Warrington Asset Management, LLC

Strategic Program


Monthly Performance (%)

Date Range: 12/96 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -0.09 -0.51 0.13 -0.26 0.51 0.86 -0.07 -0.25 0.06 0.04   0.41 
2019 -0.15 -0.27 1.08 -0.64 1.12 -0.18 0.25 0.01 0.14 0.22 -0.30 0.02  1.29 
2018 -0.33 1.44 1.07 -0.54 -0.03 0.98 0.27 0.03 1.00 0.01 0.44 -3.00  1.27 
2017 0.59 -0.03 1.86 0.18 1.04 0.96 0.07 -0.47 0.21 0.19 -0.73 -0.14  3.77 
2016 -0.50 -0.18 -0.58 0.32 1.06 2.06 -0.54 1.01 1.52 0.41 -0.61 0.57  4.59 
2015 1.61 -0.20 1.49 -0.16 -0.66 1.74 2.12 -2.11 -0.29 -0.70 0.44 0.28  3.53 
2014 -0.14 0.20 1.15 0.93 0.44 -0.58 0.37 -0.92 0.87 -0.59 -0.71 0.15  1.15 
2013 -0.39 0.04 -0.01 0.00 -1.11 -1.71 -0.18 4.14 -0.47 -0.28 -0.45 0.73  0.20 
2012 0.46 -0.41 -0.04 2.54 2.12 2.57 0.19 0.02 1.09 1.63 0.09 1.48  12.32 
2011 0.16 0.59 2.46 1.47 2.29 2.03 -1.61 -4.53 1.56 -0.58 4.35 3.73  12.23 
2010 0.43 3.76 -0.03 0.44 -14.81 -0.26 -0.17 3.25 0.48 -0.65 2.08 -0.40  -6.99 
2009 2.30 4.02 0.04 0.01 2.64 3.01 0.50 0.39 0.77 -0.67 2.41 1.48  18.14 
2008 -5.19 1.08 2.01 2.20 2.95 1.83 0.19 -0.04 -14.10 -6.43 -2.33 -0.24  -17.85 
2007 1.41 -3.84 -0.75 -1.89 1.69 3.79 -5.66 4.98 2.92 3.89 5.49 1.72  13.88 
2006 0.20 0.36 1.85 1.39 0.84 1.56 2.42 0.91 0.70 0.97 0.62 0.89  13.45 
2005 0.42 1.64 1.64 1.86 1.27 0.07 -2.31 2.80 1.39 0.38 0.47 0.65  10.68 
2004 1.52 0.93 3.18 1.50 2.13 0.67 3.19 -0.21 0.96 2.98 -1.33 -0.31  16.19 
2003 2.30 1.76 2.59 -0.35 1.18 1.67 -0.90 2.95 0.48 0.47 4.03 0.11  17.43 
2002 2.42 1.04 0.35 1.38 0.58 1.01 1.20 2.27 2.42 -2.03 -1.68 5.13  14.82 
2001 3.28 -1.15 -0.35 -6.06 2.07 -0.29 0.63 2.16 -6.19 3.69 1.65 2.12  0.96 
2000 2.19 2.20 1.50 1.06 -1.39 3.03 2.41 1.79 2.68 1.95 1.46 1.25  22.01 
1999 5.10 2.94 2.40 1.50 2.66 1.96 2.80 2.02 3.10 -4.43 2.16 0.85  25.31 
1998 2.00 0.58 2.25 3.36 3.28 4.07 0.43 -1.77 7.83 2.86 0.27 0.38  28.35 
1997 2.55 3.82 3.12 1.56 8.42 0.27 -1.44 0.35 2.21 -4.93 2.31 3.85  23.78 

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

Warrington Asset Management's Strategic Program utilizes a fundamental, discretionary trading strategy using options on the S&P 500 index futures. We seek to produce consistent, non-volatile, superior returns that are uncorrelated to stocks, bonds and other CTAs. Having traded the same strategy since 1997, Warrington's tested and proven methodology is designed to potentially profit in any market environment. Warrington uses technical and fundamental market analysis to form a market opinion and then uses combinations of options to express that opinion. By trading only around the front-month options expiration, Warrington is able to keep its positions very short-term in nature, usually lasting only four to six weeks in duration. Risk management and capital preservation are key components of the strategy and using our predetermined, incremental hedging strategy has been instrumental in minimizing losses in a variety of volatile markets since 1997.

Performance Statistics

Date Range: 12/96 - 10/20
  Program S&P 500 Coquest 40 
Total Return 633.30% 578.40% 180.42% 
Annualized Return 8.72% 8.33% 4.41% 
Annualized Std. Deviation 7.95% 15.32% 9.80% 
Correlation 0.13 0.06 
Sharpe Ratio (rf=2.5%) 0.78 0.38 0.19 
Worst Month -14.81% -16.79% -7.77% 
Date of Worst Month 05/2010 10/2008 11/2001 
Worst Drawdown -21.72% -50.95% -15.74% 
Date of Worst Drawdown 7/08 - 12/08 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: 12/96 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 0.41 2.77 -3.54 
2019 1.29 31.50 7.53 
2018 1.27 -4.38 -4.29 
2017 3.77 21.84 1.24 
2016 4.59 11.98 -3.13 
2015 3.53 1.41 0.09 
2014 1.15 13.69 15.75 
2013 0.20 32.41 -2.45 
2012 12.32 15.98 -4.75 
2011 12.23 2.12 -3.23 
2010 -6.99 15.06 11.33 
2009 18.14 26.45 -7.98 
2008 -17.85 -36.99 15.47 
2007 13.88 5.50 7.18 
2006 13.45 15.79 6.70 
2005 10.68 4.89 4.51 
2004 16.19 10.87 2.57 
2003 17.43 28.69 15.99 
2002 14.82 -22.10 15.22 
2001 0.96 -11.88 5.39 
2000 22.01 -9.09 10.63 
1999 25.31 21.04 0.87 
1998 28.35 28.58 12.61 
1997 23.78 33.38 10.22 

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: 12/96 - 10/20
Date: 10/31/2020
Perf: $2,869.60 Date: 9/30/2020
Perf: $2,878.81 Date: 8/31/2020
Perf: $2,921.47 Date: 7/31/2020
Perf: $2,954.86 Date: 6/30/2020
Perf: $2,899.48 Date: 5/31/2020
Perf: $2,937.07 Date: 4/30/2020
Perf: $2,971.84 Date: 3/31/2020
Perf: $2,962.07 Date: 2/29/2020
Perf: $2,960.29 Date: 1/31/2020
Perf: $3,005.07 Date: 12/31/2019
Perf: $2,975.02 Date: 11/30/2019
Perf: $2,993.58 Date: 10/31/2019
Perf: $2,964.53 Date: 9/30/2019
Perf: $3,031.52 Date: 8/31/2019
Perf: $3,117.89 Date: 7/31/2019
Perf: $3,008.97 Date: 6/30/2019
Perf: $2,909.74 Date: 5/31/2019
Perf: $2,852.69 Date: 4/30/2019
Perf: $2,909.72 Date: 3/31/2019
Perf: $2,831.84 Date: 2/28/2019
Perf: $2,733.70 Date: 1/31/2019
Perf: $2,716.32 Date: 12/31/2018
Perf: $2,766.67 Date: 11/30/2018
Perf: $2,755.10 Date: 10/31/2018
Perf: $2,788.56 Date: 9/30/2018
Perf: $2,859.19 Date: 8/31/2018
Perf: $2,872.11 Date: 7/31/2018
Perf: $2,800.69 Date: 6/30/2018
Perf: $2,821.86 Date: 5/31/2018
Perf: $2,798.35 Date: 4/30/2018
Perf: $2,834.92 Date: 3/31/2018
Perf: $2,804.63 Date: 2/28/2018
Perf: $2,807.16 Date: 1/31/2018
Perf: $2,989.52 Date: 12/31/2017
Perf: $2,890.66 Date: 11/30/2017
Perf: $2,859.49 Date: 10/31/2017
Perf: $2,855.78 Date: 9/30/2017
Perf: $2,740.93 Date: 8/31/2017
Perf: $2,800.01 Date: 7/31/2017
Perf: $2,754.29 Date: 6/30/2017
Perf: $2,743.59 Date: 5/31/2017
Perf: $2,826.11 Date: 4/30/2017
Perf: $2,820.75 Date: 3/31/2017
Perf: $2,837.78 Date: 2/28/2017
Perf: $2,879.83 Date: 1/31/2017
Perf: $2,818.39 Date: 12/31/2016
Perf: $2,855.22 Date: 11/30/2016
Perf: $2,833.68 Date: 10/31/2016
Perf: $2,865.20 Date: 9/30/2016
Perf: $2,941.08 Date: 8/31/2016
Perf: $2,979.51 Date: 7/31/2016
Perf: $3,061.88 Date: 6/30/2016
Perf: $3,030.96 Date: 5/31/2016
Perf: $2,907.40 Date: 4/30/2016
Perf: $2,959.18 Date: 3/31/2016
Perf: $3,035.37 Date: 2/29/2016
Perf: $3,125.06 Date: 1/31/2016
Perf: $3,050.03 Date: 12/31/2015
Perf: $2,947.46 Date: 11/30/2015
Perf: $3,016.85 Date: 10/31/2015
Perf: $2,917.36 Date: 9/30/2015
Perf: $2,969.03 Date: 8/31/2015
Perf: $2,905.97 Date: 7/31/2015
Perf: $2,957.12 Date: 6/30/2015
Perf: $2,845.85 Date: 5/31/2015
Perf: $3,001.95 Date: 4/30/2015
Perf: $3,023.72 Date: 3/31/2015
Perf: $3,145.13 Date: 2/28/2015
Perf: $3,077.12 Date: 1/31/2015
Perf: $3,082.05 Date: 12/31/2014
Perf: $2,944.82 Date: 11/30/2014
Perf: $2,893.89 Date: 10/31/2014
Perf: $2,731.38 Date: 9/30/2014
Perf: $2,691.81 Date: 8/31/2014
