Aspect Capital Limited

Diversified Program (QEP)


Monthly Performance (%)

Date Range: 11/98 - 10/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -0.84 3.96 4.35 4.79 -3.29 5.08 4.30 7.04 -3.87 -3.62   18.49 
2018 8.72 -9.86 2.19 3.13 -9.29 2.02 -0.77 3.12 -0.95 -9.23 -2.04 -0.88  -14.62 
2017 0.14 1.53 -2.61 -0.47 0.13 -2.67 0.59 3.29 -4.44 8.24 1.40 0.32  5.00 
2016 2.85 2.26 -4.69 -5.04 -1.76 4.30 0.92 -2.85 0.51 -4.00 -1.42 -0.15  -9.18 
2015 4.60 -0.44 3.70 -9.69 -0.33 -4.59 9.25 1.03 3.27 -2.42 6.25 -1.54  7.92 
2014 -5.64 1.65 -1.68 1.67 2.39 1.73 -0.07 5.20 1.61 3.74 12.02 6.48  32.01 
2013 3.64 -3.25 1.67 3.58 -6.44 0.34 -1.85 -2.88 -2.73 1.93 1.99 -0.02  -4.47 
2012 1.26 2.19 -2.62 0.88 0.91 -5.31 3.43 -3.24 -3.33 -4.36 -1.25 0.67  -10.65 
2011 -1.29 2.49 -1.33 4.33 -5.24 -3.16 8.10 1.79 0.27 -4.52 1.51 2.28  4.53 
2010 -2.64 2.35 3.95 2.22 -3.34 0.68 -2.01 7.01 1.05 4.52 -4.78 6.17  15.37 
2009 0.47 0.74 -3.67 -3.06 -2.13 -7.91 -1.55 4.29 2.95 -4.53 8.08 -4.48  -11.25 
2008 4.97 7.63 -3.64 -5.26 4.27 8.07 -9.33 -4.47 3.33 10.01 5.52 3.88  25.44 
2007 2.78 -5.83 -1.94 4.66 6.22 3.68 -5.68 -6.53 5.51 7.33 -4.21 3.40  8.17 
2006 2.47 -1.31 5.31 5.10 -4.98 0.49 -4.56 -0.59 0.37 4.81 0.23 5.52  12.82 
2005 -7.48 4.09 1.44 -2.94 4.61 4.47 -0.87 4.24 0.58 -1.43 5.80 -0.28  12.00 
2004 1.90 6.78 -5.28 -7.55 -1.38 -7.96 -0.24 0.80 0.67 3.33 5.17 -3.01  -7.72 
2003 3.72 8.35 -7.08 -1.48 10.49 -3.10 2.17 -0.57 1.94 2.46 -0.92 4.13  20.58 
2002 -5.15 -9.73 4.81 -2.73 2.52 11.29 8.47 1.63 7.16 -6.51 -4.86 13.90  19.19 
2001 0.87 0.35 10.48 -6.85 -2.10 0.41 3.52 2.72 10.13 5.25 -5.62 -2.81  15.77 
2000 1.64 -0.28 -0.57 -2.69 3.72 -3.19 -1.85 3.43 -0.16 3.62 8.12 11.73  24.93 
1999 -4.88 2.86 -4.84 7.26 -2.53 -0.42 -3.16 -0.67 -1.76 -3.40 7.66 5.66  0.65 
1998 0.40  0.40 

Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

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

Performance Statistics

Date Range: 11/98 - 10/19
  Program S&P 500 Coquest 40 
Total Return 317.28% 312.59% 139.98% 
Annualized Return 7.07% 6.98% 4.26% 
Annualized Std. Deviation 15.78% 14.48% 9.91% 
Correlation -0.11 0.88 
Sharpe Ratio (rf=2.5%) 0.29 0.31 0.18 
Worst Month -9.86% -16.79% -7.77% 
Date of Worst Month 02/2018 10/2008 11/2001 
Worst Drawdown -23.24% -50.95% -15.74% 
Date of Worst Drawdown 2/16 - 1/19 10/07 - 2/09 4/11 - 9/13 

Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 11/98 - 10/19
Year or YTD Program S&P 500 Coquest 40 
2019 18.49 23.18 7.15 
2018 -14.62 -4.38 -4.29 
2017 5.00 21.84 1.24 
2016 -9.18 11.98 -3.13 
2015 7.92 1.41 0.09 
2014 32.01 13.69 15.75 
2013 -4.47 32.41 -2.45 
2012 -10.65 15.98 -4.75 
2011 4.53 2.12 -3.23 
2010 15.37 15.06 11.33 
2009 -11.25 26.45 -7.98 
2008 25.44 -36.99 15.47 
2007 8.17 5.50 7.18 
2006 12.82 15.79 6.70 
2005 12.00 4.89 4.51 
2004 -7.72 10.87 2.57 
2003 20.58 28.69 15.99 
2002 19.19 -22.10 15.22 
2001 15.77 -11.88 5.39 
2000 24.93 -9.09 10.63 
1999 0.65 21.04 0.87 
1998 0.40 5.76 2.35 

Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 11/98 - 10/19
Date: 10/31/2019
Perf: $2,444.54 Date: 9/30/2019
Perf: $2,499.79 Date: 8/31/2019
Perf: $2,571.01 Date: 7/31/2019
Perf: $2,481.19 Date: 6/30/2019
Perf: $2,399.37 Date: 5/31/2019
Perf: $2,352.32 Date: 4/30/2019
Perf: $2,399.35 Date: 3/31/2019
Perf: $2,335.13 Date: 2/28/2019
Perf: $2,254.21 Date: 1/31/2019
Perf: $2,239.87 Date: 12/31/2018
Perf: $2,281.39 Date: 11/30/2018
Perf: $2,271.85 Date: 10/31/2018
Perf: $2,299.44 Date: 9/30/2018
Perf: $2,357.68 Date: 8/31/2018
Perf: $2,368.34 Date: 7/31/2018
Perf: $2,309.45 Date: 6/30/2018
Perf: $2,326.90 Date: 5/31/2018
Perf: $2,307.51 Date: 4/30/2018
Perf: $2,337.67 Date: 3/31/2018
Perf: $2,312.69 Date: 2/28/2018
Perf: $2,314.78 Date: 1/31/2018
Perf: $2,465.15 Date: 12/31/2017
Perf: $2,383.63 Date: 11/30/2017
Perf: $2,357.93 Date: 10/31/2017
Perf: $2,354.87 Date: 9/30/2017
Perf: $2,260.17 Date: 8/31/2017
Perf: $2,308.88 Date: 7/31/2017
Perf: $2,271.18 Date: 6/30/2017
Perf: $2,262.36 Date: 5/31/2017
Perf: $2,330.41 Date: 4/30/2017
Perf: $2,325.99 Date: 3/31/2017
Perf: $2,340.03 Date: 2/28/2017
Perf: $2,374.70 Date: 1/31/2017
Perf: $2,324.03 Date: 12/31/2016
Perf: $2,354.41 Date: 11/30/2016
Perf: $2,336.65 Date: 10/31/2016
Perf: $2,362.64 Date: 9/30/2016
Perf: $2,425.21 Date: 8/31/2016
Perf: $2,456.90 Date: 7/31/2016
Perf: $2,524.82 Date: 6/30/2016
Perf: $2,499.33 Date: 5/31/2016
Perf: $2,397.43 Date: 4/30/2016
Perf: $2,440.14 Date: 3/31/2016
Perf: $2,502.96 Date: 2/29/2016
Perf: $2,576.92 Date: 1/31/2016
Perf: $2,515.05 Date: 12/31/2015
Perf: $2,430.47 Date: 11/30/2015
Perf: $2,487.69 Date: 10/31/2015
Perf: $2,405.65 Date: 9/30/2015
Perf: $2,448.25 Date: 8/31/2015
Perf: $2,396.25 Date: 7/31/2015
Perf: $2,438.44 Date: 6/30/2015
Perf: $2,346.68 Date: 5/31/2015
Perf: $2,475.40 Date: 4/30/2015
Perf: $2,493.36 Date: 3/31/2015
Perf: $2,593.46 Date: 2/28/2015
Perf: $2,537.39 Date: 1/31/2015
Perf: $2,541.45 Date: 12/31/2014
Perf: $2,428.30 Date: 11/30/2014
Perf: $2,386.30 Date: 10/31/2014
Perf: $2,252.29 Date: 9/30/2014
Perf: $2,219.66 Date: 8/31/2014
Perf: $2,187.07 Date: 7/31/2014
Perf: $2,098.31 Date: 6/30/2014
Perf: $2,115.23 Date: 5/31/2014
Perf: $2,097.20 Date: 4/30/2014
Perf: $2,044.85 Date: 3/31/2014
Perf: $2,029.43 Date: 2/28/2014
Perf: $2,059.91 Date: 1/31/2014
Perf: $2,043.16 Date: 12/31/2013
Perf: $2,097.91 Date: 11/30/2013
Perf: $2,100.85 Date: 10/31/2013
Perf: $2,063.51 Date: 9/30/2013
Perf: $2,017.31 Date: 8/31/2013
Perf: $2,029.49 Date: 7/31/2013
Perf: $2,069.21 Date: 6/30/2013
Perf: $2,087.37 Date: 5/31/2013
Perf: $2,169.60 Date: 4/30/2013
Perf: $2,267.09 Date: 3/31/2013
Perf: $2,210.07 Date: 2/28/2013
Perf: $2,178.69 Date: 1/31/2013
Perf: $2,191.40 Date: 12/31/2012
Perf: $2,150.54 Date: 11/30/2012
Perf: $2,140.06 Date: 10/31/2012
Perf: $2,134.08 Date: 9/30/2012
Perf: $2,214.24 Date: 8/31/2012
Perf: $2,251.39 Date: 7/31/2012
Perf: $2,282.43 Date: 6/30/2012
Perf: $2,192.74 Date: 5/31/2012
Perf: $2,278.41 Date: 4/30/2012
Perf: $2,235.93 Date: 3/31/2012
Perf: $2,222.59 Date: 2/29/2012
Perf: $2,274.22 Date: 1/31/2012
Perf: $2,264.93 Date: 12/31/2011
Perf: $2,257.71 Date: 11/30/2011
Perf: $2,236.24 Date: 10/31/2011
Perf: $2,229.55 Date: 9/30/2011
Perf: $2,321.48 Date: 8/31/2011
Perf: $2,322.88 Date: 7/31/2011
Perf: $2,327.53 Date: 6/30/2011
Perf: $2,246.87 Date: 5/31/2011
Perf: $2,306.85 Date: 4/30/2011
Perf: $2,394.24 Date: 3/31/2011
Perf: $2,304.37 Date: 2/28/2011
Perf: $2,340.17 Date: 1/31/2011
Perf: $2,301.05 Date: 12/31/2010
Perf: $2,333.01 Date: 11/30/2010
Perf: $2,237.05 Date: 10/31/2010
Perf: $2,319.14 Date: 9/30/2010
Perf: $2,232.52 Date: 8/31/2010
Perf: $2,192.62 Date: 7/31/2010
Perf: $2,105.45 Date: 6/30/2010
Perf: $2,132.97 Date: 5/31/2010
Perf: $2,124.89 Date: 4/30/2010
Perf: $2,177.59 Date: 3/31/2010
Perf: $2,144.56 Date: 2/28/2010
Perf: $2,062.67 Date: 1/31/2010
Perf: $2,043.47 Date: 12/31/2009
Perf: $2,095.65 Date: 11/30/2009
Perf: $2,182.97 Date: 10/31/2009
Perf: $2,098.40 Date: 9/30/2009
Perf: $2,153.53 Date: 8/31/2009
Perf: $2,103.47 Date: 7/31/2009
Perf: $2,096.55 Date: 6/30/2009
Perf: $2,098.86 Date: 5/31/2009
Perf: $2,156.21 Date: 4/30/2009
Perf: $2,126.86 Date: 3/31/2009
Perf: $2,198.76 Date: 2/28/2009
Perf: $2,261.40 Date: 1/31/2009
Perf: $2,262.53 Date: 12/31/2008
Perf: $2,277.34 Date: 11/30/2008
Perf: $2,220.28 Date: 10/31/2008
Perf: $2,141.68 Date: 9/30/2008
Perf: $2,036.78 Date: 8/31/2008
Perf: $2,032.51 Date: 7/31/2008
Perf: $2,088.27 Date: 6/30/2008
Perf: $2,188.73 Date: 5/31/2008
Perf: $2,131.81 Date: 4/30/2008
Perf: $2,088.78 Date: 3/31/2008
Perf: $2,113.09 Date: 2/29/2008
Perf: $2,122.42 Date: 1/31/2008
Perf: $2,008.16 Date: 12/31/2007
Perf: $1,972.26 Date: 11/30/2007
Perf: $1,976.81 Date: 10/31/2007
Perf: $1,989.74 Date: 9/30/2007
Perf: $1,907.53 Date: 8/31/2007
Perf: $1,822.42 Date: 7/31/2007
Perf: $1,893.03 Date: 6/30/2007
