R. G. Niederhoffer Capital Management, Inc.

Diversified Program *QEP*


Monthly Performance (%)

Date Range: 07/93 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 13.80 9.80 0.04 1.10 -8.10 8.80 3.30 -3.90 13.80 -3.90   37.18 
2019 -7.30 -2.80 -1.40 -1.50 -1.30 2.70 -0.30 -4.00 -4.70 -3.50 -4.80 -2.20  -27.30 
2018 16.20 -19.40 8.40 -2.90 0.90 1.10 -2.30 2.10 -1.30 7.60 -5.20 11.40  12.51 
2017 -11.30 -4.40 1.60 -4.30 4.40 1.70 3.60 -0.04 -2.40 3.30 -2.50 -3.07  -13.62 
2016 5.80 9.90 -6.60 1.20 -2.80 -10.30 2.00 -9.90 -4.00 -3.70 4.70 2.70  -12.46 
2015 13.60 -1.50 -1.00 -1.70 -2.80 -9.20 -2.70 1.60 5.30 -2.70 6.30 1.00  4.51 
2014 7.50 -7.40 -3.20 0.50 2.90 -0.20 -1.60 -0.10 6.60 2.30 10.20 -2.40  14.67 
2013 8.53 8.60 3.40 5.60 -1.90 2.00 -11.30 -1.60 -4.35 -0.40 -0.90 3.00  9.30 
2012 -0.19 -1.05 -6.78 1.42 -3.62 6.16 -5.95 -4.90 -6.50 -5.65 1.63 1.43  -22.29 
2011 -1.90 -1.41 -9.84 -8.44 8.94 0.41 -1.67 9.52 0.81 -5.91 0.43 -7.07  -16.74 
2010 0.38 0.42 -4.33 3.55 -0.58 1.28 -3.44 7.60 -4.11 -5.51 -3.16 1.96  -6.54 
2009 1.57 -0.19 -4.51 -1.98 3.31 0.89 -1.33 -1.00 3.15 1.84 -9.06 -9.53  -16.50 
2008 1.70 3.73 2.52 0.28 0.56 3.80 8.00 -1.46 14.76 11.27 1.25 -3.55  50.24 
2007 -1.50 4.43 1.66 -2.54 -0.41 3.47 3.86 4.15 0.89 3.21 7.56 1.04  28.56 
2006 -4.00 3.88 4.51 -2.26 10.05 9.32 -2.84 -4.84 0.11 3.62 9.49 -7.66  18.84 
2005 -1.17 -4.82 2.04 1.00 1.14 4.34 -0.27 -6.80 4.63 8.30 -5.48 -4.23  -2.46 
2004 -2.46 -1.40 1.50 0.69 -0.12 -3.15 -5.68 0.89 -2.16 3.83 -7.40 0.50  -14.46 
2003 3.28 7.56 -13.96 5.01 2.60 2.22 2.21 1.69 -3.15 0.00 -0.92 2.06  7.15 
2002 -0.41 1.34 -0.87 3.70 6.50 8.33 9.16 3.92 0.01 -6.84 0.35 -1.97  24.45 
2001 3.08 2.95 6.86 -4.43 6.04 -2.56 0.96 1.93 -9.19 3.38 -4.49 6.64  10.19 
2000 11.13 6.11 9.91 5.19 4.51 0.65 0.03 -1.72 -5.18 5.86 7.34 5.49  60.24 
1999 5.21 1.54 1.91 -1.72 -8.39 -4.51 -8.28 -6.01 14.02 -14.07 -18.87 4.29  -33.11 
1998 2.13 -1.81 -1.55 2.91 0.86 5.52 -6.38 3.91 19.30 4.40 -1.39 2.74  32.73 
1997 2.11 -9.11 5.88 8.46 -0.83 -0.11 13.28 7.59 -2.95 7.75 -2.12 1.41  33.56 
1996 -2.69 -7.11 7.46 0.39 1.32 -1.49 5.81 -6.50 1.30 3.28 0.44 4.98  6.22 
1995 5.70 0.90 0.60 -2.00 3.30 3.60 -3.30 -8.80 -8.20 -0.40 0.66 -2.81  -11.23 
1994 4.40 -5.90 6.50 2.29 -1.20 10.00 5.09 -8.10 1.20 -0.20 0.60 0.70  14.93 
1993 1.17 1.10 -0.20 5.30 -2.20  5.12 

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

Diversified aims to provide strongly positive alpha for our partners’ portfolios by combining absolute return with consistent protection during volatile periods for global markets.

Performance Statistics

Date Range: 07/93 - 10/20
  Program S&P 500 Coquest 40 
Total Return 241.73% 1145.01% 262.48% 
Annualized Return 4.61% 9.66% 4.82% 
Annualized Std. Deviation 19.15% 14.71% 10.03% 
Correlation -0.24 0.22 
Sharpe Ratio (rf=2.5%) 0.11 0.49 0.23 
Worst Month -19.40% -16.79% -7.77% 
Date of Worst Month 02/2018 10/2008 11/2001 
Worst Drawdown -60.55% -50.95% -15.74% 
Date of Worst Drawdown 11/08 - 12/19 10/07 - 2/09 4/11 - 9/13 

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

Annual Performance (%)

Date Range: 07/93 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 37.18 2.77 -3.54 
2019 -27.30 31.50 7.53 
2018 12.51 -4.38 -4.29 
2017 -13.62 21.84 1.24 
2016 -12.46 11.98 -3.13 
2015 4.51 1.41 0.09 
2014 14.67 13.69 15.75 
2013 9.30 32.41 -2.45 
2012 -22.29 15.98 -4.75 
2011 -16.74 2.12 -3.23 
2010 -6.54 15.06 11.33 
2009 -16.50 26.45 -7.98 
2008 50.24 -36.99 15.47 
2007 28.56 5.50 7.18 
2006 18.84 15.79 6.70 
2005 -2.46 4.89 4.51 
2004 -14.46 10.87 2.57 
2003 7.15 28.69 15.99 
2002 24.45 -22.10 15.22 
2001 10.19 -11.88 5.39 
2000 60.24 -9.09 10.63 
1999 -33.11 21.04 0.87 
1998 32.73 28.58 12.61 
1997 33.56 33.38 10.22 
1996 6.22 22.96 16.04 
1995 -11.23 37.57 13.16 
1994 14.93 1.32 -5.46 
1993 5.12 5.38 -2.97 

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

Performance Comparison

Date Range: 07/93 - 10/20
Date: 10/31/2020
Perf: $3,456.45 Date: 9/30/2020
Perf: $3,467.55 Date: 8/31/2020
Perf: $3,518.93 Date: 7/31/2020
Perf: $3,559.15 Date: 6/30/2020
Perf: $3,492.44 Date: 5/31/2020
Perf: $3,537.72 Date: 4/30/2020
Perf: $3,579.60 Date: 3/31/2020
Perf: $3,567.83 Date: 2/29/2020
Perf: $3,565.69 Date: 1/31/2020
Perf: $3,619.62 Date: 12/31/2019
Perf: $3,583.43 Date: 11/30/2019