Perf: $2,652.29 Date: 7/31/2014
Perf: $2,544.65 Date: 6/30/2014
Perf: $2,565.17 Date: 5/31/2014
Perf: $2,543.30 Date: 4/30/2014
Perf: $2,479.81 Date: 3/31/2014
Perf: $2,461.11 Date: 2/28/2014
Perf: $2,498.08 Date: 1/31/2014
Perf: $2,477.76 Date: 12/31/2013
Perf: $2,544.17 Date: 11/30/2013
Perf: $2,547.73 Date: 10/31/2013
Perf: $2,502.44 Date: 9/30/2013
Perf: $2,446.42 Date: 8/31/2013
Perf: $2,461.18 Date: 7/31/2013
Perf: $2,509.36 Date: 6/30/2013
Perf: $2,531.39 Date: 5/31/2013
Perf: $2,631.10 Date: 4/30/2013
Perf: $2,749.33 Date: 3/31/2013
Perf: $2,680.18 Date: 2/28/2013
Perf: $2,642.13 Date: 1/31/2013
Perf: $2,657.54 Date: 12/31/2012
Perf: $2,607.99 Date: 11/30/2012
Perf: $2,595.28 Date: 10/31/2012
Perf: $2,588.03 Date: 9/30/2012
Perf: $2,685.23 Date: 8/31/2012
Perf: $2,730.28 Date: 7/31/2012
Perf: $2,767.93 Date: 6/30/2012
Perf: $2,659.17 Date: 5/31/2012
Perf: $2,763.06 Date: 4/30/2012
Perf: $2,711.54 Date: 3/31/2012
Perf: $2,695.37 Date: 2/29/2012
Perf: $2,757.97 Date: 1/31/2012
Perf: $2,746.71 Date: 12/31/2011
Perf: $2,737.95 Date: 11/30/2011
Perf: $2,711.92 Date: 10/31/2011
Perf: $2,703.80 Date: 9/30/2011
Perf: $2,815.29 Date: 8/31/2011
Perf: $2,816.98 Date: 7/31/2011
Perf: $2,822.63 Date: 6/30/2011
Perf: $2,724.80 Date: 5/31/2011
Perf: $2,797.54 Date: 4/30/2011
Perf: $2,903.52 Date: 3/31/2011
Perf: $2,794.53 Date: 2/28/2011
Perf: $2,837.95 Date: 1/31/2011
Perf: $2,790.51 Date: 12/31/2010
Perf: $2,829.28 Date: 11/30/2010
Perf: $2,712.89 Date: 10/31/2010
Perf: $2,812.45 Date: 9/30/2010
Perf: $2,707.41 Date: 8/31/2010
Perf: $2,659.01 Date: 7/31/2010
Perf: $2,553.31 Date: 6/30/2010
Perf: $2,586.67 Date: 5/31/2010
Perf: $2,576.88 Date: 4/30/2010
Perf: $2,640.79 Date: 3/31/2010
Perf: $2,600.74 Date: 2/28/2010
Perf: $2,501.43 Date: 1/31/2010
Perf: $2,478.14 Date: 12/31/2009
Perf: $2,541.42 Date: 11/30/2009
Perf: $2,647.31 Date: 10/31/2009
Perf: $2,544.76 Date: 9/30/2009
Perf: $2,611.61 Date: 8/31/2009
Perf: $2,550.90 Date: 7/31/2009
Perf: $2,542.51 Date: 6/30/2009
Perf: $2,545.31 Date: 5/31/2009
Perf: $2,614.87 Date: 4/30/2009
Perf: $2,579.27 Date: 3/31/2009
Perf: $2,666.47 Date: 2/28/2009
Perf: $2,742.43 Date: 1/31/2009
Perf: $2,743.80 Date: 12/31/2008
Perf: $2,761.75 Date: 11/30/2008
Perf: $2,692.56 Date: 10/31/2008
Perf: $2,597.24 Date: 9/30/2008
Perf: $2,470.03 Date: 8/31/2008
Perf: $2,464.85 Date: 7/31/2008
Perf: $2,532.47 Date: 6/30/2008
Perf: $2,654.30 Date: 5/31/2008
Perf: $2,585.28 Date: 4/30/2008
Perf: $2,533.10 Date: 3/31/2008
Perf: $2,562.56 Date: 2/29/2008
Perf: $2,573.89 Date: 1/31/2008
Perf: $2,435.32 Date: 12/31/2007
Perf: $2,391.79 Date: 11/30/2007
Perf: $2,397.30 Date: 10/31/2007
Perf: $2,412.99 Date: 9/30/2007
Perf: $2,313.29 Date: 8/31/2007
Perf: $2,210.07 Date: 7/31/2007
Perf: $2,295.70 Date: 6/30/2007
Perf: $2,368.90 Date: 5/31/2007
Perf: $2,302.37 Date: 4/30/2007
Perf: $2,223.00 Date: 3/31/2007
Perf: $2,133.40 Date: 2/28/2007
Perf: $2,184.52 Date: 1/31/2007
Perf: $2,269.63 Date: 12/31/2006
Perf: $2,231.47 Date: 11/30/2006
Perf: $2,158.51 Date: 10/31/2006
Perf: $2,106.90 Date: 9/30/2006
Perf: $2,083.97 Date: 8/31/2006
Perf: $2,106.30 Date: 7/31/2006
Perf: $2,082.97 Date: 6/30/2006
Perf: $2,114.26 Date: 5/31/2006
Perf: $2,143.63 Date: 4/30/2006
Perf: $2,201.98 Date: 3/31/2006
Perf: $2,149.53 Date: 2/28/2006
Perf: $2,093.43 Date: 1/31/2006
Perf: $2,131.37 Date: 12/31/2005
Perf: $2,091.42 Date: 11/30/2005
Perf: $2,129.97 Date: 10/31/2005
Perf: $2,042.36 Date: 9/30/2005
Perf: $2,039.09 Date: 8/31/2005
Perf: $2,008.17 Date: 7/31/2005
Perf: $1,997.38 Date: 6/30/2005
Perf: $1,996.18 Date: 5/31/2005
Perf: $1,930.36 Date: 4/30/2005
Perf: $1,872.50 Date: 3/31/2005
Perf: $1,919.53 Date: 2/28/2005
Perf: $1,930.34 Date: 1/31/2005
Perf: $1,917.11 Date: 12/31/2004
Perf: $2,001.16 Date: 11/30/2004
Perf: $1,994.57 Date: 10/31/2004
Perf: $1,892.21 Date: 9/30/2004
Perf: $1,829.63 Date: 8/31/2004
Perf: $1,805.26 Date: 7/31/2004
Perf: $1,817.80 Date: 6/30/2004
Perf: $1,838.77 Date: 5/31/2004
Perf: $1,901.52 Date: 4/30/2004
Perf: $1,932.24 Date: 3/31/2004
Perf: $2,060.40 Date: 2/29/2004
Perf: $2,080.79 Date: 1/31/2004
Perf: $1,969.70 Date: 12/31/2003
Perf: $1,950.97 Date: 11/30/2003
Perf: $1,870.00 Date: 10/31/2003
Perf: $1,875.62 Date: 9/30/2003
Perf: $1,834.35 Date: 8/31/2003
Perf: $1,842.83 Date: 7/31/2003
Perf: $1,825.67 Date: 6/30/2003
Perf: $1,867.88 Date: 5/31/2003
Perf: $1,915.97 Date: 4/30/2003
Perf: $1,809.74 Date: 3/31/2003
Perf: $1,783.52 Date: 2/28/2003
Perf: $1,891.73 Date: 1/31/2003
Perf: $1,785.16 Date: 12/31/2002
Perf: $1,682.05 Date: 11/30/2002
Perf: $1,585.49 Date: 10/31/2002
Perf: $1,630.49 Date: 9/30/2002
Perf: $1,719.56 Date: 8/31/2002
Perf: $1,643.79 Date: 7/31/2002
Perf: $1,605.10 Date: 6/30/2002
Perf: $1,523.74 Date: 5/31/2002
Perf: $1,399.98 Date: 4/30/2002
Perf: $1,364.63 Date: 3/31/2002
Perf: $1,397.62 Date: 2/28/2002
Perf: $1,401.68 Date: 1/31/2002
Perf: $1,442.36 Date: 12/31/2001
Perf: $1,459.88 Date: 11/30/2001
Perf: $1,429.71 Date: 10/31/2001
Perf: $1,550.16 Date: 9/30/2001
Perf: $1,485.96 Date: 8/31/2001
Perf: $1,441.56 Date: 7/31/2001
Perf: $1,399.71 Date: 6/30/2001
Perf: $1,396.64 Date: 5/31/2001
Perf: $1,412.17 Date: 4/30/2001
Perf: $1,411.75 Date: 3/31/2001
Perf: $1,504.42 Date: 2/28/2001
Perf: $1,412.87 Date: 1/31/2001
Perf: $1,399.57 Date: 12/31/2000
Perf: $1,385.17 Date: 11/30/2000
Perf: $1,279.83 Date: 10/31/2000
Perf: $1,204.44 Date: 9/30/2000
Perf: $1,179.78 Date: 8/31/2000
Perf: $1,200.67 Date: 7/31/2000
Perf: $1,176.44 Date: 6/30/2000
Perf: $1,197.51 Date: 5/31/2000
Perf: $1,216.37 Date: 4/30/2000
Perf: $1,199.93 Date: 3/31/2000
Perf: $1,218.32 Date: 2/29/2000
Perf: $1,249.31 Date: 1/31/2000
Perf: $1,263.46 Date: 12/31/1999
Perf: $1,252.06 Date: 11/30/1999
Perf: $1,236.12 Date: 10/31/1999
Perf: $1,212.59 Date: 9/30/1999
Perf: $1,268.67 Date: 8/31/1999
Perf: $1,264.24 Date: 7/31/1999
Perf: $1,256.70 Date: 6/30/1999
Perf: $1,266.58 Date: 5/31/1999
Perf: $1,234.49 Date: 4/30/1999
Perf: $1,255.32 Date: 3/31/1999
Perf: $1,217.93 Date: 2/28/1999
Perf: $1,227.88 Date: 1/31/1999
Perf: $1,205.34 Date: 12/31/1998
Perf: $1,241.21 Date: 11/30/1998
Perf: $1,212.71 Date: 10/31/1998
Perf: $1,235.32 Date: 9/30/1998
Perf: $1,240.28 Date: 8/31/1998
Perf: $1,187.21 Date: 7/31/1998
Perf: $1,099.98 Date: 6/30/1998
Perf: $1,097.68 Date: 5/31/1998
Perf: $1,096.36 Date: 4/30/1998
Perf: $1,069.20 Date: 3/31/1998
Perf: $1,113.41 Date: 2/28/1998
Perf: $1,100.53 Date: 1/31/1998
Perf: $1,109.18 Date: 12/31/1997
Perf: $1,102.24 Date: 11/30/1997
Perf: $1,073.47 Date: 10/31/1997
