Quantica Capital AG

Quantica Managed Futures Program *QEP*


Monthly Performance (%)

Date Range: 12/04 - 09/21
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2021 1.70 7.10 -1.00 2.30 1.00 -3.40 0.05 0.70 -4.40   3.66 
2020 1.50 -5.20 -3.00 3.30 -0.70 0.20 2.90 1.20 -3.60 -2.20 4.80 5.60  4.23 
2019 4.20 0.10 6.60 1.80 -1.20 5.90 3.90 3.50 -0.70 -1.50 1.80 -1.40  25.03 
2018 4.80 -4.00 -1.40 0.10 -2.70 1.20 0.60 2.90 -2.00 -7.30 1.80 3.00  -3.59 
2017 -1.00 4.30 0.10 1.70 2.30 -4.10 0.60 2.70 -3.70 4.90 2.10 0.90  10.88 
2016 5.90 2.90 -2.80 0.70 -0.70 6.00 0.10 -2.70 0.50 -3.60 -0.80 2.50  7.72 
2015 3.40 -1.10 1.20 -2.90 -0.10 -4.00 -0.80 -8.90 3.00 -1.80 -0.70 -3.30  -15.41 
2014 -3.30 3.70 0.20 0.50 1.30 2.10 -0.50 1.90 0.30 0.90 4.90 1.80  14.44 
2013 6.74 -1.20 2.40 1.55 -0.80 -4.42 2.00 -2.20 3.00 2.50 1.00 -0.10  10.49 
2012 0.56 2.10 -0.30 -1.60 -1.20 -2.11 4.31 -2.55 -0.52 -2.89 0.50 -0.39  -4.23 
2011 0.03 3.23 -2.76 4.45 -3.02 -3.07 5.53 5.33 -0.13 -1.25 0.00 0.88  9.03 
2010 -3.28 2.47 2.39 1.61 -2.79 0.89 -1.09 4.74 -0.80 1.79 -1.49 4.25  8.64 
2009 -0.74 0.45 0.93 -0.71 2.26 -3.11 1.46 1.03 2.02 -3.21 4.51 -3.41  1.15 
2008 6.61 2.84 2.03 -0.02 0.36 1.37 -3.43 -1.94 -0.96 4.77 4.17 2.01  18.81 
2007 1.30 -1.35 -0.76 3.84 2.85 1.17 -5.36 -4.71 5.20 2.26 1.20 0.56  5.79 
2006 4.05 -1.16 5.21 5.54 -4.04 -3.42 -0.66 1.58 0.69 1.28 1.64 0.58  11.34 
2005 -1.52 -2.39 -1.10 1.05 4.98 1.91 3.96 3.45 12.38 -4.74 4.50 2.47  26.71 

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 Quantica Managed Futures is a systematic medium-term trend-following investment strategy trading liquid futures markets within equities, commodities, currencies, fixed income and interest rates. The investment strategy trades more than 60 instruments with liquid exposure to global markets and is based on proprietary quantitative models that statistically identify trends in market price movements. The strategy uses sophisticated dynamic risk management techniques and focuses on liquid instruments.

Performance Statistics

Date Range: 12/04 - 09/21
  Program S&P 500 Coquest 40 
Total Return 238.56% 417.10% 60.74% 
Annualized Return 7.55% 10.25% 2.86% 
Annualized Std. Deviation 10.49% 14.53% 8.46% 
Correlation 0.24 0.71 
Sharpe Ratio (rf=2.5%) 0.48 0.53 0.04 
Worst Month -8.90% -16.79% -6.10% 
Date of Worst Month 08/2015 10/2008 02/2018 
Worst Drawdown -18.26% -50.95% -15.74% 
Date of Worst Drawdown 3/15 - 12/15 10/07 - 2/09 4/11 - 9/13 

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

Annual Performance (%)

Date Range: 12/04 - 09/21
Year or YTD Program S&P 500 Coquest 40 
2021 3.66 15.93 6.73 
2020 4.23 18.40 0.97 
2019 25.03 31.50 7.53 
2018 -3.59 -4.38 -4.29 
2017 10.88 21.84 1.24 
2016 7.72 11.98 -3.13 
2015 -15.41 1.41 0.09 
2014 14.44 13.69 15.75 
2013 10.49 32.41 -2.45 
2012 -4.23 15.98 -4.75 
2011 9.03 2.12 -3.23 
2010 8.64 15.06 11.33 
2009 1.15 26.45 -7.98 
2008 18.81 -36.99 15.47 
2007 5.79 5.50 7.18 
2006 11.34 15.79 6.70 
2005 26.71 4.89 4.51 