Perf: $3,605.79 Date: 10/31/2019
Perf: $3,570.79 Date: 9/30/2019
Perf: $3,651.49 Date: 8/31/2019
Perf: $3,755.52 Date: 7/31/2019
Perf: $3,624.32 Date: 6/30/2019
Perf: $3,504.80 Date: 5/31/2019
Perf: $3,436.08 Date: 4/30/2019
Perf: $3,504.78 Date: 3/31/2019
Perf: $3,410.97 Date: 2/28/2019
Perf: $3,292.76 Date: 1/31/2019
Perf: $3,271.82 Date: 12/31/2018
Perf: $3,332.48 Date: 11/30/2018
Perf: $3,318.54 Date: 10/31/2018
Perf: $3,358.84 Date: 9/30/2018
Perf: $3,443.91 Date: 8/31/2018
Perf: $3,459.48 Date: 7/31/2018
Perf: $3,373.45 Date: 6/30/2018
Perf: $3,398.95 Date: 5/31/2018
Perf: $3,370.63 Date: 4/30/2018
Perf: $3,414.68 Date: 3/31/2018
Perf: $3,378.20 Date: 2/28/2018
Perf: $3,381.24 Date: 1/31/2018
Perf: $3,600.89 Date: 12/31/2017
Perf: $3,481.82 Date: 11/30/2017
Perf: $3,444.27 Date: 10/31/2017
Perf: $3,439.80 Date: 9/30/2017
Perf: $3,301.47 Date: 8/31/2017
Perf: $3,372.63 Date: 7/31/2017
Perf: $3,317.56 Date: 6/30/2017
Perf: $3,304.67 Date: 5/31/2017
Perf: $3,404.07 Date: 4/30/2017
Perf: $3,397.62 Date: 3/31/2017
Perf: $3,418.13 Date: 2/28/2017
Perf: $3,468.77 Date: 1/31/2017
Perf: $3,394.76 Date: 12/31/2016
Perf: $3,439.13 Date: 11/30/2016
Perf: $3,413.19 Date: 10/31/2016
Perf: $3,451.15 Date: 9/30/2016
Perf: $3,542.55 Date: 8/31/2016
Perf: $3,588.84 Date: 7/31/2016
Perf: $3,688.05 Date: 6/30/2016
Perf: $3,650.82 Date: 5/31/2016
Perf: $3,501.98 Date: 4/30/2016
Perf: $3,564.36 Date: 3/31/2016
Perf: $3,656.13 Date: 2/29/2016
Perf: $3,764.16 Date: 1/31/2016
Perf: $3,673.78 Date: 12/31/2015
Perf: $3,550.23 Date: 11/30/2015
Perf: $3,633.81 Date: 10/31/2015
Perf: $3,513.98 Date: 9/30/2015
Perf: $3,576.21 Date: 8/31/2015
Perf: $3,500.26 Date: 7/31/2015
Perf: $3,561.88 Date: 6/30/2015
Perf: $3,427.85 Date: 5/31/2015
Perf: $3,615.87 Date: 4/30/2015
Perf: $3,642.10 Date: 3/31/2015
Perf: $3,788.32 Date: 2/28/2015
Perf: $3,706.41 Date: 1/31/2015
Perf: $3,712.35 Date: 12/31/2014
Perf: $3,547.06 Date: 11/30/2014
Perf: $3,485.71 Date: 10/31/2014
Perf: $3,289.96 Date: 9/30/2014
Perf: $3,242.30 Date: 8/31/2014
Perf: $3,194.70 Date: 7/31/2014
Perf: $3,065.04 Date: 6/30/2014
Perf: $3,089.76 Date: 5/31/2014
Perf: $3,063.42 Date: 4/30/2014
Perf: $2,986.95 Date: 3/31/2014
Perf: $2,964.42 Date: 2/28/2014
Perf: $3,008.95 Date: 1/31/2014
Perf: $2,984.48 Date: 12/31/2013
Perf: $3,064.46 Date: 11/30/2013
Perf: $3,068.76 Date: 10/31/2013
Perf: $3,014.20 Date: 9/30/2013
Perf: $2,946.72 Date: 8/31/2013
Perf: $2,964.51 Date: 7/31/2013
Perf: $3,022.54 Date: 6/30/2013
Perf: $3,049.07 Date: 5/31/2013
Perf: $3,169.18 Date: 4/30/2013
Perf: $3,311.58 Date: 3/31/2013
Perf: $3,228.29 Date: 2/28/2013
Perf: $3,182.46 Date: 1/31/2013
Perf: $3,201.03 Date: 12/31/2012
Perf: $3,141.34 Date: 11/30/2012
Perf: $3,126.03 Date: 10/31/2012
Perf: $3,117.30 Date: 9/30/2012
Perf: $3,234.38 Date: 8/31/2012
Perf: $3,288.64 Date: 7/31/2012
Perf: $3,333.99 Date: 6/30/2012
Perf: $3,202.98 Date: 5/31/2012
Perf: $3,328.12 Date: 4/30/2012
Perf: $3,266.07 Date: 3/31/2012
Perf: $3,246.59 Date: 2/29/2012
Perf: $3,322.00 Date: 1/31/2012
Perf: $3,308.43 Date: 12/31/2011
Perf: $3,297.88 Date: 11/30/2011
Perf: $3,266.52 Date: 10/31/2011
Perf: $3,256.75 Date: 9/30/2011
Perf: $3,391.03 Date: 8/31/2011
Perf: $3,393.07 Date: 7/31/2011
Perf: $3,399.87 Date: 6/30/2011
Perf: $3,282.05 Date: 5/31/2011
Perf: $3,369.66 Date: 4/30/2011
Perf: $3,497.31 Date: 3/31/2011
Perf: $3,366.03 Date: 2/28/2011
Perf: $3,418.33 Date: 1/31/2011
Perf: $3,361.19 Date: 12/31/2010
Perf: $3,407.88 Date: 11/30/2010
Perf: $3,267.70 Date: 10/31/2010
Perf: $3,387.62 Date: 9/30/2010
Perf: $3,261.09 Date: 8/31/2010
Perf: $3,202.80 Date: 7/31/2010
Perf: $3,075.47 Date: 6/30/2010
Perf: $3,115.66 Date: 5/31/2010
Perf: $3,103.87 Date: 4/30/2010
Perf: $3,180.85 Date: 3/31/2010
Perf: $3,132.60 Date: 2/28/2010
Perf: $3,012.99 Date: 1/31/2010
Perf: $2,984.93 Date: 12/31/2009
Perf: $3,061.15 Date: 11/30/2009
Perf: $3,188.70 Date: 10/31/2009
Perf: $3,065.17 Date: 9/30/2009
Perf: $3,145.70 Date: 8/31/2009
Perf: $3,072.58 Date: 7/31/2009
Perf: $3,062.47 Date: 6/30/2009
Perf: $3,065.84 Date: 5/31/2009
Perf: $3,149.62 Date: 4/30/2009
Perf: $3,106.75 Date: 3/31/2009
Perf: $3,211.78 Date: 2/28/2009
Perf: $3,303.28 Date: 1/31/2009
Perf: $3,304.93 Date: 12/31/2008
Perf: $3,326.55 Date: 11/30/2008
Perf: $3,243.20 Date: 10/31/2008