Perf: $1,058.65 Date: 9/30/1997
Perf: $1,065.25 Date: 8/31/1997
Perf: $1,052.00 Date: 7/31/1997
Perf: $1,104.58 Date: 6/30/1997
Perf: $1,032.51 Date: 5/31/1997
Perf: $1,020.67 Date: 4/30/1997
Perf: $1,037.90 Date: 3/31/1997
Perf: $1,062.76 Date: 2/28/1997
Perf: $1,063.93 Date: 1/31/1997
Perf: $1,039.10 Date: 12/31/1996
Perf: $1,000.00 Date: 10/31/2020
Perf: $6,921.01 Date: 9/30/2020
Perf: $7,110.14 Date: 8/31/2020
Perf: $7,391.00 Date: 7/31/2020
Perf: $6,895.23 Date: 6/30/2020
Perf: $6,527.10 Date: 5/31/2020
Perf: $6,399.75 Date: 4/30/2020
Perf: $6,108.96 Date: 3/31/2020
Perf: $5,414.79 Date: 2/29/2020
Perf: $6,177.74 Date: 1/31/2020
Perf: $6,731.76 Date: 12/31/2019
Perf: $6,734.45 Date: 11/30/2019
Perf: $6,537.04 Date: 10/31/2019
Perf: $6,308.05 Date: 9/30/2019
Perf: $6,174.08 Date: 8/31/2019
Perf: $6,060.74 Date: 7/31/2019
Perf: $6,158.04 Date: 6/30/2019
Perf: $6,070.62 Date: 5/31/2019
Perf: $5,670.83 Date: 4/30/2019
Perf: $6,055.34 Date: 3/31/2019
Perf: $5,819.64 Date: 2/28/2019
Perf: $5,708.89 Date: 1/31/2019
Perf: $5,531.34 Date: 12/31/2018
Perf: $5,121.13 Date: 11/30/2018
Perf: $5,629.48 Date: 10/31/2018
Perf: $5,516.93 Date: 9/30/2018
Perf: $5,921.99 Date: 8/31/2018
Perf: $5,888.43 Date: 7/31/2018
Perf: $5,702.53 Date: 6/30/2018
Perf: $5,498.00 Date: 5/31/2018
Perf: $5,464.12 Date: 4/30/2018
Perf: $5,335.54 Date: 3/31/2018
Perf: $5,315.34 Date: 2/28/2018
Perf: $5,453.87 Date: 1/31/2018
Perf: $5,662.83 Date: 12/31/2017
Perf: $5,355.93 Date: 11/30/2017
Perf: $5,297.13 Date: 10/31/2017
Perf: $5,139.36 Date: 9/30/2017
Perf: $5,022.33 Date: 8/31/2017
Perf: $4,920.96 Date: 7/31/2017
Perf: $4,905.76 Date: 6/30/2017
Perf: $4,806.74 Date: 5/31/2017
Perf: $4,777.12 Date: 4/30/2017
Perf: $4,710.70 Date: 3/31/2017
Perf: $4,662.67 Date: 2/28/2017
Perf: $4,657.08 Date: 1/31/2017
Perf: $4,479.26 Date: 12/31/2016
Perf: $4,395.74 Date: 11/30/2016
Perf: $4,310.39 Date: 10/31/2016
Perf: $4,156.60 Date: 9/30/2016
Perf: $4,233.65 Date: 8/31/2016
Perf: $4,232.80 Date: 7/31/2016
Perf: $4,226.89 Date: 6/30/2016
Perf: $4,076.46 Date: 5/31/2016
Perf: $4,065.89 Date: 4/30/2016
Perf: $3,994.00 Date: 3/31/2016
Perf: $3,978.49 Date: 2/29/2016
Perf: $3,725.87 Date: 1/31/2016
Perf: $3,730.72 Date: 12/31/2015
Perf: $3,925.42 Date: 11/30/2015
Perf: $3,988.44 Date: 10/31/2015
Perf: $3,976.51 Date: 9/30/2015
Perf: $3,667.01 Date: 8/31/2015
Perf: $3,759.88 Date: 7/31/2015
Perf: $4,001.15 Date: 6/30/2015
Perf: $3,918.86 Date: 5/31/2015
Perf: $3,996.39 Date: 4/30/2015
Perf: $3,945.49 Date: 3/31/2015
Perf: $3,907.97 Date: 2/28/2015
Perf: $3,970.71 Date: 1/31/2015
Perf: $3,754.81 Date: 12/31/2014
Perf: $3,870.94 Date: 11/30/2014
Perf: $3,880.64 Date: 10/31/2014
Perf: $3,778.98 Date: 9/30/2014
Perf: $3,688.97 Date: 8/31/2014
Perf: $3,741.35 Date: 7/31/2014
Perf: $3,597.45 Date: 6/30/2014
Perf: $3,647.79 Date: 5/31/2014
Perf: $3,573.82 Date: 4/30/2014
Perf: $3,491.76 Date: 3/31/2014
Perf: $3,466.11 Date: 2/28/2014
Perf: $3,437.24 Date: 1/31/2014
Perf: $3,287.02 Date: 12/31/2013
Perf: $3,404.83 Date: 11/30/2013
Perf: $3,320.81 Date: 10/31/2013
Perf: $3,222.52 Date: 9/30/2013
Perf: $3,080.81 Date: 8/31/2013
Perf: $2,987.01 Date: 7/31/2013
Perf: $3,076.22 Date: 6/30/2013
Perf: $2,927.23 Date: 5/31/2013
Perf: $2,966.99 Date: 4/30/2013
Perf: $2,899.15 Date: 3/31/2013
Perf: $2,844.25 Date: 2/28/2013
Perf: $2,741.45 Date: 1/31/2013
Perf: $2,704.66 Date: 12/31/2012
Perf: $2,571.46 Date: 11/30/2012
Perf: $2,548.27 Date: 10/31/2012
Perf: $2,533.58 Date: 9/30/2012
Perf: $2,581.33 Date: 8/31/2012
Perf: $2,516.41 Date: 7/31/2012
Perf: $2,461.04 Date: 6/30/2012
Perf: $2,427.30 Date: 5/31/2012
Perf: $2,331.25 Date: 4/30/2012
Perf: $2,480.32 Date: 3/31/2012
Perf: $2,496.04 Date: 2/29/2012
Perf: $2,416.54 Date: 1/31/2012
Perf: $2,316.47 Date: 12/31/2011
Perf: $2,217.14 Date: 11/30/2011
Perf: $2,194.75 Date: 10/31/2011
Perf: $2,199.59 Date: 9/30/2011
Perf: $1,982.86 Date: 8/31/2011
Perf: $2,132.80 Date: 7/31/2011
Perf: $2,255.26 Date: 6/30/2011
Perf: $2,301.99 Date: 5/31/2011
Perf: $2,341.09 Date: 4/30/2011
Perf: $2,367.84 Date: 3/31/2011
Perf: $2,299.77 Date: 2/28/2011
Perf: $2,298.85 Date: 1/31/2011
Perf: $2,222.62 Date: 12/31/2010
Perf: $2,171.16 Date: 11/30/2010
Perf: $2,035.21 Date: 10/31/2010
Perf: $2,035.00 Date: 9/30/2010
Perf: $1,960.32 Date: 8/31/2010
Perf: $1,799.78 Date: 7/31/2010
Perf: $1,884.78 Date: 6/30/2010
Perf: $1,761.31 Date: 5/31/2010
Perf: $1,858.51 Date: 4/30/2010
Perf: $2,019.90 Date: 3/31/2010
Perf: $1,988.48 Date: 2/28/2010
Perf: $1,875.40 Date: 1/31/2010
Perf: $1,819.01 Date: 12/31/2009
Perf: $1,886.94 Date: 11/30/2009
Perf: $1,851.21 Date: 10/31/2009
Perf: $1,746.42 Date: 9/30/2009
Perf: $1,779.52 Date: 8/31/2009
Perf: $1,715.53 Date: 7/31/2009
Perf: $1,655.76 Date: 6/30/2009
Perf: $1,539.38 Date: 5/31/2009
Perf: $1,536.31 Date: 4/30/2009
Perf: $1,454.98 Date: 3/31/2009
Perf: $1,327.90 Date: 2/28/2009
Perf: $1,220.94 Date: 1/31/2009
Perf: $1,366.47 Date: 12/31/2008
Perf: $1,492.27 Date: 11/30/2008
Perf: $1,476.62 Date: 10/31/2008
Perf: $1,590.84 Date: 9/30/2008
Perf: $1,911.84 Date: 8/31/2008
Perf: $2,098.85 Date: 7/31/2008
Perf: $2,068.85 Date: 6/30/2008
Perf: $2,086.37 Date: 5/31/2008
Perf: $2,278.45 Date: 4/30/2008
Perf: $2,249.21 Date: 3/31/2008
Perf: $2,144.76 Date: 2/29/2008
Perf: $2,154.02 Date: 1/31/2008
Perf: $2,226.38 Date: 12/31/2007
Perf: $2,368.49 Date: 11/30/2007
Perf: $2,384.94 Date: 10/31/2007
Perf: $2,488.98 Date: 9/30/2007
Perf: $2,450.03 Date: 8/31/2007
Perf: $2,361.70 Date: 7/31/2007
Perf: $2,326.80 Date: 6/30/2007
Perf: $2,401.23 Date: 5/31/2007
Perf: $2,441.77 Date: 4/30/2007
Perf: $2,359.42 Date: 3/31/2007
Perf: $2,259.34 Date: 2/28/2007
Perf: $2,234.31 Date: 1/31/2007
Perf: $2,278.98 Date: 12/31/2006
Perf: $2,245.08 Date: 11/30/2006
Perf: $2,214.08 Date: 10/31/2006
Perf: $2,172.80 Date: 9/30/2006
Perf: $2,104.20 Date: 8/31/2006
Perf: $2,051.28 Date: 7/31/2006
Perf: $2,003.59 Date: 6/30/2006
Perf: $1,991.25 Date: 5/31/2006
Perf: $1,988.46 Date: 4/30/2006
Perf: $2,047.43 Date: 3/31/2006
Perf: $2,020.36 Date: 2/28/2006
Perf: $1,995.61 Date: 1/31/2006
Perf: $1,990.24 Date: 12/31/2005
Perf: $1,938.86 Date: 11/30/2005
Perf: $1,938.28 Date: 10/31/2005
Perf: $1,867.68 Date: 9/30/2005
Perf: $1,899.40 Date: 8/31/2005
Perf: $1,884.14 Date: 7/31/2005
Perf: $1,901.44 Date: 6/30/2005
Perf: $1,833.24 Date: 5/31/2005
Perf: $1,830.68 Date: 4/30/2005
Perf: $1,774.26 Date: 3/31/2005
Perf: $1,808.62 Date: 2/28/2005
Perf: $1,841.21 Date: 1/31/2005
Perf: $1,803.34 Date: 12/31/2004
Perf: $1,848.44 Date: 11/30/2004
Perf: $1,787.66 Date: 10/31/2004