Perf: $1,953.39 Date: 5/31/2007
Perf: $1,898.53 Date: 4/30/2007
Perf: $1,833.08 Date: 3/31/2007
Perf: $1,759.20 Date: 2/28/2007
Perf: $1,801.35 Date: 1/31/2007
Perf: $1,871.53 Date: 12/31/2006
Perf: $1,840.07 Date: 11/30/2006
Perf: $1,779.91 Date: 10/31/2006
Perf: $1,737.34 Date: 9/30/2006
Perf: $1,718.44 Date: 8/31/2006
Perf: $1,736.85 Date: 7/31/2006
Perf: $1,717.61 Date: 6/30/2006
Perf: $1,743.41 Date: 5/31/2006
Perf: $1,767.63 Date: 4/30/2006
Perf: $1,815.75 Date: 3/31/2006
Perf: $1,772.50 Date: 2/28/2006
Perf: $1,726.24 Date: 1/31/2006
Perf: $1,757.52 Date: 12/31/2005
Perf: $1,724.58 Date: 11/30/2005
Perf: $1,756.37 Date: 10/31/2005
Perf: $1,684.12 Date: 9/30/2005
Perf: $1,681.43 Date: 8/31/2005
Perf: $1,655.93 Date: 7/31/2005
Perf: $1,647.04 Date: 6/30/2005
Perf: $1,646.05 Date: 5/31/2005
Perf: $1,591.77 Date: 4/30/2005
Perf: $1,544.06 Date: 3/31/2005
Perf: $1,582.84 Date: 2/28/2005
Perf: $1,591.75 Date: 1/31/2005
Perf: $1,580.84 Date: 12/31/2004
Perf: $1,650.15 Date: 11/30/2004
Perf: $1,644.72 Date: 10/31/2004
Perf: $1,560.31 Date: 9/30/2004
Perf: $1,508.71 Date: 8/31/2004
Perf: $1,488.62 Date: 7/31/2004
Perf: $1,498.96 Date: 6/30/2004
Perf: $1,516.24 Date: 5/31/2004
Perf: $1,567.99 Date: 4/30/2004
Perf: $1,593.32 Date: 3/31/2004
Perf: $1,699.00 Date: 2/29/2004
Perf: $1,715.81 Date: 1/31/2004
Perf: $1,624.21 Date: 12/31/2003
Perf: $1,608.76 Date: 11/30/2003
Perf: $1,542.00 Date: 10/31/2003
Perf: $1,546.64 Date: 9/30/2003
Perf: $1,512.60 Date: 8/31/2003
Perf: $1,519.59 Date: 7/31/2003
Perf: $1,505.44 Date: 6/30/2003
Perf: $1,540.25 Date: 5/31/2003
Perf: $1,579.91 Date: 4/30/2003
Perf: $1,492.31 Date: 3/31/2003
Perf: $1,470.69 Date: 2/28/2003
Perf: $1,559.92 Date: 1/31/2003
Perf: $1,472.04 Date: 12/31/2002
Perf: $1,387.01 Date: 11/30/2002
Perf: $1,307.39 Date: 10/31/2002
Perf: $1,344.50 Date: 9/30/2002
Perf: $1,417.95 Date: 8/31/2002
Perf: $1,355.46 Date: 7/31/2002
Perf: $1,323.56 Date: 6/30/2002
Perf: $1,256.47 Date: 5/31/2002
Perf: $1,154.42 Date: 4/30/2002
Perf: $1,125.27 Date: 3/31/2002
Perf: $1,152.47 Date: 2/28/2002
Perf: $1,155.82 Date: 1/31/2002
Perf: $1,189.36 Date: 12/31/2001
Perf: $1,203.81 Date: 11/30/2001
Perf: $1,178.93 Date: 10/31/2001
Perf: $1,278.25 Date: 9/30/2001
Perf: $1,225.32 Date: 8/31/2001
Perf: $1,188.71 Date: 7/31/2001
Perf: $1,154.20 Date: 6/30/2001
Perf: $1,151.66 Date: 5/31/2001
Perf: $1,164.47 Date: 4/30/2001
Perf: $1,164.12 Date: 3/31/2001
Perf: $1,240.54 Date: 2/28/2001
Perf: $1,165.05 Date: 1/31/2001
Perf: $1,154.08 Date: 12/31/2000
Perf: $1,142.20 Date: 11/30/2000
Perf: $1,055.35 Date: 10/31/2000
Perf: $993.18 Date: 9/30/2000
Perf: $972.84 Date: 8/31/2000
Perf: $990.07 Date: 7/31/2000
Perf: $970.09 Date: 6/30/2000
Perf: $987.47 Date: 5/31/2000
Perf: $1,003.01 Date: 4/30/2000
Perf: $989.46 Date: 3/31/2000
Perf: $1,004.63 Date: 2/29/2000
Perf: $1,030.18 Date: 1/31/2000
Perf: $1,041.84 Date: 12/31/1999
Perf: $1,032.45 Date: 11/30/1999
Perf: $1,019.30 Date: 10/31/1999
Perf: $999.90 Date: 9/30/1999
Perf: $1,046.14 Date: 8/31/1999
Perf: $1,042.49 Date: 7/31/1999
Perf: $1,036.28 Date: 6/30/1999
Perf: $1,044.42 Date: 5/31/1999
Perf: $1,017.95 Date: 4/30/1999
Perf: $1,035.14 Date: 3/31/1999
Perf: $1,004.31 Date: 2/28/1999
Perf: $1,012.51 Date: 1/31/1999
Perf: $993.92 Date: 12/31/1998
Perf: $1,023.50 Date: 11/30/1998
Perf: $1,000.00 Date: 10/31/2019
Perf: $3,890.13 Date: 9/30/2019
Perf: $3,807.51 Date: 8/31/2019
Perf: $3,737.62 Date: 7/31/2019
Perf: $3,797.62 Date: 6/30/2019
Perf: $3,743.71 Date: 5/31/2019
Perf: $3,497.16 Date: 4/30/2019
Perf: $3,734.29 Date: 3/31/2019
Perf: $3,588.93 Date: 2/28/2019
Perf: $3,520.63 Date: 1/31/2019
Perf: $3,411.14 Date: 12/31/2018
Perf: $3,158.17 Date: 11/30/2018
Perf: $3,471.66 Date: 10/31/2018
Perf: $3,402.25 Date: 9/30/2018
Perf: $3,652.05 Date: 8/31/2018
Perf: $3,631.35 Date: 7/31/2018
Perf: $3,516.71 Date: 6/30/2018
Perf: $3,390.58 Date: 5/31/2018
Perf: $3,369.69 Date: 4/30/2018
Perf: $3,290.39 Date: 3/31/2018
Perf: $3,277.93 Date: 2/28/2018
Perf: $3,363.36 Date: 1/31/2018
Perf: $3,492.22 Date: 12/31/2017
Perf: $3,302.97 Date: 11/30/2017
Perf: $3,266.70 Date: 10/31/2017
Perf: $3,169.40 Date: 9/30/2017
Perf: $3,097.24 Date: 8/31/2017
Perf: $3,034.72 Date: 7/31/2017
Perf: $3,025.34 Date: 6/30/2017
Perf: $2,964.28 Date: 5/31/2017
Perf: $2,946.01 Date: 4/30/2017
Perf: $2,905.05 Date: 3/31/2017
Perf: $2,875.44 Date: 2/28/2017
Perf: $2,871.99 Date: 1/31/2017
Perf: $2,762.33 Date: 12/31/2016
Perf: $2,710.82 Date: 11/30/2016
Perf: $2,658.19 Date: 10/31/2016
Perf: $2,563.34 Date: 9/30/2016
Perf: $2,610.86 Date: 8/31/2016
Perf: $2,610.34 Date: 7/31/2016
Perf: $2,606.69 Date: 6/30/2016
Perf: $2,513.93 Date: 5/31/2016
Perf: $2,507.41 Date: 4/30/2016
Perf: $2,463.07 Date: 3/31/2016
Perf: $2,453.50 Date: 2/29/2016
Perf: $2,297.72 Date: 1/31/2016
Perf: $2,300.71 Date: 12/31/2015
Perf: $2,420.78 Date: 11/30/2015
Perf: $2,459.64 Date: 10/31/2015
