FORT LP

Global Contrarian Program


Monthly Performance (%)

Date Range: 09/02 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 2.98 -2.05 -4.30 0.74 -0.40 0.87 0.75 -1.38 0.51 -1.84   -4.23 
2019 2.53 1.55 4.71 1.33 -0.76 3.38 2.34 2.13 -1.02 -2.38 1.16 -0.81  14.85 
2018 -0.27 -2.75 0.67 0.59 0.44 1.14 0.81 -0.12 -0.16 -3.49 -1.14 -1.21  -5.47 
2017 -0.59 4.40 -0.40 1.07 0.89 -3.60 1.32 2.73 -2.93 3.02 -0.30 1.04  6.54 
2016 0.59 3.78 -3.39 -2.53 1.33 4.97 1.15 -0.87 1.20 -3.41 -2.74 1.09  0.76 
2015 2.64 -0.16 0.70 -1.98 1.30 -2.36 1.35 -4.43 3.58 1.13 0.65 -3.43  -1.34 
2014 0.19 1.61 -0.22 0.78 3.05 0.59 -0.38 3.19 -1.65 2.33 2.59 -0.24  12.36 
2013 -0.23 -0.14 2.39 2.52 -3.17 -5.67 2.43 -2.38 4.31 3.20 1.25 -2.39  1.62 
2012 2.68 -0.19 -0.98 1.47 -1.01 -1.96 5.50 -2.01 -0.14 -2.58 1.32 0.98  2.83 
2011 -3.92 3.44 -1.32 6.70 0.98 -0.10 8.73 4.90 -0.89 -0.39 3.42 4.69  28.70 
2010 1.42 5.64 3.03 3.05 1.78 3.76 2.34 7.92 -0.74 -0.72 -3.42 1.25  27.86 
2009 -2.48 1.21 3.16 -2.53 -0.18 -0.83 1.48 2.85 4.28 -0.37 6.54 -5.05  7.77 
2008 1.13 6.64 0.68 -5.55 -1.88 1.97 -1.31 -5.53 1.62 -7.76 7.22 5.36  1.30 
2007 1.87 0.01 1.43 3.84 1.86 -0.14 -4.37 -5.87 3.17 5.26 -3.30 0.65  3.85 
2006 1.93 -0.39 0.10 0.62 -3.51 0.98 0.66 4.63 0.52 1.20 3.05 0.99  11.10 
2005 1.25 -0.44 -0.16 1.52 1.78 1.13 0.29 -0.97 1.17 -3.35 4.20 0.79  7.26 
2004 0.59 7.13 3.05 -8.70 -1.77 -0.30 2.67 3.39 2.72 4.58 3.12 1.45  18.45 
2003 7.21 1.35 1.35 0.03 4.79 0.66 -2.83 -0.95 4.77 -5.02 2.56 9.28  24.73 
2002 2.98 -5.01 13.35  10.88 

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

Global Contrarian is a systematic, trend-anticipating trading program that seeks to capitalize on medium to long-term trends. It trades a spectrum of futures contracts that includes: interest rates, bonds, currencies, equity indices, energy, and metals in the global markets. Its typical holding period is between 2 and 8 weeks. Unlike trend-following programs that attempt to identify existing trends, Global Contrarian attempts to anticipate trends by identifying price behaviors that signal possible turning points. Global Contrarian is not a counter-trend program; it is designed to purchase as prices decline toward support levels and sell as prices rise toward resistance levels. Global Contrarian dynamically and systematically shifts risk allocations among asset classes and underlying parameter choices.

Performance Statistics

Date Range: 09/02 - 10/20
  Program S&P 500 Coquest 40 
Total Return 370.91% 416.38% 74.57% 
Annualized Return 8.95% 9.46% 3.11% 
Annualized Std. Deviation 10.55% 14.50% 9.31% 
Correlation 0.12 0.60 
Sharpe Ratio (rf=2.5%) 0.61 0.48 0.07 
Worst Month -8.70% -16.79% -6.22% 
Date of Worst Month 04/2004 10/2008 04/2004 
Worst Drawdown -17.42% -50.95% -15.74% 
Date of Worst Drawdown 3/08 - 10/08 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: 09/02 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 -4.23 2.77 -3.54 
2019 14.85 31.50 7.53 
2018 -5.47 -4.38 -4.29 
2017 6.54 21.84 1.24 
2016 0.76 11.98 -3.13 
2015 -1.34 1.41 0.09 
2014 12.36 13.69 15.75 
2013 1.62 32.41 -2.45 
2012 2.83 15.98 -4.75 
2011 28.70 2.12 -3.23 
2010 27.86 15.06 11.33 
2009 7.77 26.45 -7.98 
2008 1.30 -36.99 15.47 
2007 3.85 5.50 7.18 
2006 11.10 15.79 6.70 
2005 7.26 4.89 4.51 
2004 18.45 10.87 2.57 
2003 24.73 28.69 15.99 
2002 10.88 8.45 -2.18 

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: 09/02 - 10/20
Date: 10/31/2020
Perf: $1,668.80 Date: 9/30/2020
Perf: $1,674.15 Date: 8/31/2020
Perf: $1,698.96 Date: 7/31/2020
Perf: $1,718.38 Date: 6/30/2020
Perf: $1,686.17 Date: 5/31/2020
Perf: $1,708.03 Date: 4/30/2020
Perf: $1,728.25 Date: 3/31/2020
Perf: $1,722.57 Date: 2/29/2020
Perf: $1,721.54 Date: 1/31/2020
Perf: $1,747.57 Date: 12/31/2019
Perf: $1,730.10 Date: 11/30/2019
Perf: $1,740.89 Date: 10/31/2019
Perf: $1,724.00 Date: 9/30/2019
Perf: $1,762.96 Date: 8/31/2019
Perf: $1,813.19 Date: 7/31/2019
Perf: $1,749.84 Date: 6/30/2019
Perf: $1,692.14 Date: 5/31/2019
Perf: $1,658.96 Date: 4/30/2019
Perf: $1,692.13 Date: 3/31/2019
Perf: $1,646.84 Date: 2/28/2019
Perf: $1,589.77 Date: 1/31/2019
Perf: $1,579.66 Date: 12/31/2018
Perf: $1,608.94 Date: 11/30/2018
Perf: $1,602.21 Date: 10/31/2018
Perf: $1,621.67 Date: 9/30/2018
Perf: $1,662.74 Date: 8/31/2018
Perf: $1,670.25 Date: 7/31/2018
Perf: $1,628.72 Date: 6/30/2018
Perf: $1,641.03 Date: 5/31/2018
Perf: $1,627.36 Date: 4/30/2018
Perf: $1,648.63 Date: 3/31/2018
Perf: $1,631.01 Date: 2/28/2018
Perf: $1,632.48 Date: 1/31/2018
Perf: $1,738.53 Date: 12/31/2017
Perf: $1,681.04 Date: 11/30/2017
Perf: $1,662.92 Date: 10/31/2017
Perf: $1,660.76 Date: 9/30/2017
Perf: $1,593.97 Date: 8/31/2017
Perf: $1,628.33 Date: 7/31/2017
Perf: $1,601.74 Date: 6/30/2017
Perf: $1,595.52 Date: 5/31/2017
Perf: $1,643.51 Date: 4/30/2017
Perf: $1,640.39 Date: 3/31/2017
Perf: $1,650.29 Date: 2/28/2017
Perf: $1,674.74 Date: 1/31/2017
Perf: $1,639.01 Date: 12/31/2016
Perf: $1,660.43 Date: 11/30/2016
Perf: $1,647.91 Date: 10/31/2016
Perf: $1,666.24 Date: 9/30/2016
Perf: $1,710.36 Date: 8/31/2016
Perf: $1,732.71 Date: 7/31/2016