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

Performance Comparison

Date Range: 12/04 - 09/21
Date: 9/30/2021
Perf: $1,602.12 Date: 8/31/2021
Perf: $1,594.15 Date: 7/31/2021
Perf: $1,593.83 Date: 6/30/2021
Perf: $1,586.85 Date: 5/31/2021
Perf: $1,592.90 Date: 4/30/2021
Perf: $1,569.98 Date: 3/31/2021
Perf: $1,542.82 Date: 2/28/2021
Perf: $1,522.42 Date: 1/31/2021
Perf: $1,487.47 Date: 12/31/2020
Perf: $1,501.13 Date: 11/30/2020
Perf: $1,446.59 Date: 10/31/2020
Perf: $1,433.97 Date: 9/30/2020
Perf: $1,438.58 Date: 8/31/2020
Perf: $1,459.89 Date: 7/31/2020
Perf: $1,476.57 Date: 6/30/2020
Perf: $1,448.90 Date: 5/31/2020
Perf: $1,467.69 Date: 4/30/2020
Perf: $1,485.06 Date: 3/31/2020
Perf: $1,480.18 Date: 2/29/2020
Perf: $1,479.29 Date: 1/31/2020
Perf: $1,501.67 Date: 12/31/2019
Perf: $1,486.65 Date: 11/30/2019
Perf: $1,495.92 Date: 10/31/2019
Perf: $1,481.41 Date: 9/30/2019
Perf: $1,514.89 Date: 8/31/2019
Perf: $1,558.04 Date: 7/31/2019
Perf: $1,503.61 Date: 6/30/2019
Perf: $1,454.03 Date: 5/31/2019
Perf: $1,425.52 Date: 4/30/2019
Perf: $1,454.02 Date: 3/31/2019
Perf: $1,415.10 Date: 2/28/2019
Perf: $1,366.06 Date: 1/31/2019
Perf: $1,357.37 Date: 12/31/2018
Perf: $1,382.54 Date: 11/30/2018
Perf: $1,376.75 Date: 10/31/2018
Perf: $1,393.48 Date: 9/30/2018
Perf: $1,428.77 Date: 8/31/2018
Perf: $1,435.23 Date: 7/31/2018
Perf: $1,399.54 Date: 6/30/2018
Perf: $1,410.11 Date: 5/31/2018
Perf: $1,398.37 Date: 4/30/2018
Perf: $1,416.64 Date: 3/31/2018
Perf: $1,401.51 Date: 2/28/2018
Perf: $1,402.77 Date: 1/31/2018
Perf: $1,493.90 Date: 12/31/2017
Perf: $1,444.49 Date: 11/30/2017
Perf: $1,428.92 Date: 10/31/2017
Perf: $1,427.06 Date: 9/30/2017
Perf: $1,369.67 Date: 8/31/2017
Perf: $1,399.20 Date: 7/31/2017
Perf: $1,376.35 Date: 6/30/2017
Perf: $1,371.00 Date: 5/31/2017
Perf: $1,412.24 Date: 4/30/2017
Perf: $1,409.56 Date: 3/31/2017
Perf: $1,418.07 Date: 2/28/2017
Perf: $1,439.08 Date: 1/31/2017
Perf: $1,408.38 Date: 12/31/2016
Perf: $1,426.78 Date: 11/30/2016
Perf: $1,416.02 Date: 10/31/2016
Perf: $1,431.77 Date: 9/30/2016
Perf: $1,469.69 Date: 8/31/2016
Perf: $1,488.90 Date: 7/31/2016
Perf: $1,530.05 Date: 6/30/2016
Perf: $1,514.61 Date: 5/31/2016
Perf: $1,452.86 Date: 4/30/2016
Perf: $1,478.74 Date: 3/31/2016
Perf: $1,516.81 Date: 2/29/2016
Perf: $1,561.63 Date: 1/31/2016
Perf: $1,524.13 Date: 12/31/2015
Perf: $1,472.88 Date: 11/30/2015
Perf: $1,507.55 Date: 10/31/2015
Perf: $1,457.84 Date: 9/30/2015
Perf: $1,483.65 Date: 8/31/2015
Perf: $1,452.14 Date: 7/31/2015
Perf: $1,477.71 Date: 6/30/2015
Perf: $1,422.10 Date: 5/31/2015
Perf: $1,500.11 Date: 4/30/2015
Perf: $1,510.99 Date: 3/31/2015
Perf: $1,571.65 Date: 2/28/2015
Perf: $1,537.67 Date: 1/31/2015
Perf: $1,540.14 Date: 12/31/2014
Perf: $1,471.56 Date: 11/30/2014
Perf: $1,446.11 Date: 10/31/2014
Perf: $1,364.90 Date: 9/30/2014
Perf: $1,345.12 Date: 8/31/2014
Perf: $1,325.38 Date: 7/31/2014
Perf: $1,271.59 Date: 6/30/2014
Perf: $1,281.84 Date: 5/31/2014
Perf: $1,270.91 Date: 4/30/2014
Perf: $1,239.19 Date: 3/31/2014
Perf: $1,229.84 Date: 2/28/2014
Perf: $1,248.32 Date: 1/31/2014
Perf: $1,238.17 Date: 12/31/2013
Perf: $1,271.35 Date: 11/30/2013
Perf: $1,273.13 Date: 10/31/2013
Perf: $1,250.50 Date: 9/30/2013
Perf: $1,222.50 Date: 8/31/2013
Perf: $1,229.88 Date: 7/31/2013
Perf: $1,253.96 Date: 6/30/2013
Perf: $1,264.96 Date: 5/31/2013
Perf: $1,314.79 Date: 4/30/2013
Perf: $1,373.87 Date: 3/31/2013
Perf: $1,339.31 Date: 2/28/2013
Perf: $1,320.30 Date: 1/31/2013
Perf: $1,328.00 Date: 12/31/2012
Perf: $1,303.24 Date: 11/30/2012
Perf: $1,296.89 Date: 10/31/2012
Perf: $1,293.27 Date: 9/30/2012
Perf: $1,341.84 Date: 8/31/2012
Perf: $1,364.35 Date: 7/31/2012
Perf: $1,383.16 Date: 6/30/2012
Perf: $1,328.82 Date: 5/31/2012
Perf: $1,380.73 Date: 4/30/2012
Perf: $1,354.99 Date: 3/31/2012
Perf: $1,346.90 Date: 2/29/2012
Perf: $1,378.19 Date: 1/31/2012
Perf: $1,372.56 Date: 12/31/2011
Perf: $1,368.18 Date: 11/30/2011
Perf: $1,355.17 Date: 10/31/2011
Perf: $1,351.12 Date: 9/30/2011
Perf: $1,406.83 Date: 8/31/2011
Perf: $1,407.68 Date: 7/31/2011
Perf: $1,410.50 Date: 6/30/2011
Perf: $1,361.61 Date: 5/31/2011
Perf: $1,397.96 Date: 4/30/2011
Perf: $1,450.92 Date: 3/31/2011
Perf: $1,396.46 Date: 2/28/2011
Perf: $1,418.16 Date: 1/31/2011
Perf: $1,394.45 Date: 12/31/2010
Perf: $1,413.82 Date: 11/30/2010
Perf: $1,355.66 Date: 10/31/2010
Perf: $1,405.41 Date: 9/30/2010
Perf: $1,352.92 Date: 8/31/2010
Perf: $1,328.74 Date: 7/31/2010
Perf: $1,275.91 Date: 6/30/2010
Perf: $1,292.59 Date: 5/31/2010
Perf: $1,287.70 Date: 4/30/2010
Perf: $1,319.63 Date: 3/31/2010
Perf: $1,299.62 Date: 2/28/2010
Perf: $1,249.99 Date: 1/31/2010
Perf: $1,238.35 Date: 12/31/2009
Perf: $1,269.97 Date: 11/30/2009
Perf: $1,322.89 Date: 10/31/2009
Perf: $1,271.64 Date: 9/30/2009
Perf: $1,305.05 Date: 8/31/2009
Perf: $1,274.71 Date: 7/31/2009
Perf: $1,270.52 Date: 6/30/2009
Perf: $1,271.92 Date: 5/31/2009