Perf: $2,452.29 Date: 9/30/2015
Perf: $2,261.42 Date: 8/31/2015
Perf: $2,318.69 Date: 7/31/2015
Perf: $2,467.48 Date: 6/30/2015
Perf: $2,416.73 Date: 5/31/2015
Perf: $2,464.54 Date: 4/30/2015
Perf: $2,433.16 Date: 3/31/2015
Perf: $2,410.02 Date: 2/28/2015
Perf: $2,448.71 Date: 1/31/2015
Perf: $2,315.56 Date: 12/31/2014
Perf: $2,387.18 Date: 11/30/2014
Perf: $2,393.16 Date: 10/31/2014
Perf: $2,330.47 Date: 9/30/2014
Perf: $2,274.96 Date: 8/31/2014
Perf: $2,307.27 Date: 7/31/2014
Perf: $2,218.52 Date: 6/30/2014
Perf: $2,249.57 Date: 5/31/2014
Perf: $2,203.95 Date: 4/30/2014
Perf: $2,153.34 Date: 3/31/2014
Perf: $2,137.53 Date: 2/28/2014
Perf: $2,119.72 Date: 1/31/2014
Perf: $2,027.08 Date: 12/31/2013
Perf: $2,099.73 Date: 11/30/2013
Perf: $2,047.92 Date: 10/31/2013
Perf: $1,987.31 Date: 9/30/2013
Perf: $1,899.91 Date: 8/31/2013
Perf: $1,842.07 Date: 7/31/2013
Perf: $1,897.09 Date: 6/30/2013
Perf: $1,805.20 Date: 5/31/2013
Perf: $1,829.72 Date: 4/30/2013
Perf: $1,787.88 Date: 3/31/2013
Perf: $1,754.03 Date: 2/28/2013
Perf: $1,690.63 Date: 1/31/2013
Perf: $1,667.95 Date: 12/31/2012
Perf: $1,585.80 Date: 11/30/2012
Perf: $1,571.50 Date: 10/31/2012
Perf: $1,562.44 Date: 9/30/2012
Perf: $1,591.89 Date: 8/31/2012
Perf: $1,551.85 Date: 7/31/2012
Perf: $1,517.70 Date: 6/30/2012
Perf: $1,496.90 Date: 5/31/2012
Perf: $1,437.67 Date: 4/30/2012
Perf: $1,529.59 Date: 3/31/2012
Perf: $1,539.29 Date: 2/29/2012
Perf: $1,490.26 Date: 1/31/2012
Perf: $1,428.55 Date: 12/31/2011
Perf: $1,367.29 Date: 11/30/2011
Perf: $1,353.49 Date: 10/31/2011
Perf: $1,356.47 Date: 9/30/2011
Perf: $1,222.82 Date: 8/31/2011
Perf: $1,315.28 Date: 7/31/2011
Perf: $1,390.80 Date: 6/30/2011
Perf: $1,419.62 Date: 5/31/2011
Perf: $1,443.73 Date: 4/30/2011
Perf: $1,460.23 Date: 3/31/2011
Perf: $1,418.25 Date: 2/28/2011
Perf: $1,417.69 Date: 1/31/2011
Perf: $1,370.67 Date: 12/31/2010
Perf: $1,338.94 Date: 11/30/2010
Perf: $1,255.10 Date: 10/31/2010
Perf: $1,254.97 Date: 9/30/2010
Perf: $1,208.91 Date: 8/31/2010
Perf: $1,109.91 Date: 7/31/2010
Perf: $1,162.33 Date: 6/30/2010
Perf: $1,086.19 Date: 5/31/2010
Perf: $1,146.13 Date: 4/30/2010
Perf: $1,245.66 Date: 3/31/2010
Perf: $1,226.28 Date: 2/28/2010
Perf: $1,156.54 Date: 1/31/2010
Perf: $1,121.77 Date: 12/31/2009
Perf: $1,163.66 Date: 11/30/2009
Perf: $1,141.63 Date: 10/31/2009
Perf: $1,077.01 Date: 9/30/2009
Perf: $1,097.42 Date: 8/31/2009
Perf: $1,057.96 Date: 7/31/2009
Perf: $1,021.10 Date: 6/30/2009
Perf: $949.33 Date: 5/31/2009
Perf: $947.43 Date: 4/30/2009
Perf: $897.27 Date: 3/31/2009
Perf: $818.91 Date: 2/28/2009
Perf: $752.95 Date: 1/31/2009
Perf: $842.69 Date: 12/31/2008
Perf: $920.27 Date: 11/30/2008
Perf: $910.62 Date: 10/31/2008
Perf: $981.06 Date: 9/30/2008
Perf: $1,179.02 Date: 8/31/2008
Perf: $1,294.34 Date: 7/31/2008
Perf: $1,275.84 Date: 6/30/2008
Perf: $1,286.65 Date: 5/31/2008
Perf: $1,405.10 Date: 4/30/2008
Perf: $1,387.07 Date: 3/31/2008
Perf: $1,322.66 Date: 2/29/2008
Perf: $1,328.37 Date: 1/31/2008
Perf: $1,372.99 Date: 12/31/2007
Perf: $1,460.63 Date: 11/30/2007
Perf: $1,470.78 Date: 10/31/2007
Perf: $1,534.94 Date: 9/30/2007
Perf: $1,510.91 Date: 8/31/2007
Perf: $1,456.44 Date: 7/31/2007
Perf: $1,434.92 Date: 6/30/2007
Perf: $1,480.82 Date: 5/31/2007
Perf: $1,505.82 Date: 4/30/2007
Perf: $1,455.04 Date: 3/31/2007
Perf: $1,393.32 Date: 2/28/2007
Perf: $1,377.88 Date: 1/31/2007
Perf: $1,405.43 Date: 12/31/2006
Perf: $1,384.52 Date: 11/30/2006
Perf: $1,365.41 Date: 10/31/2006
Perf: $1,339.95 Date: 9/30/2006
Perf: $1,297.65 Date: 8/31/2006
Perf: $1,265.01 Date: 7/31/2006
Perf: $1,235.60 Date: 6/30/2006
Perf: $1,227.99 Date: 5/31/2006
Perf: $1,226.27 Date: 4/30/2006
Perf: $1,262.63 Date: 3/31/2006
Perf: $1,245.94 Date: 2/28/2006
Perf: $1,230.68 Date: 1/31/2006
Perf: $1,227.36 Date: 12/31/2005
Perf: $1,195.68 Date: 11/30/2005
Perf: $1,195.32 Date: 10/31/2005
Perf: $1,151.78 Date: 9/30/2005
Perf: $1,171.34 Date: 8/31/2005
Perf: $1,161.93 Date: 7/31/2005
Perf: $1,172.60 Date: 6/30/2005
Perf: $1,130.55 Date: 5/31/2005
Perf: $1,128.97 Date: 4/30/2005
Perf: $1,094.17 Date: 3/31/2005
Perf: $1,115.36 Date: 2/28/2005
Perf: $1,135.46 Date: 1/31/2005
Perf: $1,112.11 Date: 12/31/2004
Perf: $1,139.92 Date: 11/30/2004
Perf: $1,102.44 Date: 10/31/2004
Perf: $1,059.53 Date: 9/30/2004
Perf: $1,043.56 Date: 8/31/2004
Perf: $1,032.41 Date: 7/31/2004
Perf: $1,028.30 Date: 6/30/2004
Perf: $1,063.50 Date: 5/31/2004
Perf: $1,043.26 Date: 4/30/2004
Perf: $1,029.16 Date: 3/31/2004
Perf: $1,045.58 Date: 2/29/2004
Perf: $1,061.61 Date: 1/31/2004
Perf: $1,047.05 Date: 12/31/2003
Perf: $1,028.14 Date: 11/30/2003
Perf: $976.94 Date: 10/31/2003
Perf: $968.42 Date: 9/30/2003
Perf: $916.54 Date: 8/31/2003
Perf: $926.36 Date: 7/31/2003
Perf: $908.65 Date: 6/30/2003
Perf: $892.93 Date: 5/31/2003
Perf: $881.65 Date: 4/30/2003
Perf: $837.51 Date: 3/31/2003
Perf: $773.75 Date: 2/28/2003