Perf: $1,780.61 Date: 6/30/2016
Perf: $1,762.63 Date: 5/31/2016
Perf: $1,690.78 Date: 4/30/2016
Perf: $1,720.89 Date: 3/31/2016
Perf: $1,765.20 Date: 2/29/2016
Perf: $1,817.36 Date: 1/31/2016
Perf: $1,773.72 Date: 12/31/2015
Perf: $1,714.07 Date: 11/30/2015
Perf: $1,754.43 Date: 10/31/2015
Perf: $1,696.57 Date: 9/30/2015
Perf: $1,726.62 Date: 8/31/2015
Perf: $1,689.94 Date: 7/31/2015
Perf: $1,719.69 Date: 6/30/2015
Perf: $1,654.98 Date: 5/31/2015
Perf: $1,745.76 Date: 4/30/2015
Perf: $1,758.42 Date: 3/31/2015
Perf: $1,829.02 Date: 2/28/2015
Perf: $1,789.48 Date: 1/31/2015
Perf: $1,792.35 Date: 12/31/2014
Perf: $1,712.54 Date: 11/30/2014
Perf: $1,682.92 Date: 10/31/2014
Perf: $1,588.41 Date: 9/30/2014
Perf: $1,565.40 Date: 8/31/2014
Perf: $1,542.42 Date: 7/31/2014
Perf: $1,479.82 Date: 6/30/2014
Perf: $1,491.76 Date: 5/31/2014
Perf: $1,479.04 Date: 4/30/2014
Perf: $1,442.12 Date: 3/31/2014
Perf: $1,431.24 Date: 2/28/2014
Perf: $1,452.74 Date: 1/31/2014
Perf: $1,440.92 Date: 12/31/2013
Perf: $1,479.54 Date: 11/30/2013
Perf: $1,481.62 Date: 10/31/2013
Perf: $1,455.27 Date: 9/30/2013
Perf: $1,422.69 Date: 8/31/2013
Perf: $1,431.28 Date: 7/31/2013
Perf: $1,459.30 Date: 6/30/2013
Perf: $1,472.11 Date: 5/31/2013
Perf: $1,530.10 Date: 4/30/2013
Perf: $1,598.85 Date: 3/31/2013
Perf: $1,558.64 Date: 2/28/2013
Perf: $1,536.51 Date: 1/31/2013
Perf: $1,545.47 Date: 12/31/2012
Perf: $1,516.66 Date: 11/30/2012
Perf: $1,509.26 Date: 10/31/2012
Perf: $1,505.05 Date: 9/30/2012
Perf: $1,561.58 Date: 8/31/2012
Perf: $1,587.78 Date: 7/31/2012
Perf: $1,609.67 Date: 6/30/2012
Perf: $1,546.42 Date: 5/31/2012
Perf: $1,606.84 Date: 4/30/2012
Perf: $1,576.88 Date: 3/31/2012
Perf: $1,567.47 Date: 2/29/2012
Perf: $1,603.88 Date: 1/31/2012
Perf: $1,597.33 Date: 12/31/2011
Perf: $1,592.23 Date: 11/30/2011
Perf: $1,577.09 Date: 10/31/2011
Perf: $1,572.38 Date: 9/30/2011
Perf: $1,637.21 Date: 8/31/2011
Perf: $1,638.19 Date: 7/31/2011
Perf: $1,641.48 Date: 6/30/2011
Perf: $1,584.59 Date: 5/31/2011
Perf: $1,626.89 Date: 4/30/2011
Perf: $1,688.52 Date: 3/31/2011
Perf: $1,625.14 Date: 2/28/2011
Perf: $1,650.39 Date: 1/31/2011
Perf: $1,622.80 Date: 12/31/2010
Perf: $1,645.34 Date: 11/30/2010
Perf: $1,577.66 Date: 10/31/2010
Perf: $1,635.56 Date: 9/30/2010
Perf: $1,574.47 Date: 8/31/2010
Perf: $1,546.33 Date: 7/31/2010
Perf: $1,484.86 Date: 6/30/2010
Perf: $1,504.26 Date: 5/31/2010
Perf: $1,498.57 Date: 4/30/2010
Perf: $1,535.73 Date: 3/31/2010
Perf: $1,512.44 Date: 2/28/2010
Perf: $1,454.69 Date: 1/31/2010
Perf: $1,441.14 Date: 12/31/2009
Perf: $1,477.94 Date: 11/30/2009
Perf: $1,539.52 Date: 10/31/2009
Perf: $1,479.88 Date: 9/30/2009
Perf: $1,518.76 Date: 8/31/2009
Perf: $1,483.46 Date: 7/31/2009
Perf: $1,478.58 Date: 6/30/2009
Perf: $1,480.21 Date: 5/31/2009
Perf: $1,520.66 Date: 4/30/2009
Perf: $1,499.96 Date: 3/31/2009
Perf: $1,550.66 Date: 2/28/2009
Perf: $1,594.84 Date: 1/31/2009
Perf: $1,595.64 Date: 12/31/2008
Perf: $1,606.08 Date: 11/30/2008
Perf: $1,565.84 Date: 10/31/2008
Perf: $1,510.40 Date: 9/30/2008
Perf: $1,436.43 Date: 8/31/2008
Perf: $1,433.42 Date: 7/31/2008
Perf: $1,472.74 Date: 6/30/2008
Perf: $1,543.59 Date: 5/31/2008
Perf: $1,503.45 Date: 4/30/2008
Perf: $1,473.10 Date: 3/31/2008
Perf: $1,490.24 Date: 2/29/2008
Perf: $1,496.83 Date: 1/31/2008
Perf: $1,416.24 Date: 12/31/2007
Perf: $1,390.93 Date: 11/30/2007
Perf: $1,394.13 Date: 10/31/2007
Perf: $1,403.26 Date: 9/30/2007
Perf: $1,345.27 Date: 8/31/2007
Perf: $1,285.25 Date: 7/31/2007
Perf: $1,335.05 Date: 6/30/2007
Perf: $1,377.62 Date: 5/31/2007
Perf: $1,338.92 Date: 4/30/2007
Perf: $1,292.77 Date: 3/31/2007
Perf: $1,240.66 Date: 2/28/2007
Perf: $1,270.39 Date: 1/31/2007
Perf: $1,319.89 Date: 12/31/2006
Perf: $1,297.70 Date: 11/30/2006
Perf: $1,255.27 Date: 10/31/2006
Perf: $1,225.25 Date: 9/30/2006
Perf: $1,211.92 Date: 8/31/2006
Perf: $1,224.90 Date: 7/31/2006
Perf: $1,211.34 Date: 6/30/2006
Perf: $1,229.53 Date: 5/31/2006
Perf: $1,246.61 Date: 4/30/2006
Perf: $1,280.55 Date: 3/31/2006
Perf: $1,250.04 Date: 2/28/2006
Perf: $1,217.42 Date: 1/31/2006
Perf: $1,239.48 Date: 12/31/2005
Perf: $1,216.25 Date: 11/30/2005
Perf: $1,238.67 Date: 10/31/2005
Perf: $1,187.72 Date: 9/30/2005
Perf: $1,185.82 Date: 8/31/2005
Perf: $1,167.83 Date: 7/31/2005
Perf: $1,161.56 Date: 6/30/2005
Perf: $1,160.87 Date: 5/31/2005
Perf: $1,122.59 Date: 4/30/2005
Perf: $1,088.94 Date: 3/31/2005
Perf: $1,116.29 Date: 2/28/2005
Perf: $1,122.57 Date: 1/31/2005
Perf: $1,114.88 Date: 12/31/2004
Perf: $1,163.76 Date: 11/30/2004
Perf: $1,159.93 Date: 10/31/2004
Perf: $1,100.40 Date: 9/30/2004
Perf: $1,064.01 Date: 8/31/2004
Perf: $1,049.84 Date: 7/31/2004
Perf: $1,057.13 Date: 6/30/2004
Perf: $1,069.32 Date: 5/31/2004
Perf: $1,105.81 Date: 4/30/2004
Perf: $1,123.68 Date: 3/31/2004
Perf: $1,198.21 Date: 2/29/2004
Perf: $1,210.07 Date: 1/31/2004
Perf: $1,145.46 Date: 12/31/2003
Perf: $1,134.57 Date: 11/30/2003
Perf: $1,087.48 Date: 10/31/2003
Perf: $1,090.76 Date: 9/30/2003
Perf: $1,066.75 Date: 8/31/2003
Perf: $1,071.68 Date: 7/31/2003
Perf: $1,061.70 Date: 6/30/2003
Perf: $1,086.25 Date: 5/31/2003
Perf: $1,114.22 Date: 4/30/2003