Perf: $1,306.68 Date: 4/30/2009
Perf: $1,288.89 Date: 3/31/2009
Perf: $1,332.46 Date: 2/28/2009
Perf: $1,370.42 Date: 1/31/2009
Perf: $1,371.11 Date: 12/31/2008
Perf: $1,380.08 Date: 11/30/2008
Perf: $1,345.50 Date: 10/31/2008
Perf: $1,297.87 Date: 9/30/2008
Perf: $1,234.30 Date: 8/31/2008
Perf: $1,231.71 Date: 7/31/2008
Perf: $1,265.50 Date: 6/30/2008
Perf: $1,326.38 Date: 5/31/2008
Perf: $1,291.89 Date: 4/30/2008
Perf: $1,265.82 Date: 3/31/2008
Perf: $1,280.54 Date: 2/29/2008
Perf: $1,286.20 Date: 1/31/2008
Perf: $1,216.96 Date: 12/31/2007
Perf: $1,195.20 Date: 11/30/2007
Perf: $1,197.96 Date: 10/31/2007
Perf: $1,205.80 Date: 9/30/2007
Perf: $1,155.97 Date: 8/31/2007
Perf: $1,104.40 Date: 7/31/2007
Perf: $1,147.19 Date: 6/30/2007
Perf: $1,183.77 Date: 5/31/2007
Perf: $1,150.52 Date: 4/30/2007
Perf: $1,110.86 Date: 3/31/2007
Perf: $1,066.08 Date: 2/28/2007
Perf: $1,091.63 Date: 1/31/2007
Perf: $1,134.16 Date: 12/31/2006
Perf: $1,115.09 Date: 11/30/2006
Perf: $1,078.63 Date: 10/31/2006
Perf: $1,052.84 Date: 9/30/2006
Perf: $1,041.38 Date: 8/31/2006
Perf: $1,052.54 Date: 7/31/2006
Perf: $1,040.88 Date: 6/30/2006
Perf: $1,056.52 Date: 5/31/2006
Perf: $1,071.19 Date: 4/30/2006
Perf: $1,100.35 Date: 3/31/2006
Perf: $1,074.14 Date: 2/28/2006
Perf: $1,046.11 Date: 1/31/2006
Perf: $1,065.07 Date: 12/31/2005
Perf: $1,045.11 Date: 11/30/2005
Perf: $1,064.37 Date: 10/31/2005
Perf: $1,020.59 Date: 9/30/2005
Perf: $1,018.96 Date: 8/31/2005
Perf: $1,003.50 Date: 7/31/2005
Perf: $998.11 Date: 6/30/2005
Perf: $997.51 Date: 5/31/2005
Perf: $964.62 Date: 4/30/2005
Perf: $935.71 Date: 3/31/2005
Perf: $959.21 Date: 2/28/2005
Perf: $964.61 Date: 1/31/2005
Perf: $958.00 Date: 12/31/2004
Perf: $1,000.00 Date: 9/30/2021
Perf: $5,000.99 Date: 8/31/2021
Perf: $5,244.87 Date: 7/31/2021
Perf: $5,090.13 Date: 6/30/2021
Perf: $4,971.80 Date: 5/31/2021
Perf: $4,858.60 Date: 4/30/2021
Perf: $4,824.82 Date: 3/31/2021
Perf: $4,580.24 Date: 2/28/2021
Perf: $4,388.04 Date: 1/31/2021
Perf: $4,270.19 Date: 12/31/2020
Perf: $4,313.75 Date: 11/30/2020
Perf: $4,154.23 Date: 10/31/2020
Perf: $3,744.24 Date: 9/30/2020
Perf: $3,846.56 Date: 8/31/2020
Perf: $3,998.50 Date: 7/31/2020
Perf: $3,730.29 Date: 6/30/2020
Perf: $3,531.14 Date: 5/31/2020
Perf: $3,462.24 Date: 4/30/2020
Perf: $3,304.92 Date: 3/31/2020
Perf: $2,929.38 Date: 2/29/2020
Perf: $3,342.13 Date: 1/31/2020
Perf: $3,641.85 Date: 12/31/2019
Perf: $3,643.31 Date: 11/30/2019
Perf: $3,536.51 Date: 10/31/2019
Perf: $3,412.63 Date: 9/30/2019
Perf: $3,340.15 Date: 8/31/2019
Perf: $3,278.83 Date: 7/31/2019
Perf: $3,331.47 Date: 6/30/2019
Perf: $3,284.18 Date: 5/31/2019
Perf: $3,067.89 Date: 4/30/2019
Perf: $3,275.91 Date: 3/31/2019
Perf: $3,148.40 Date: 2/28/2019
Perf: $3,088.49 Date: 1/31/2019
Perf: $2,992.43 Date: 12/31/2018
Perf: $2,770.51 Date: 11/30/2018
Perf: $3,045.52 Date: 10/31/2018
Perf: $2,984.64 Date: 9/30/2018
Perf: $3,203.77 Date: 8/31/2018
Perf: $3,185.62 Date: 7/31/2018
Perf: $3,085.04 Date: 6/30/2018
Perf: $2,974.40 Date: 5/31/2018
Perf: $2,956.07 Date: 4/30/2018
Perf: $2,886.50 Date: 3/31/2018
Perf: $2,875.58 Date: 2/28/2018
Perf: $2,950.52 Date: 1/31/2018
Perf: $3,063.57 Date: 12/31/2017
Perf: $2,897.54 Date: 11/30/2017
Perf: $2,865.73 Date: 10/31/2017
Perf: $2,780.37 Date: 9/30/2017
Perf: $2,717.06 Date: 8/31/2017
Perf: $2,662.22 Date: 7/31/2017
Perf: $2,653.99 Date: 6/30/2017
Perf: $2,600.42 Date: 5/31/2017
Perf: $2,584.40 Date: 4/30/2017
Perf: $2,548.47 Date: 3/31/2017
Perf: $2,522.49 Date: 2/28/2017
Perf: $2,519.46 Date: 1/31/2017
Perf: $2,423.26 Date: 12/31/2016
Perf: $2,378.08 Date: 11/30/2016
Perf: $2,331.90 Date: 10/31/2016
Perf: $2,248.70 Date: 9/30/2016
Perf: $2,290.39 Date: 8/31/2016
Perf: $2,289.93 Date: 7/31/2016
Perf: $2,286.73 Date: 6/30/2016
Perf: $2,205.35 Date: 5/31/2016
Perf: $2,199.63 Date: 4/30/2016
Perf: $2,160.74 Date: 3/31/2016
Perf: $2,152.34 Date: 2/29/2016
Perf: $2,015.68 Date: 1/31/2016
Perf: $2,018.30 Date: 12/31/2015
Perf: $2,123.64 Date: 11/30/2015
Perf: $2,157.73 Date: 10/31/2015
Perf: $2,151.28 Date: 9/30/2015
Perf: $1,983.84 Date: 8/31/2015
Perf: $2,034.08 Date: 7/31/2015
Perf: $2,164.61 Date: 6/30/2015
Perf: $2,120.09 Date: 5/31/2015
Perf: $2,162.03 Date: 4/30/2015
Perf: $2,134.49 Date: 3/31/2015
Perf: $2,114.20 Date: 2/28/2015
Perf: $2,148.14 Date: 1/31/2015
Perf: $2,031.34 Date: 12/31/2014
Perf: $2,094.16 Date: 11/30/2014
Perf: $2,099.41 Date: 10/31/2014
Perf: $2,044.41 Date: 9/30/2014
Perf: $1,995.72 Date: 8/31/2014
Perf: $2,024.06 Date: 7/31/2014
Perf: $1,946.21 Date: 6/30/2014
Perf: $1,973.44 Date: 5/31/2014
Perf: $1,933.42 Date: 4/30/2014
Perf: $1,889.03 Date: 3/31/2014
Perf: $1,875.15 Date: 2/28/2014
Perf: $1,859.53 Date: 1/31/2014
Perf: $1,778.26 Date: 12/31/2013
Perf: $1,842.00 Date: 11/30/2013
Perf: $1,796.54 Date: 10/31/2013
Perf: $1,743.37 Date: 9/30/2013
Perf: $1,666.70 Date: 8/31/2013
Perf: $1,615.96 Date: 7/31/2013