Perf: $766.32 Date: 1/31/2003
Perf: $777.99 Date: 12/31/2002
Perf: $798.92 Date: 11/30/2002
Perf: $848.74 Date: 10/31/2002
Perf: $801.53 Date: 9/30/2002
Perf: $736.70 Date: 8/31/2002
Perf: $826.55 Date: 7/31/2002
Perf: $821.13 Date: 6/30/2002
Perf: $890.59 Date: 5/31/2002
Perf: $958.86 Date: 4/30/2002
Perf: $966.01 Date: 3/31/2002
Perf: $1,028.33 Date: 2/28/2002
Perf: $991.07 Date: 1/31/2002
Perf: $1,010.57 Date: 12/31/2001
Perf: $1,025.54 Date: 11/30/2001
Perf: $1,016.60 Date: 10/31/2001
Perf: $944.18 Date: 9/30/2001
Perf: $926.48 Date: 8/31/2001
Perf: $1,007.92 Date: 7/31/2001
Perf: $1,075.23 Date: 6/30/2001
Perf: $1,085.87 Date: 5/31/2001
Perf: $1,112.92 Date: 4/30/2001
Perf: $1,105.51 Date: 3/31/2001
Perf: $1,025.81 Date: 2/28/2001
Perf: $1,095.24 Date: 1/31/2001
Perf: $1,205.15 Date: 12/31/2000
Perf: $1,163.84 Date: 11/30/2000
Perf: $1,158.16 Date: 10/31/2000
Perf: $1,257.23 Date: 9/30/2000
Perf: $1,262.54 Date: 8/31/2000
Perf: $1,332.91 Date: 7/31/2000
Perf: $1,254.98 Date: 6/30/2000
Perf: $1,274.87 Date: 5/31/2000
Perf: $1,244.14 Date: 4/30/2000
Perf: $1,270.18 Date: 3/31/2000
Perf: $1,309.59 Date: 2/29/2000
Perf: $1,192.93 Date: 1/31/2000
Perf: $1,215.91 Date: 12/31/1999
Perf: $1,280.17 Date: 11/30/1999
Perf: $1,208.96 Date: 10/31/1999
Perf: $1,184.91 Date: 9/30/1999
Perf: $1,114.37 Date: 8/31/1999
Perf: $1,145.76 Date: 7/31/1999
Perf: $1,151.41 Date: 6/30/1999
Perf: $1,188.49 Date: 5/31/1999
Perf: $1,125.99 Date: 4/30/1999
Perf: $1,153.21 Date: 3/31/1999
Perf: $1,110.24 Date: 2/28/1999
Perf: $1,067.54 Date: 1/31/1999
Perf: $1,101.81 Date: 12/31/1998
Perf: $1,057.60 Date: 11/30/1998
Perf: $1,000.00 Date: 10/31/2019
Perf: $4,172.79 Date: 9/30/2019
Perf: $4,329.52 Date: 8/31/2019
Perf: $4,503.81 Date: 7/31/2019
Perf: $4,207.60 Date: 6/30/2019
Perf: $4,034.13 Date: 5/31/2019
Perf: $3,839.11 Date: 4/30/2019
Perf: $3,969.71 Date: 3/31/2019
Perf: $3,788.25 Date: 2/28/2019
Perf: $3,630.33 Date: 1/31/2019
Perf: $3,492.05 Date: 12/31/2018
Perf: $3,521.63 Date: 11/30/2018
Perf: $3,552.89 Date: 10/31/2018
Perf: $3,626.88 Date: 9/30/2018
Perf: $3,995.68 Date: 8/31/2018
Perf: $4,034.01 Date: 7/31/2018
Perf: $3,911.95 Date: 6/30/2018
Perf: $3,942.31 Date: 5/31/2018
Perf: $3,864.25 Date: 4/30/2018
Perf: $4,260.01 Date: 3/31/2018
Perf: $4,130.72 Date: 2/28/2018
Perf: $4,042.19 Date: 1/31/2018
Perf: $4,484.35 Date: 12/31/2017
Perf: $4,124.68 Date: 11/30/2017
Perf: $4,111.52 Date: 10/31/2017
Perf: $4,054.75 Date: 9/30/2017
Perf: $3,746.08 Date: 8/31/2017
Perf: $3,920.13 Date: 7/31/2017
Perf: $3,795.27 Date: 6/30/2017
Perf: $3,773.00 Date: 5/31/2017
Perf: $3,876.51 Date: 4/30/2017
Perf: $3,871.47 Date: 3/31/2017
Perf: $3,889.76 Date: 2/28/2017
Perf: $3,994.00 Date: 1/31/2017
Perf: $3,933.81 Date: 12/31/2016
Perf: $3,928.31 Date: 11/30/2016
Perf: $3,934.21 Date: 10/31/2016
Perf: $3,990.88 Date: 9/30/2016
Perf: $4,157.17 Date: 8/31/2016
Perf: $4,136.08 Date: 7/31/2016
Perf: $4,257.41 Date: 6/30/2016
Perf: $4,218.60 Date: 5/31/2016
Perf: $4,044.68 Date: 4/30/2016
Perf: $4,117.14 Date: 3/31/2016
Perf: $4,335.66 Date: 2/29/2016
Perf: $4,549.01 Date: 1/31/2016
Perf: $4,448.47 Date: 12/31/2015
Perf: $4,325.21 Date: 11/30/2015
Perf: $4,392.86 Date: 10/31/2015
Perf: $4,134.45 Date: 9/30/2015
Perf: $4,236.99 Date: 8/31/2015
Perf: $4,102.82 Date: 7/31/2015
Perf: $4,061.00 Date: 6/30/2015
Perf: $3,717.16 Date: 5/31/2015
Perf: $3,895.99 Date: 4/30/2015
Perf: $3,908.88 Date: 3/31/2015
Perf: $4,328.30 Date: 2/28/2015
Perf: $4,173.86 Date: 1/31/2015
Perf: $4,192.31 Date: 12/31/2014
Perf: $4,007.94 Date: 11/30/2014
Perf: $3,764.03 Date: 10/31/2014
Perf: $3,360.15 Date: 9/30/2014
Perf: $3,239.01 Date: 8/31/2014
Perf: $3,187.68 Date: 7/31/2014
Perf: $3,030.12 Date: 6/30/2014
Perf: $3,032.24 Date: 5/31/2014
Perf: $2,980.68 Date: 4/30/2014
Perf: $2,911.10 Date: 3/31/2014
Perf: $2,863.28 Date: 2/28/2014
Perf: $2,912.21 Date: 1/31/2014
Perf: $2,864.94 Date: 12/31/2013
Perf: $3,036.18 Date: 11/30/2013
Perf: $3,036.78 Date: 10/31/2013
Perf: $2,977.53 Date: 9/30/2013
Perf: $2,921.15 Date: 8/31/2013
Perf: $3,003.14 Date: 7/31/2013
Perf: $3,092.19 Date: 6/30/2013
Perf: $3,150.48 Date: 5/31/2013
Perf: $3,139.80 Date: 4/30/2013
Perf: $3,355.92 Date: 3/31/2013
Perf: $3,239.93 Date: 2/28/2013
Perf: $3,186.72 Date: 1/31/2013
Perf: $3,293.76 Date: 12/31/2012
Perf: $3,178.08 Date: 11/30/2012
Perf: $3,156.93 Date: 10/31/2012
Perf: $3,196.89 Date: 9/30/2012
Perf: $3,342.63 Date: 8/31/2012
Perf: $3,457.77 Date: 7/31/2012
Perf: $3,573.56 Date: 6/30/2012
Perf: $3,455.05 Date: 5/31/2012
Perf: $3,648.80 Date: 4/30/2012
Perf: $3,615.90 Date: 3/31/2012
Perf: $3,584.35 Date: 2/29/2012
Perf: $3,680.79 Date: 1/31/2012
Perf: $3,601.91 Date: 12/31/2011
Perf: $3,557.09 Date: 11/30/2011
Perf: $3,477.80 Date: 10/31/2011
Perf: $3,426.06 Date: 9/30/2011
Perf: $3,588.25 Date: 8/31/2011
Perf: $3,578.59 Date: 7/31/2011
Perf: $3,515.66 Date: 6/30/2011