Perf: $1,052.44 Date: 3/31/2003
Perf: $1,037.19 Date: 2/28/2003
Perf: $1,100.12 Date: 1/31/2003
Perf: $1,038.14 Date: 12/31/2002
Perf: $978.18 Date: 11/30/2002
Perf: $922.03 Date: 10/31/2002
Perf: $948.20 Date: 9/30/2002
Perf: $1,000.00 Date: 10/31/2020
Perf: $5,793.58 Date: 9/30/2020
Perf: $5,951.90 Date: 8/31/2020
Perf: $6,187.01 Date: 7/31/2020
Perf: $5,772.00 Date: 6/30/2020
Perf: $5,463.84 Date: 5/31/2020
Perf: $5,357.23 Date: 4/30/2020
Perf: $5,113.82 Date: 3/31/2020
Perf: $4,532.72 Date: 2/29/2020
Perf: $5,171.39 Date: 1/31/2020
Perf: $5,635.16 Date: 12/31/2019
Perf: $5,637.42 Date: 11/30/2019
Perf: $5,472.16 Date: 10/31/2019
Perf: $5,280.48 Date: 9/30/2019
Perf: $5,168.32 Date: 8/31/2019
Perf: $5,073.45 Date: 7/31/2019
Perf: $5,154.90 Date: 6/30/2019
Perf: $5,081.72 Date: 5/31/2019
Perf: $4,747.05 Date: 4/30/2019
Perf: $5,068.93 Date: 3/31/2019
Perf: $4,871.63 Date: 2/28/2019
Perf: $4,778.92 Date: 1/31/2019
Perf: $4,630.29 Date: 12/31/2018
Perf: $4,286.91 Date: 11/30/2018
Perf: $4,712.44 Date: 10/31/2018
Perf: $4,618.23 Date: 9/30/2018
Perf: $4,957.31 Date: 8/31/2018
Perf: $4,929.21 Date: 7/31/2018
Perf: $4,773.59 Date: 6/30/2018
Perf: $4,602.38 Date: 5/31/2018
Perf: $4,574.02 Date: 4/30/2018
Perf: $4,466.38 Date: 3/31/2018
Perf: $4,449.48 Date: 2/28/2018
Perf: $4,565.44 Date: 1/31/2018
Perf: $4,740.36 Date: 12/31/2017
Perf: $4,483.45 Date: 11/30/2017
Perf: $4,434.23 Date: 10/31/2017
Perf: $4,302.16 Date: 9/30/2017
Perf: $4,204.20 Date: 8/31/2017
Perf: $4,119.34 Date: 7/31/2017
Perf: $4,106.61 Date: 6/30/2017
Perf: $4,023.72 Date: 5/31/2017
Perf: $3,998.93 Date: 4/30/2017
Perf: $3,943.33 Date: 3/31/2017
Perf: $3,903.13 Date: 2/28/2017
Perf: $3,898.45 Date: 1/31/2017
Perf: $3,749.59 Date: 12/31/2016
Perf: $3,679.68 Date: 11/30/2016
Perf: $3,608.23 Date: 10/31/2016
Perf: $3,479.49 Date: 9/30/2016
Perf: $3,543.99 Date: 8/31/2016
Perf: $3,543.28 Date: 7/31/2016
Perf: $3,538.33 Date: 6/30/2016
Perf: $3,412.41 Date: 5/31/2016
Perf: $3,403.56 Date: 4/30/2016
Perf: $3,343.38 Date: 3/31/2016
Perf: $3,330.39 Date: 2/29/2016
Perf: $3,118.93 Date: 1/31/2016
Perf: $3,122.99 Date: 12/31/2015
Perf: $3,285.97 Date: 11/30/2015
Perf: $3,338.73 Date: 10/31/2015
Perf: $3,328.74 Date: 9/30/2015
Perf: $3,069.66 Date: 8/31/2015
Perf: $3,147.40 Date: 7/31/2015
Perf: $3,349.37 Date: 6/30/2015
Perf: $3,280.48 Date: 5/31/2015
Perf: $3,345.38 Date: 4/30/2015
Perf: $3,302.77 Date: 3/31/2015
Perf: $3,271.37 Date: 2/28/2015
Perf: $3,323.88 Date: 1/31/2015
Perf: $3,143.15 Date: 12/31/2014
Perf: $3,240.36 Date: 11/30/2014
Perf: $3,248.49 Date: 10/31/2014
Perf: $3,163.39 Date: 9/30/2014
Perf: $3,088.04 Date: 8/31/2014
Perf: $3,131.89 Date: 7/31/2014
Perf: $3,011.43 Date: 6/30/2014
Perf: $3,053.57 Date: 5/31/2014
Perf: $2,991.64 Date: 4/30/2014
Perf: $2,922.95 Date: 3/31/2014
Perf: $2,901.48 Date: 2/28/2014
Perf: $2,877.31 Date: 1/31/2014
Perf: $2,751.57 Date: 12/31/2013
Perf: $2,850.18 Date: 11/30/2013
Perf: $2,779.85 Date: 10/31/2013
Perf: $2,697.58 Date: 9/30/2013
Perf: $2,578.95 Date: 8/31/2013
Perf: $2,500.43 Date: 7/31/2013
Perf: $2,575.11 Date: 6/30/2013
Perf: $2,450.39 Date: 5/31/2013
Perf: $2,483.67 Date: 4/30/2013
Perf: $2,426.88 Date: 3/31/2013
Perf: $2,380.93 Date: 2/28/2013
Perf: $2,294.87 Date: 1/31/2013
Perf: $2,264.08 Date: 12/31/2012
Perf: $2,152.57 Date: 11/30/2012
Perf: $2,133.16 Date: 10/31/2012
Perf: $2,120.86 Date: 9/30/2012
Perf: $2,160.84 Date: 8/31/2012
Perf: $2,106.49 Date: 7/31/2012
Perf: $2,060.14 Date: 6/30/2012
Perf: $2,031.89 Date: 5/31/2012
Perf: $1,951.49 Date: 4/30/2012
Perf: $2,076.28 Date: 3/31/2012
Perf: $2,089.44 Date: 2/29/2012
Perf: $2,022.89 Date: 1/31/2012
Perf: $1,939.12 Date: 12/31/2011
Perf: $1,855.97 Date: 11/30/2011
Perf: $1,837.23 Date: 10/31/2011
Perf: $1,841.28 Date: 9/30/2011
Perf: $1,659.86 Date: 8/31/2011
Perf: $1,785.37 Date: 7/31/2011
Perf: $1,887.88 Date: 6/30/2011
Perf: $1,927.00 Date: 5/31/2011
Perf: $1,959.73 Date: 4/30/2011
Perf: $1,982.12 Date: 3/31/2011
Perf: $1,925.14 Date: 2/28/2011
Perf: $1,924.37 Date: 1/31/2011
Perf: $1,860.55 Date: 12/31/2010
Perf: $1,817.48 Date: 11/30/2010
Perf: $1,703.67 Date: 10/31/2010
Perf: $1,703.50 Date: 9/30/2010
Perf: $1,640.98 Date: 8/31/2010
Perf: $1,506.59 Date: 7/31/2010
Perf: $1,577.75 Date: 6/30/2010
Perf: $1,474.40 Date: 5/31/2010
Perf: $1,555.76 Date: 4/30/2010
Perf: $1,690.86 Date: 3/31/2010
Perf: $1,664.56 Date: 2/28/2010
Perf: $1,569.90 Date: 1/31/2010
Perf: $1,522.69 Date: 12/31/2009
Perf: $1,579.56 Date: 11/30/2009
Perf: $1,549.65 Date: 10/31/2009
Perf: $1,461.93 Date: 9/30/2009
Perf: $1,489.64 Date: 8/31/2009
Perf: $1,436.07 Date: 7/31/2009
Perf: $1,386.04 Date: 6/30/2009
Perf: $1,288.62 Date: 5/31/2009
Perf: $1,286.05 Date: 4/30/2009
Perf: $1,217.96 Date: 3/31/2009
Perf: $1,111.58 Date: 2/28/2009
Perf: $1,022.05 Date: 1/31/2009
Perf: $1,143.88 Date: 12/31/2008
Perf: $1,249.18 Date: 11/30/2008
Perf: $1,236.08 Date: 10/31/2008
Perf: $1,331.69 Date: 9/30/2008
Perf: $1,600.40 Date: 8/31/2008
Perf: $1,756.95 Date: 7/31/2008
Perf: $1,731.83 Date: 6/30/2008
Perf: $1,746.50 Date: 5/31/2008
Perf: $1,907.29 Date: 4/30/2008
Perf: $1,882.81 Date: 3/31/2008
