
Drawdown: -20.82 % Date: 3/31/2019
Drawdown: -27.92 % Date: 2/28/2019
Drawdown: -29.61 % Date: 1/31/2019
Drawdown: -32.78 % Date: 12/31/2018
Drawdown: -35.95 % Date: 11/30/2018
Drawdown: -40.71 % Date: 10/31/2018
Drawdown: -44.04 % Date: 9/30/2018
Drawdown: -43.18 % Date: 8/31/2018
Drawdown: -40.57 % Date: 7/31/2018
Drawdown: -39.54 % Date: 6/30/2018
Drawdown: -39.05 % Date: 5/31/2018
Drawdown: -38.91 % Date: 4/30/2018
Drawdown: -36.41 % Date: 3/31/2018
Drawdown: -35.14 % Date: 2/28/2018
Drawdown: -39.37 % Date: 1/31/2018
Drawdown: -33.96 % Date: 12/31/2017
Drawdown: -39.03 % Date: 11/30/2017
Drawdown: -41.49 % Date: 10/31/2017
Drawdown: -41.33 % Date: 9/30/2017
Drawdown: -48.06 % Date: 8/31/2017
Drawdown: -46.58 % Date: 7/31/2017
Drawdown: -48.03 % Date: 6/30/2017
Drawdown: -46.80 % Date: 5/31/2017
Drawdown: -45.24 % Date: 4/30/2017
Drawdown: -46.49 % Date: 3/31/2017
Drawdown: -47.63 % Date: 2/28/2017
Drawdown: -46.08 % Date: 1/31/2017
Drawdown: -45.40 % Date: 12/31/2016
Drawdown: -49.87 % Date: 11/30/2016
Drawdown: -46.88 % Date: 10/31/2016
Drawdown: -39.39 % Date: 9/30/2016
Drawdown: -36.20 % Date: 8/31/2016
Drawdown: -41.40 % Date: 7/31/2016
Drawdown: -36.73 % Date: 6/30/2016
Drawdown: -37.81 % Date: 5/31/2016
Drawdown: -41.72 % Date: 4/30/2016
Drawdown: -40.04 % Date: 3/31/2016
Drawdown: -36.36 % Date: 2/29/2016
Drawdown: -29.97 % Date: 1/31/2016
Drawdown: -31.34 % Date: 12/31/2015
Drawdown: -30.80 % Date: 11/30/2015
Drawdown: -26.95 % Date: 10/31/2015
Drawdown: -29.83 % Date: 9/30/2015
Drawdown: -30.69 % Date: 8/31/2015
Drawdown: -32.66 % Date: 7/31/2015
Drawdown: -31.54 % Date: 6/30/2015
Drawdown: -34.90 % Date: 5/31/2015
Drawdown: -27.24 % Date: 4/30/2015
Drawdown: -25.43 % Date: 3/31/2015
Drawdown: -22.45 % Date: 2/28/2015
Drawdown: -26.82 % Date: 1/31/2015
Drawdown: -23.02 % Date: 12/31/2014
Drawdown: -29.79 % Date: 11/30/2014
Drawdown: -32.70 % Date: 10/31/2014
Drawdown: -37.01 % Date: 9/30/2014
Drawdown: -35.34 % Date: 8/31/2014
Drawdown: -42.04 % Date: 7/31/2014
Drawdown: -42.44 % Date: 6/30/2014
Drawdown: -39.65 % Date: 5/31/2014
Drawdown: -43.91 % Date: 4/30/2014
Drawdown: -42.92 % Date: 3/31/2014
Drawdown: -43.37 % Date: 2/28/2014
Drawdown: -42.39 % Date: 1/31/2014
Drawdown: -42.58 % Date: 12/31/2013
Drawdown: -37.42 % Date: 11/30/2013
Drawdown: -37.99 % Date: 10/31/2013
Drawdown: -39.67 % Date: 9/30/2013
Drawdown: -38.82 % Date: 8/31/2013
Drawdown: -35.23 % Date: 7/31/2013
Drawdown: -33.26 % Date: 6/30/2013
Drawdown: -31.15 % Date: 5/31/2013
Drawdown: -32.30 % Date: 4/30/2013
Drawdown: -32.16 % Date: 3/31/2013
Drawdown: -33.41 % Date: 2/28/2013
Drawdown: -34.43 % Date: 1/31/2013
Drawdown: -30.90 % Date: 12/31/2012
Drawdown: -34.96 % Date: 11/30/2012
Drawdown: -34.68 % Date: 10/31/2012
Drawdown: -33.02 % Date: 9/30/2012
Drawdown: -30.36 % Date: 8/31/2012
Drawdown: -26.07 % Date: 7/31/2012
Drawdown: -24.57 % Date: 6/30/2012
Drawdown: -29.22 % Date: 5/31/2012
Drawdown: -27.87 % Date: 4/30/2012
Drawdown: -28.57 % Date: 3/31/2012
Drawdown: -29.00 % Date: 2/29/2012
Drawdown: -28.24 % Date: 1/31/2012
Drawdown: -28.52 % Date: 12/31/2011
Drawdown: -27.71 % Date: 11/30/2011
Drawdown: -29.06 % Date: 10/31/2011
Drawdown: -29.34 % Date: 9/30/2011
Drawdown: -25.78 % Date: 8/31/2011
Drawdown: -22.84 % Date: 7/31/2011
Drawdown: -18.13 % Date: 6/30/2011
Drawdown: -21.70 % Date: 5/31/2011
Drawdown: -18.38 % Date: 4/30/2011
Drawdown: -12.22 % Date: 3/31/2011
Drawdown: -14.36 % Date: 2/28/2011
Drawdown: -7.09 % Date: 1/31/2011