Perf: $1,718.08 Date: 9/30/2004
Perf: $1,692.19 Date: 8/31/2004
Perf: $1,674.11 Date: 7/31/2004
Perf: $1,667.44 Date: 6/30/2004
Perf: $1,724.52 Date: 5/31/2004
Perf: $1,691.70 Date: 4/30/2004
Perf: $1,668.84 Date: 3/31/2004
Perf: $1,695.46 Date: 2/29/2004
Perf: $1,721.45 Date: 1/31/2004
Perf: $1,697.85 Date: 12/31/2003
Perf: $1,667.18 Date: 11/30/2003
Perf: $1,584.17 Date: 10/31/2003
Perf: $1,570.35 Date: 9/30/2003
Perf: $1,486.23 Date: 8/31/2003
Perf: $1,502.15 Date: 7/31/2003
Perf: $1,473.42 Date: 6/30/2003
Perf: $1,447.93 Date: 5/31/2003
Perf: $1,429.63 Date: 4/30/2003
Perf: $1,358.06 Date: 3/31/2003
Perf: $1,254.68 Date: 2/28/2003
Perf: $1,242.63 Date: 1/31/2003
Perf: $1,261.55 Date: 12/31/2002
Perf: $1,295.49 Date: 11/30/2002
Perf: $1,376.28 Date: 10/31/2002
Perf: $1,299.72 Date: 9/30/2002
Perf: $1,194.60 Date: 8/31/2002
Perf: $1,340.29 Date: 7/31/2002
Perf: $1,331.50 Date: 6/30/2002
Perf: $1,444.14 Date: 5/31/2002
Perf: $1,554.85 Date: 4/30/2002
Perf: $1,566.44 Date: 3/31/2002
Perf: $1,667.49 Date: 2/28/2002
Perf: $1,607.07 Date: 1/31/2002
Perf: $1,638.69 Date: 12/31/2001
Perf: $1,662.97 Date: 11/30/2001
Perf: $1,648.46 Date: 10/31/2001
Perf: $1,531.03 Date: 9/30/2001
Perf: $1,502.34 Date: 8/31/2001
Perf: $1,634.40 Date: 7/31/2001
Perf: $1,743.55 Date: 6/30/2001
Perf: $1,760.80 Date: 5/31/2001
Perf: $1,804.65 Date: 4/30/2001
Perf: $1,792.64 Date: 3/31/2001
Perf: $1,663.40 Date: 2/28/2001
Perf: $1,776.00 Date: 1/31/2001
Perf: $1,954.22 Date: 12/31/2000
Perf: $1,887.22 Date: 11/30/2000
Perf: $1,878.02 Date: 10/31/2000
Perf: $2,038.67 Date: 9/30/2000
Perf: $2,047.27 Date: 8/31/2000
Perf: $2,161.39 Date: 7/31/2000
Perf: $2,035.01 Date: 6/30/2000
Perf: $2,067.26 Date: 5/31/2000
Perf: $2,017.43 Date: 4/30/2000
Perf: $2,059.66 Date: 3/31/2000
Perf: $2,123.58 Date: 2/29/2000
Perf: $1,934.39 Date: 1/31/2000
Perf: $1,971.66 Date: 12/31/1999
Perf: $2,075.86 Date: 11/30/1999
Perf: $1,960.40 Date: 10/31/1999
Perf: $1,921.39 Date: 9/30/1999
Perf: $1,807.01 Date: 8/31/1999
Perf: $1,857.92 Date: 7/31/1999
Perf: $1,867.06 Date: 6/30/1999
Perf: $1,927.19 Date: 5/31/1999
Perf: $1,825.86 Date: 4/30/1999
Perf: $1,869.99 Date: 3/31/1999
Perf: $1,800.32 Date: 2/28/1999
Perf: $1,731.07 Date: 1/31/1999
Perf: $1,786.64 Date: 12/31/1998
Perf: $1,714.95 Date: 11/30/1998
Perf: $1,621.55 Date: 10/31/1998
Perf: $1,528.90 Date: 9/30/1998
Perf: $1,413.95 Date: 8/31/1998
Perf: $1,328.77 Date: 7/31/1998
Perf: $1,553.39 Date: 6/30/1998
Perf: $1,570.04 Date: 5/31/1998
Perf: $1,508.78 Date: 4/30/1998
Perf: $1,535.18 Date: 3/31/1998
Perf: $1,519.83 Date: 2/28/1998
Perf: $1,445.81 Date: 1/31/1998
Perf: $1,348.58 Date: 12/31/1997
Perf: $1,333.77 Date: 11/30/1997
Perf: $1,311.22 Date: 10/31/1997
Perf: $1,253.20 Date: 9/30/1997
Perf: $1,296.50 Date: 8/31/1997
Perf: $1,229.14 Date: 7/31/1997
Perf: $1,302.06 Date: 6/30/1997
Perf: $1,206.06 Date: 5/31/1997
Perf: $1,154.34 Date: 4/30/1997
Perf: $1,088.08 Date: 3/31/1997
Perf: $1,026.78 Date: 2/28/1997
Perf: $1,070.79 Date: 1/31/1997
Perf: $1,062.50 Date: 12/31/1996
Perf: $1,000.00 Date: 10/31/2020
Perf: $7,332.97 Date: 9/30/2020
Perf: $7,330.04 Date: 8/31/2020
Perf: $7,325.65 Date: 7/31/2020
Perf: $7,344.01 Date: 6/30/2020
Perf: $7,349.15 Date: 5/31/2020
Perf: $7,286.49 Date: 4/30/2020
Perf: $7,249.51 Date: 3/31/2020
Perf: $7,268.41 Date: 2/29/2020
Perf: $7,258.98 Date: 1/31/2020
Perf: $7,296.19 Date: 12/31/2019
Perf: $7,302.76 Date: 11/30/2019
Perf: $7,301.30 Date: 10/31/2019
Perf: $7,323.27 Date: 9/30/2019
Perf: $7,307.19 Date: 8/31/2019
Perf: $7,296.98 Date: 7/31/2019
Perf: $7,296.25 Date: 6/30/2019
Perf: $7,278.05 Date: 5/31/2019
Perf: $7,291.18 Date: 4/30/2019
Perf: $7,210.42 Date: 3/31/2019
Perf: $7,256.86 Date: 2/28/2019
Perf: $7,179.33 Date: 1/31/2019
Perf: $7,198.76 Date: 12/31/2018
Perf: $7,209.58 Date: 11/30/2018
Perf: $7,432.55 Date: 10/31/2018
Perf: $7,399.99 Date: 9/30/2018
Perf: $7,399.25 Date: 8/31/2018
Perf: $7,325.99 Date: 7/31/2018
Perf: $7,323.80 Date: 6/30/2018
Perf: $7,304.08 Date: 5/31/2018
Perf: $7,233.19 Date: 4/30/2018
Perf: $7,235.36 Date: 3/31/2018
Perf: $7,274.64 Date: 2/28/2018
Perf: $7,197.63 Date: 1/31/2018
Perf: $7,095.46 Date: 12/31/2017
Perf: $7,118.95 Date: 11/30/2017
Perf: $7,128.93 Date: 10/31/2017
Perf: $7,181.35 Date: 9/30/2017
Perf: $7,167.73 Date: 8/31/2017
Perf: $7,152.71 Date: 7/31/2017
Perf: $7,186.49 Date: 6/30/2017
Perf: $7,181.46 Date: 5/31/2017
Perf: $7,113.18 Date: 4/30/2017
Perf: $7,039.96 Date: 3/31/2017
Perf: $7,027.31 Date: 2/28/2017
Perf: $6,898.99 Date: 1/31/2017
Perf: $6,901.06 Date: 12/31/2016
Perf: $6,860.58 Date: 11/30/2016
Perf: $6,821.70 Date: 10/31/2016
Perf: $6,863.57 Date: 9/30/2016
Perf: $6,835.54 Date: 8/31/2016
Perf: $6,733.20 Date: 7/31/2016
Perf: $6,665.87 Date: 6/30/2016
Perf: $6,702.06 Date: 5/31/2016
Perf: $6,566.79 Date: 4/30/2016
Perf: $6,497.91 Date: 3/31/2016
Perf: $6,477.18 Date: 2/29/2016
Perf: $6,514.97 Date: 1/31/2016
Perf: $6,526.72 Date: 12/31/2015
Perf: $6,559.51 Date: 11/30/2015
Perf: $6,541.20 Date: 10/31/2015
Perf: $6,512.54 Date: 9/30/2015
Perf: $6,558.45 Date: 8/31/2015
Perf: $6,577.53 Date: 7/31/2015
Perf: $6,719.31 Date: 6/30/2015
Perf: $6,579.81 Date: 5/31/2015
Perf: $6,467.28 Date: 4/30/2015
Perf: $6,510.25 Date: 3/31/2015
Perf: $6,520.68 Date: 2/28/2015
Perf: $6,424.95 Date: 1/31/2015
Perf: $6,437.83 Date: 12/31/2014
Perf: $6,335.82 Date: 11/30/2014
Perf: $6,326.33 Date: 10/31/2014
Perf: $6,371.57 Date: 9/30/2014
Perf: $6,409.38 Date: 8/31/2014
Perf: $6,354.10 Date: 7/31/2014
Perf: $6,413.10 Date: 6/30/2014
Perf: $6,389.46 Date: 5/31/2014
Perf: $6,426.74 Date: 4/30/2014
Perf: $6,398.58 Date: 3/31/2014
Perf: $6,339.63 Date: 2/28/2014
Perf: $6,267.55 Date: 1/31/2014
Perf: $6,255.04 Date: 12/31/2013
Perf: $6,263.81 Date: 11/30/2013
Perf: $6,218.41 Date: 10/31/2013
Perf: $6,246.52 Date: 9/30/2013
Perf: $6,264.06 Date: 8/31/2013
Perf: $6,293.64 Date: 7/31/2013
Perf: $6,043.44 Date: 6/30/2013
Perf: $6,054.34 Date: 5/31/2013
Perf: $6,159.67 Date: 4/30/2013
Perf: $6,228.81 Date: 3/31/2013
Perf: $6,228.81 Date: 2/28/2013
Perf: $6,229.44 Date: 1/31/2013
Perf: $6,226.94 Date: 12/31/2012
Perf: $6,251.32 Date: 11/30/2012
Perf: $6,160.15 Date: 10/31/2012
Perf: $6,154.62 Date: 9/30/2012
Perf: $6,055.90 Date: 8/31/2012
Perf: $5,990.61 Date: 7/31/2012
Perf: $5,989.41 Date: 6/30/2012
Perf: $5,978.05 Date: 5/31/2012
Perf: $5,828.26 Date: 4/30/2012
Perf: $5,707.27 Date: 3/31/2012
Perf: $5,565.90 Date: 2/29/2012
Perf: $5,568.12 Date: 1/31/2012
Perf: $5,591.05 Date: 12/31/2011
Perf: $5,565.45 Date: 11/30/2011