Perf: $3,252.23 Date: 5/31/2011
Perf: $3,358.35 Date: 4/30/2011
Perf: $3,544.06 Date: 3/31/2011
Perf: $3,396.97 Date: 2/28/2011
Perf: $3,442.76 Date: 1/31/2011
Perf: $3,359.12 Date: 12/31/2010
Perf: $3,403.02 Date: 11/30/2010
Perf: $3,205.25 Date: 10/31/2010
Perf: $3,366.16 Date: 9/30/2010
Perf: $3,220.58 Date: 8/31/2010
Perf: $3,187.12 Date: 7/31/2010
Perf: $2,978.34 Date: 6/30/2010
Perf: $3,039.43 Date: 5/31/2010
Perf: $3,018.90 Date: 4/30/2010
Perf: $3,123.22 Date: 3/31/2010
Perf: $3,055.39 Date: 2/28/2010
Perf: $2,939.29 Date: 1/31/2010
Perf: $2,871.80 Date: 12/31/2009
Perf: $2,949.67 Date: 11/30/2009
Perf: $3,088.01 Date: 10/31/2009
Perf: $2,857.16 Date: 9/30/2009
Perf: $2,992.73 Date: 8/31/2009
Perf: $2,906.97 Date: 7/31/2009
Perf: $2,787.39 Date: 6/30/2009
Perf: $2,831.28 Date: 5/31/2009
Perf: $3,074.47 Date: 4/30/2009
Perf: $3,141.38 Date: 3/31/2009
Perf: $3,240.54 Date: 2/28/2009
Perf: $3,364.00 Date: 1/31/2009
Perf: $3,339.29 Date: 12/31/2008
Perf: $3,323.66 Date: 11/30/2008
Perf: $3,199.52 Date: 10/31/2008
Perf: $3,032.15 Date: 9/30/2008
Perf: $2,756.25 Date: 8/31/2008
Perf: $2,667.42 Date: 7/31/2008
Perf: $2,792.24 Date: 6/30/2008
Perf: $3,079.56 Date: 5/31/2008
Perf: $2,849.60 Date: 4/30/2008
Perf: $2,732.90 Date: 3/31/2008
Perf: $2,884.63 Date: 2/29/2008
Perf: $2,993.60 Date: 1/31/2008
Perf: $2,781.38 Date: 12/31/2007
Perf: $2,649.69 Date: 11/30/2007
Perf: $2,562.56 Date: 10/31/2007
Perf: $2,675.19 Date: 9/30/2007
Perf: $2,492.49 Date: 8/31/2007
Perf: $2,362.33 Date: 7/31/2007
Perf: $2,527.36 Date: 6/30/2007
Perf: $2,679.56 Date: 5/31/2007
Perf: $2,584.45 Date: 4/30/2007
Perf: $2,433.11 Date: 3/31/2007
Perf: $2,324.78 Date: 2/28/2007
Perf: $2,370.77 Date: 1/31/2007
Perf: $2,517.55 Date: 12/31/2006
Perf: $2,449.45 Date: 11/30/2006
Perf: $2,321.31 Date: 10/31/2006
Perf: $2,315.99 Date: 9/30/2006
Perf: $2,209.70 Date: 8/31/2006
Perf: $2,201.55 Date: 7/31/2006
Perf: $2,214.62 Date: 6/30/2006
Perf: $2,320.43 Date: 5/31/2006
Perf: $2,309.12 Date: 4/30/2006
Perf: $2,430.14 Date: 3/31/2006
Perf: $2,312.22 Date: 2/28/2006
Perf: $2,195.63 Date: 1/31/2006
Perf: $2,224.77 Date: 12/31/2005
Perf: $2,171.15 Date: 11/30/2005
Perf: $2,177.24 Date: 10/31/2005
Perf: $2,057.88 Date: 9/30/2005
Perf: $2,087.74 Date: 8/31/2005
Perf: $2,075.70 Date: 7/31/2005
Perf: $1,991.27 Date: 6/30/2005
Perf: $2,008.75 Date: 5/31/2005
Perf: $1,922.80 Date: 4/30/2005
Perf: $1,838.06 Date: 3/31/2005
Perf: $1,893.74 Date: 2/28/2005
Perf: $1,866.86 Date: 1/31/2005
Perf: $1,793.50 Date: 12/31/2004
Perf: $1,938.50 Date: 11/30/2004
Perf: $1,998.66 Date: 10/31/2004
Perf: $1,900.41 Date: 9/30/2004
Perf: $1,839.17 Date: 8/31/2004
Perf: $1,826.93 Date: 7/31/2004
Perf: $1,812.43 Date: 6/30/2004
Perf: $1,816.79 Date: 5/31/2004
Perf: $1,973.91 Date: 4/30/2004
Perf: $2,001.53 Date: 3/31/2004
Perf: $2,164.99 Date: 2/29/2004
Perf: $2,285.67 Date: 1/31/2004
Perf: $2,140.54 Date: 12/31/2003
Perf: $2,100.63 Date: 11/30/2003
Perf: $2,017.31 Date: 10/31/2003
Perf: $2,036.05 Date: 9/30/2003
Perf: $1,987.16 Date: 8/31/2003
Perf: $1,949.34 Date: 7/31/2003
Perf: $1,960.52 Date: 6/30/2003
Perf: $1,918.88 Date: 5/31/2003
Perf: $1,980.27 Date: 4/30/2003
Perf: $1,792.26 Date: 3/31/2003
Perf: $1,819.18 Date: 2/28/2003
Perf: $1,957.80 Date: 1/31/2003
Perf: $1,806.92 Date: 12/31/2002
Perf: $1,742.11 Date: 11/30/2002
Perf: $1,529.51 Date: 10/31/2002
Perf: $1,607.64 Date: 9/30/2002
Perf: $1,719.59 Date: 8/31/2002
Perf: $1,604.69 Date: 7/31/2002
Perf: $1,578.95 Date: 6/30/2002
Perf: $1,455.66 Date: 5/31/2002
Perf: $1,307.99 Date: 4/30/2002
Perf: $1,275.84 Date: 3/31/2002
Perf: $1,311.64 Date: 2/28/2002
Perf: $1,251.45 Date: 1/31/2002
Perf: $1,386.34 Date: 12/31/2001
Perf: $1,461.61 Date: 11/30/2001
Perf: $1,503.87 Date: 10/31/2001
Perf: $1,593.42 Date: 9/30/2001
Perf: $1,513.94 Date: 8/31/2001
Perf: $1,374.69 Date: 7/31/2001
Perf: $1,338.28 Date: 6/30/2001
Perf: $1,292.78 Date: 5/31/2001
Perf: $1,287.50 Date: 4/30/2001
Perf: $1,315.12 Date: 3/31/2001
Perf: $1,411.83 Date: 2/28/2001
Perf: $1,277.90 Date: 1/31/2001
Perf: $1,273.45 Date: 12/31/2000
Perf: $1,262.46 Date: 11/30/2000
Perf: $1,129.92 Date: 10/31/2000
Perf: $1,045.06 Date: 9/30/2000
Perf: $1,008.55 Date: 8/31/2000
Perf: $1,010.17 Date: 7/31/2000
Perf: $976.67 Date: 6/30/2000
Perf: $995.08 Date: 5/31/2000
Perf: $1,027.87 Date: 4/30/2000
Perf: $991.00 Date: 3/31/2000
Perf: $1,018.40 Date: 2/29/2000
Perf: $1,024.24 Date: 1/31/2000
Perf: $1,027.11 Date: 12/31/1999
Perf: $1,010.54 Date: 11/30/1999
Perf: $956.41 Date: 10/31/1999
Perf: $888.36 Date: 9/30/1999
Perf: $919.63 Date: 8/31/1999
Perf: $936.10 Date: 7/31/1999
Perf: $942.42 Date: 6/30/1999
Perf: $973.17 Date: 5/31/1999
Perf: $977.27 Date: 4/30/1999
Perf: $1,002.64 Date: 3/31/1999
Perf: $934.77 Date: 2/28/1999
Perf: $982.32 Date: 1/31/1999
Perf: $955.00 Date: 12/31/1998
Perf: $1,004.00 Date: 11/30/1998
Perf: $1,000.00