Perf: $1,795.38 Date: 2/29/2008
Perf: $1,803.13 Date: 1/31/2008
Perf: $1,863.70 Date: 12/31/2007
Perf: $1,982.66 Date: 11/30/2007
Perf: $1,996.44 Date: 10/31/2007
Perf: $2,083.53 Date: 9/30/2007
Perf: $2,050.92 Date: 8/31/2007
Perf: $1,976.98 Date: 7/31/2007
Perf: $1,947.76 Date: 6/30/2007
Perf: $2,010.08 Date: 5/31/2007
Perf: $2,044.01 Date: 4/30/2007
Perf: $1,975.08 Date: 3/31/2007
Perf: $1,891.29 Date: 2/28/2007
Perf: $1,870.34 Date: 1/31/2007
Perf: $1,907.73 Date: 12/31/2006
Perf: $1,879.36 Date: 11/30/2006
Perf: $1,853.41 Date: 10/31/2006
Perf: $1,818.85 Date: 9/30/2006
Perf: $1,761.43 Date: 8/31/2006
Perf: $1,717.13 Date: 7/31/2006
Perf: $1,677.21 Date: 6/30/2006
Perf: $1,666.87 Date: 5/31/2006
Perf: $1,664.54 Date: 4/30/2006
Perf: $1,713.90 Date: 3/31/2006
Perf: $1,691.24 Date: 2/28/2006
Perf: $1,670.53 Date: 1/31/2006
Perf: $1,666.03 Date: 12/31/2005
Perf: $1,623.02 Date: 11/30/2005
Perf: $1,622.53 Date: 10/31/2005
Perf: $1,563.43 Date: 9/30/2005
Perf: $1,589.99 Date: 8/31/2005
Perf: $1,577.21 Date: 7/31/2005
Perf: $1,591.70 Date: 6/30/2005
Perf: $1,534.61 Date: 5/31/2005
Perf: $1,532.46 Date: 4/30/2005
Perf: $1,485.23 Date: 3/31/2005
Perf: $1,514.00 Date: 2/28/2005
Perf: $1,541.28 Date: 1/31/2005
Perf: $1,509.58 Date: 12/31/2004
Perf: $1,547.33 Date: 11/30/2004
Perf: $1,496.45 Date: 10/31/2004
Perf: $1,438.21 Date: 9/30/2004
Perf: $1,416.53 Date: 8/31/2004
Perf: $1,401.40 Date: 7/31/2004
Perf: $1,395.82 Date: 6/30/2004
Perf: $1,443.60 Date: 5/31/2004
Perf: $1,416.13 Date: 4/30/2004
Perf: $1,396.99 Date: 3/31/2004
Perf: $1,419.27 Date: 2/29/2004
Perf: $1,441.03 Date: 1/31/2004
Perf: $1,421.27 Date: 12/31/2003
Perf: $1,395.59 Date: 11/30/2003
Perf: $1,326.11 Date: 10/31/2003
Perf: $1,314.54 Date: 9/30/2003
Perf: $1,244.12 Date: 8/31/2003
Perf: $1,257.45 Date: 7/31/2003
Perf: $1,233.40 Date: 6/30/2003
Perf: $1,212.07 Date: 5/31/2003
Perf: $1,196.75 Date: 4/30/2003
Perf: $1,136.84 Date: 3/31/2003
Perf: $1,050.29 Date: 2/28/2003
Perf: $1,040.20 Date: 1/31/2003
Perf: $1,056.04 Date: 12/31/2002
Perf: $1,084.46 Date: 11/30/2002
Perf: $1,152.08 Date: 10/31/2002
Perf: $1,088.00 Date: 9/30/2002
Perf: $1,000.00 Date: 10/31/2020
Perf: $4,709.09 Date: 9/30/2020
Perf: $4,797.36 Date: 8/31/2020
Perf: $4,773.02 Date: 7/31/2020
Perf: $4,839.81 Date: 6/30/2020
Perf: $4,803.78 Date: 5/31/2020
Perf: $4,762.35 Date: 4/30/2020
Perf: $4,781.47 Date: 3/31/2020
Perf: $4,746.35 Date: 2/29/2020
Perf: $4,959.61 Date: 1/31/2020
Perf: $5,063.41 Date: 12/31/2019
Perf: $4,916.89 Date: 11/30/2019
Perf: $4,957.04 Date: 10/31/2019
Perf: $4,900.20 Date: 9/30/2019
Perf: $5,019.67 Date: 8/31/2019
Perf: $5,071.40 Date: 7/31/2019
Perf: $4,965.63 Date: 6/30/2019
Perf: $4,852.09 Date: 5/31/2019
Perf: $4,693.45 Date: 4/30/2019
Perf: $4,729.40 Date: 3/31/2019
Perf: $4,667.32 Date: 2/28/2019
Perf: $4,457.38 Date: 1/31/2019
Perf: $4,389.34 Date: 12/31/2018
Perf: $4,281.03 Date: 11/30/2018
Perf: $4,333.47 Date: 10/31/2018
Perf: $4,383.44 Date: 9/30/2018
Perf: $4,541.95 Date: 8/31/2018
Perf: $4,549.23 Date: 7/31/2018
Perf: $4,554.70 Date: 6/30/2018
Perf: $4,518.10 Date: 5/31/2018
Perf: $4,467.17 Date: 4/30/2018
Perf: $4,447.61 Date: 3/31/2018
Perf: $4,421.52 Date: 2/28/2018
Perf: $4,392.09 Date: 1/31/2018
Perf: $4,516.29 Date: 12/31/2017
Perf: $4,528.52 Date: 11/30/2017
Perf: $4,481.90 Date: 10/31/2017
Perf: $4,495.39 Date: 9/30/2017
Perf: $4,363.61 Date: 8/31/2017
Perf: $4,495.32 Date: 7/31/2017
Perf: $4,375.86 Date: 6/30/2017
Perf: $4,318.85 Date: 5/31/2017
Perf: $4,480.14 Date: 4/30/2017
Perf: $4,440.62 Date: 3/31/2017
Perf: $4,393.60 Date: 2/28/2017
Perf: $4,411.25 Date: 1/31/2017
Perf: $4,225.33 Date: 12/31/2016
Perf: $4,250.41 Date: 11/30/2016
Perf: $4,204.58 Date: 10/31/2016
Perf: $4,323.03 Date: 9/30/2016
Perf: $4,475.65 Date: 8/31/2016
Perf: $4,422.58 Date: 7/31/2016
Perf: $4,461.40 Date: 6/30/2016
Perf: $4,410.67 Date: 5/31/2016
Perf: $4,201.84 Date: 4/30/2016
Perf: $4,146.69 Date: 3/31/2016
Perf: $4,254.33 Date: 2/29/2016
Perf: $4,403.61 Date: 1/31/2016
Perf: $4,243.21 Date: 12/31/2015
Perf: $4,218.33 Date: 11/30/2015
Perf: $4,368.15 Date: 10/31/2015
Perf: $4,339.94 Date: 9/30/2015
Perf: $4,291.45 Date: 8/31/2015
Perf: $4,143.13 Date: 7/31/2015
Perf: $4,335.18 Date: 6/30/2015
Perf: $4,277.43 Date: 5/31/2015
Perf: $4,380.82 Date: 4/30/2015
Perf: $4,324.60 Date: 3/31/2015
Perf: $4,411.95 Date: 2/28/2015
Perf: $4,381.28 Date: 1/31/2015
Perf: $4,388.31 Date: 12/31/2014
Perf: $4,275.43 Date: 11/30/2014
Perf: $4,285.72 Date: 10/31/2014
Perf: $4,177.52 Date: 9/30/2014
Perf: $4,082.40 Date: 8/31/2014
Perf: $4,150.89 Date: 7/31/2014
Perf: $4,022.57 Date: 6/30/2014
Perf: $4,037.92 Date: 5/31/2014
Perf: $4,014.23 Date: 4/30/2014
Perf: $3,895.42 Date: 3/31/2014
Perf: $3,865.27 Date: 2/28/2014
Perf: $3,873.80 Date: 1/31/2014
Perf: $3,812.42 Date: 12/31/2013
Perf: $3,805.19 Date: 11/30/2013
Perf: $3,898.36 Date: 10/31/2013
Perf: $3,850.23 Date: 9/30/2013
Perf: $3,730.84 Date: 8/31/2013
Perf: $3,576.69 Date: 7/31/2013
Perf: $3,663.89 Date: 6/30/2013
Perf: $3,576.97 Date: 5/31/2013
Perf: $3,791.97 Date: 4/30/2013
Perf: $3,916.11 Date: 3/31/2013