Perf: $5,365.32 Date: 10/31/2011
Perf: $5,141.66 Date: 9/30/2011
Perf: $5,171.65 Date: 8/31/2011
Perf: $5,092.21 Date: 7/31/2011
Perf: $5,333.84 Date: 6/30/2011
Perf: $5,421.12 Date: 5/31/2011
Perf: $5,313.26 Date: 4/30/2011
Perf: $5,194.31 Date: 3/31/2011
Perf: $5,119.06 Date: 2/28/2011
Perf: $4,996.15 Date: 1/31/2011
Perf: $4,966.85 Date: 12/31/2010
Perf: $4,958.91 Date: 11/30/2010
Perf: $4,978.83 Date: 10/31/2010
Perf: $4,877.38 Date: 9/30/2010
Perf: $4,909.29 Date: 8/31/2010
Perf: $4,885.84 Date: 7/31/2010
Perf: $4,732.05 Date: 6/30/2010
Perf: $4,740.10 Date: 5/31/2010
Perf: $4,752.46 Date: 4/30/2010
Perf: $5,578.66 Date: 3/31/2010
Perf: $5,554.22 Date: 2/28/2010
Perf: $5,555.89 Date: 1/31/2010
Perf: $5,354.56 Date: 12/31/2009
Perf: $5,331.63 Date: 11/30/2009
Perf: $5,253.87 Date: 10/31/2009
Perf: $5,130.24 Date: 9/30/2009
Perf: $5,164.84 Date: 8/31/2009
Perf: $5,125.37 Date: 7/31/2009
Perf: $5,105.46 Date: 6/30/2009
Perf: $5,080.06 Date: 5/31/2009
Perf: $4,931.62 Date: 4/30/2009
Perf: $4,804.78 Date: 3/31/2009
Perf: $4,804.29 Date: 2/28/2009
Perf: $4,802.37 Date: 1/31/2009
Perf: $4,616.78 Date: 12/31/2008
Perf: $4,512.98 Date: 11/30/2008
Perf: $4,523.84 Date: 10/31/2008
Perf: $4,631.76 Date: 9/30/2008
Perf: $4,950.05 Date: 8/31/2008
Perf: $5,762.57 Date: 7/31/2008
Perf: $5,764.87 Date: 6/30/2008
Perf: $5,753.94 Date: 5/31/2008
Perf: $5,650.54 Date: 4/30/2008
Perf: $5,488.62 Date: 3/31/2008
Perf: $5,370.47 Date: 2/29/2008
Perf: $5,264.65 Date: 1/31/2008
Perf: $5,208.40 Date: 12/31/2007
Perf: $5,493.51 Date: 11/30/2007
Perf: $5,400.62 Date: 10/31/2007
Perf: $5,119.56 Date: 9/30/2007
Perf: $4,927.87 Date: 8/31/2007
Perf: $4,788.06 Date: 7/31/2007
Perf: $4,560.92 Date: 6/30/2007
Perf: $4,834.56 Date: 5/31/2007
Perf: $4,658.02 Date: 4/30/2007
Perf: $4,580.61 Date: 3/31/2007
Perf: $4,668.85 Date: 2/28/2007
Perf: $4,704.13 Date: 1/31/2007
Perf: $4,891.98 Date: 12/31/2006
Perf: $4,823.96 Date: 11/30/2006
Perf: $4,781.41 Date: 10/31/2006
Perf: $4,751.95 Date: 9/30/2006
Perf: $4,706.29 Date: 8/31/2006
Perf: $4,673.58 Date: 7/31/2006
Perf: $4,631.43 Date: 6/30/2006
Perf: $4,522.00 Date: 5/31/2006
Perf: $4,452.54 Date: 4/30/2006
Perf: $4,415.45 Date: 3/31/2006
Perf: $4,354.92 Date: 2/28/2006
Perf: $4,275.82 Date: 1/31/2006
Perf: $4,260.48 Date: 12/31/2005
Perf: $4,251.97 Date: 11/30/2005
Perf: $4,224.51 Date: 10/31/2005
Perf: $4,204.75 Date: 9/30/2005
Perf: $4,188.83 Date: 8/31/2005
Perf: $4,131.41 Date: 7/31/2005
Perf: $4,018.88 Date: 6/30/2005
Perf: $4,113.91 Date: 5/31/2005
Perf: $4,111.03 Date: 4/30/2005
Perf: $4,059.48 Date: 3/31/2005
Perf: $3,985.35 Date: 2/28/2005
Perf: $3,921.05 Date: 1/31/2005
Perf: $3,857.78 Date: 12/31/2004
Perf: $3,841.64 Date: 11/30/2004
Perf: $3,853.59 Date: 10/31/2004
Perf: $3,905.53 Date: 9/30/2004
Perf: $3,792.52 Date: 8/31/2004
Perf: $3,756.45 Date: 7/31/2004
Perf: $3,764.36 Date: 6/30/2004
Perf: $3,647.99 Date: 5/31/2004
Perf: $3,623.71 Date: 4/30/2004
Perf: $3,548.13 Date: 3/31/2004
Perf: $3,495.70 Date: 2/29/2004
Perf: $3,387.96 Date: 1/31/2004
Perf: $3,356.74 Date: 12/31/2003
Perf: $3,306.48 Date: 11/30/2003
Perf: $3,302.85 Date: 10/31/2003
Perf: $3,174.90 Date: 9/30/2003
Perf: $3,160.05 Date: 8/31/2003
Perf: $3,144.96 Date: 7/31/2003
Perf: $3,054.84 Date: 6/30/2003
Perf: $3,082.58 Date: 5/31/2003
Perf: $3,031.95 Date: 4/30/2003
Perf: $2,996.59 Date: 3/31/2003
Perf: $3,007.11 Date: 2/28/2003
Perf: $2,931.19 Date: 1/31/2003
Perf: $2,880.50 Date: 12/31/2002
Perf: $2,815.74 Date: 11/30/2002
Perf: $2,678.34 Date: 10/31/2002
Perf: $2,724.10 Date: 9/30/2002
Perf: $2,780.55 Date: 8/31/2002
Perf: $2,714.85 Date: 7/31/2002
Perf: $2,654.59 Date: 6/30/2002
Perf: $2,623.11 Date: 5/31/2002
Perf: $2,596.88 Date: 4/30/2002
Perf: $2,581.91 Date: 3/31/2002
Perf: $2,546.76 Date: 2/28/2002
Perf: $2,537.88 Date: 1/31/2002
Perf: $2,511.76 Date: 12/31/2001
Perf: $2,452.41 Date: 11/30/2001
Perf: $2,401.50 Date: 10/31/2001
Perf: $2,362.52 Date: 9/30/2001
Perf: $2,278.44 Date: 8/31/2001
Perf: $2,428.78 Date: 7/31/2001
Perf: $2,377.43 Date: 6/30/2001
Perf: $2,362.55 Date: 5/31/2001
Perf: $2,369.42 Date: 4/30/2001
Perf: $2,321.37 Date: 3/31/2001
Perf: $2,471.12 Date: 2/28/2001
Perf: $2,479.79 Date: 1/31/2001
Perf: $2,508.64 Date: 12/31/2000
Perf: $2,428.97 Date: 11/30/2000
Perf: $2,398.99 Date: 10/31/2000
Perf: $2,364.47 Date: 9/30/2000
Perf: $2,319.24 Date: 8/31/2000
Perf: $2,258.71 Date: 7/31/2000
Perf: $2,218.99 Date: 6/30/2000
Perf: $2,166.77 Date: 5/31/2000
Perf: $2,103.05 Date: 4/30/2000
Perf: $2,132.69 Date: 3/31/2000
Perf: $2,110.32 Date: 2/29/2000
Perf: $2,079.13 Date: 1/31/2000
Perf: $2,034.38 Date: 12/31/1999
Perf: $1,990.78 Date: 11/30/1999
Perf: $1,974.00 Date: 10/31/1999
Perf: $1,932.26 Date: 9/30/1999
Perf: $2,021.83 Date: 8/31/1999
Perf: $1,961.04 Date: 7/31/1999
Perf: $1,922.21 Date: 6/30/1999
Perf: $1,869.85 Date: 5/31/1999
Perf: $1,833.91 Date: 4/30/1999
Perf: $1,786.39 Date: 3/31/1999
Perf: $1,759.99 Date: 2/28/1999
Perf: $1,718.74 Date: 1/31/1999
Perf: $1,669.65 Date: 12/31/1998
Perf: $1,588.63 Date: 11/30/1998
Perf: $1,582.62 Date: 10/31/1998
Perf: $1,578.36 Date: 9/30/1998
Perf: $1,534.47 Date: 8/31/1998
Perf: $1,423.05 Date: 7/31/1998
Perf: $1,448.69 Date: 6/30/1998
Perf: $1,442.49 Date: 5/31/1998
Perf: $1,386.07 Date: 4/30/1998
Perf: $1,342.05 Date: 3/31/1998
Perf: $1,298.43 Date: 2/28/1998
Perf: $1,269.85 Date: 1/31/1998
Perf: $1,262.53 Date: 12/31/1997
Perf: $1,237.78 Date: 11/30/1997
Perf: $1,191.89 Date: 10/31/1997
Perf: $1,164.98 Date: 9/30/1997
Perf: $1,225.39 Date: 8/31/1997
Perf: $1,198.89 Date: 7/31/1997
Perf: $1,194.71 Date: 6/30/1997
Perf: $1,212.17 Date: 5/31/1997
Perf: $1,208.90 Date: 4/30/1997
Perf: $1,115.02 Date: 3/31/1997
Perf: $1,097.89 Date: 2/28/1997
Perf: $1,064.67 Date: 1/31/1997
Perf: $1,025.50 Date: 12/31/1996
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: 12/96 - 10/20
Date: 10/31/2020
Return: 0.04 % Date: 9/30/2020
Return: 0.06 % Date: 8/31/2020
Return: -0.25 % Date: 7/31/2020
Return: -0.07 % Date: 6/30/2020
Return: 0.86 % Date: 5/31/2020
Return: 0.51 % Date: 4/30/2020
Return: -0.26 % Date: 3/31/2020
Return: 0.13 % Date: 2/29/2020
Return: -0.51 % Date: 1/31/2020
Return: -0.09 % Date: 12/31/2019
Return: 0.02 % Date: 11/30/2019
Return: -0.30 % Date: 10/31/2019
Return: 0.22 % Date: 9/30/2019
Return: 0.14 % Date: 8/31/2019
Return: 0.01 % Date: 7/31/2019
Return: 0.25 % Date: 6/30/2019
Return: -0.18 % Date: 5/31/2019
Return: 1.12 % Date: 4/30/2019
Return: -0.64 % Date: 3/31/2019
Return: 1.08 % Date: 2/28/2019
Return: -0.27 % Date: 1/31/2019