Perf: $3,128.39 Date: 9/30/2008
Perf: $2,975.17 Date: 8/31/2008
Perf: $2,968.93 Date: 7/31/2008
Perf: $3,050.38 Date: 6/30/2008
Perf: $3,197.13 Date: 5/31/2008
Perf: $3,113.98 Date: 4/30/2008
Perf: $3,051.13 Date: 3/31/2008
Perf: $3,086.63 Date: 2/29/2008
Perf: $3,100.27 Date: 1/31/2008
Perf: $2,933.36 Date: 12/31/2007
Perf: $2,880.93 Date: 11/30/2007
Perf: $2,887.57 Date: 10/31/2007
Perf: $2,906.46 Date: 9/30/2007
Perf: $2,786.37 Date: 8/31/2007
Perf: $2,662.05 Date: 7/31/2007
Perf: $2,765.19 Date: 6/30/2007
Perf: $2,853.36 Date: 5/31/2007
Perf: $2,773.21 Date: 4/30/2007
Perf: $2,677.62 Date: 3/31/2007
Perf: $2,569.70 Date: 2/28/2007
Perf: $2,631.27 Date: 1/31/2007
Perf: $2,733.78 Date: 12/31/2006
Perf: $2,687.82 Date: 11/30/2006
Perf: $2,599.94 Date: 10/31/2006
Perf: $2,537.77 Date: 9/30/2006
Perf: $2,510.16 Date: 8/31/2006
Perf: $2,537.05 Date: 7/31/2006
Perf: $2,508.95 Date: 6/30/2006
Perf: $2,546.64 Date: 5/31/2006
Perf: $2,582.01 Date: 4/30/2006
Perf: $2,652.30 Date: 3/31/2006
Perf: $2,589.12 Date: 2/28/2006
Perf: $2,521.55 Date: 1/31/2006
Perf: $2,567.24 Date: 12/31/2005
Perf: $2,519.13 Date: 11/30/2005
Perf: $2,565.57 Date: 10/31/2005
Perf: $2,460.03 Date: 9/30/2005
Perf: $2,456.10 Date: 8/31/2005
Perf: $2,418.85 Date: 7/31/2005
Perf: $2,405.86 Date: 6/30/2005
Perf: $2,404.42 Date: 5/31/2005
Perf: $2,325.13 Date: 4/30/2005
Perf: $2,255.44 Date: 3/31/2005
Perf: $2,312.08 Date: 2/28/2005
Perf: $2,325.10 Date: 1/31/2005
Perf: $2,309.17 Date: 12/31/2004
Perf: $2,410.41 Date: 11/30/2004
Perf: $2,402.48 Date: 10/31/2004
Perf: $2,279.18 Date: 9/30/2004
Perf: $2,203.80 Date: 8/31/2004
Perf: $2,174.45 Date: 7/31/2004
Perf: $2,189.56 Date: 6/30/2004
Perf: $2,214.81 Date: 5/31/2004
Perf: $2,290.39 Date: 4/30/2004
Perf: $2,327.40 Date: 3/31/2004
Perf: $2,481.76 Date: 2/29/2004
Perf: $2,506.32 Date: 1/31/2004
Perf: $2,372.51 Date: 12/31/2003
Perf: $2,349.95 Date: 11/30/2003
Perf: $2,252.42 Date: 10/31/2003
Perf: $2,259.20 Date: 9/30/2003
Perf: $2,209.49 Date: 8/31/2003
Perf: $2,219.70 Date: 7/31/2003
Perf: $2,199.03 Date: 6/30/2003
Perf: $2,249.87 Date: 5/31/2003
Perf: $2,307.80 Date: 4/30/2003
Perf: $2,179.84 Date: 3/31/2003
Perf: $2,148.26 Date: 2/28/2003
Perf: $2,278.60 Date: 1/31/2003
Perf: $2,150.23 Date: 12/31/2002
Perf: $2,026.04 Date: 11/30/2002
Perf: $1,909.73 Date: 10/31/2002
Perf: $1,963.94 Date: 9/30/2002
Perf: $2,071.23 Date: 8/31/2002
Perf: $1,979.95 Date: 7/31/2002
Perf: $1,933.36 Date: 6/30/2002
Perf: $1,835.35 Date: 5/31/2002
Perf: $1,686.28 Date: 4/30/2002
Perf: $1,643.71 Date: 3/31/2002
Perf: $1,683.44 Date: 2/28/2002
Perf: $1,688.34 Date: 1/31/2002
Perf: $1,737.33 Date: 12/31/2001
Perf: $1,758.43 Date: 11/30/2001
Perf: $1,722.09 Date: 10/31/2001
Perf: $1,867.17 Date: 9/30/2001
Perf: $1,789.85 Date: 8/31/2001
Perf: $1,736.37 Date: 7/31/2001
Perf: $1,685.96 Date: 6/30/2001
Perf: $1,682.26 Date: 5/31/2001
Perf: $1,700.97 Date: 4/30/2001
Perf: $1,700.46 Date: 3/31/2001
Perf: $1,812.08 Date: 2/28/2001
Perf: $1,701.81 Date: 1/31/2001
Perf: $1,685.79 Date: 12/31/2000
Perf: $1,668.44 Date: 11/30/2000
Perf: $1,541.57 Date: 10/31/2000
Perf: $1,450.75 Date: 9/30/2000
Perf: $1,421.05 Date: 8/31/2000
Perf: $1,446.22 Date: 7/31/2000
Perf: $1,417.03 Date: 6/30/2000
Perf: $1,442.41 Date: 5/31/2000
Perf: $1,465.12 Date: 4/30/2000
Perf: $1,445.32 Date: 3/31/2000
Perf: $1,467.48 Date: 2/29/2000
Perf: $1,504.80 Date: 1/31/2000
Perf: $1,521.84 Date: 12/31/1999
Perf: $1,508.12 Date: 11/30/1999
Perf: $1,488.91 Date: 10/31/1999
Perf: $1,460.58 Date: 9/30/1999
Perf: $1,528.12 Date: 8/31/1999
Perf: $1,522.79 Date: 7/31/1999
Perf: $1,513.71 Date: 6/30/1999
Perf: $1,525.61 Date: 5/31/1999
Perf: $1,486.95 Date: 4/30/1999
Perf: $1,512.05 Date: 3/31/1999
Perf: $1,467.01 Date: 2/28/1999
Perf: $1,478.99 Date: 1/31/1999
Perf: $1,451.84 Date: 12/31/1998
Perf: $1,495.05 Date: 11/30/1998
Perf: $1,460.72 Date: 10/31/1998
Perf: $1,487.95 Date: 9/30/1998
Perf: $1,493.93 Date: 8/31/1998
Perf: $1,430.00 Date: 7/31/1998
Perf: $1,324.94 Date: 6/30/1998
Perf: $1,322.16 Date: 5/31/1998
Perf: $1,320.58 Date: 4/30/1998
Perf: $1,287.86 Date: 3/31/1998
Perf: $1,341.11 Date: 2/28/1998
Perf: $1,325.60 Date: 1/31/1998
Perf: $1,336.02 Date: 12/31/1997
Perf: $1,327.65 Date: 11/30/1997
Perf: $1,293.00 Date: 10/31/1997
Perf: $1,275.15 Date: 9/30/1997