Perf: $3,819.85 Date: 2/28/2013
Perf: $3,730.69 Date: 1/31/2013
Perf: $3,735.92 Date: 12/31/2012
Perf: $3,744.53 Date: 11/30/2012
Perf: $3,708.19 Date: 10/31/2012
Perf: $3,659.88 Date: 9/30/2012
Perf: $3,756.81 Date: 8/31/2012
Perf: $3,762.07 Date: 7/31/2012
Perf: $3,839.24 Date: 6/30/2012
Perf: $3,639.09 Date: 5/31/2012
Perf: $3,711.84 Date: 4/30/2012
Perf: $3,749.72 Date: 3/31/2012
Perf: $3,695.39 Date: 2/29/2012
Perf: $3,731.97 Date: 1/31/2012
Perf: $3,739.07 Date: 12/31/2011
Perf: $3,641.48 Date: 11/30/2011
Perf: $3,478.35 Date: 10/31/2011
Perf: $3,363.32 Date: 9/30/2011
Perf: $3,376.49 Date: 8/31/2011
Perf: $3,406.81 Date: 7/31/2011
Perf: $3,247.67 Date: 6/30/2011
Perf: $2,986.91 Date: 5/31/2011
Perf: $2,989.90 Date: 4/30/2011
Perf: $2,960.89 Date: 3/31/2011
Perf: $2,774.97 Date: 2/28/2011
Perf: $2,812.08 Date: 1/31/2011
Perf: $2,718.57 Date: 12/31/2010
Perf: $2,829.48 Date: 11/30/2010
Perf: $2,794.55 Date: 10/31/2010
Perf: $2,893.51 Date: 9/30/2010
Perf: $2,914.49 Date: 8/31/2010
Perf: $2,936.22 Date: 7/31/2010
Perf: $2,720.74 Date: 6/30/2010
Perf: $2,658.53 Date: 5/31/2010
Perf: $2,562.19 Date: 4/30/2010
Perf: $2,517.38 Date: 3/31/2010
Perf: $2,442.87 Date: 2/28/2010
Perf: $2,371.03 Date: 1/31/2010
Perf: $2,244.44 Date: 12/31/2009
Perf: $2,213.02 Date: 11/30/2009
Perf: $2,330.72 Date: 10/31/2009
Perf: $2,187.65 Date: 9/30/2009
Perf: $2,195.77 Date: 8/31/2009
Perf: $2,105.65 Date: 7/31/2009
Perf: $2,047.30 Date: 6/30/2009
Perf: $2,017.44 Date: 5/31/2009
Perf: $2,034.33 Date: 4/30/2009
Perf: $2,038.00 Date: 3/31/2009
Perf: $2,090.90 Date: 2/28/2009
Perf: $2,026.85 Date: 1/31/2009
Perf: $2,002.62 Date: 12/31/2008
Perf: $2,053.55 Date: 11/30/2008
Perf: $1,949.08 Date: 10/31/2008
Perf: $1,817.83 Date: 9/30/2008
Perf: $1,970.76 Date: 8/31/2008
Perf: $1,939.34 Date: 7/31/2008
Perf: $2,052.86 Date: 6/30/2008
Perf: $2,080.11 Date: 5/31/2008
Perf: $2,039.93 Date: 4/30/2008
Perf: $2,079.01 Date: 3/31/2008
Perf: $2,201.18 Date: 2/29/2008
Perf: $2,186.31 Date: 1/31/2008
Perf: $2,050.18 Date: 12/31/2007
Perf: $2,027.27 Date: 11/30/2007
Perf: $2,014.18 Date: 10/31/2007
Perf: $2,082.92 Date: 9/30/2007
Perf: $1,978.83 Date: 8/31/2007
Perf: $1,918.03 Date: 7/31/2007
Perf: $2,037.64 Date: 6/30/2007
Perf: $2,130.75 Date: 5/31/2007
Perf: $2,133.74 Date: 4/30/2007
Perf: $2,094.78 Date: 3/31/2007
Perf: $2,017.31 Date: 2/28/2007
Perf: $1,988.87 Date: 1/31/2007
Perf: $1,988.67 Date: 12/31/2006
Perf: $1,952.17 Date: 11/30/2006
Perf: $1,933.03 Date: 10/31/2006
Perf: $1,875.82 Date: 9/30/2006
Perf: $1,853.57 Date: 8/31/2006
Perf: $1,843.98 Date: 7/31/2006
Perf: $1,762.39 Date: 6/30/2006
Perf: $1,750.83 Date: 5/31/2006
Perf: $1,733.84 Date: 4/30/2006
Perf: $1,796.91 Date: 3/31/2006
Perf: $1,785.84 Date: 2/28/2006
Perf: $1,784.05 Date: 1/31/2006
Perf: $1,791.04 Date: 12/31/2005
Perf: $1,757.13 Date: 11/30/2005
Perf: $1,743.35 Date: 10/31/2005
Perf: $1,673.08 Date: 9/30/2005
Perf: $1,731.08 Date: 8/31/2005
Perf: $1,711.06 Date: 7/31/2005
Perf: $1,727.82 Date: 6/30/2005
Perf: $1,722.82 Date: 5/31/2005
Perf: $1,703.57 Date: 4/30/2005
Perf: $1,673.78 Date: 3/31/2005
Perf: $1,648.72 Date: 2/28/2005
Perf: $1,651.36 Date: 1/31/2005
Perf: $1,658.66 Date: 12/31/2004
Perf: $1,638.18 Date: 11/30/2004
Perf: $1,614.76 Date: 10/31/2004
Perf: $1,565.91 Date: 9/30/2004
Perf: $1,497.33 Date: 8/31/2004
Perf: $1,457.68 Date: 7/31/2004
Perf: $1,409.89 Date: 6/30/2004
Perf: $1,373.22 Date: 5/31/2004
Perf: $1,377.35 Date: 4/30/2004
Perf: $1,402.17 Date: 3/31/2004
Perf: $1,535.79 Date: 2/29/2004
Perf: $1,490.33 Date: 1/31/2004
Perf: $1,391.14 Date: 12/31/2003
Perf: $1,382.98 Date: 11/30/2003
Perf: $1,265.54 Date: 10/31/2003
Perf: $1,233.95 Date: 9/30/2003
Perf: $1,299.17 Date: 8/31/2003
Perf: $1,240.02 Date: 7/31/2003
Perf: $1,251.91 Date: 6/30/2003
Perf: $1,288.37 Date: 5/31/2003
Perf: $1,279.93 Date: 4/30/2003
Perf: $1,221.42 Date: 3/31/2003
Perf: $1,221.05 Date: 2/28/2003
Perf: $1,204.79 Date: 1/31/2003
Perf: $1,188.74 Date: 12/31/2002
Perf: $1,108.80 Date: 11/30/2002
Perf: $978.21 Date: 10/31/2002
Perf: $1,029.80 Date: 9/30/2002
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: 09/02 - 10/20
Date: 10/31/2020
Return: -1.84 % Date: 9/30/2020
Return: 0.51 % Date: 8/31/2020
Return: -1.38 % Date: 7/31/2020
Return: 0.75 % Date: 6/30/2020
Return: 0.87 % Date: 5/31/2020
Return: -0.40 % Date: 4/30/2020
Return: 0.74 % Date: 3/31/2020
Return: -4.30 % Date: 2/29/2020
Return: -2.05 % Date: 1/31/2020
Return: 2.98 % Date: 12/31/2019
Return: -0.81 % Date: 11/30/2019
Return: 1.16 % Date: 10/31/2019
Return: -2.38 % Date: 9/30/2019
Return: -1.02 % Date: 8/31/2019
Return: 2.13 % Date: 7/31/2019
Return: 2.34 % Date: 6/30/2019
Return: 3.38 % Date: 5/31/2019
Return: -0.76 % Date: 4/30/2019
Return: 1.33 % Date: 3/31/2019
Return: 4.71 % Date: 2/28/2019
Return: 1.55 % Date: 1/31/2019
Return: 2.53 % Date: 12/31/2018
Return: -1.21 % Date: 11/30/2018
Return: -1.14 % Date: 10/31/2018
Return: -3.49 % Date: 9/30/2018
Return: -0.16 % Date: 8/31/2018
Return: -0.12 % Date: 7/31/2018
Return: 0.81 % Date: 6/30/2018
Return: 1.14 % Date: 5/31/2018
Return: 0.44 % Date: 4/30/2018
Return: 0.59 % Date: 3/31/2018