Return: -0.15 % Date: 12/31/2018
Return: -3.00 % Date: 11/30/2018
Return: 0.44 % Date: 10/31/2018
Return: 0.01 % Date: 9/30/2018
Return: 1.00 % Date: 8/31/2018
Return: 0.03 % Date: 7/31/2018
Return: 0.27 % Date: 6/30/2018
Return: 0.98 % Date: 5/31/2018
Return: -0.03 % Date: 4/30/2018
Return: -0.54 % Date: 3/31/2018
Return: 1.07 % Date: 2/28/2018
Return: 1.44 % Date: 1/31/2018
Return: -0.33 % Date: 12/31/2017
Return: -0.14 % Date: 11/30/2017
Return: -0.73 % Date: 10/31/2017
Return: 0.19 % Date: 9/30/2017
Return: 0.21 % Date: 8/31/2017
Return: -0.47 % Date: 7/31/2017
Return: 0.07 % Date: 6/30/2017
Return: 0.96 % Date: 5/31/2017
Return: 1.04 % Date: 4/30/2017
Return: 0.18 % Date: 3/31/2017
Return: 1.86 % Date: 2/28/2017
Return: -0.03 % Date: 1/31/2017
Return: 0.59 % Date: 12/31/2016
Return: 0.57 % Date: 11/30/2016
Return: -0.61 % Date: 10/31/2016
Return: 0.41 % Date: 9/30/2016
Return: 1.52 % Date: 8/31/2016
Return: 1.01 % Date: 7/31/2016
Return: -0.54 % Date: 6/30/2016
Return: 2.06 % Date: 5/31/2016
Return: 1.06 % Date: 4/30/2016
Return: 0.32 % Date: 3/31/2016
Return: -0.58 % Date: 2/29/2016
Return: -0.18 % Date: 1/31/2016
Return: -0.50 % Date: 12/31/2015
Return: 0.28 % Date: 11/30/2015
Return: 0.44 % Date: 10/31/2015
Return: -0.70 % Date: 9/30/2015
Return: -0.29 % Date: 8/31/2015
Return: -2.11 % Date: 7/31/2015
Return: 2.12 % Date: 6/30/2015
Return: 1.74 % Date: 5/31/2015
Return: -0.66 % Date: 4/30/2015
Return: -0.16 % Date: 3/31/2015
Return: 1.49 % Date: 2/28/2015
Return: -0.20 % Date: 1/31/2015
Return: 1.61 % Date: 12/31/2014
Return: 0.15 % Date: 11/30/2014
Return: -0.71 % Date: 10/31/2014
Return: -0.59 % Date: 9/30/2014
Return: 0.87 % Date: 8/31/2014
Return: -0.92 % Date: 7/31/2014
Return: 0.37 % Date: 6/30/2014
Return: -0.58 % Date: 5/31/2014
Return: 0.44 % Date: 4/30/2014
Return: 0.93 % Date: 3/31/2014
Return: 1.15 % Date: 2/28/2014
Return: 0.20 % Date: 1/31/2014
Return: -0.14 % Date: 12/31/2013
Return: 0.73 % Date: 11/30/2013
Return: -0.45 % Date: 10/31/2013
Return: -0.28 % Date: 9/30/2013
Return: -0.47 % Date: 8/31/2013
Return: 4.14 % Date: 7/31/2013
Return: -0.18 % Date: 6/30/2013
Return: -1.71 % Date: 5/31/2013
Return: -1.11 % Date: 4/30/2013
Return: 0.00 % Date: 3/31/2013
Return: -0.01 % Date: 2/28/2013
Return: 0.04 % Date: 1/31/2013
Return: -0.39 % Date: 12/31/2012
Return: 1.48 % Date: 11/30/2012
Return: 0.09 % Date: 10/31/2012
Return: 1.63 % Date: 9/30/2012
Return: 1.09 % Date: 8/31/2012
Return: 0.02 % Date: 7/31/2012
Return: 0.19 % Date: 6/30/2012
Return: 2.57 % Date: 5/31/2012
Return: 2.12 % Date: 4/30/2012
Return: 2.54 % Date: 3/31/2012
Return: -0.04 % Date: 2/29/2012
Return: -0.41 % Date: 1/31/2012
Return: 0.46 % Date: 12/31/2011
Return: 3.73 % Date: 11/30/2011
Return: 4.35 % Date: 10/31/2011
Return: -0.58 % Date: 9/30/2011
Return: 1.56 % Date: 8/31/2011
Return: -4.53 % Date: 7/31/2011
Return: -1.61 % Date: 6/30/2011
Return: 2.03 % Date: 5/31/2011
Return: 2.29 % Date: 4/30/2011
Return: 1.47 % Date: 3/31/2011
Return: 2.46 % Date: 2/28/2011
Return: 0.59 % Date: 1/31/2011
Return: 0.16 % Date: 12/31/2010
Return: -0.40 % Date: 11/30/2010
Return: 2.08 % Date: 10/31/2010
Return: -0.65 % Date: 9/30/2010
Return: 0.48 % Date: 8/31/2010
Return: 3.25 % Date: 7/31/2010
Return: -0.17 % Date: 6/30/2010
Return: -0.26 % Date: 5/31/2010
Return: -14.81 % Date: 4/30/2010
Return: 0.44 % Date: 3/31/2010
Return: -0.03 % Date: 2/28/2010
Return: 3.76 % Date: 1/31/2010
Return: 0.43 % Date: 12/31/2009
Return: 1.48 % Date: 11/30/2009
Return: 2.41 % Date: 10/31/2009
Return: -0.67 % Date: 9/30/2009
Return: 0.77 % Date: 8/31/2009
Return: 0.39 % Date: 7/31/2009
Return: 0.50 % Date: 6/30/2009
Return: 3.01 % Date: 5/31/2009
Return: 2.64 % Date: 4/30/2009
Return: 0.01 % Date: 3/31/2009
Return: 0.04 % Date: 2/28/2009
Return: 4.02 % Date: 1/31/2009
Return: 2.30 % Date: 12/31/2008
Return: -0.24 % Date: 11/30/2008
Return: -2.33 % Date: 10/31/2008
Return: -6.43 % Date: 9/30/2008
Return: -14.10 % Date: 8/31/2008
Return: -0.04 % Date: 7/31/2008
Return: 0.19 % Date: 6/30/2008
Return: 1.83 % Date: 5/31/2008
Return: 2.95 % Date: 4/30/2008
Return: 2.20 % Date: 3/31/2008
Return: 2.01 % Date: 2/29/2008
Return: 1.08 % Date: 1/31/2008
Return: -5.19 % Date: 12/31/2007
Return: 1.72 % Date: 11/30/2007
Return: 5.49 % Date: 10/31/2007
Return: 3.89 % Date: 9/30/2007
Return: 2.92 % Date: 8/31/2007
Return: 4.98 % Date: 7/31/2007
Return: -5.66 % Date: 6/30/2007
Return: 3.79 % Date: 5/31/2007
Return: 1.69 % Date: 4/30/2007
Return: -1.89 % Date: 3/31/2007
Return: -0.75 % Date: 2/28/2007
Return: -3.84 % Date: 1/31/2007
Return: 1.41 % Date: 12/31/2006
Return: 0.89 % Date: 11/30/2006
Return: 0.62 % Date: 10/31/2006
Return: 0.97 % Date: 9/30/2006
Return: 0.70 % Date: 8/31/2006
Return: 0.91 % Date: 7/31/2006
Return: 2.42 % Date: 6/30/2006
Return: 1.56 % Date: 5/31/2006
Return: 0.84 % Date: 4/30/2006
Return: 1.39 % Date: 3/31/2006
Return: 1.85 % Date: 2/28/2006
Return: 0.36 % Date: 1/31/2006
Return: 0.20 % Date: 12/31/2005
Return: 0.65 % Date: 11/30/2005
Return: 0.47 % Date: 10/31/2005
Return: 0.38 % Date: 9/30/2005
Return: 1.39 % Date: 8/31/2005
Return: 2.80 % Date: 7/31/2005
Return: -2.31 % Date: 6/30/2005
Return: 0.07 % Date: 5/31/2005
Return: 1.27 % Date: 4/30/2005
Return: 1.86 % Date: 3/31/2005
Return: 1.64 % Date: 2/28/2005
Return: 1.64 % Date: 1/31/2005
Return: 0.42 % Date: 12/31/2004
Return: -0.31 % Date: 11/30/2004
Return: -1.33 % Date: 10/31/2004
Return: 2.98 % Date: 9/30/2004
Return: 0.96 % Date: 8/31/2004
Return: -0.21 % Date: 7/31/2004
Return: 3.19 % Date: 6/30/2004
Return: 0.67 % Date: 5/31/2004
Return: 2.13 % Date: 4/30/2004
Return: 1.50 % Date: 3/31/2004
Return: 3.18 % Date: 2/29/2004
Return: 0.93 % Date: 1/31/2004
Return: 1.52 % Date: 12/31/2003
Return: 0.11 % Date: 11/30/2003
Return: 4.03 % Date: 10/31/2003
Return: 0.47 % Date: 9/30/2003
Return: 0.48 % Date: 8/31/2003
Return: 2.95 % Date: 7/31/2003
Return: -0.90 % Date: 6/30/2003
Return: 1.67 % Date: 5/31/2003
Return: 1.18 % Date: 4/30/2003
Return: -0.35 % Date: 3/31/2003
Return: 2.59 % Date: 2/28/2003
Return: 1.76 % Date: 1/31/2003
Return: 2.30 % Date: 12/31/2002
Return: 5.13 % Date: 11/30/2002
Return: -1.68 % Date: 10/31/2002
Return: -2.03 % Date: 9/30/2002
Return: 2.42 % Date: 8/31/2002
Return: 2.27 % Date: 7/31/2002
Return: 1.20 % Date: 6/30/2002
Return: 1.01 % Date: 5/31/2002
Return: 0.58 % Date: 4/30/2002
Return: 1.38 % Date: 3/31/2002
Return: 0.35 % Date: 2/28/2002
Return: 1.04 % Date: 1/31/2002
Return: 2.42 % Date: 12/31/2001
Return: 2.12 % Date: 11/30/2001
Return: 1.65 % Date: 10/31/2001