Perf: $1,283.10 Date: 8/31/1997
Perf: $1,267.14 Date: 7/31/1997
Perf: $1,330.47 Date: 6/30/1997
Perf: $1,243.66 Date: 5/31/1997
Perf: $1,229.40 Date: 4/30/1997
Perf: $1,250.15 Date: 3/31/1997
Perf: $1,280.11 Date: 2/28/1997
Perf: $1,281.52 Date: 1/31/1997
Perf: $1,251.60 Date: 12/31/1996
Perf: $1,204.51 Date: 11/30/1996
Perf: $1,232.61 Date: 10/31/1996
Perf: $1,151.43 Date: 9/30/1996
Perf: $1,065.16 Date: 8/31/1996
Perf: $1,019.39 Date: 7/31/1996
Perf: $1,022.97 Date: 6/30/1996
Perf: $1,050.06 Date: 5/31/1996
Perf: $1,039.46 Date: 4/30/1996
Perf: $1,064.58 Date: 3/31/1996
Perf: $1,011.77 Date: 2/29/1996
Perf: $1,006.03 Date: 1/31/1996
Perf: $1,070.36 Date: 12/31/1995
Perf: $1,037.97 Date: 11/30/1995
Perf: $993.37 Date: 10/31/1995
Perf: $976.96 Date: 9/30/1995
Perf: $975.98 Date: 8/31/1995
Perf: $1,001.01 Date: 7/31/1995
Perf: $988.75 Date: 6/30/1995
Perf: $1,008.51 Date: 5/31/1995
Perf: $1,030.78 Date: 4/30/1995
Perf: $1,019.26 Date: 3/31/1995
Perf: $1,001.34 Date: 2/28/1995
Perf: $925.19 Date: 1/31/1995
Perf: $892.53 Date: 12/31/1994
Perf: $917.30 Date: 11/30/1994
Perf: $933.44 Date: 10/31/1994
Perf: $920.56 Date: 9/30/1994
Perf: $921.02 Date: 8/31/1994
Perf: $909.11 Date: 7/31/1994
Perf: $944.92 Date: 6/30/1994
Perf: $975.45 Date: 5/31/1994
Perf: $931.57 Date: 4/30/1994
Perf: $911.16 Date: 3/31/1994
Perf: $923.45 Date: 2/28/1994
Perf: $908.99 Date: 1/31/1994
Perf: $930.11 Date: 12/31/1993
Perf: $970.28 Date: 11/30/1993
Perf: $953.03 Date: 10/31/1993
Perf: $969.41 Date: 9/30/1993
Perf: $976.24 Date: 8/31/1993
Perf: $988.60 Date: 7/31/1993
Perf: $1,000.00 Date: 10/31/2020
Perf: $12,500.06 Date: 9/30/2020
Perf: $12,841.65 Date: 8/31/2020
Perf: $13,348.91 Date: 7/31/2020
Perf: $12,453.50 Date: 6/30/2020
Perf: $11,788.62 Date: 5/31/2020
Perf: $11,558.61 Date: 4/30/2020
Perf: $11,033.41 Date: 3/31/2020
Perf: $9,779.66 Date: 2/29/2020
Perf: $11,157.63 Date: 1/31/2020
Perf: $12,158.25 Date: 12/31/2019
Perf: $12,163.12 Date: 11/30/2019
Perf: $11,806.56 Date: 10/31/2019
Perf: $11,392.99 Date: 9/30/2019
Perf: $11,151.02 Date: 8/31/2019
Perf: $10,946.32 Date: 7/31/2019
Perf: $11,122.05 Date: 6/30/2019
Perf: $10,964.17 Date: 5/31/2019
Perf: $10,242.10 Date: 4/30/2019
Perf: $10,936.57 Date: 3/31/2019
Perf: $10,510.88 Date: 2/28/2019
Perf: $10,310.85 Date: 1/31/2019
Perf: $9,990.16 Date: 12/31/2018
Perf: $9,249.30 Date: 11/30/2018
Perf: $10,167.41 Date: 10/31/2018
Perf: $9,964.15 Date: 9/30/2018
Perf: $10,695.73 Date: 8/31/2018
Perf: $10,635.11 Date: 7/31/2018
Perf: $10,299.35 Date: 6/30/2018
Perf: $9,929.96 Date: 5/31/2018
Perf: $9,868.77 Date: 4/30/2018
Perf: $9,636.53 Date: 3/31/2018
Perf: $9,600.05 Date: 2/28/2018
Perf: $9,850.25 Date: 1/31/2018
Perf: $10,227.65 Date: 12/31/2017
Perf: $9,673.37 Date: 11/30/2017
Perf: $9,567.17 Date: 10/31/2017
Perf: $9,282.21 Date: 9/30/2017
Perf: $9,070.86 Date: 8/31/2017
Perf: $8,887.77 Date: 7/31/2017
Perf: $8,860.30 Date: 6/30/2017
Perf: $8,681.46 Date: 5/31/2017
Perf: $8,627.97 Date: 4/30/2017
Perf: $8,508.01 Date: 3/31/2017
Perf: $8,421.27 Date: 2/28/2017
Perf: $8,411.17 Date: 1/31/2017
Perf: $8,090.00 Date: 12/31/2016
Perf: $7,939.16 Date: 11/30/2016
Perf: $7,785.01 Date: 10/31/2016
Perf: $7,507.24 Date: 9/30/2016
Perf: $7,646.41 Date: 8/31/2016
Perf: $7,644.88 Date: 7/31/2016
Perf: $7,634.19 Date: 6/30/2016
Perf: $7,362.52 Date: 5/31/2016
Perf: $7,343.42 Date: 4/30/2016
Perf: $7,213.58 Date: 3/31/2016
Perf: $7,185.55 Date: 2/29/2016
Perf: $6,729.31 Date: 1/31/2016
Perf: $6,738.07 Date: 12/31/2015
Perf: $7,089.72 Date: 11/30/2015
Perf: $7,203.53 Date: 10/31/2015
Perf: $7,181.99 Date: 9/30/2015
Perf: $6,623.01 Date: 8/31/2015
Perf: $6,790.74 Date: 7/31/2015
Perf: $7,226.49 Date: 6/30/2015
Perf: $7,077.86 Date: 5/31/2015
Perf: $7,217.89 Date: 4/30/2015
Perf: $7,125.96 Date: 3/31/2015
Perf: $7,058.20 Date: 2/28/2015
Perf: $7,171.51 Date: 1/31/2015
Perf: $6,781.57 Date: 12/31/2014
Perf: $6,991.31 Date: 11/30/2014
Perf: $7,008.83 Date: 10/31/2014
Perf: $6,825.23 Date: 9/30/2014
Perf: $6,662.67 Date: 8/31/2014
Perf: $6,757.27 Date: 7/31/2014
Perf: $6,497.37 Date: 6/30/2014
Perf: $6,588.29 Date: 5/31/2014
Perf: $6,454.68 Date: 4/30/2014
Perf: $6,306.48 Date: 3/31/2014
Perf: $6,260.15 Date: 2/28/2014
Perf: $6,208.00 Date: 1/31/2014
Perf: $5,936.70 Date: 12/31/2013
Perf: $6,149.47 Date: 11/30/2013