Note: All performance data is since program inception.

Monthly Returns

Date Range: 11/98 - 10/19
Date: 10/31/2019
Return: -3.62 % Date: 9/30/2019
Return: -3.87 % Date: 8/31/2019
Return: 7.04 % Date: 7/31/2019
Return: 4.30 % Date: 6/30/2019
Return: 5.08 % Date: 5/31/2019
Return: -3.29 % Date: 4/30/2019
Return: 4.79 % Date: 3/31/2019
Return: 4.35 % Date: 2/28/2019
Return: 3.96 % Date: 1/31/2019
Return: -0.84 % Date: 12/31/2018
Return: -0.88 % Date: 11/30/2018
Return: -2.04 % Date: 10/31/2018
Return: -9.23 % Date: 9/30/2018
Return: -0.95 % Date: 8/31/2018
Return: 3.12 % Date: 7/31/2018
Return: -0.77 % Date: 6/30/2018
Return: 2.02 % Date: 5/31/2018
Return: -9.29 % Date: 4/30/2018
Return: 3.13 % Date: 3/31/2018
Return: 2.19 % Date: 2/28/2018
Return: -9.86 % Date: 1/31/2018
Return: 8.72 % Date: 12/31/2017
Return: 0.32 % Date: 11/30/2017
Return: 1.40 % Date: 10/31/2017
Return: 8.24 % Date: 9/30/2017
Return: -4.44 % Date: 8/31/2017
Return: 3.29 % Date: 7/31/2017
Return: 0.59 % Date: 6/30/2017
Return: -2.67 % Date: 5/31/2017
Return: 0.13 % Date: 4/30/2017
Return: -0.47 % Date: 3/31/2017
Return: -2.61 % Date: 2/28/2017
Return: 1.53 % Date: 1/31/2017
Return: 0.14 % Date: 12/31/2016
Return: -0.15 % Date: 11/30/2016
Return: -1.42 % Date: 10/31/2016
Return: -4.00 % Date: 9/30/2016
Return: 0.51 % Date: 8/31/2016
Return: -2.85 % Date: 7/31/2016
Return: 0.92 % Date: 6/30/2016
Return: 4.30 % Date: 5/31/2016
Return: -1.76 % Date: 4/30/2016
Return: -5.04 % Date: 3/31/2016
Return: -4.69 % Date: 2/29/2016
Return: 2.26 % Date: 1/31/2016
Return: 2.85 % Date: 12/31/2015
Return: -1.54 % Date: 11/30/2015
Return: 6.25 % Date: 10/31/2015
Return: -2.42 % Date: 9/30/2015
Return: 3.27 % Date: 8/31/2015
Return: 1.03 % Date: 7/31/2015
Return: 9.25 % Date: 6/30/2015
Return: -4.59 % Date: 5/31/2015
Return: -0.33 % Date: 4/30/2015
Return: -9.69 % Date: 3/31/2015
Return: 3.70 % Date: 2/28/2015
Return: -0.44 % Date: 1/31/2015
Return: 4.60 % Date: 12/31/2014
Return: 6.48 % Date: 11/30/2014
Return: 12.02 % Date: 10/31/2014
Return: 3.74 % Date: 9/30/2014
Return: 1.61 % Date: 8/31/2014
Return: 5.20 % Date: 7/31/2014
Return: -0.07 % Date: 6/30/2014
Return: 1.73 % Date: 5/31/2014
Return: 2.39 % Date: 4/30/2014
Return: 1.67 % Date: 3/31/2014
Return: -1.68 % Date: 2/28/2014
Return: 1.65 % Date: 1/31/2014
Return: -5.64 % Date: 12/31/2013
Return: -0.02 % Date: 11/30/2013
Return: 1.99 % Date: 10/31/2013
Return: 1.93 % Date: 9/30/2013
Return: -2.73 % Date: 8/31/2013
Return: -2.88 % Date: 7/31/2013
Return: -1.85 % Date: 6/30/2013
Return: 0.34 % Date: 5/31/2013
Return: -6.44 % Date: 4/30/2013
Return: 3.58 % Date: 3/31/2013
Return: 1.67 % Date: 2/28/2013
Return: -3.25 % Date: 1/31/2013
Return: 3.64 % Date: 12/31/2012
Return: 0.67 % Date: 11/30/2012
Return: -1.25 % Date: 10/31/2012
Return: -4.36 % Date: 9/30/2012
Return: -3.33 % Date: 8/31/2012
Return: -3.24 % Date: 7/31/2012
Return: 3.43 % Date: 6/30/2012
Return: -5.31 % Date: 5/31/2012
Return: 0.91 % Date: 4/30/2012
Return: 0.88 % Date: 3/31/2012
Return: -2.62 % Date: 2/29/2012
Return: 2.19 % Date: 1/31/2012
Return: 1.26 % Date: 12/31/2011
Return: 2.28 % Date: 11/30/2011
Return: 1.51 % Date: 10/31/2011
Return: -4.52 % Date: 9/30/2011
Return: 0.27 % Date: 8/31/2011
Return: 1.79 % Date: 7/31/2011
Return: 8.10 % Date: 6/30/2011
Return: -3.16 % Date: 5/31/2011
Return: -5.24 % Date: 4/30/2011
Return: 4.33 % Date: 3/31/2011
Return: -1.33 % Date: 2/28/2011
Return: 2.49 % Date: 1/31/2011
Return: -1.29 % Date: 12/31/2010
Return: 6.17 % Date: 11/30/2010
Return: -4.78 % Date: 10/31/2010
Return: 4.52 % Date: 9/30/2010
Return: 1.05 % Date: 8/31/2010
Return: 7.01 % Date: 7/31/2010
Return: -2.01 % Date: 6/30/2010
Return: 0.68 % Date: 5/31/2010
Return: -3.34 % Date: 4/30/2010
Return: 2.22 % Date: 3/31/2010
Return: 3.95 % Date: 2/28/2010
Return: 2.35 % Date: 1/31/2010
Return: -2.64 % Date: 12/31/2009
Return: -4.48 % Date: 11/30/2009
Return: 8.08 % Date: 10/31/2009
Return: -4.53 % Date: 9/30/2009
Return: 2.95 % Date: 8/31/2009
Return: 4.29 % Date: 7/31/2009
Return: -1.55 % Date: 6/30/2009
Return: -7.91 % Date: 5/31/2009
Return: -2.13 % Date: 4/30/2009
Return: -3.06 % Date: 3/31/2009
Return: -3.67 % Date: 2/28/2009
Return: 0.74 % Date: 1/31/2009
Return: 0.47 % Date: 12/31/2008
Return: 3.88 % Date: 11/30/2008
Return: 5.52 % Date: 10/31/2008
Return: 10.01 % Date: 9/30/2008
Return: 3.33 % Date: 8/31/2008
Return: -4.47 % Date: 7/31/2008
Return: -9.33 % Date: 6/30/2008
Return: 8.07 % Date: 5/31/2008
Return: 4.27 % Date: 4/30/2008
Return: -5.26 % Date: 3/31/2008
Return: -3.64 % Date: 2/29/2008
Return: 7.63 % Date: 1/31/2008
Return: 4.97 % Date: 12/31/2007
Return: 3.40 % Date: 11/30/2007
Return: -4.21 % Date: 10/31/2007
Return: 7.33 % Date: 9/30/2007
Return: 5.51 % Date: 8/31/2007
Return: -6.53 % Date: 7/31/2007
Return: -5.68 % Date: 6/30/2007
Return: 3.68 % Date: 5/31/2007
Return: 6.22 % Date: 4/30/2007
Return: 4.66 % Date: 3/31/2007
Return: -1.94 % Date: 2/28/2007
Return: -5.83 % Date: 1/31/2007
Return: 2.78 % Date: 12/31/2006
Return: 5.52 % Date: 11/30/2006
Return: 0.23 % Date: 10/31/2006
Return: 4.81 % Date: 9/30/2006
Return: 0.37 % Date: 8/31/2006
Return: -0.59 % Date: 7/31/2006
Return: -4.56 % Date: 6/30/2006
Return: 0.49 % Date: 5/31/2006
Return: -4.98 % Date: 4/30/2006
Return: 5.10 % Date: 3/31/2006
Return: 5.31 % Date: 2/28/2006
Return: -1.31 % Date: 1/31/2006
Return: 2.47 % Date: 12/31/2005
Return: -0.28 % Date: 11/30/2005
Return: 5.80 % Date: 10/31/2005
Return: -1.43 % Date: 9/30/2005
Return: 0.58 % Date: 8/31/2005
Return: 4.24 % Date: 7/31/2005
Return: -0.87 % Date: 6/30/2005
Return: 4.47 % Date: 5/31/2005
Return: 4.61 % Date: 4/30/2005
Return: -2.94 % Date: 3/31/2005
Return: 1.44 % Date: 2/28/2005
Return: 4.09 % Date: 1/31/2005
Return: -7.48 % Date: 12/31/2004
Return: -3.01 % Date: 11/30/2004
Return: 5.17 % Date: 10/31/2004
Return: 3.33 % Date: 9/30/2004
Return: 0.67 % Date: 8/31/2004
Return: 0.80 % Date: 7/31/2004
Return: -0.24 % Date: 6/30/2004
Return: -7.96 % Date: 5/31/2004
Return: -1.38 % Date: 4/30/2004
Return: -7.55 % Date: 3/31/2004
Return: -5.28 % Date: 2/29/2004
Return: 6.78 % Date: 1/31/2004
Return: 1.90 % Date: 12/31/2003
Return: 4.13 % Date: 11/30/2003
Return: -0.92 % Date: 10/31/2003
Return: 2.46 % Date: 9/30/2003
Return: 1.94 % Date: 8/31/2003
Return: -0.57 % Date: 7/31/2003
Return: 2.17 % Date: 6/30/2003
Return: -3.10 % Date: 5/31/2003
Return: 10.49 % Date: 4/30/2003
Return: -1.48 % Date: 3/31/2003
Return: -7.08 % Date: 2/28/2003
Return: 8.35 % Date: 1/31/2003
Return: 3.72 % Date: 12/31/2002
Return: 13.90 % Date: 11/30/2002
Return: -4.86 % Date: 10/31/2002
Return: -6.51 % Date: 9/30/2002
Return: 7.16 % Date: 8/31/2002
Return: 1.63 % Date: 7/31/2002
Return: 8.47 % Date: 6/30/2002
Return: 11.29 % Date: 5/31/2002
Return: 2.52 % Date: 4/30/2002
Return: -2.73 % Date: 3/31/2002
Return: 4.81 % Date: 2/28/2002
Return: -9.73 % Date: 1/31/2002
Return: -5.15 % Date: 12/31/2001
Return: -2.81 % Date: 11/30/2001
Return: -5.62 % Date: 10/31/2001
Return: 5.25 % Date: 9/30/2001
Return: 10.13 % Date: 8/31/2001
Return: 2.72 % Date: 7/31/2001
Return: 3.52 % Date: 6/30/2001
Return: 0.41 % Date: 5/31/2001
Return: -2.10 % Date: 4/30/2001
Return: -6.85 % Date: 3/31/2001
Return: 10.48 % Date: 2/28/2001
Return: 0.35 % Date: 1/31/2001
Return: 0.87 % Date: 12/31/2000
Return: 11.73 % Date: 11/30/2000
Return: 8.12 % Date: 10/31/2000
Return: 3.62 % Date: 9/30/2000
Return: -0.16 % Date: 8/31/2000
Return: 3.43 % Date: 7/31/2000
Return: -1.85 % Date: 6/30/2000
Return: -3.19 % Date: 5/31/2000
Return: 3.72 % Date: 4/30/2000
Return: -2.69 % Date: 3/31/2000
Return: -0.57 % Date: 2/29/2000
Return: -0.28 % Date: 1/31/2000
Return: 1.64 % Date: 12/31/1999
Return: 5.66 % Date: 11/30/1999
Return: 7.66 % Date: 10/31/1999
Return: -3.40 % Date: 9/30/1999
Return: -1.76 % Date: 8/31/1999
Return: -0.67 % Date: 7/31/1999
Return: -3.16 % Date: 6/30/1999
Return: -0.42 % Date: 5/31/1999
Return: -2.53 % Date: 4/30/1999
Return: 7.26 % Date: 3/31/1999
Return: -4.84 % Date: 2/28/1999
Return: 2.86 % Date: 1/31/1999
Return: -4.88 % Date: 12/31/1998
Return: 0.40 % Date: 11/30/1998
Return: 0.00 %

Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 11/98 - 10/19
Return: 9.00 %
Count: 2 Return: -9.00 %
Count: 3 Return: -4.00 %
Count: 10 Return: -8.00 %
Count: 3 Return: 14.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: -10.00 %
Count: 3 Return: -6.00 %
Count: 5 Return: 5.00 %
Count: 14 Return: -7.00 %
Count: 5 Return: 10.00 %
Count: 4 Return: 1.00 %
Count: 17 Return: 12.00 %
Count: 2 Return: 4.00 %
Count: 22 Return: 2.00 %
Count: 26 Return: 6.00 %
Count: 9 Return: 8.00 %
Count: 9 Return: -2.00 %
Count: 13 Return: -1.00 %
Count: 18 Return: -3.00 %
Count: 24 Return: 7.00 %
Count: 6 Return: 3.00 %
Count: 15 Return: -5.00 %
Count: 16 Return: 0.00 %
Count: 24

Note: All performance data is since program inception.

Underwater Curve

Date Range: 11/98 - 10/19
Date: 10/31/2019
Drawdown: -8.27 % Date: 9/30/2019
Drawdown: -4.83 % Date: 8/31/2019
Drawdown: -0.99 % Date: 7/31/2019
Drawdown: -7.51 % Date: 6/30/2019
Drawdown: -11.32 % Date: 5/31/2019
Drawdown: -15.61 % Date: 4/30/2019
Drawdown: -12.73 % Date: 3/31/2019
Drawdown: -16.72 % Date: 2/28/2019
Drawdown: -20.20 % Date: 1/31/2019
Drawdown: -23.24 % Date: 12/31/2018
Drawdown: -22.58 % Date: 11/30/2018
Drawdown: -21.90 % Date: 10/31/2018
Drawdown: -20.27 % Date: 9/30/2018
Drawdown: -12.16 % Date: 8/31/2018
Drawdown: -11.32 % Date: 7/31/2018
Drawdown: -14.00 % Date: 6/30/2018
Drawdown: -13.34 % Date: 5/31/2018
Drawdown: -15.05 % Date: 4/30/2018
Drawdown: -6.35 % Date: 3/31/2018
Drawdown: -9.20 % Date: 2/28/2018
Drawdown: -11.14 % Date: 1/31/2018
Drawdown: -1.42 % Date: 12/31/2017
Drawdown: -9.33 % Date: 11/30/2017
Drawdown: -9.62 % Date: 10/31/2017
Drawdown: -10.87 % Date: 9/30/2017
Drawdown: -17.65 % Date: 8/31/2017
Drawdown: -13.82 % Date: 7/31/2017
Drawdown: -16.57 % Date: 6/30/2017
Drawdown: -17.06 % Date: 5/31/2017
Drawdown: -14.78 % Date: 4/30/2017
Drawdown: -14.89 % Date: 3/31/2017
Drawdown: -14.49 % Date: 2/28/2017
Drawdown: -12.20 % Date: 1/31/2017
Drawdown: -13.52 % Date: 12/31/2016
Drawdown: -13.64 % Date: 11/30/2016
Drawdown: -13.51 % Date: 10/31/2016
Drawdown: -12.27 % Date: 9/30/2016
Drawdown: -8.61 % Date: 8/31/2016
Drawdown: -9.08 % Date: 7/31/2016
Drawdown: -6.41 % Date: 6/30/2016
Drawdown: -7.26 % Date: 5/31/2016
Drawdown: -11.09 % Date: 4/30/2016
Drawdown: -9.49 % Date: 3/31/2016
Drawdown: -4.69 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -1.54 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: -4.48 % Date: 9/30/2015
Drawdown: -2.11 % Date: 8/31/2015
Drawdown: -5.21 % Date: 7/31/2015
Drawdown: -6.18 % Date: 6/30/2015
Drawdown: -14.12 % Date: 5/31/2015
Drawdown: -9.99 % Date: 4/30/2015
Drawdown: -9.69 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.44 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: -8.71 % Date: 9/30/2014
Drawdown: -12.00 % Date: 8/31/2014
Drawdown: -13.40 % Date: 7/31/2014
Drawdown: -17.68 % Date: 6/30/2014
Drawdown: -17.62 % Date: 5/31/2014
Drawdown: -19.02 % Date: 4/30/2014
Drawdown: -20.91 % Date: 3/31/2014
Drawdown: -22.21 % Date: 2/28/2014
Drawdown: -20.88 % Date: 1/31/2014
Drawdown: -22.17 % Date: 12/31/2013
Drawdown: -17.51 % Date: 11/30/2013
Drawdown: -17.50 % Date: 10/31/2013
Drawdown: -19.11 % Date: 9/30/2013
Drawdown: -20.64 % Date: 8/31/2013
Drawdown: -18.41 % Date: 7/31/2013
Drawdown: -15.99 % Date: 6/30/2013
Drawdown: -14.41 % Date: 5/31/2013
Drawdown: -14.70 % Date: 4/30/2013
Drawdown: -8.83 % Date: 3/31/2013
Drawdown: -11.98 % Date: 2/28/2013
Drawdown: -13.42 % Date: 1/31/2013
Drawdown: -10.51 % Date: 12/31/2012
Drawdown: -13.66 % Date: 11/30/2012
Drawdown: -14.23 % Date: 10/31/2012
Drawdown: -13.15 % Date: 9/30/2012
Drawdown: -9.19 % Date: 8/31/2012
Drawdown: -6.06 % Date: 7/31/2012
Drawdown: -2.91 % Date: 6/30/2012
Drawdown: -6.13 % Date: 5/31/2012
Drawdown: -0.87 % Date: 4/30/2012
Drawdown: -1.76 % Date: 3/31/2012
Drawdown: -2.62 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: -0.87 % Date: 11/30/2011
Drawdown: -3.08 % Date: 10/31/2011
Drawdown: -4.52 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -0.80 % Date: 6/30/2011
Drawdown: -8.23 % Date: 5/31/2011
Drawdown: -5.24 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -1.33 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -1.29 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -4.78 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -4.26 % Date: 8/31/2010
Drawdown: -5.26 % Date: 7/31/2010
Drawdown: -11.46 % Date: 6/30/2010
Drawdown: -9.65 % Date: 5/31/2010
Drawdown: -10.26 % Date: 4/30/2010
Drawdown: -7.16 % Date: 3/31/2010
Drawdown: -9.17 % Date: 2/28/2010
Drawdown: -12.63 % Date: 1/31/2010
Drawdown: -14.63 % Date: 12/31/2009
Drawdown: -12.32 % Date: 11/30/2009
Drawdown: -8.20 % Date: 10/31/2009
Drawdown: -15.07 % Date: 9/30/2009
Drawdown: -11.04 % Date: 8/31/2009
Drawdown: -13.59 % Date: 7/31/2009
Drawdown: -17.14 % Date: 6/30/2009
Drawdown: -15.84 % Date: 5/31/2009
Drawdown: -8.61 % Date: 4/30/2009
Drawdown: -6.62 % Date: 3/31/2009
Drawdown: -3.67 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: 0.00 % Date: 12/31/2008
Drawdown: 0.00 % Date: 11/30/2008
Drawdown: 0.00 % Date: 10/31/2008
Drawdown: -1.54 % Date: 9/30/2008
Drawdown: -10.50 % Date: 8/31/2008
Drawdown: -13.38 % Date: 7/31/2008
Drawdown: -9.33 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: -4.81 % Date: 4/30/2008
Drawdown: -8.71 % Date: 3/31/2008
Drawdown: -3.64 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: 0.00 % Date: 12/31/2007
Drawdown: -1.11 % Date: 11/30/2007
Drawdown: -4.37 % Date: 10/31/2007
Drawdown: -0.16 % Date: 9/30/2007
Drawdown: -6.98 % Date: 8/31/2007
Drawdown: -11.84 % Date: 7/31/2007
Drawdown: -5.68 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: -3.35 % Date: 3/31/2007
Drawdown: -7.66 % Date: 2/28/2007
Drawdown: -5.83 % Date: 1/31/2007
Drawdown: 0.00 % Date: 12/31/2006
Drawdown: 0.00 % Date: 11/30/2006
Drawdown: -4.48 % Date: 10/31/2006
Drawdown: -4.70 % Date: 9/30/2006
Drawdown: -9.07 % Date: 8/31/2006
Drawdown: -9.41 % Date: 7/31/2006
Drawdown: -8.87 % Date: 6/30/2006
Drawdown: -4.51 % Date: 5/31/2006
Drawdown: -4.98 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: 0.00 % Date: 2/28/2006
Drawdown: -3.94 % Date: 1/31/2006
Drawdown: -2.66 % Date: 12/31/2005
Drawdown: -5.01 % Date: 11/30/2005
Drawdown: -4.74 % Date: 10/31/2005
Drawdown: -9.97 % Date: 9/30/2005
Drawdown: -8.66 % Date: 8/31/2005
Drawdown: -9.19 % Date: 7/31/2005
Drawdown: -12.88 % Date: 6/30/2005
Drawdown: -12.12 % Date: 5/31/2005
Drawdown: -15.88 % Date: 4/30/2005
Drawdown: -19.58 % Date: 3/31/2005
Drawdown: -17.15 % Date: 2/28/2005
Drawdown: -18.32 % Date: 1/31/2005
Drawdown: -21.53 % Date: 12/31/2004
Drawdown: -15.19 % Date: 11/30/2004
Drawdown: -12.56 % Date: 10/31/2004
Drawdown: -16.86 % Date: 9/30/2004
Drawdown: -19.53 % Date: 8/31/2004
Drawdown: -20.07 % Date: 7/31/2004
Drawdown: -20.70 % Date: 6/30/2004
Drawdown: -20.51 % Date: 5/31/2004
Drawdown: -13.64 % Date: 4/30/2004
Drawdown: -12.43 % Date: 3/31/2004
Drawdown: -5.28 % Date: 2/29/2004
Drawdown: 0.00 % Date: 1/31/2004
Drawdown: 0.00 % Date: 12/31/2003
Drawdown: 0.00 % Date: 11/30/2003
Drawdown: -0.92 % Date: 10/31/2003
Drawdown: 0.00 % Date: 9/30/2003
Drawdown: 0.00 % Date: 8/31/2003
Drawdown: -1.56 % Date: 7/31/2003
Drawdown: -1.00 % Date: 6/30/2003
Drawdown: -3.10 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -8.46 % Date: 3/31/2003
Drawdown: -7.08 % Date: 2/28/2003
Drawdown: 0.00 % Date: 1/31/2003
Drawdown: 0.00 % Date: 12/31/2002
Drawdown: 0.00 % Date: 11/30/2002
Drawdown: -11.05 % Date: 10/31/2002
Drawdown: -6.51 % Date: 9/30/2002
Drawdown: 0.00 % Date: 8/31/2002
Drawdown: 0.00 % Date: 7/31/2002
Drawdown: -0.91 % Date: 6/30/2002
Drawdown: -8.65 % Date: 5/31/2002
Drawdown: -17.91 % Date: 4/30/2002
Drawdown: -19.93 % Date: 3/31/2002
Drawdown: -17.68 % Date: 2/28/2002
Drawdown: -21.46 % Date: 1/31/2002
Drawdown: -13.00 % Date: 12/31/2001
Drawdown: -8.27 % Date: 11/30/2001
Drawdown: -5.62 % Date: 10/31/2001
Drawdown: 0.00 % Date: 9/30/2001
Drawdown: 0.00 % Date: 8/31/2001
Drawdown: -2.63 % Date: 7/31/2001
Drawdown: -5.21 % Date: 6/30/2001
Drawdown: -8.43 % Date: 5/31/2001
Drawdown: -8.81 % Date: 4/30/2001
Drawdown: -6.85 % Date: 3/31/2001
Drawdown: 0.00 % Date: 2/28/2001
Drawdown: 0.00 % Date: 1/31/2001
Drawdown: 0.00 % Date: 12/31/2000
Drawdown: 0.00 % Date: 11/30/2000
Drawdown: 0.00 % Date: 10/31/2000
Drawdown: 0.00 % Date: 9/30/2000
Drawdown: -1.88 % Date: 8/31/2000
Drawdown: -1.72 % Date: 7/31/2000
Drawdown: -4.98 % Date: 6/30/2000
Drawdown: -3.19 % Date: 5/31/2000
Drawdown: 0.00 % Date: 4/30/2000
Drawdown: -3.52 % Date: 3/31/2000
Drawdown: -0.85 % Date: 2/29/2000
Drawdown: -0.28 % Date: 1/31/2000
Drawdown: 0.00 % Date: 12/31/1999
Drawdown: 0.00 % Date: 11/30/1999
Drawdown: -4.74 % Date: 10/31/1999
Drawdown: -11.52 % Date: 9/30/1999
Drawdown: -8.40 % Date: 8/31/1999
Drawdown: -6.76 % Date: 7/31/1999
Drawdown: -6.13 % Date: 6/30/1999
Drawdown: -3.07 % Date: 5/31/1999
Drawdown: -2.66 % Date: 4/30/1999
Drawdown: -0.14 % Date: 3/31/1999
Drawdown: -6.90 % Date: 2/28/1999
Drawdown: -2.16 % Date: 1/31/1999
Drawdown: -4.88 % Date: 12/31/1998
Drawdown: 0.00 %

Note: All performance data is since program inception.

Manager Information

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

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Forex Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Other Yes 
 Instruments Traded
 Forwards Yes 
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $20,000,000 
 Margin / Equity Ratio: 14% 
 Managed Account Availability: Open 
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