Return: 3.69 % Date: 9/30/2001
Return: -6.19 % Date: 8/31/2001
Return: 2.16 % Date: 7/31/2001
Return: 0.63 % Date: 6/30/2001
Return: -0.29 % Date: 5/31/2001
Return: 2.07 % Date: 4/30/2001
Return: -6.06 % Date: 3/31/2001
Return: -0.35 % Date: 2/28/2001
Return: -1.15 % Date: 1/31/2001
Return: 3.28 % Date: 12/31/2000
Return: 1.25 % Date: 11/30/2000
Return: 1.46 % Date: 10/31/2000
Return: 1.95 % Date: 9/30/2000
Return: 2.68 % Date: 8/31/2000
Return: 1.79 % Date: 7/31/2000
Return: 2.41 % Date: 6/30/2000
Return: 3.03 % Date: 5/31/2000
Return: -1.39 % Date: 4/30/2000
Return: 1.06 % Date: 3/31/2000
Return: 1.50 % Date: 2/29/2000
Return: 2.20 % Date: 1/31/2000
Return: 2.19 % Date: 12/31/1999
Return: 0.85 % Date: 11/30/1999
Return: 2.16 % Date: 10/31/1999
Return: -4.43 % Date: 9/30/1999
Return: 3.10 % Date: 8/31/1999
Return: 2.02 % Date: 7/31/1999
Return: 2.80 % Date: 6/30/1999
Return: 1.96 % Date: 5/31/1999
Return: 2.66 % Date: 4/30/1999
Return: 1.50 % Date: 3/31/1999
Return: 2.40 % Date: 2/28/1999
Return: 2.94 % Date: 1/31/1999
Return: 5.10 % Date: 12/31/1998
Return: 0.38 % Date: 11/30/1998
Return: 0.27 % Date: 10/31/1998
Return: 2.86 % Date: 9/30/1998
Return: 7.83 % Date: 8/31/1998
Return: -1.77 % Date: 7/31/1998
Return: 0.43 % Date: 6/30/1998
Return: 4.07 % Date: 5/31/1998
Return: 3.28 % Date: 4/30/1998
Return: 3.36 % Date: 3/31/1998
Return: 2.25 % Date: 2/28/1998
Return: 0.58 % Date: 1/31/1998
Return: 2.00 % Date: 12/31/1997
Return: 3.85 % Date: 11/30/1997
Return: 2.31 % Date: 10/31/1997
Return: -4.93 % Date: 9/30/1997
Return: 2.21 % Date: 8/31/1997
Return: 0.35 % Date: 7/31/1997
Return: -1.44 % Date: 6/30/1997
Return: 0.27 % Date: 5/31/1997
Return: 8.42 % Date: 4/30/1997
Return: 1.56 % Date: 3/31/1997
Return: 3.12 % Date: 2/28/1997
Return: 3.82 % Date: 1/31/1997
Return: 2.55 % Date: 12/31/1996
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: 12/96 - 10/20
Return: -3.00 %
Count: 1 Return: -15.00 %
Count: 1 Return: -14.00 %
Count: 1 Return: -6.00 %
Count: 4 Return: -4.00 %
Count: 2 Return: 5.00 %
Count: 4 Return: -2.00 %
Count: 9 Return: 1.00 %
Count: 52 Return: -5.00 %
Count: 3 Return: -1.00 %
Count: 23 Return: 8.00 %
Count: 2 Return: 2.00 %
Count: 55 Return: 4.00 %
Count: 12 Return: 3.00 %
Count: 25 Return: 0.00 %
Count: 93

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: 12/96 - 10/20
Date: 10/31/2020
Drawdown: -1.34 % Date: 9/30/2020
Drawdown: -1.38 % Date: 8/31/2020
Drawdown: -1.44 % Date: 7/31/2020
Drawdown: -1.19 % Date: 6/30/2020
Drawdown: -1.12 % Date: 5/31/2020
Drawdown: -1.97 % Date: 4/30/2020
Drawdown: -2.46 % Date: 3/31/2020
Drawdown: -2.21 % Date: 2/29/2020
Drawdown: -2.34 % Date: 1/31/2020
Drawdown: -1.83 % Date: 12/31/2019
Drawdown: -1.75 % Date: 11/30/2019
Drawdown: -1.77 % Date: 10/31/2019
Drawdown: -1.47 % Date: 9/30/2019
Drawdown: -1.69 % Date: 8/31/2019
Drawdown: -1.82 % Date: 7/31/2019
Drawdown: -1.83 % Date: 6/30/2019
Drawdown: -2.08 % Date: 5/31/2019
Drawdown: -1.90 % Date: 4/30/2019
Drawdown: -2.99 % Date: 3/31/2019
Drawdown: -2.36 % Date: 2/28/2019
Drawdown: -3.41 % Date: 1/31/2019
Drawdown: -3.15 % Date: 12/31/2018
Drawdown: -3.00 % Date: 11/30/2018
Drawdown: 0.00 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: 0.00 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: 0.00 % Date: 5/31/2018
Drawdown: -0.57 % Date: 4/30/2018
Drawdown: -0.54 % Date: 3/31/2018
Drawdown: 0.00 % Date: 2/28/2018
Drawdown: 0.00 % Date: 1/31/2018
Drawdown: -1.27 % Date: 12/31/2017
Drawdown: -0.94 % Date: 11/30/2017
Drawdown: -0.80 % Date: 10/31/2017
Drawdown: -0.07 % Date: 9/30/2017
Drawdown: -0.26 % Date: 8/31/2017
Drawdown: -0.47 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: 0.00 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: -0.03 % Date: 1/31/2017
Drawdown: 0.00 % Date: 12/31/2016
Drawdown: -0.04 % Date: 11/30/2016
Drawdown: -0.61 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: -0.80 % Date: 6/30/2016
Drawdown: -0.26 % Date: 5/31/2016
Drawdown: -2.27 % Date: 4/30/2016
Drawdown: -3.29 % Date: 3/31/2016
Drawdown: -3.60 % Date: 2/29/2016
Drawdown: -3.04 % Date: 1/31/2016
Drawdown: -2.87 % Date: 12/31/2015
Drawdown: -2.38 % Date: 11/30/2015
Drawdown: -2.65 % Date: 10/31/2015
Drawdown: -3.08 % Date: 9/30/2015
Drawdown: -2.39 % Date: 8/31/2015
Drawdown: -2.11 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: -0.82 % Date: 4/30/2015
Drawdown: -0.16 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.20 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -1.41 % Date: 11/30/2014
Drawdown: -1.56 % Date: 10/31/2014
Drawdown: -0.86 % Date: 9/30/2014
Drawdown: -0.27 % Date: 8/31/2014
Drawdown: -1.13 % Date: 7/31/2014
Drawdown: -0.21 % Date: 6/30/2014
Drawdown: -0.58 % 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: -0.41 % Date: 1/31/2014
Drawdown: -0.61 % Date: 12/31/2013
Drawdown: -0.47 % Date: 11/30/2013
Drawdown: -1.20 % Date: 10/31/2013
Drawdown: -0.75 % Date: 9/30/2013
Drawdown: -0.47 % Date: 8/31/2013
Drawdown: 0.00 % Date: 7/31/2013
Drawdown: -3.33 % Date: 6/30/2013
Drawdown: -3.15 % Date: 5/31/2013
Drawdown: -1.47 % Date: 4/30/2013
Drawdown: -0.36 % Date: 3/31/2013
Drawdown: -0.36 % Date: 2/28/2013
Drawdown: -0.35 % Date: 1/31/2013
Drawdown: -0.39 % Date: 12/31/2012
Drawdown: 0.00 % Date: 11/30/2012
Drawdown: 0.00 % Date: 10/31/2012
Drawdown: 0.00 % Date: 9/30/2012
Drawdown: 0.00 % Date: 8/31/2012
Drawdown: 0.00 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: -1.00 % Date: 3/31/2012
Drawdown: -3.45 % Date: 2/29/2012
Drawdown: -3.41 % Date: 1/31/2012
Drawdown: -3.02 % Date: 12/31/2011
Drawdown: -3.46 % Date: 11/30/2011
Drawdown: -6.93 % Date: 10/31/2011
Drawdown: -10.81 % Date: 9/30/2011
Drawdown: -10.29 % Date: 8/31/2011
Drawdown: -11.67 % Date: 7/31/2011
Drawdown: -7.48 % Date: 6/30/2011
Drawdown: -5.96 % Date: 5/31/2011
Drawdown: -7.83 % Date: 4/30/2011
Drawdown: -9.90 % Date: 3/31/2011
Drawdown: -11.20 % Date: 2/28/2011
Drawdown: -13.33 % Date: 1/31/2011
Drawdown: -13.84 % Date: 12/31/2010
Drawdown: -13.98 % Date: 11/30/2010
Drawdown: -13.64 % Date: 10/31/2010
Drawdown: -15.39 % Date: 9/30/2010
Drawdown: -14.84 % Date: 8/31/2010
Drawdown: -15.25 % Date: 7/31/2010
Drawdown: -17.92 % Date: 6/30/2010
Drawdown: -17.78 % Date: 5/31/2010
Drawdown: -17.56 % Date: 4/30/2010
Drawdown: -3.23 % Date: 3/31/2010
Drawdown: -3.65 % Date: 2/28/2010
Drawdown: -3.63 % Date: 1/31/2010
Drawdown: -7.12 % Date: 12/31/2009
Drawdown: -7.52 % Date: 11/30/2009
Drawdown: -8.86 % Date: 10/31/2009
Drawdown: -11.01 % Date: 9/30/2009
Drawdown: -10.41 % Date: 8/31/2009