Perf: $5,997.73 Date: 10/31/2013
Perf: $5,820.21 Date: 9/30/2013
Perf: $5,564.25 Date: 8/31/2013
Perf: $5,394.86 Date: 7/31/2013
Perf: $5,555.98 Date: 6/30/2013
Perf: $5,286.88 Date: 5/31/2013
Perf: $5,358.68 Date: 4/30/2013
Perf: $5,236.16 Date: 3/31/2013
Perf: $5,137.01 Date: 2/28/2013
Perf: $4,951.34 Date: 1/31/2013
Perf: $4,884.90 Date: 12/31/2012
Perf: $4,644.33 Date: 11/30/2012
Perf: $4,602.45 Date: 10/31/2012
Perf: $4,575.90 Date: 9/30/2012
Perf: $4,662.15 Date: 8/31/2012
Perf: $4,544.90 Date: 7/31/2012
Perf: $4,444.89 Date: 6/30/2012
Perf: $4,383.95 Date: 5/31/2012
Perf: $4,210.48 Date: 4/30/2012
Perf: $4,479.71 Date: 3/31/2012
Perf: $4,508.11 Date: 2/29/2012
Perf: $4,364.52 Date: 1/31/2012
Perf: $4,183.78 Date: 12/31/2011
Perf: $4,004.38 Date: 11/30/2011
Perf: $3,963.95 Date: 10/31/2011
Perf: $3,972.69 Date: 9/30/2011
Perf: $3,581.26 Date: 8/31/2011
Perf: $3,852.06 Date: 7/31/2011
Perf: $4,073.23 Date: 6/30/2011
Perf: $4,157.63 Date: 5/31/2011
Perf: $4,228.25 Date: 4/30/2011
Perf: $4,276.57 Date: 3/31/2011
Perf: $4,153.62 Date: 2/28/2011
Perf: $4,151.96 Date: 1/31/2011
Perf: $4,014.27 Date: 12/31/2010
Perf: $3,921.34 Date: 11/30/2010
Perf: $3,675.79 Date: 10/31/2010
Perf: $3,675.43 Date: 9/30/2010
Perf: $3,540.53 Date: 8/31/2010
Perf: $3,250.58 Date: 7/31/2010
Perf: $3,404.11 Date: 6/30/2010
Perf: $3,181.11 Date: 5/31/2010
Perf: $3,356.66 Date: 4/30/2010
Perf: $3,648.15 Date: 3/31/2010
Perf: $3,591.41 Date: 2/28/2010
Perf: $3,387.16 Date: 1/31/2010
Perf: $3,285.32 Date: 12/31/2009
Perf: $3,408.00 Date: 11/30/2009
Perf: $3,343.47 Date: 10/31/2009
Perf: $3,154.22 Date: 9/30/2009
Perf: $3,214.00 Date: 8/31/2009
Perf: $3,098.43 Date: 7/31/2009
Perf: $2,990.47 Date: 6/30/2009
Perf: $2,780.28 Date: 5/31/2009
Perf: $2,774.74 Date: 4/30/2009
Perf: $2,627.84 Date: 3/31/2009
Perf: $2,398.32 Date: 2/28/2009
Perf: $2,205.15 Date: 1/31/2009
Perf: $2,467.99 Date: 12/31/2008
Perf: $2,695.19 Date: 11/30/2008
Perf: $2,666.93 Date: 10/31/2008
Perf: $2,873.22 Date: 9/30/2008
Perf: $3,452.98 Date: 8/31/2008
Perf: $3,790.73 Date: 7/31/2008
Perf: $3,736.55 Date: 6/30/2008
Perf: $3,768.20 Date: 5/31/2008
Perf: $4,115.11 Date: 4/30/2008
Perf: $4,062.30 Date: 3/31/2008
Perf: $3,873.65 Date: 2/29/2008
Perf: $3,890.38 Date: 1/31/2008
Perf: $4,021.07 Date: 12/31/2007
Perf: $4,277.73 Date: 11/30/2007
Perf: $4,307.45 Date: 10/31/2007
Perf: $4,495.36 Date: 9/30/2007
Perf: $4,425.00 Date: 8/31/2007
Perf: $4,265.47 Date: 7/31/2007
Perf: $4,202.43 Date: 6/30/2007
Perf: $4,336.88 Date: 5/31/2007
Perf: $4,410.08 Date: 4/30/2007
Perf: $4,261.36 Date: 3/31/2007
Perf: $4,080.59 Date: 2/28/2007
Perf: $4,035.40 Date: 1/31/2007
Perf: $4,116.07 Date: 12/31/2006
Perf: $4,054.84 Date: 11/30/2006
Perf: $3,998.86 Date: 10/31/2006
Perf: $3,924.30 Date: 9/30/2006
Perf: $3,800.40 Date: 8/31/2006
Perf: $3,704.82 Date: 7/31/2006
Perf: $3,618.69 Date: 6/30/2006
Perf: $3,596.40 Date: 5/31/2006
Perf: $3,591.37 Date: 4/30/2006
Perf: $3,697.87 Date: 3/31/2006
Perf: $3,648.97 Date: 2/28/2006
Perf: $3,604.28 Date: 1/31/2006
Perf: $3,594.57 Date: 12/31/2005
Perf: $3,501.78 Date: 11/30/2005
Perf: $3,500.73 Date: 10/31/2005
Perf: $3,373.22 Date: 9/30/2005
Perf: $3,430.51 Date: 8/31/2005
Perf: $3,402.94 Date: 7/31/2005
Perf: $3,434.19 Date: 6/30/2005
Perf: $3,311.02 Date: 5/31/2005
Perf: $3,306.40 Date: 4/30/2005
Perf: $3,204.49 Date: 3/31/2005
Perf: $3,266.56 Date: 2/28/2005
Perf: $3,325.42 Date: 1/31/2005
Perf: $3,257.02 Date: 12/31/2004
Perf: $3,338.48 Date: 11/30/2004
Perf: $3,228.70 Date: 10/31/2004
Perf: $3,103.03 Date: 9/30/2004
Perf: $3,056.27 Date: 8/31/2004
Perf: $3,023.61 Date: 7/31/2004
Perf: $3,011.57 Date: 6/30/2004
Perf: $3,114.66 Date: 5/31/2004
Perf: $3,055.39 Date: 4/30/2004
Perf: $3,014.10 Date: 3/31/2004
Perf: $3,062.17 Date: 2/29/2004
Perf: $3,109.12 Date: 1/31/2004
Perf: $3,066.50 Date: 12/31/2003
Perf: $3,011.09 Date: 11/30/2003
Perf: $2,861.17 Date: 10/31/2003
Perf: $2,836.21 Date: 9/30/2003
Perf: $2,684.28 Date: 8/31/2003
Perf: $2,713.04 Date: 7/31/2003
Perf: $2,661.14 Date: 6/30/2003
Perf: $2,615.12 Date: 5/31/2003
Perf: $2,582.07 Date: 4/30/2003
Perf: $2,452.80 Date: 3/31/2003
Perf: $2,266.08 Date: 2/28/2003
Perf: $2,244.31 Date: 1/31/2003
Perf: $2,278.49 Date: 12/31/2002
Perf: $2,339.79 Date: 11/30/2002
Perf: $2,485.70 Date: 10/31/2002