Perf: $1,664.22 Date: 6/30/2013
Perf: $1,583.62 Date: 5/31/2013
Perf: $1,605.13 Date: 4/30/2013
Perf: $1,568.43 Date: 3/31/2013
Perf: $1,538.73 Date: 2/28/2013
Perf: $1,483.11 Date: 1/31/2013
Perf: $1,463.21 Date: 12/31/2012
Perf: $1,391.15 Date: 11/30/2012
Perf: $1,378.61 Date: 10/31/2012
Perf: $1,370.66 Date: 9/30/2012
Perf: $1,396.49 Date: 8/31/2012
Perf: $1,361.37 Date: 7/31/2012
Perf: $1,331.41 Date: 6/30/2012
Perf: $1,313.16 Date: 5/31/2012
Perf: $1,261.20 Date: 4/30/2012
Perf: $1,341.84 Date: 3/31/2012
Perf: $1,350.35 Date: 2/29/2012
Perf: $1,307.34 Date: 1/31/2012
Perf: $1,253.20 Date: 12/31/2011
Perf: $1,199.46 Date: 11/30/2011
Perf: $1,187.35 Date: 10/31/2011
Perf: $1,189.97 Date: 9/30/2011
Perf: $1,072.72 Date: 8/31/2011
Perf: $1,153.84 Date: 7/31/2011
Perf: $1,220.09 Date: 6/30/2011
Perf: $1,245.37 Date: 5/31/2011
Perf: $1,266.52 Date: 4/30/2011
Perf: $1,280.99 Date: 3/31/2011
Perf: $1,244.17 Date: 2/28/2011
Perf: $1,243.67 Date: 1/31/2011
Perf: $1,202.43 Date: 12/31/2010
Perf: $1,174.59 Date: 11/30/2010
Perf: $1,101.04 Date: 10/31/2010
Perf: $1,100.93 Date: 9/30/2010
Perf: $1,060.52 Date: 8/31/2010
Perf: $973.67 Date: 7/31/2010
Perf: $1,019.66 Date: 6/30/2010
Perf: $952.86 Date: 5/31/2010
Perf: $1,005.45 Date: 4/30/2010
Perf: $1,092.76 Date: 3/31/2010
Perf: $1,075.76 Date: 2/28/2010
Perf: $1,014.58 Date: 1/31/2010
Perf: $984.08 Date: 12/31/2009
Perf: $1,020.83 Date: 11/30/2009
Perf: $1,001.50 Date: 10/31/2009
Perf: $944.81 Date: 9/30/2009
Perf: $962.71 Date: 8/31/2009
Perf: $928.10 Date: 7/31/2009
Perf: $895.76 Date: 6/30/2009
Perf: $832.80 Date: 5/31/2009
Perf: $831.14 Date: 4/30/2009
Perf: $787.14 Date: 3/31/2009
Perf: $718.39 Date: 2/28/2009
Perf: $660.53 Date: 1/31/2009
Perf: $739.26 Date: 12/31/2008
Perf: $807.31 Date: 11/30/2008
Perf: $798.84 Date: 10/31/2008
Perf: $860.64 Date: 9/30/2008
Perf: $1,034.30 Date: 8/31/2008
Perf: $1,135.47 Date: 7/31/2008
Perf: $1,119.24 Date: 6/30/2008
Perf: $1,128.72 Date: 5/31/2008
Perf: $1,232.63 Date: 4/30/2008
Perf: $1,216.81 Date: 3/31/2008
Perf: $1,160.30 Date: 2/29/2008
Perf: $1,165.32 Date: 1/31/2008
Perf: $1,204.46 Date: 12/31/2007
Perf: $1,281.34 Date: 11/30/2007
Perf: $1,290.24 Date: 10/31/2007
Perf: $1,346.53 Date: 9/30/2007
Perf: $1,325.45 Date: 8/31/2007
Perf: $1,277.67 Date: 7/31/2007
Perf: $1,258.79 Date: 6/30/2007
Perf: $1,299.06 Date: 5/31/2007
Perf: $1,320.99 Date: 4/30/2007
Perf: $1,276.44 Date: 3/31/2007
Perf: $1,222.29 Date: 2/28/2007
Perf: $1,208.75 Date: 1/31/2007
Perf: $1,232.92 Date: 12/31/2006
Perf: $1,214.58 Date: 11/30/2006
Perf: $1,197.81 Date: 10/31/2006
Perf: $1,175.47 Date: 9/30/2006
Perf: $1,138.36 Date: 8/31/2006
Perf: $1,109.73 Date: 7/31/2006
Perf: $1,083.94 Date: 6/30/2006
Perf: $1,077.26 Date: 5/31/2006
Perf: $1,075.75 Date: 4/30/2006
Perf: $1,107.65 Date: 3/31/2006
Perf: $1,093.00 Date: 2/28/2006
Perf: $1,079.62 Date: 1/31/2006
Perf: $1,076.71 Date: 12/31/2005
Perf: $1,048.91 Date: 11/30/2005
Perf: $1,048.60 Date: 10/31/2005
Perf: $1,010.41 Date: 9/30/2005
Perf: $1,027.57 Date: 8/31/2005
Perf: $1,019.31 Date: 7/31/2005
Perf: $1,028.67 Date: 6/30/2005
Perf: $991.78 Date: 5/31/2005
Perf: $990.39 Date: 4/30/2005
Perf: $959.87 Date: 3/31/2005
Perf: $978.46 Date: 2/28/2005
Perf: $996.09 Date: 1/31/2005
Perf: $975.60 Date: 12/31/2004
Perf: $1,000.00 Date: 9/30/2021
Perf: $3,385.63 Date: 8/31/2021
Perf: $3,541.46 Date: 7/31/2021
Perf: $3,516.84 Date: 6/30/2021
Perf: $3,515.08 Date: 5/31/2021
Perf: $3,638.80 Date: 4/30/2021
Perf: $3,602.77 Date: 3/31/2021
Perf: $3,521.77 Date: 2/28/2021
Perf: $3,557.35 Date: 1/31/2021
Perf: $3,321.52 Date: 12/31/2020
Perf: $3,266.00 Date: 11/30/2020
Perf: $3,092.80 Date: 10/31/2020
Perf: $2,951.14 Date: 9/30/2020
Perf: $3,017.53 Date: 8/31/2020
Perf: $3,130.22 Date: 7/31/2020
Perf: $3,093.10 Date: 6/30/2020
Perf: $3,005.93 Date: 5/31/2020
Perf: $2,999.93 Date: 4/30/2020
Perf: $3,021.08 Date: 3/31/2020
Perf: $2,924.57 Date: 2/29/2020
Perf: $3,015.02 Date: 1/31/2020
Perf: $3,180.40 Date: 12/31/2019
Perf: $3,133.40 Date: 11/30/2019
Perf: $3,177.89 Date: 10/31/2019
Perf: $3,121.70 Date: 9/30/2019
Perf: $3,169.23 Date: 8/31/2019
Perf: $3,191.57 Date: 7/31/2019
Perf: $3,083.65 Date: 6/30/2019
Perf: $2,967.90 Date: 5/31/2019
Perf: $2,802.55 Date: 4/30/2019
Perf: $2,836.59 Date: 3/31/2019
Perf: $2,786.43 Date: 2/28/2019
Perf: $2,613.91 Date: 1/31/2019
Perf: $2,611.30 Date: 12/31/2018
Perf: $2,506.05 Date: 11/30/2018
Perf: $2,433.06 Date: 10/31/2018
Perf: $2,390.04 Date: 9/30/2018
Perf: $2,578.25 Date: 8/31/2018
Perf: $2,630.87 Date: 7/31/2018
Perf: $2,556.72 Date: 6/30/2018
Perf: $2,541.47 Date: 5/31/2018
Perf: $2,511.34 Date: 4/30/2018
Perf: $2,581.02 Date: 3/31/2018
Perf: $2,578.44 Date: 2/28/2018
Perf: $2,615.06 Date: 1/31/2018
Perf: $2,724.02 Date: 12/31/2017
Perf: $2,599.25 Date: 11/30/2017
Perf: $2,576.07 Date: 10/31/2017
Perf: $2,523.08 Date: 9/30/2017
Perf: $2,405.23 Date: 8/31/2017