Drawdown: -11.09 % Date: 7/31/2009
Drawdown: -11.44 % Date: 6/30/2009
Drawdown: -11.88 % Date: 5/31/2009
Drawdown: -14.45 % Date: 4/30/2009
Drawdown: -16.65 % Date: 3/31/2009
Drawdown: -16.66 % Date: 2/28/2009
Drawdown: -16.70 % Date: 1/31/2009
Drawdown: -19.92 % Date: 12/31/2008
Drawdown: -21.72 % Date: 11/30/2008
Drawdown: -21.53 % Date: 10/31/2008
Drawdown: -19.66 % Date: 9/30/2008
Drawdown: -14.13 % Date: 8/31/2008
Drawdown: -0.04 % Date: 7/31/2008
Drawdown: 0.00 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: 0.00 % Date: 4/30/2008
Drawdown: -0.09 % Date: 3/31/2008
Drawdown: -2.24 % Date: 2/29/2008
Drawdown: -4.17 % Date: 1/31/2008
Drawdown: -5.19 % Date: 12/31/2007
Drawdown: 0.00 % Date: 11/30/2007
Drawdown: 0.00 % Date: 10/31/2007
Drawdown: 0.00 % Date: 9/30/2007
Drawdown: 0.00 % Date: 8/31/2007
Drawdown: -2.12 % Date: 7/31/2007
Drawdown: -6.77 % Date: 6/30/2007
Drawdown: -1.17 % Date: 5/31/2007
Drawdown: -4.78 % Date: 4/30/2007
Drawdown: -6.36 % Date: 3/31/2007
Drawdown: -4.56 % Date: 2/28/2007
Drawdown: -3.84 % 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: 0.00 % Date: 6/30/2006
Drawdown: 0.00 % 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: 0.00 % 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: 0.00 % Date: 9/30/2005
Drawdown: 0.00 % Date: 8/31/2005
Drawdown: 0.00 % Date: 7/31/2005
Drawdown: -2.31 % 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: 0.00 % Date: 2/28/2005
Drawdown: 0.00 % Date: 1/31/2005
Drawdown: -1.22 % Date: 12/31/2004
Drawdown: -1.64 % Date: 11/30/2004
Drawdown: -1.33 % Date: 10/31/2004
Drawdown: 0.00 % Date: 9/30/2004
Drawdown: 0.00 % Date: 8/31/2004
Drawdown: -0.21 % Date: 7/31/2004
Drawdown: 0.00 % Date: 6/30/2004
Drawdown: 0.00 % Date: 5/31/2004
Drawdown: 0.00 % Date: 4/30/2004
Drawdown: 0.00 % 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: 0.00 % Date: 10/31/2003
Drawdown: 0.00 % Date: 9/30/2003
Drawdown: 0.00 % Date: 8/31/2003
Drawdown: 0.00 % Date: 7/31/2003
Drawdown: -0.90 % Date: 6/30/2003
Drawdown: 0.00 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -0.35 % 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: -3.68 % Date: 10/31/2002
Drawdown: -2.03 % Date: 9/30/2002
Drawdown: 0.00 % Date: 8/31/2002
Drawdown: 0.00 % Date: 7/31/2002
Drawdown: 0.00 % Date: 6/30/2002
Drawdown: 0.00 % Date: 5/31/2002
Drawdown: 0.00 % Date: 4/30/2002
Drawdown: 0.00 % Date: 3/31/2002
Drawdown: 0.00 % Date: 2/28/2002
Drawdown: 0.00 % Date: 1/31/2002
Drawdown: 0.00 % Date: 12/31/2001
Drawdown: -2.24 % Date: 11/30/2001
Drawdown: -4.27 % Date: 10/31/2001
Drawdown: -5.82 % Date: 9/30/2001
Drawdown: -9.18 % Date: 8/31/2001
Drawdown: -3.18 % Date: 7/31/2001
Drawdown: -5.23 % Date: 6/30/2001
Drawdown: -5.82 % Date: 5/31/2001
Drawdown: -5.55 % Date: 4/30/2001
Drawdown: -7.47 % Date: 3/31/2001
Drawdown: -1.50 % Date: 2/28/2001
Drawdown: -1.15 % Date: 1/31/2001
Drawdown: 0.00 % Date: 12/31/2000
Drawdown: 0.00 % Date: 11/30/2000
Drawdown: 0.00 % Date: 10/31/2000
Drawdown: 0.00 % Date: 9/30/2000
Drawdown: 0.00 % Date: 8/31/2000
Drawdown: 0.00 % Date: 7/31/2000
Drawdown: 0.00 % Date: 6/30/2000
Drawdown: 0.00 % Date: 5/31/2000
Drawdown: -1.39 % Date: 4/30/2000
Drawdown: 0.00 % Date: 3/31/2000
Drawdown: 0.00 % Date: 2/29/2000
Drawdown: 0.00 % Date: 1/31/2000
Drawdown: 0.00 % Date: 12/31/1999
Drawdown: -1.54 % Date: 11/30/1999
Drawdown: -2.37 % Date: 10/31/1999
Drawdown: -4.43 % Date: 9/30/1999
Drawdown: 0.00 % Date: 8/31/1999
Drawdown: 0.00 % Date: 7/31/1999
Drawdown: 0.00 % Date: 6/30/1999
Drawdown: 0.00 % Date: 5/31/1999
Drawdown: 0.00 % Date: 4/30/1999
Drawdown: 0.00 % Date: 3/31/1999
Drawdown: 0.00 % Date: 2/28/1999
Drawdown: 0.00 % Date: 1/31/1999
Drawdown: 0.00 % Date: 12/31/1998
Drawdown: 0.00 % Date: 11/30/1998
Drawdown: 0.00 % Date: 10/31/1998
Drawdown: 0.00 % Date: 9/30/1998
Drawdown: 0.00 % Date: 8/31/1998
Drawdown: -1.77 % Date: 7/31/1998
Drawdown: 0.00 % Date: 6/30/1998
Drawdown: 0.00 % Date: 5/31/1998
Drawdown: 0.00 % Date: 4/30/1998
Drawdown: 0.00 % Date: 3/31/1998
Drawdown: 0.00 % Date: 2/28/1998
Drawdown: 0.00 % Date: 1/31/1998
Drawdown: 0.00 % Date: 12/31/1997
Drawdown: 0.00 % Date: 11/30/1997
Drawdown: -2.73 % Date: 10/31/1997
Drawdown: -4.93 % Date: 9/30/1997
Drawdown: 0.00 % Date: 8/31/1997
Drawdown: -1.10 % Date: 7/31/1997
Drawdown: -1.44 % Date: 6/30/1997
Drawdown: 0.00 % Date: 5/31/1997
Drawdown: 0.00 % Date: 4/30/1997
Drawdown: 0.00 % Date: 3/31/1997
Drawdown: 0.00 % Date: 2/28/1997
Drawdown: 0.00 % Date: 1/31/1997
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:  Warrington Asset Management, LLC
Address: 200 Crescent Court, Suite 520
City: Dallas
State: TX
Zip: 75201
Country: United States

Key People

Name:  Scott C. Kimple
Position:  Portfolio Manager
Biography: 

Scott C. Kimple is the Founder, Principal and Portfolio Manager for Warrington Asset Management. Mr. Kimple began trading stock and bond positions for his personal account in January 1984, and commodity futures and options in July 1989. In April 1991, Mr. Kimple formally began his career as a trading assistant to a highly successful trader at Shearson Lehman (a predecessor firm to Morgan Stanley Wealth Management), gaining experience in multiple futures and options markets. While working for this renowned options trader and innovator, Mr. Kimple researched, tested and honed his options-based trading strategy which he has utilized at Warrington since 1997. Mr. Kimple received a BBA in finance from Southern Methodist University and a MBA, with emphasis in finance and derivative securities, from SMU’s Cox School of Business.


Name:  Mark Adams
Position:  Portfolio Manager
Biography: 

Mark Adams is the Assistant Portfolio Manager and Chief Quantitative Analyst for Warrington Asset Management. He started with the firm in 2002 working as an intern for Scott Kimple, Warrington’s founder and PM. Mr. Adams primary responsibilities include trade formulation and analysis. Prior to joining Warrington, Mr. Adams was in the Management Analyst Program at the Federal Reserve Bank in St. Louis. He graduated from Washington University in St. Louis where he received a BBA with a triple major in Finance, Management and International Business. He also received an MBA from Southern Methodist University’s Cox School of Business.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Technical Yes 
 Discretionary Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $2,000,000 
 Margin / Equity Ratio: 25% 
 Managed Account Availability: Open 
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