Perf: $2,347.44 Date: 9/30/2002
Perf: $2,157.57 Date: 8/31/2002
Perf: $2,420.70 Date: 7/31/2002
Perf: $2,404.83 Date: 6/30/2002
Perf: $2,608.27 Date: 5/31/2002
Perf: $2,808.22 Date: 4/30/2002
Perf: $2,829.15 Date: 3/31/2002
Perf: $3,011.66 Date: 2/28/2002
Perf: $2,902.53 Date: 1/31/2002
Perf: $2,959.65 Date: 12/31/2001
Perf: $3,003.50 Date: 11/30/2001
Perf: $2,977.30 Date: 10/31/2001
Perf: $2,765.21 Date: 9/30/2001
Perf: $2,713.38 Date: 8/31/2001
Perf: $2,951.89 Date: 7/31/2001
Perf: $3,149.02 Date: 6/30/2001
Perf: $3,180.19 Date: 5/31/2001
Perf: $3,259.39 Date: 4/30/2001
Perf: $3,237.70 Date: 3/31/2001
Perf: $3,004.27 Date: 2/28/2001
Perf: $3,207.63 Date: 1/31/2001
Perf: $3,529.52 Date: 12/31/2000
Perf: $3,408.52 Date: 11/30/2000
Perf: $3,391.90 Date: 10/31/2000
Perf: $3,682.05 Date: 9/30/2000
Perf: $3,697.58 Date: 8/31/2000
Perf: $3,903.69 Date: 7/31/2000
Perf: $3,675.45 Date: 6/30/2000
Perf: $3,733.69 Date: 5/31/2000
Perf: $3,643.69 Date: 4/30/2000
Perf: $3,719.95 Date: 3/31/2000
Perf: $3,835.40 Date: 2/29/2000
Perf: $3,493.71 Date: 1/31/2000
Perf: $3,561.01 Date: 12/31/1999
Perf: $3,749.23 Date: 11/30/1999
Perf: $3,540.68 Date: 10/31/1999
Perf: $3,470.23 Date: 9/30/1999
Perf: $3,263.65 Date: 8/31/1999
Perf: $3,355.59 Date: 7/31/1999
Perf: $3,372.11 Date: 6/30/1999
Perf: $3,480.71 Date: 5/31/1999
Perf: $3,297.69 Date: 4/30/1999
Perf: $3,377.39 Date: 3/31/1999
Perf: $3,251.56 Date: 2/28/1999
Perf: $3,126.50 Date: 1/31/1999
Perf: $3,226.85 Date: 12/31/1998
Perf: $3,097.38 Date: 11/30/1998
Perf: $2,928.69 Date: 10/31/1998
Perf: $2,761.35 Date: 9/30/1998
Perf: $2,553.73 Date: 8/31/1998
Perf: $2,399.90 Date: 7/31/1998
Perf: $2,805.59 Date: 6/30/1998
Perf: $2,835.65 Date: 5/31/1998
Perf: $2,725.01 Date: 4/30/1998
Perf: $2,772.70 Date: 3/31/1998
Perf: $2,744.98 Date: 2/28/1998
Perf: $2,611.28 Date: 1/31/1998
Perf: $2,435.67 Date: 12/31/1997
Perf: $2,408.93 Date: 11/30/1997
Perf: $2,368.20 Date: 10/31/1997
Perf: $2,263.40 Date: 9/30/1997
Perf: $2,341.61 Date: 8/31/1997
Perf: $2,219.96 Date: 7/31/1997
Perf: $2,351.65 Date: 6/30/1997
Perf: $2,178.26 Date: 5/31/1997
Perf: $2,084.86 Date: 4/30/1997
Perf: $1,965.18 Date: 3/31/1997
Perf: $1,854.47 Date: 2/28/1997
Perf: $1,933.95 Date: 1/31/1997
Perf: $1,918.98 Date: 12/31/1996
Perf: $1,806.10 Date: 11/30/1996
Perf: $1,842.59 Date: 10/31/1996
Perf: $1,713.08 Date: 9/30/1996
Perf: $1,667.07 Date: 8/31/1996
Perf: $1,578.21 Date: 7/31/1996
Perf: $1,545.60 Date: 6/30/1996
Perf: $1,617.08 Date: 5/31/1996
Perf: $1,610.95 Date: 4/30/1996
Perf: $1,570.44 Date: 3/31/1996
Perf: $1,547.69 Date: 2/29/1996
Perf: $1,532.97 Date: 1/31/1996
Perf: $1,518.84 Date: 12/31/1995
Perf: $1,468.90 Date: 11/30/1995
Perf: $1,441.09 Date: 10/31/1995
Perf: $1,380.49 Date: 9/30/1995
Perf: $1,385.47 Date: 8/31/1995
Perf: $1,329.37 Date: 7/31/1995
Perf: $1,326.06 Date: 6/30/1995
Perf: $1,283.45 Date: 5/31/1995
Perf: $1,254.35 Date: 4/30/1995
Perf: $1,206.10 Date: 3/31/1995
Perf: $1,171.66 Date: 2/28/1995
Perf: $1,138.08 Date: 1/31/1995
Perf: $1,095.36 Date: 12/31/1994
Perf: $1,067.71 Date: 11/30/1994
Perf: $1,052.14 Date: 10/31/1994
Perf: $1,091.88 Date: 9/30/1994
Perf: $1,067.86 Date: 8/31/1994
Perf: $1,094.68 Date: 7/31/1994
Perf: $1,051.56 Date: 6/30/1994
Perf: $1,018.17 Date: 5/31/1994
Perf: $1,043.74 Date: 4/30/1994
Perf: $1,026.90 Date: 3/31/1994
Perf: $1,013.92 Date: 2/28/1994
Perf: $1,060.14 Date: 1/31/1994
Perf: $1,089.67 Date: 12/31/1993
Perf: $1,053.84 Date: 11/30/1993
Perf: $1,041.24 Date: 10/31/1993
Perf: $1,051.23 Date: 9/30/1993
Perf: $1,029.91 Date: 8/31/1993
Perf: $1,037.90 Date: 7/31/1993
Perf: $1,000.00 Date: 10/31/2020
Perf: $3,417.27 Date: 9/30/2020
Perf: $3,555.95 Date: 8/31/2020
Perf: $3,124.73 Date: 7/31/2020
Perf: $3,251.54 Date: 6/30/2020
Perf: $3,147.67 Date: 5/31/2020
Perf: $2,893.08 Date: 4/30/2020
Perf: $3,148.07 Date: 3/31/2020
Perf: $3,113.82 Date: 2/29/2020
Perf: $3,112.58 Date: 1/31/2020
Perf: $2,834.77 Date: 12/31/2019
Perf: $2,491.01 Date: 11/30/2019
Perf: $2,547.05 Date: 10/31/2019
Perf: $2,675.47 Date: 9/30/2019
Perf: $2,772.51 Date: 8/31/2019
Perf: $2,909.24 Date: 7/31/2019
Perf: $3,030.46 Date: 6/30/2019
Perf: $3,039.58 Date: 5/31/2019
Perf: $2,959.67 Date: 4/30/2019
Perf: $2,998.65 Date: 3/31/2019
Perf: $3,044.31 Date: 2/28/2019
Perf: $3,087.54 Date: 1/31/2019