Drawdown: -6.50 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -3.69 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -3.71 % Date: 8/31/2010
Drawdown: -6.46 % Date: 7/31/2010
Drawdown: -12.32 % Date: 6/30/2010
Drawdown: -12.33 % Date: 5/31/2010
Drawdown: -8.97 % Date: 4/30/2010
Drawdown: -4.81 % Date: 3/31/2010
Drawdown: -5.24 % Date: 2/28/2010
Drawdown: -9.69 % Date: 1/31/2010
Drawdown: -10.75 % Date: 12/31/2009
Drawdown: -8.46 % Date: 11/30/2009
Drawdown: -5.77 % Date: 10/31/2009
Drawdown: -9.27 % Date: 9/30/2009
Drawdown: -4.27 % Date: 8/31/2009
Drawdown: -6.27 % Date: 7/31/2009
Drawdown: -7.96 % Date: 6/30/2009
Drawdown: -7.68 % Date: 5/31/2009
Drawdown: -4.60 % Date: 4/30/2009
Drawdown: -6.90 % Date: 3/31/2009
Drawdown: -5.34 % Date: 2/28/2009
Drawdown: -3.04 % Date: 1/31/2009
Drawdown: -3.21 % 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: -16.67 % Date: 8/31/2008
Drawdown: -23.58 % Date: 7/31/2008
Drawdown: -17.45 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: 0.00 % Date: 4/30/2008
Drawdown: -8.90 % Date: 3/31/2008
Drawdown: -7.22 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: -4.33 % Date: 12/31/2007
Drawdown: -0.02 % Date: 11/30/2007
Drawdown: -4.06 % Date: 10/31/2007
Drawdown: 0.00 % Date: 9/30/2007
Drawdown: -2.93 % Date: 8/31/2007
Drawdown: -10.71 % Date: 7/31/2007
Drawdown: -5.78 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: -1.87 % Date: 3/31/2007
Drawdown: -8.31 % Date: 2/28/2007
Drawdown: -3.91 % 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: -3.09 % Date: 9/30/2006
Drawdown: -5.15 % Date: 8/31/2006
Drawdown: -5.80 % Date: 7/31/2006
Drawdown: -9.98 % Date: 6/30/2006
Drawdown: -4.75 % Date: 5/31/2006
Drawdown: 0.00 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: 0.00 % Date: 2/28/2006
Drawdown: -5.67 % Date: 1/31/2006
Drawdown: 0.00 % Date: 12/31/2005
Drawdown: -0.81 % Date: 11/30/2005
Drawdown: 0.00 % Date: 10/31/2005
Drawdown: -8.25 % Date: 9/30/2005
Drawdown: -3.90 % Date: 8/31/2005
Drawdown: -14.97 % Date: 7/31/2005
Drawdown: -18.86 % Date: 6/30/2005
Drawdown: -22.57 % Date: 5/31/2005
Drawdown: -24.32 % Date: 4/30/2005
Drawdown: -24.67 % Date: 3/31/2005
Drawdown: -21.89 % Date: 2/28/2005
Drawdown: -24.36 % Date: 1/31/2005
Drawdown: -20.87 % Date: 12/31/2004
Drawdown: -18.94 % Date: 11/30/2004
Drawdown: -18.94 % Date: 10/31/2004
Drawdown: -17.78 % Date: 9/30/2004
Drawdown: -19.99 % Date: 8/31/2004
Drawdown: -22.11 % Date: 7/31/2004
Drawdown: -17.70 % Date: 6/30/2004
Drawdown: -19.34 % Date: 5/31/2004
Drawdown: -15.79 % Date: 4/30/2004
Drawdown: -11.12 % Date: 3/31/2004
Drawdown: -0.10 % 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: -1.49 % Date: 10/31/2003
Drawdown: -2.51 % Date: 9/30/2003
Drawdown: -13.78 % Date: 8/31/2003
Drawdown: -12.52 % Date: 7/31/2003
Drawdown: -8.95 % Date: 6/30/2003
Drawdown: -3.31 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -4.67 % Date: 3/31/2003
Drawdown: -9.51 % 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: -2.16 % Date: 10/31/2002
Drawdown: -4.47 % 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: -2.98 % Date: 5/31/2002
Drawdown: -9.87 % Date: 4/30/2002
Drawdown: -11.53 % Date: 3/31/2002
Drawdown: -14.55 % Date: 2/28/2002
Drawdown: -8.80 % Date: 1/31/2002
Drawdown: -8.96 % Date: 12/31/2001
Drawdown: -5.97 % Date: 11/30/2001
Drawdown: -6.25 % Date: 10/31/2001
Drawdown: 0.00 % Date: 9/30/2001
Drawdown: 0.00 % Date: 8/31/2001
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:  Altis Partners (Jersey) Limited
Address: Le Quai House, Le Quai D'Auvergne
City: St. Helier, Jersey
State:
Zip: JE2 4UA
Country: Channel Islands