Perf: $2,497.64 Date: 7/31/2017
Perf: $2,431.98 Date: 6/30/2017
Perf: $2,417.47 Date: 5/31/2017
Perf: $2,520.83 Date: 4/30/2017
Perf: $2,464.15 Date: 3/31/2017
Perf: $2,422.96 Date: 2/28/2017
Perf: $2,420.54 Date: 1/31/2017
Perf: $2,320.75 Date: 12/31/2016
Perf: $2,344.19 Date: 11/30/2016
Perf: $2,287.01 Date: 10/31/2016
Perf: $2,305.46 Date: 9/30/2016
Perf: $2,391.55 Date: 8/31/2016
Perf: $2,379.65 Date: 7/31/2016
Perf: $2,445.69 Date: 6/30/2016
Perf: $2,443.24 Date: 5/31/2016
Perf: $2,304.95 Date: 4/30/2016
Perf: $2,321.20 Date: 3/31/2016
Perf: $2,305.06 Date: 2/29/2016
Perf: $2,371.46 Date: 1/31/2016
Perf: $2,304.63 Date: 12/31/2015
Perf: $2,176.23 Date: 11/30/2015
Perf: $2,250.50 Date: 10/31/2015
Perf: $2,266.36 Date: 9/30/2015
Perf: $2,307.90 Date: 8/31/2015
Perf: $2,240.68 Date: 7/31/2015
Perf: $2,459.59 Date: 6/30/2015
Perf: $2,479.42 Date: 5/31/2015
Perf: $2,582.73 Date: 4/30/2015
Perf: $2,585.32 Date: 3/31/2015
Perf: $2,662.53 Date: 2/28/2015
Perf: $2,630.96 Date: 1/31/2015
Perf: $2,660.22 Date: 12/31/2014
Perf: $2,572.75 Date: 11/30/2014
Perf: $2,527.26 Date: 10/31/2014
Perf: $2,409.21 Date: 9/30/2014
Perf: $2,387.72 Date: 8/31/2014
Perf: $2,380.57 Date: 7/31/2014
Perf: $2,336.19 Date: 6/30/2014
Perf: $2,347.93 Date: 5/31/2014
Perf: $2,299.63 Date: 4/30/2014
Perf: $2,270.12 Date: 3/31/2014
Perf: $2,258.83 Date: 2/28/2014
Perf: $2,254.32 Date: 1/31/2014
Perf: $2,173.89 Date: 12/31/2013
Perf: $2,248.07 Date: 11/30/2013
Perf: $2,250.32 Date: 10/31/2013
Perf: $2,228.04 Date: 9/30/2013
Perf: $2,173.70 Date: 8/31/2013
Perf: $2,110.39 Date: 7/31/2013
Perf: $2,157.86 Date: 6/30/2013
Perf: $2,115.55 Date: 5/31/2013
Perf: $2,213.38 Date: 4/30/2013
Perf: $2,231.23 Date: 3/31/2013
Perf: $2,197.17 Date: 2/28/2013
Perf: $2,145.68 Date: 1/31/2013
Perf: $2,171.74 Date: 12/31/2012
Perf: $2,034.61 Date: 11/30/2012
Perf: $2,042.57 Date: 10/31/2012
Perf: $2,032.41 Date: 9/30/2012
Perf: $2,092.90 Date: 8/31/2012
Perf: $2,103.84 Date: 7/31/2012
Perf: $2,158.89 Date: 6/30/2012
Perf: $2,069.68 Date: 5/31/2012
Perf: $2,114.30 Date: 4/30/2012
Perf: $2,139.98 Date: 3/31/2012
Perf: $2,174.77 Date: 2/29/2012
Perf: $2,181.32 Date: 1/31/2012
Perf: $2,136.45 Date: 12/31/2011
Perf: $2,124.55 Date: 11/30/2011
Perf: $2,106.02 Date: 10/31/2011
Perf: $2,106.02 Date: 9/30/2011
Perf: $2,132.68 Date: 8/31/2011
Perf: $2,135.45 Date: 7/31/2011
Perf: $2,027.39 Date: 6/30/2011
Perf: $1,921.15 Date: 5/31/2011
Perf: $1,982.00 Date: 4/30/2011
Perf: $2,043.72 Date: 3/31/2011
Perf: $1,956.65 Date: 2/28/2011
Perf: $2,012.19 Date: 1/31/2011
Perf: $1,949.23 Date: 12/31/2010
Perf: $1,948.64 Date: 11/30/2010
Perf: $1,869.20 Date: 10/31/2010
Perf: $1,897.47 Date: 9/30/2010
Perf: $1,864.11 Date: 8/31/2010
Perf: $1,879.14 Date: 7/31/2010
Perf: $1,794.10 Date: 6/30/2010
Perf: $1,813.87 Date: 5/31/2010
Perf: $1,797.87 Date: 4/30/2010
Perf: $1,849.47 Date: 3/31/2010
Perf: $1,820.16 Date: 2/28/2010
Perf: $1,777.68 Date: 1/31/2010
Perf: $1,734.83 Date: 12/31/2009
Perf: $1,793.66 Date: 11/30/2009
Perf: $1,856.98 Date: 10/31/2009
Perf: $1,776.85 Date: 9/30/2009
Perf: $1,835.78 Date: 8/31/2009
Perf: $1,799.43 Date: 7/31/2009
Perf: $1,781.08 Date: 6/30/2009
Perf: $1,755.45 Date: 5/31/2009
Perf: $1,811.80 Date: 4/30/2009
Perf: $1,771.76 Date: 3/31/2009
Perf: $1,784.43 Date: 2/28/2009
Perf: $1,767.99 Date: 1/31/2009
Perf: $1,760.06 Date: 12/31/2008
Perf: $1,773.19 Date: 11/30/2008
Perf: $1,738.25 Date: 10/31/2008
Perf: $1,668.66 Date: 9/30/2008
Perf: $1,592.69 Date: 8/31/2008
Perf: $1,608.13 Date: 7/31/2008
Perf: $1,639.95 Date: 6/30/2008
Perf: $1,698.19 Date: 5/31/2008
Perf: $1,675.24 Date: 4/30/2008
Perf: $1,669.23 Date: 3/31/2008
Perf: $1,669.57 Date: 2/29/2008
Perf: $1,636.35 Date: 1/31/2008
Perf: $1,591.16 Date: 12/31/2007
Perf: $1,492.51 Date: 11/30/2007
Perf: $1,484.19 Date: 10/31/2007
Perf: $1,466.60 Date: 9/30/2007
Perf: $1,434.18 Date: 8/31/2007
Perf: $1,363.29 Date: 7/31/2007
Perf: $1,430.68 Date: 6/30/2007
Perf: $1,511.70 Date: 5/31/2007
Perf: $1,494.22 Date: 4/30/2007
Perf: $1,452.82 Date: 3/31/2007
Perf: $1,399.09 Date: 2/28/2007
Perf: $1,409.81 Date: 1/31/2007
Perf: $1,429.10 Date: 12/31/2006
Perf: $1,410.76 Date: 11/30/2006
Perf: $1,402.62 Date: 10/31/2006
Perf: $1,379.99 Date: 9/30/2006
Perf: $1,362.55 Date: 8/31/2006
Perf: $1,353.21 Date: 7/31/2006
Perf: $1,332.17 Date: 6/30/2006
Perf: $1,341.02 Date: 5/31/2006
Perf: $1,388.50 Date: 4/30/2006
Perf: $1,446.96 Date: 3/31/2006
Perf: $1,371.01 Date: 2/28/2006
Perf: $1,303.11 Date: 1/31/2006
Perf: $1,318.41 Date: 12/31/2005
Perf: $1,267.09 Date: 11/30/2005
Perf: $1,236.55 Date: 10/31/2005
Perf: $1,183.30 Date: 9/30/2005
Perf: $1,242.18 Date: 8/31/2005
Perf: $1,105.34 Date: 7/31/2005
Perf: $1,068.48 Date: 6/30/2005
Perf: $1,027.78 Date: 5/31/2005
Perf: $1,008.51 Date: 4/30/2005
Perf: $960.67 Date: 3/31/2005
Perf: $950.69 Date: 2/28/2005
Perf: $961.26 Date: 1/31/2005
Perf: $984.80 Date: 12/31/2004
Perf: $1,000.00