Perf: $3,176.48 Date: 12/31/2018
Perf: $3,426.62 Date: 11/30/2018
Perf: $3,075.96 Date: 10/31/2018
Perf: $3,244.69 Date: 9/30/2018
Perf: $3,015.51 Date: 8/31/2018
Perf: $3,055.23 Date: 7/31/2018
Perf: $2,992.39 Date: 6/30/2018
Perf: $3,062.83 Date: 5/31/2018
Perf: $3,029.51 Date: 4/30/2018
Perf: $3,002.48 Date: 3/31/2018
Perf: $3,092.16 Date: 2/28/2018
Perf: $2,852.54 Date: 1/31/2018
Perf: $3,539.14 Date: 12/31/2017
Perf: $3,045.73 Date: 11/30/2017
Perf: $3,142.19 Date: 10/31/2017
Perf: $3,222.76 Date: 9/30/2017
Perf: $3,119.81 Date: 8/31/2017
Perf: $3,196.53 Date: 7/31/2017
Perf: $3,197.80 Date: 6/30/2017
Perf: $3,086.68 Date: 5/31/2017
Perf: $3,035.09 Date: 4/30/2017
Perf: $2,907.17 Date: 3/31/2017
Perf: $3,037.80 Date: 2/28/2017
Perf: $2,989.96 Date: 1/31/2017
Perf: $3,127.57 Date: 12/31/2016
Perf: $3,526.01 Date: 11/30/2016
Perf: $3,433.31 Date: 10/31/2016
Perf: $3,279.19 Date: 9/30/2016
Perf: $3,405.18 Date: 8/31/2016
Perf: $3,547.06 Date: 7/31/2016
Perf: $3,936.81 Date: 6/30/2016
Perf: $3,859.61 Date: 5/31/2016
Perf: $4,302.80 Date: 4/30/2016
Perf: $4,426.75 Date: 3/31/2016
Perf: $4,374.26 Date: 2/29/2016
Perf: $4,683.36 Date: 1/31/2016
Perf: $4,261.48 Date: 12/31/2015
Perf: $4,027.86 Date: 11/30/2015
Perf: $3,987.98 Date: 10/31/2015
Perf: $3,751.63 Date: 9/30/2015
Perf: $3,855.73 Date: 8/31/2015
Perf: $3,661.67 Date: 7/31/2015
Perf: $3,604.00 Date: 6/30/2015
Perf: $3,704.01 Date: 5/31/2015
Perf: $4,079.31 Date: 4/30/2015
Perf: $4,196.82 Date: 3/31/2015
Perf: $4,269.40 Date: 2/28/2015
Perf: $4,312.52 Date: 1/31/2015
Perf: $4,378.19 Date: 12/31/2014
Perf: $3,854.04 Date: 11/30/2014
Perf: $3,948.82 Date: 10/31/2014
Perf: $3,583.32 Date: 9/30/2014
Perf: $3,502.75 Date: 8/31/2014
Perf: $3,285.89 Date: 7/31/2014
Perf: $3,289.17 Date: 6/30/2014
Perf: $3,342.66 Date: 5/31/2014
Perf: $3,349.36 Date: 4/30/2014
Perf: $3,254.96 Date: 3/31/2014
Perf: $3,238.77 Date: 2/28/2014
Perf: $3,345.84 Date: 1/31/2014
Perf: $3,613.21 Date: 12/31/2013
Perf: $3,361.13 Date: 11/30/2013
Perf: $3,263.23 Date: 10/31/2013
Perf: $3,292.87 Date: 9/30/2013
Perf: $3,306.09 Date: 8/31/2013
Perf: $3,456.45 Date: 7/31/2013
Perf: $3,512.65 Date: 6/30/2013
Perf: $3,960.15 Date: 5/31/2013
Perf: $3,882.50 Date: 4/30/2013
Perf: $3,957.69 Date: 3/31/2013
Perf: $3,747.81 Date: 2/28/2013
Perf: $3,624.58 Date: 1/31/2013
Perf: $3,337.55 Date: 12/31/2012
Perf: $3,075.23 Date: 11/30/2012
Perf: $3,031.88 Date: 10/31/2012
Perf: $2,983.25 Date: 9/30/2012
Perf: $3,161.90 Date: 8/31/2012
Perf: $3,381.71 Date: 7/31/2012
Perf: $3,555.95 Date: 6/30/2012
Perf: $3,780.91 Date: 5/31/2012
Perf: $3,561.52 Date: 4/30/2012
Perf: $3,695.29 Date: 3/31/2012
Perf: $3,643.55 Date: 2/29/2012
Perf: $3,908.55 Date: 1/31/2012
Perf: $3,950.03 Date: 12/31/2011
Perf: $3,957.55 Date: 11/30/2011
Perf: $4,258.63 Date: 10/31/2011
Perf: $4,240.40 Date: 9/30/2011
Perf: $4,506.75 Date: 8/31/2011
Perf: $4,470.54 Date: 7/31/2011
Perf: $4,081.94 Date: 6/30/2011
Perf: $4,151.26 Date: 5/31/2011
Perf: $4,134.31 Date: 4/30/2011
Perf: $3,795.04 Date: 3/31/2011
Perf: $4,144.86 Date: 2/28/2011
Perf: $4,597.23 Date: 1/31/2011
Perf: $4,662.98 Date: 12/31/2010
Perf: $4,753.29 Date: 11/30/2010
Perf: $4,661.92 Date: 10/31/2010
Perf: $4,814.04 Date: 9/30/2010
Perf: $5,094.76 Date: 8/31/2010
Perf: $5,313.13 Date: 7/31/2010
Perf: $4,937.86 Date: 6/30/2010
Perf: $5,113.77 Date: 5/31/2010
Perf: $5,049.14 Date: 4/30/2010
Perf: $5,078.60 Date: 3/31/2010
Perf: $4,904.49 Date: 2/28/2010
Perf: $5,126.46 Date: 1/31/2010
Perf: $5,105.02 Date: 12/31/2009
Perf: $5,085.70 Date: 11/30/2009
Perf: $5,621.42 Date: 10/31/2009
Perf: $6,181.46 Date: 9/30/2009
Perf: $6,069.77 Date: 8/31/2009
Perf: $5,884.41 Date: 7/31/2009
Perf: $5,943.85 Date: 6/30/2009
Perf: $6,023.97 Date: 5/31/2009
Perf: $5,970.83 Date: 4/30/2009
Perf: $5,779.53 Date: 3/31/2009
Perf: $5,896.28 Date: 2/28/2009
Perf: $6,174.76 Date: 1/31/2009
Perf: $6,186.51 Date: 12/31/2008
Perf: $6,090.88 Date: 11/30/2008
Perf: $6,315.07 Date: 10/31/2008
Perf: $6,237.11 Date: 9/30/2008
Perf: $5,605.38 Date: 8/31/2008
Perf: $4,884.44 Date: 7/31/2008
Perf: $4,956.81 Date: 6/30/2008
Perf: $4,589.64 Date: 5/31/2008
Perf: $4,421.61 Date: 4/30/2008
Perf: $4,396.99 Date: 3/31/2008
Perf: $4,384.71 Date: 2/29/2008
Perf: $4,276.93 Date: 1/31/2008
Perf: $4,123.14 Date: 12/31/2007
Perf: $4,054.22 Date: 11/30/2007