Return: 0.67 % Date: 2/28/2018
Return: -2.75 % Date: 1/31/2018
Return: -0.27 % Date: 12/31/2017
Return: 1.04 % Date: 11/30/2017
Return: -0.30 % Date: 10/31/2017
Return: 3.02 % Date: 9/30/2017
Return: -2.93 % Date: 8/31/2017
Return: 2.73 % Date: 7/31/2017
Return: 1.32 % Date: 6/30/2017
Return: -3.60 % Date: 5/31/2017
Return: 0.89 % Date: 4/30/2017
Return: 1.07 % Date: 3/31/2017
Return: -0.40 % Date: 2/28/2017
Return: 4.40 % Date: 1/31/2017
Return: -0.59 % Date: 12/31/2016
Return: 1.09 % Date: 11/30/2016
Return: -2.74 % Date: 10/31/2016
Return: -3.41 % Date: 9/30/2016
Return: 1.20 % Date: 8/31/2016
Return: -0.87 % Date: 7/31/2016
Return: 1.15 % Date: 6/30/2016
Return: 4.97 % Date: 5/31/2016
Return: 1.33 % Date: 4/30/2016
Return: -2.53 % Date: 3/31/2016
Return: -3.39 % Date: 2/29/2016
Return: 3.78 % Date: 1/31/2016
Return: 0.59 % Date: 12/31/2015
Return: -3.43 % Date: 11/30/2015
Return: 0.65 % Date: 10/31/2015
Return: 1.13 % Date: 9/30/2015
Return: 3.58 % Date: 8/31/2015
Return: -4.43 % Date: 7/31/2015
Return: 1.35 % Date: 6/30/2015
Return: -2.36 % Date: 5/31/2015
Return: 1.30 % Date: 4/30/2015
Return: -1.98 % Date: 3/31/2015
Return: 0.70 % Date: 2/28/2015
Return: -0.16 % Date: 1/31/2015
Return: 2.64 % Date: 12/31/2014
Return: -0.24 % Date: 11/30/2014
Return: 2.59 % Date: 10/31/2014
Return: 2.33 % Date: 9/30/2014
Return: -1.65 % Date: 8/31/2014
Return: 3.19 % Date: 7/31/2014
Return: -0.38 % Date: 6/30/2014
Return: 0.59 % Date: 5/31/2014
Return: 3.05 % Date: 4/30/2014
Return: 0.78 % Date: 3/31/2014
Return: -0.22 % Date: 2/28/2014
Return: 1.61 % Date: 1/31/2014
Return: 0.19 % Date: 12/31/2013
Return: -2.39 % Date: 11/30/2013
Return: 1.25 % Date: 10/31/2013
Return: 3.20 % Date: 9/30/2013
Return: 4.31 % Date: 8/31/2013
Return: -2.38 % Date: 7/31/2013
Return: 2.43 % Date: 6/30/2013
Return: -5.67 % Date: 5/31/2013
Return: -3.17 % Date: 4/30/2013
Return: 2.52 % Date: 3/31/2013
Return: 2.39 % Date: 2/28/2013
Return: -0.14 % Date: 1/31/2013
Return: -0.23 % Date: 12/31/2012
Return: 0.98 % Date: 11/30/2012
Return: 1.32 % Date: 10/31/2012
Return: -2.58 % Date: 9/30/2012
Return: -0.14 % Date: 8/31/2012
Return: -2.01 % Date: 7/31/2012
Return: 5.50 % Date: 6/30/2012
Return: -1.96 % Date: 5/31/2012
Return: -1.01 % Date: 4/30/2012
Return: 1.47 % Date: 3/31/2012
Return: -0.98 % Date: 2/29/2012
Return: -0.19 % Date: 1/31/2012
Return: 2.68 % Date: 12/31/2011
Return: 4.69 % Date: 11/30/2011
Return: 3.42 % Date: 10/31/2011
Return: -0.39 % Date: 9/30/2011
Return: -0.89 % Date: 8/31/2011
Return: 4.90 % Date: 7/31/2011
Return: 8.73 % Date: 6/30/2011
Return: -0.10 % Date: 5/31/2011
Return: 0.98 % Date: 4/30/2011
Return: 6.70 % Date: 3/31/2011
Return: -1.32 % Date: 2/28/2011
Return: 3.44 % Date: 1/31/2011
Return: -3.92 % Date: 12/31/2010
Return: 1.25 % Date: 11/30/2010
Return: -3.42 % Date: 10/31/2010
Return: -0.72 % Date: 9/30/2010
Return: -0.74 % Date: 8/31/2010
Return: 7.92 % Date: 7/31/2010
Return: 2.34 % Date: 6/30/2010
Return: 3.76 % Date: 5/31/2010
Return: 1.78 % Date: 4/30/2010
Return: 3.05 % Date: 3/31/2010
Return: 3.03 % Date: 2/28/2010
Return: 5.64 % Date: 1/31/2010
Return: 1.42 % Date: 12/31/2009
Return: -5.05 % Date: 11/30/2009
Return: 6.54 % Date: 10/31/2009
Return: -0.37 % Date: 9/30/2009
Return: 4.28 % Date: 8/31/2009
Return: 2.85 % Date: 7/31/2009
Return: 1.48 % Date: 6/30/2009
Return: -0.83 % Date: 5/31/2009
Return: -0.18 % Date: 4/30/2009
Return: -2.53 % Date: 3/31/2009
Return: 3.16 % Date: 2/28/2009
Return: 1.21 % Date: 1/31/2009
Return: -2.48 % Date: 12/31/2008
Return: 5.36 % Date: 11/30/2008
Return: 7.22 % Date: 10/31/2008
Return: -7.76 % Date: 9/30/2008
Return: 1.62 % Date: 8/31/2008
Return: -5.53 % Date: 7/31/2008
Return: -1.31 % Date: 6/30/2008
Return: 1.97 % Date: 5/31/2008
Return: -1.88 % Date: 4/30/2008
Return: -5.55 % Date: 3/31/2008
Return: 0.68 % Date: 2/29/2008
Return: 6.64 % Date: 1/31/2008
Return: 1.13 % Date: 12/31/2007
Return: 0.65 % Date: 11/30/2007
Return: -3.30 % Date: 10/31/2007
Return: 5.26 % Date: 9/30/2007
Return: 3.17 % Date: 8/31/2007
Return: -5.87 % Date: 7/31/2007
Return: -4.37 % Date: 6/30/2007
Return: -0.14 % Date: 5/31/2007
Return: 1.86 % Date: 4/30/2007
Return: 3.84 % Date: 3/31/2007
Return: 1.43 % Date: 2/28/2007
Return: 0.01 % Date: 1/31/2007
Return: 1.87 % Date: 12/31/2006
Return: 0.99 % Date: 11/30/2006
Return: 3.05 % Date: 10/31/2006
Return: 1.20 % Date: 9/30/2006
Return: 0.52 % Date: 8/31/2006
Return: 4.63 % Date: 7/31/2006
Return: 0.66 % Date: 6/30/2006
Return: 0.98 % Date: 5/31/2006
Return: -3.51 % Date: 4/30/2006
Return: 0.62 % Date: 3/31/2006
Return: 0.10 % Date: 2/28/2006
Return: -0.39 % Date: 1/31/2006
Return: 1.93 % Date: 12/31/2005
Return: 0.79 % Date: 11/30/2005
Return: 4.20 % Date: 10/31/2005
Return: -3.35 % Date: 9/30/2005
Return: 1.17 % Date: 8/31/2005
Return: -0.97 % Date: 7/31/2005
Return: 0.29 % Date: 6/30/2005
Return: 1.13 % Date: 5/31/2005
Return: 1.78 % Date: 4/30/2005
Return: 1.52 % Date: 3/31/2005
Return: -0.16 % Date: 2/28/2005
Return: -0.44 % Date: 1/31/2005
Return: 1.25 % Date: 12/31/2004
Return: 1.45 % Date: 11/30/2004
Return: 3.12 % Date: 10/31/2004
Return: 4.58 % Date: 9/30/2004