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

Monthly Returns

Date Range: 12/04 - 09/21
Date: 9/30/2021
Return: -4.40 % Date: 8/31/2021
Return: 0.70 % Date: 7/31/2021
Return: 0.05 % Date: 6/30/2021
Return: -3.40 % Date: 5/31/2021
Return: 1.00 % Date: 4/30/2021
Return: 2.30 % Date: 3/31/2021
Return: -1.00 % Date: 2/28/2021
Return: 7.10 % Date: 1/31/2021
Return: 1.70 % Date: 12/31/2020
Return: 5.60 % Date: 11/30/2020
Return: 4.80 % Date: 10/31/2020
Return: -2.20 % Date: 9/30/2020
Return: -3.60 % Date: 8/31/2020
Return: 1.20 % Date: 7/31/2020
Return: 2.90 % Date: 6/30/2020
Return: 0.20 % Date: 5/31/2020
Return: -0.70 % Date: 4/30/2020
Return: 3.30 % Date: 3/31/2020
Return: -3.00 % Date: 2/29/2020
Return: -5.20 % Date: 1/31/2020
Return: 1.50 % Date: 12/31/2019
Return: -1.40 % Date: 11/30/2019
Return: 1.80 % Date: 10/31/2019
Return: -1.50 % Date: 9/30/2019
Return: -0.70 % Date: 8/31/2019
Return: 3.50 % Date: 7/31/2019
Return: 3.90 % Date: 6/30/2019
Return: 5.90 % Date: 5/31/2019
Return: -1.20 % Date: 4/30/2019
Return: 1.80 % Date: 3/31/2019
Return: 6.60 % Date: 2/28/2019
Return: 0.10 % Date: 1/31/2019
Return: 4.20 % Date: 12/31/2018
Return: 3.00 % Date: 11/30/2018
Return: 1.80 % Date: 10/31/2018
Return: -7.30 % Date: 9/30/2018
Return: -2.00 % Date: 8/31/2018
Return: 2.90 % Date: 7/31/2018
Return: 0.60 % Date: 6/30/2018
Return: 1.20 % Date: 5/31/2018
Return: -2.70 % Date: 4/30/2018
Return: 0.10 % Date: 3/31/2018
Return: -1.40 % Date: 2/28/2018
Return: -4.00 % Date: 1/31/2018
Return: 4.80 % Date: 12/31/2017
Return: 0.90 % Date: 11/30/2017
Return: 2.10 % Date: 10/31/2017
Return: 4.90 % Date: 9/30/2017
Return: -3.70 % Date: 8/31/2017
Return: 2.70 % Date: 7/31/2017
Return: 0.60 % Date: 6/30/2017
Return: -4.10 % Date: 5/31/2017
Return: 2.30 % Date: 4/30/2017
Return: 1.70 % Date: 3/31/2017
Return: 0.10 % Date: 2/28/2017
Return: 4.30 % Date: 1/31/2017
Return: -1.00 % Date: 12/31/2016
Return: 2.50 % Date: 11/30/2016
Return: -0.80 % Date: 10/31/2016
Return: -3.60 % Date: 9/30/2016
Return: 0.50 % Date: 8/31/2016
Return: -2.70 % Date: 7/31/2016
Return: 0.10 % Date: 6/30/2016
Return: 6.00 % Date: 5/31/2016
Return: -0.70 % Date: 4/30/2016
Return: 0.70 % Date: 3/31/2016
Return: -2.80 % Date: 2/29/2016
Return: 2.90 % Date: 1/31/2016
Return: 5.90 % Date: 12/31/2015
Return: -3.30 % Date: 11/30/2015
Return: -0.70 % Date: 10/31/2015
Return: -1.80 % Date: 9/30/2015
Return: 3.00 % Date: 8/31/2015
Return: -8.90 % Date: 7/31/2015
Return: -0.80 % Date: 6/30/2015
Return: -4.00 % Date: 5/31/2015
Return: -0.10 % Date: 4/30/2015
Return: -2.90 % Date: 3/31/2015
Return: 1.20 % Date: 2/28/2015
Return: -1.10 % Date: 1/31/2015
Return: 3.40 % Date: 12/31/2014
Return: 1.80 % Date: 11/30/2014
Return: 4.90 % Date: 10/31/2014
Return: 0.90 % Date: 9/30/2014
Return: 0.30 % Date: 8/31/2014
Return: 1.90 % Date: 7/31/2014
Return: -0.50 % Date: 6/30/2014
Return: 2.10 % Date: 5/31/2014
Return: 1.30 % Date: 4/30/2014
Return: 0.50 % Date: 3/31/2014
Return: 0.20 % Date: 2/28/2014
Return: 3.70 % Date: 1/31/2014
Return: -3.30 % Date: 12/31/2013
Return: -0.10 % Date: 11/30/2013
Return: 1.00 % Date: 10/31/2013
Return: 2.50 % Date: 9/30/2013
Return: 3.00 % Date: 8/31/2013
Return: -2.20 % Date: 7/31/2013
Return: 2.00 % Date: 6/30/2013
Return: -4.42 % Date: 5/31/2013
Return: -0.80 % Date: 4/30/2013
Return: 1.55 % Date: 3/31/2013
Return: 2.40 % Date: 2/28/2013
Return: -1.20 % Date: 1/31/2013
Return: 6.74 % Date: 12/31/2012
Return: -0.39 % Date: 11/30/2012
Return: 0.50 % Date: 10/31/2012
Return: -2.89 % Date: 9/30/2012
Return: -0.52 % Date: 8/31/2012
Return: -2.55 % Date: 7/31/2012
Return: 4.31 % Date: 6/30/2012
Return: -2.11 % Date: 5/31/2012
Return: -1.20 % Date: 4/30/2012
Return: -1.60 % Date: 3/31/2012
Return: -0.30 % Date: 2/29/2012
Return: 2.10 % Date: 1/31/2012
Return: 0.56 % Date: 12/31/2011
Return: 0.88 % Date: 11/30/2011
Return: 0.00 % Date: 10/31/2011
Return: -1.25 % Date: 9/30/2011
Return: -0.13 % Date: 8/31/2011
Return: 5.33 % Date: 7/31/2011
Return: 5.53 % Date: 6/30/2011
Return: -3.07 % Date: 5/31/2011
Return: -3.02 % Date: 4/30/2011
Return: 4.45 % Date: 3/31/2011
Return: -2.76 % Date: 2/28/2011
Return: 3.23 % Date: 1/31/2011
Return: 0.03 % Date: 12/31/2010
Return: 4.25 % Date: 11/30/2010
Return: -1.49 % Date: 10/31/2010
Return: 1.79 % Date: 9/30/2010
Return: -0.80 % Date: 8/31/2010
Return: 4.74 % Date: 7/31/2010
Return: -1.09 % Date: 6/30/2010
Return: 0.89 % Date: 5/31/2010
Return: -2.79 % Date: 4/30/2010
Return: 1.61 % Date: 3/31/2010
Return: 2.39 % Date: 2/28/2010
Return: 2.47 % Date: 1/31/2010
Return: -3.28 % Date: 12/31/2009
Return: -3.41 % Date: 11/30/2009
Return: 4.51 % Date: 10/31/2009
Return: -3.21 % Date: 9/30/2009
Return: 2.02 % Date: 8/31/2009
Return: 1.03 % Date: 7/31/2009
Return: 1.46 % Date: 6/30/2009
Return: -3.11 % Date: 5/31/2009
Return: 2.26 % Date: 4/30/2009
Return: -0.71 % Date: 3/31/2009
Return: 0.93 % Date: 2/28/2009
Return: 0.45 % Date: 1/31/2009
Return: -0.74 % Date: 12/31/2008
Return: 2.01 % Date: 11/30/2008
Return: 4.17 % Date: 10/31/2008
Return: 4.77 % Date: 9/30/2008
Return: -0.96 % Date: 8/31/2008
Return: -1.94 % Date: 7/31/2008
Return: -3.43 % Date: 6/30/2008
Return: 1.37 % Date: 5/31/2008
Return: 0.36 % Date: 4/30/2008
Return: -0.02 % Date: 3/31/2008
Return: 2.03 % Date: 2/29/2008
Return: 2.84 % Date: 1/31/2008
Return: 6.61 % Date: 12/31/2007
Return: 0.56 % Date: 11/30/2007
Return: 1.20 % Date: 10/31/2007
Return: 2.26 % Date: 9/30/2007
Return: 5.20 % Date: 8/31/2007
Return: -4.71 % Date: 7/31/2007
Return: -5.36 % Date: 6/30/2007
Return: 1.17 % Date: 5/31/2007
Return: 2.85 % Date: 4/30/2007
Return: 3.84 % Date: 3/31/2007
Return: -0.76 % Date: 2/28/2007
Return: -1.35 % Date: 1/31/2007
Return: 1.30 % Date: 12/31/2006
Return: 0.58 % Date: 11/30/2006
Return: 1.64 % Date: 10/31/2006
Return: 1.28 % Date: 9/30/2006
Return: 0.69 % Date: 8/31/2006
Return: 1.58 % Date: 7/31/2006
Return: -0.66 % Date: 6/30/2006
Return: -3.42 % Date: 5/31/2006
Return: -4.04 % Date: 4/30/2006
Return: 5.54 % Date: 3/31/2006
Return: 5.21 % Date: 2/28/2006
Return: -1.16 % Date: 1/31/2006
Return: 4.05 % Date: 12/31/2005
Return: 2.47 % Date: 11/30/2005
Return: 4.50 % Date: 10/31/2005
Return: -4.74 % Date: 9/30/2005
Return: 12.38 % Date: 8/31/2005
Return: 3.45 % Date: 7/31/2005
Return: 3.96 % Date: 6/30/2005
Return: 1.91 % Date: 5/31/2005
Return: 4.98 % Date: 4/30/2005
Return: 1.05 % Date: 3/31/2005
Return: -1.10 % Date: 2/28/2005
Return: -2.39 % Date: 1/31/2005
Return: -1.52 % Date: 12/31/2004
Return: 0.00 %