Key People

Name:  Stephen Hedgecock
Position:  Principal
Biography: 

Stephen Hedgecock has extensive experience within the financial industry in implementing automated investment management systems, trading and client development. He has been registered with the CFTC as an associated person of Altis Partners (Jersey) Limited since September 21, 2005 and listed as a principal of Altis Partners (Jersey) Limited since August 25, 2005. In February 2000 he formed Altis Partners Limited, he worked here until the formation of Altis Partners (Jersey) Limited in March 2005. Between December 1999 and February 2000 he was self employed. From September 1995 to November 1999, Stephen was employed by Quality Capital Management a systematic CTA, starting as Director of Trading and then serving as an Executive Director with responsibilities in the daily management of the company, including the supervision of all trading activity. From October 1991 to August 1995 he was employed by London based global asset management firm Sabre Fund Management and held the position of Chief Dealer, progressing to Executive Director, at Sabre he managed a team trading over 90 different commodity and financial instruments in cash, forward, futures and options markets.


Name:  Alex Brunwin
Position:  Principal
Biography: 

Alex Brunwin has experience within the financial industry through both contracting and permanent positions in technology based roles, specialising in the project management of front and middle office trading and deal capture systems. He has been registered with the CFTC as an associated person of Altis Partners (Jersey) Limited since September 21, 2005 and listed as a principal of Altis Partners (Jersey) Limited since August 25, 2005. In February 2000 he formed Altis Partners Limited, he worked here until the formation of Altis Partners (Jersey) Limited in March 2005. From February 1996 to October 2000 he owned and ran his private consultancy business APB Consulting Ltd, during this time he expanded and developed systems, most notably in risk management in Capital Markets, foreign exchange rate interfaces, deal capture and commission databases. He worked as a contractor during this time for clients such as Banque Paribas, Morgan Stanley Dean Witter, SBC Warburg Dillon Reed and Link Asset & Securities Ltd.


Name:  Dr. Joel Gibbons
Position:  Portfolio Manager
Biography: 


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Sector Specialist No 
 Quantitative Analysis Yes 
 Instruments Traded
 Physical Commodities Yes 
 Forwards Yes 
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 20% 
 Managed Account Availability: Open 
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