Return: 2.72 % Date: 8/31/2004
Return: 3.39 % Date: 7/31/2004
Return: 2.67 % Date: 6/30/2004
Return: -0.30 % Date: 5/31/2004
Return: -1.77 % Date: 4/30/2004
Return: -8.70 % Date: 3/31/2004
Return: 3.05 % Date: 2/29/2004
Return: 7.13 % Date: 1/31/2004
Return: 0.59 % Date: 12/31/2003
Return: 9.28 % Date: 11/30/2003
Return: 2.56 % Date: 10/31/2003
Return: -5.02 % Date: 9/30/2003
Return: 4.77 % Date: 8/31/2003
Return: -0.95 % Date: 7/31/2003
Return: -2.83 % Date: 6/30/2003
Return: 0.66 % Date: 5/31/2003
Return: 4.79 % Date: 4/30/2003
Return: 0.03 % Date: 3/31/2003
Return: 1.35 % Date: 2/28/2003
Return: 1.35 % Date: 1/31/2003
Return: 7.21 % Date: 12/31/2002
Return: 13.35 % Date: 11/30/2002
Return: -5.01 % Date: 10/31/2002
Return: 2.98 % Date: 9/30/2002
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: 09/02 - 10/20
Return: 8.00 %
Count: 1 Return: 6.00 %
Count: 2 Return: -8.00 %
Count: 1 Return: -6.00 %
Count: 4 Return: -4.00 %
Count: 6 Return: 4.00 %
Count: 8 Return: 2.00 %
Count: 16 Return: -2.00 %
Count: 13 Return: -9.00 %
Count: 1 Return: 9.00 %
Count: 2 Return: -1.00 %
Count: 18 Return: -3.00 %
Count: 15 Return: 5.00 %
Count: 10 Return: 1.00 %
Count: 54 Return: 7.00 %
Count: 6 Return: 13.00 %
Count: 1 Return: -5.00 %
Count: 3 Return: 3.00 %
Count: 27 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: 09/02 - 10/20
Date: 10/31/2020
Drawdown: -7.14 % Date: 9/30/2020
Drawdown: -5.40 % Date: 8/31/2020
Drawdown: -5.88 % Date: 7/31/2020
Drawdown: -4.57 % Date: 6/30/2020
Drawdown: -5.28 % Date: 5/31/2020
Drawdown: -6.09 % Date: 4/30/2020
Drawdown: -5.72 % Date: 3/31/2020
Drawdown: -6.41 % Date: 2/29/2020
Drawdown: -2.20 % Date: 1/31/2020
Drawdown: -0.16 % Date: 12/31/2019
Drawdown: -3.05 % Date: 11/30/2019
Drawdown: -2.25 % Date: 10/31/2019
Drawdown: -3.38 % Date: 9/30/2019
Drawdown: -1.02 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: 0.00 % Date: 6/30/2019
Drawdown: 0.00 % Date: 5/31/2019
Drawdown: -0.76 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: 0.00 % Date: 2/28/2019
Drawdown: -2.14 % Date: 1/31/2019
Drawdown: -3.63 % Date: 12/31/2018
Drawdown: -6.01 % Date: 11/30/2018
Drawdown: -4.86 % Date: 10/31/2018
Drawdown: -3.76 % Date: 9/30/2018
Drawdown: -0.28 % Date: 8/31/2018
Drawdown: -0.12 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: -0.23 % Date: 5/31/2018
Drawdown: -1.35 % Date: 4/30/2018
Drawdown: -1.79 % Date: 3/31/2018
Drawdown: -2.36 % Date: 2/28/2018
Drawdown: -3.01 % Date: 1/31/2018
Drawdown: -0.27 % Date: 12/31/2017
Drawdown: 0.00 % Date: 11/30/2017
Drawdown: -0.30 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: -2.93 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: -2.33 % Date: 6/30/2017
Drawdown: -3.60 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: -0.78 % Date: 3/31/2017
Drawdown: -1.83 % Date: 2/28/2017
Drawdown: -1.44 % Date: 1/31/2017
Drawdown: -5.59 % Date: 12/31/2016
Drawdown: -5.03 % Date: 11/30/2016
Drawdown: -6.06 % Date: 10/31/2016
Drawdown: -3.41 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -0.87 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: -0.03 % Date: 5/31/2016
Drawdown: -4.76 % Date: 4/30/2016
Drawdown: -6.01 % Date: 3/31/2016
Drawdown: -3.57 % Date: 2/29/2016
Drawdown: -0.19 % Date: 1/31/2016
Drawdown: -3.82 % Date: 12/31/2015
Drawdown: -4.39 % Date: 11/30/2015
Drawdown: -0.99 % Date: 10/31/2015
Drawdown: -1.63 % Date: 9/30/2015
Drawdown: -2.73 % Date: 8/31/2015
Drawdown: -6.09 % Date: 7/31/2015
Drawdown: -1.74 % Date: 6/30/2015
Drawdown: -3.05 % Date: 5/31/2015
Drawdown: -0.71 % Date: 4/30/2015
Drawdown: -1.98 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.16 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -0.24 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: -1.65 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -0.38 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: -0.53 % Date: 3/31/2014
Drawdown: -1.30 % Date: 2/28/2014
Drawdown: -1.08 % Date: 1/31/2014
Drawdown: -2.65 % Date: 12/31/2013
Drawdown: -2.83 % Date: 11/30/2013
Drawdown: -0.45 % Date: 10/31/2013
Drawdown: -1.68 % Date: 9/30/2013
Drawdown: -4.73 % Date: 8/31/2013
Drawdown: -8.67 % Date: 7/31/2013
Drawdown: -6.44 % Date: 6/30/2013
Drawdown: -8.66 % Date: 5/31/2013
Drawdown: -3.17 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -0.51 % Date: 2/28/2013
Drawdown: -2.83 % Date: 1/31/2013
Drawdown: -2.69 % Date: 12/31/2012
Drawdown: -2.47 % Date: 11/30/2012
Drawdown: -3.41 % Date: 10/31/2012
Drawdown: -4.67 % Date: 9/30/2012
Drawdown: -2.15 % Date: 8/31/2012
Drawdown: -2.01 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: -2.95 % Date: 5/31/2012
Drawdown: -1.01 % Date: 4/30/2012
Drawdown: 0.00 % Date: 3/31/2012
Drawdown: -1.17 % Date: 2/29/2012
Drawdown: -0.19 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
Drawdown: -1.28 % Date: 9/30/2011
Drawdown: -0.89 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: 0.00 % Date: 6/30/2011
Drawdown: -0.10 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -5.49 % Date: 2/28/2011
Drawdown: -4.23 % Date: 1/31/2011
Drawdown: -7.41 % Date: 12/31/2010