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

Distribution of Monthly Returns

Date Range: 12/04 - 09/21
Return: -7.00 %
Count: 1 Return: -9.00 %
Count: 1 Return: 7.00 %
Count: 4 Return: -3.00 %
Count: 20 Return: -4.00 %
Count: 9 Return: 6.00 %
Count: 6 Return: -5.00 %
Count: 4 Return: 12.00 %
Count: 1 Return: 3.00 %
Count: 15 Return: 4.00 %
Count: 13 Return: 2.00 %
Count: 29 Return: 5.00 %
Count: 11 Return: 1.00 %
Count: 29 Return: -1.00 %
Count: 30 Return: -2.00 %
Count: 9 Return: 0.00 %
Count: 20

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

Underwater Curve

Date Range: 12/04 - 09/21
Date: 9/30/2021
Drawdown: -6.96 % Date: 8/31/2021
Drawdown: -2.68 % Date: 7/31/2021
Drawdown: -3.35 % Date: 6/30/2021
Drawdown: -3.40 % Date: 5/31/2021
Drawdown: 0.00 % Date: 4/30/2021
Drawdown: 0.00 % Date: 3/31/2021
Drawdown: -1.00 % Date: 2/28/2021
Drawdown: 0.00 % Date: 1/31/2021
Drawdown: 0.00 % Date: 12/31/2020
Drawdown: 0.00 % Date: 11/30/2020
Drawdown: -3.09 % Date: 10/31/2020
Drawdown: -7.53 % Date: 9/30/2020
Drawdown: -5.45 % Date: 8/31/2020
Drawdown: -1.92 % Date: 7/31/2020
Drawdown: -3.09 % Date: 6/30/2020
Drawdown: -5.82 % Date: 5/31/2020
Drawdown: -6.00 % Date: 4/30/2020
Drawdown: -5.34 % Date: 3/31/2020
Drawdown: -8.37 % Date: 2/29/2020
Drawdown: -5.53 % Date: 1/31/2020
Drawdown: -0.35 % Date: 12/31/2019
Drawdown: -1.82 % Date: 11/30/2019
Drawdown: -0.43 % Date: 10/31/2019
Drawdown: -2.19 % Date: 9/30/2019
Drawdown: -0.70 % 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: -1.20 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: 0.00 % Date: 2/28/2019
Drawdown: -4.04 % Date: 1/31/2019
Drawdown: -4.14 % Date: 12/31/2018
Drawdown: -8.00 % Date: 11/30/2018
Drawdown: -10.68 % Date: 10/31/2018
Drawdown: -12.26 % Date: 9/30/2018
Drawdown: -5.35 % Date: 8/31/2018
Drawdown: -3.42 % Date: 7/31/2018
Drawdown: -6.14 % Date: 6/30/2018
Drawdown: -6.70 % Date: 5/31/2018
Drawdown: -7.81 % Date: 4/30/2018
Drawdown: -5.25 % Date: 3/31/2018
Drawdown: -5.34 % Date: 2/28/2018
Drawdown: -4.00 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: -2.38 % Date: 11/30/2017
Drawdown: -3.25 % Date: 10/31/2017
Drawdown: -5.24 % Date: 9/30/2017
Drawdown: -9.66 % Date: 8/31/2017
Drawdown: -6.19 % Date: 7/31/2017
Drawdown: -8.66 % Date: 6/30/2017
Drawdown: -9.20 % Date: 5/31/2017
Drawdown: -5.32 % Date: 4/30/2017
Drawdown: -7.45 % Date: 3/31/2017
Drawdown: -9.00 % Date: 2/28/2017
Drawdown: -9.09 % Date: 1/31/2017
Drawdown: -12.84 % Date: 12/31/2016
Drawdown: -11.96 % Date: 11/30/2016
Drawdown: -14.10 % Date: 10/31/2016
Drawdown: -13.41 % Date: 9/30/2016
Drawdown: -10.18 % Date: 8/31/2016
Drawdown: -10.62 % Date: 7/31/2016
Drawdown: -8.14 % Date: 6/30/2016
Drawdown: -8.24 % Date: 5/31/2016
Drawdown: -13.43 % Date: 4/30/2016
Drawdown: -12.82 % Date: 3/31/2016
Drawdown: -13.43 % Date: 2/29/2016
Drawdown: -10.93 % Date: 1/31/2016
Drawdown: -13.44 % Date: 12/31/2015
Drawdown: -18.26 % Date: 11/30/2015
Drawdown: -15.48 % Date: 10/31/2015
Drawdown: -14.88 % Date: 9/30/2015
Drawdown: -13.32 % Date: 8/31/2015
Drawdown: -15.84 % Date: 7/31/2015
Drawdown: -7.62 % Date: 6/30/2015
Drawdown: -6.88 % Date: 5/31/2015
Drawdown: -3.00 % Date: 4/30/2015
Drawdown: -2.90 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -1.10 % 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: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -0.50 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: -3.40 % Date: 12/31/2013
Drawdown: -0.10 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: -0.14 % Date: 9/30/2013
Drawdown: -2.58 % Date: 8/31/2013
Drawdown: -5.42 % Date: 7/31/2013
Drawdown: -3.29 % Date: 6/30/2013
Drawdown: -5.18 % Date: 5/31/2013
Drawdown: -0.80 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: 0.00 % Date: 2/28/2013
Drawdown: -1.63 % Date: 1/31/2013
Drawdown: -0.44 % Date: 12/31/2012
Drawdown: -6.73 % Date: 11/30/2012
Drawdown: -6.36 % Date: 10/31/2012
Drawdown: -6.83 % Date: 9/30/2012
Drawdown: -4.05 % Date: 8/31/2012
Drawdown: -3.55 % Date: 7/31/2012
Drawdown: -1.03 % Date: 6/30/2012
Drawdown: -5.12 % Date: 5/31/2012
Drawdown: -3.07 % Date: 4/30/2012
Drawdown: -1.90 % Date: 3/31/2012
Drawdown: -0.30 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: -0.51 % Date: 11/30/2011
Drawdown: -1.38 % Date: 10/31/2011
Drawdown: -1.38 % Date: 9/30/2011
Drawdown: -0.13 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -0.80 % Date: 6/30/2011
Drawdown: -6.00 % Date: 5/31/2011
Drawdown: -3.02 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -2.76 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: 0.00 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -1.49 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -0.80 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -3.39 % Date: 6/30/2010
Drawdown: -2.32 % Date: 5/31/2010
Drawdown: -3.18 % Date: 4/30/2010
Drawdown: -0.40 % Date: 3/31/2010
Drawdown: -1.98 % Date: 2/28/2010
Drawdown: -4.27 % Date: 1/31/2010
Drawdown: -6.58 % Date: 12/31/2009
Drawdown: -3.41 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -3.21 % Date: 9/30/2009
Drawdown: 0.00 % Date: 8/31/2009
Drawdown: -0.68 % Date: 7/31/2009
Drawdown: -1.70 % Date: 6/30/2009
Drawdown: -3.11 % Date: 5/31/2009
Drawdown: 0.00 % Date: 4/30/2009
Drawdown: -0.71 % Date: 3/31/2009
Drawdown: 0.00 % Date: 2/28/2009
Drawdown: -0.29 % Date: 1/31/2009
Drawdown: -0.74 % Date: 12/31/2008
Drawdown: 0.00 % Date: 11/30/2008
Drawdown: 0.00 % Date: 10/31/2008
Drawdown: -1.74 % Date: 9/30/2008
Drawdown: -6.21 % Date: 8/31/2008
Drawdown: -5.30 % Date: 7/31/2008
Drawdown: -3.43 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: 0.00 % Date: 4/30/2008
Drawdown: -0.02 % Date: 3/31/2008
Drawdown: 0.00 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: 0.00 % Date: 12/31/2007
Drawdown: -1.27 % Date: 11/30/2007
Drawdown: -1.82 % Date: 10/31/2007
Drawdown: -2.98 % Date: 9/30/2007
Drawdown: -5.13 % Date: 8/31/2007
Drawdown: -9.82 % Date: 7/31/2007
Drawdown: -5.36 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: -3.31 % Date: 2/28/2007
Drawdown: -2.57 % Date: 1/31/2007
Drawdown: -1.23 % Date: 12/31/2006
Drawdown: -2.50 % Date: 11/30/2006
Drawdown: -3.06 % Date: 10/31/2006
Drawdown: -4.63 % Date: 9/30/2006
Drawdown: -5.83 % Date: 8/31/2006
Drawdown: -6.48 % Date: 7/31/2006
Drawdown: -7.93 % Date: 6/30/2006
Drawdown: -7.32 % Date: 5/31/2006
Drawdown: -4.04 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: 0.00 % Date: 2/28/2006
Drawdown: -1.16 % Date: 1/31/2006
Drawdown: 0.00 % Date: 12/31/2005
Drawdown: 0.00 % Date: 11/30/2005
Drawdown: -0.45 % Date: 10/31/2005
Drawdown: -4.74 % Date: 9/30/2005
Drawdown: 0.00 % Date: 8/31/2005
Drawdown: 0.00 % 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: -3.93 % Date: 3/31/2005
Drawdown: -4.93 % Date: 2/28/2005
Drawdown: -3.87 % Date: 1/31/2005
Drawdown: -1.52 %

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:  Quantica Capital AG
Address: Freier Platz 10
City: Schaffhausen
State:
Zip: CH- 8200
Country: Switzerland

Key People

Name:  Dr. Bruno Gmuer
Position:  Chief Investment Officer
Biography: 

Dr. Bruno Gmür is the founder and Chief Investment Officer (CIO) of Quantica Capital AG. He is also a member of the Board of Directors of the Company. From the inception of Quantica Capital AG in May 2003 to the present, Bruno has been responsible for the design and implementation of Quantica Capital AG’s investment process and acts as the responsible portfolio manager for the Quantica Managed Futures (QMF) Program. In his role as CIO, Bruno heads the investment committee and further co-heads the research committee. From March 2001 through February 2003, Bruno was employed by Bank Julius Baer in the chief investment office as vice president and senior quantitative analyst. He was also a voting member of the Bank’s strategic asset allocation committee and was responsible for the development and implementation of a quantitative risk management framework for the tactical and strategic asset allocation investment process. Bruno was also responsible for the design, pricing and implementation of various structured and alternative products. From November 1998 through February 2001, he was employed by Swiss Re Life and Health, a leading global reinsurance company based in Zurich. Bruno’s responsibilities included the development and pricing of financial solutions and customized financial reinsurance covers for global insurance companies. From October 1994 through October 1998, Bruno was employed by the University of Zurich at the institute of empirical research as a lecturer and teaching and research assistant. His responsibilities included teaching graduate courses in game theory and capital market theory. From May 1993 through October 1994, Bruno was employed by the Swiss Federal Institute of Technology (ETH Zurich) at the seminar for applied mathematics as a teaching and scientific assistant. In March 2001, Bruno Gmür earned the designation as a qualified actuary from the Swiss Association of Actuaries. In October 1998, he earned his PhD in Economics (Dr oec publ) with “summa cum laude” from the University of Zurich. In October 1992 he earned his Master in Mathematics (Dipl. Math.ETH) from the Swiss Federal Institute of Technology (ETH Zurich).


Name:  Nicolas Mirjolet
Position:  Chief Executive Officer
Biography: 

Nicolas Mirjolet is the Chief Executive Officer (CEO) of Quantica Capital AG. As head of the Executive Management Committee reporting to the firm’s Board of Directors, Nicolas is responsible for the implementation of the business strategy and the day-to day management of Quantica Capital. He further co-heads the research committee and is a member of the investment committee. He develops the firm’s research objectives in close collaboration with the CIO and is responsible for the roadmap’s timely and efficient implementation and optimal allocation of Quantica Capital’s research resources. Nicolas joined Quantica Capital from RAM Active Investments, a multi-billion systematic asset management company based in Geneva, where he served from January to December 2019 as senior quantitative investment manager, developing and managing systematic short-term equity long/short strategies. Until September 2018, Mirjolet was CIO and lead portfolio manager of Tolomeo Capital, a Zurich based systematic asset manager specialized in long/short equities and futures strategies. He co-founded Tolomeo Capital in May 2011, after doing a spin-out with the quant & risk-management team of a multi-billion family office in Zurich he had joined in February 2010. Nicolas started his career in June 2006 as a quant analyst for ETH Zurich spin-off swissQuant. Nicolas Mirjolet graduated from CentraleSupélec in Paris (France) in July 2006 and holds a MSc in electrical engineering from the Swiss Federal Institute of Technology (ETH Zurich), received in May 2006.


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 
 Quantitative Analysis Yes 
 Instruments Traded
 Forwards Yes 
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 8% 
 Managed Account Availability: Open 
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