Drawdown: -3.64 % Date: 11/30/2010
Drawdown: -4.82 % Date: 10/31/2010
Drawdown: -1.45 % Date: 9/30/2010
Drawdown: -0.74 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: 0.00 % Date: 6/30/2010
Drawdown: 0.00 % Date: 5/31/2010
Drawdown: 0.00 % Date: 4/30/2010
Drawdown: 0.00 % Date: 3/31/2010
Drawdown: 0.00 % Date: 2/28/2010
Drawdown: 0.00 % Date: 1/31/2010
Drawdown: -3.70 % Date: 12/31/2009
Drawdown: -5.05 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -0.61 % Date: 9/30/2009
Drawdown: -0.25 % Date: 8/31/2009
Drawdown: -4.34 % Date: 7/31/2009
Drawdown: -6.99 % Date: 6/30/2009
Drawdown: -8.35 % Date: 5/31/2009
Drawdown: -7.58 % Date: 4/30/2009
Drawdown: -7.41 % Date: 3/31/2009
Drawdown: -5.01 % Date: 2/28/2009
Drawdown: -7.92 % Date: 1/31/2009
Drawdown: -9.02 % Date: 12/31/2008
Drawdown: -6.71 % Date: 11/30/2008
Drawdown: -11.45 % Date: 10/31/2008
Drawdown: -17.42 % Date: 9/30/2008
Drawdown: -10.47 % Date: 8/31/2008
Drawdown: -11.90 % Date: 7/31/2008
Drawdown: -6.74 % Date: 6/30/2008
Drawdown: -5.50 % Date: 5/31/2008
Drawdown: -7.33 % Date: 4/30/2008
Drawdown: -5.55 % Date: 3/31/2008
Drawdown: 0.00 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: -3.92 % Date: 12/31/2007
Drawdown: -4.99 % Date: 11/30/2007
Drawdown: -5.60 % Date: 10/31/2007
Drawdown: -2.38 % Date: 9/30/2007
Drawdown: -7.26 % Date: 8/31/2007
Drawdown: -10.11 % Date: 7/31/2007
Drawdown: -4.50 % Date: 6/30/2007
Drawdown: -0.14 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: 0.00 % Date: 2/28/2007
Drawdown: 0.00 % Date: 1/31/2007
Drawdown: 0.00 % Date: 12/31/2006
Drawdown: 0.00 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: 0.00 % Date: 9/30/2006
Drawdown: 0.00 % Date: 8/31/2006
Drawdown: 0.00 % Date: 7/31/2006
Drawdown: -1.92 % Date: 6/30/2006
Drawdown: -2.56 % Date: 5/31/2006
Drawdown: -3.51 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: -0.29 % Date: 2/28/2006
Drawdown: -0.39 % Date: 1/31/2006
Drawdown: 0.00 % Date: 12/31/2005
Drawdown: 0.00 % Date: 11/30/2005
Drawdown: 0.00 % Date: 10/31/2005
Drawdown: -3.35 % Date: 9/30/2005
Drawdown: 0.00 % Date: 8/31/2005
Drawdown: -0.97 % Date: 7/31/2005
Drawdown: 0.00 % Date: 6/30/2005
Drawdown: 0.00 % Date: 5/31/2005
Drawdown: 0.00 % Date: 4/30/2005
Drawdown: 0.00 % Date: 3/31/2005
Drawdown: -0.60 % Date: 2/28/2005
Drawdown: -0.44 % Date: 1/31/2005
Drawdown: 0.00 % Date: 12/31/2004
Drawdown: 0.00 % Date: 11/30/2004
Drawdown: 0.00 % Date: 10/31/2004
Drawdown: 0.00 % Date: 9/30/2004
Drawdown: -2.50 % Date: 8/31/2004
Drawdown: -5.09 % Date: 7/31/2004
Drawdown: -8.20 % Date: 6/30/2004
Drawdown: -10.59 % Date: 5/31/2004
Drawdown: -10.32 % Date: 4/30/2004
Drawdown: -8.70 % Date: 3/31/2004
Drawdown: 0.00 % 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: -2.59 % Date: 10/31/2003
Drawdown: -5.02 % Date: 9/30/2003
Drawdown: 0.00 % Date: 8/31/2003
Drawdown: -3.75 % Date: 7/31/2003
Drawdown: -2.83 % Date: 6/30/2003
Drawdown: 0.00 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: 0.00 % Date: 3/31/2003
Drawdown: 0.00 % 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: -5.01 % Date: 10/31/2002
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:  FORT LP
Address: 2 Wisconsin Circle Suite 850
City: Chevy Chase
State: MD
Zip: 20815
Country: USA

Key People

Name:  Yves Balcer, Ph.D.
Position:  Principal
Biography: 

Yves Balcer has been a principal of FORT since its inception. Mr. Balcer was formerly a Senior Manager of Investment at The World Bank, where he worked from 1985 to 1987 and 1988 to 1992. During his last two years at The World Bank, he directed research for and implementation of systembased trading strategies in global bond markets. Prior to that, he served at various times as Senior Manager for the North American, European and Asian portfolios, where he managed professional traders overseeing $20 billion in fixed income assets. From 1977 to 1985, he was a professor of economics at the University of Wisconsin, Madison. Mr. Balcer has published more than twenty-five finance and economics articles in professional journals. He holds a Ph.D. in Economics and Finance from M.I.T., a Ph.D. in Operations Research and a M.S. in Statistics from Stanford University and a M.S. in Mathematics from Universite de Montreal, Canada.


Name:  Sanjiv Kumar, Ph.D.
Position:  Principal
Biography: 

Sanjiv Kumar has been a principal of FORT since its inception. Mr. Kumar was formerly a Senior Manager responsible for investing $10 billion in US and Canadian dollar securities at The World Bank. He joined The World Bank in 1987 and, during his tenure, he managed large fixed income portfolios in all the major currencies. From 1985 to 1986, he was Vice-President with Free Market, Inc., an economic and financial advisory firm for institutional money managers in Chicago. Mr. Kumar has a Ph.D. in Economics from the University of Chicago and a B.A. in Mathematics from the University of Delhi, India.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Other Futures Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 10% 
 Managed Account Availability: Open 
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