Perf: $4,012.49 Date: 10/31/2007
Perf: $3,730.47 Date: 9/30/2007
Perf: $3,614.44 Date: 8/31/2007
Perf: $3,582.56 Date: 7/31/2007
Perf: $3,439.81 Date: 6/30/2007
Perf: $3,311.96 Date: 5/31/2007
Perf: $3,200.89 Date: 4/30/2007
Perf: $3,214.07 Date: 3/31/2007
Perf: $3,297.84 Date: 2/28/2007
Perf: $3,243.99 Date: 1/31/2007
Perf: $3,106.37 Date: 12/31/2006
Perf: $3,153.68 Date: 11/30/2006
Perf: $3,415.29 Date: 10/31/2006
Perf: $3,119.27 Date: 9/30/2006
Perf: $3,010.30 Date: 8/31/2006
Perf: $3,006.99 Date: 7/31/2006
Perf: $3,159.93 Date: 6/30/2006
Perf: $3,252.30 Date: 5/31/2006
Perf: $2,975.02 Date: 4/30/2006
Perf: $2,703.34 Date: 3/31/2006
Perf: $2,765.85 Date: 2/28/2006
Perf: $2,646.49 Date: 1/31/2006
Perf: $2,547.64 Date: 12/31/2005
Perf: $2,653.79 Date: 11/30/2005
Perf: $2,771.01 Date: 10/31/2005
Perf: $2,931.66 Date: 9/30/2005
Perf: $2,706.98 Date: 8/31/2005
Perf: $2,587.20 Date: 7/31/2005
Perf: $2,775.96 Date: 6/30/2005
Perf: $2,783.48 Date: 5/31/2005
Perf: $2,667.70 Date: 4/30/2005
Perf: $2,637.63 Date: 3/31/2005
Perf: $2,611.51 Date: 2/28/2005
Perf: $2,559.30 Date: 1/31/2005
Perf: $2,688.91 Date: 12/31/2004
Perf: $2,720.74 Date: 11/30/2004
Perf: $2,707.21 Date: 10/31/2004
Perf: $2,923.55 Date: 9/30/2004
Perf: $2,815.71 Date: 8/31/2004
Perf: $2,877.87 Date: 7/31/2004
Perf: $2,852.48 Date: 6/30/2004
Perf: $3,024.26 Date: 5/31/2004
Perf: $3,122.62 Date: 4/30/2004
Perf: $3,126.37 Date: 3/31/2004
Perf: $3,104.95 Date: 2/29/2004
Perf: $3,059.06 Date: 1/31/2004
Perf: $3,102.50 Date: 12/31/2003
Perf: $3,180.75 Date: 11/30/2003
Perf: $3,116.54 Date: 10/31/2003
Perf: $3,145.48 Date: 9/30/2003
Perf: $3,145.48 Date: 8/31/2003
Perf: $3,247.79 Date: 7/31/2003
Perf: $3,193.81 Date: 6/30/2003
Perf: $3,124.76 Date: 5/31/2003
Perf: $3,056.89 Date: 4/30/2003
Perf: $2,979.43 Date: 3/31/2003
Perf: $2,837.28 Date: 2/28/2003
Perf: $3,297.63 Date: 1/31/2003
Perf: $3,065.85 Date: 12/31/2002
Perf: $2,968.48 Date: 11/30/2002
Perf: $3,028.14 Date: 10/31/2002
Perf: $3,017.58 Date: 9/30/2002
Perf: $3,239.13 Date: 8/31/2002
Perf: $3,238.81 Date: 7/31/2002
Perf: $3,116.64 Date: 6/30/2002
Perf: $2,855.11 Date: 5/31/2002
Perf: $2,635.57 Date: 4/30/2002
Perf: $2,474.71 Date: 3/31/2002
Perf: $2,386.41 Date: 2/28/2002
Perf: $2,407.36 Date: 1/31/2002
Perf: $2,375.53 Date: 12/31/2001
Perf: $2,385.31 Date: 11/30/2001
Perf: $2,236.78 Date: 10/31/2001
Perf: $2,341.94 Date: 9/30/2001
Perf: $2,265.37 Date: 8/31/2001
Perf: $2,494.62 Date: 7/31/2001
Perf: $2,447.39 Date: 6/30/2001
Perf: $2,424.12 Date: 5/31/2001
Perf: $2,487.80 Date: 4/30/2001
Perf: $2,346.10 Date: 3/31/2001
Perf: $2,454.85 Date: 2/28/2001
Perf: $2,297.26 Date: 1/31/2001
Perf: $2,231.43 Date: 12/31/2000
Perf: $2,164.76 Date: 11/30/2000
Perf: $2,052.10 Date: 10/31/2000
Perf: $1,911.77 Date: 9/30/2000
Perf: $1,805.94 Date: 8/31/2000
Perf: $1,904.60 Date: 7/31/2000
Perf: $1,937.93 Date: 6/30/2000
Perf: $1,937.35 Date: 5/31/2000
Perf: $1,924.84 Date: 4/30/2000
Perf: $1,841.78 Date: 3/31/2000
Perf: $1,750.91 Date: 2/29/2000
Perf: $1,593.04 Date: 1/31/2000
Perf: $1,501.31 Date: 12/31/1999
Perf: $1,350.95 Date: 11/30/1999
Perf: $1,295.37 Date: 10/31/1999
Perf: $1,596.66 Date: 9/30/1999
Perf: $1,858.10 Date: 8/31/1999
Perf: $1,629.63 Date: 7/31/1999
Perf: $1,733.83 Date: 6/30/1999
Perf: $1,890.35 Date: 5/31/1999
Perf: $1,979.63 Date: 4/30/1999
Perf: $2,160.93 Date: 3/31/1999
Perf: $2,198.75 Date: 2/28/1999
Perf: $2,157.54 Date: 1/31/1999
Perf: $2,124.82 Date: 12/31/1998
Perf: $2,019.60 Date: 11/30/1998
Perf: $1,965.74 Date: 10/31/1998
Perf: $1,993.45 Date: 9/30/1998
Perf: $1,909.43 Date: 8/31/1998
Perf: $1,600.53 Date: 7/31/1998
Perf: $1,540.30 Date: 6/30/1998
Perf: $1,645.27 Date: 5/31/1998
Perf: $1,559.20 Date: 4/30/1998
Perf: $1,545.91 Date: 3/31/1998
Perf: $1,502.20 Date: 2/28/1998
Perf: $1,525.85 Date: 1/31/1998
Perf: $1,553.97 Date: 12/31/1997
Perf: $1,521.56 Date: 11/30/1997
Perf: $1,500.41 Date: 10/31/1997
Perf: $1,532.91 Date: 9/30/1997
Perf: $1,422.65 Date: 8/31/1997
Perf: $1,465.89 Date: 7/31/1997
Perf: $1,362.48 Date: 6/30/1997
Perf: $1,202.76 Date: 5/31/1997
Perf: $1,204.08 Date: 4/30/1997
Perf: $1,214.16 Date: 3/31/1997
Perf: $1,119.45 Date: 2/28/1997
Perf: $1,057.28 Date: 1/31/1997
Perf: $1,163.26 Date: 12/31/1996
Perf: $1,139.22 Date: 11/30/1996
Perf: $1,085.18 Date: 10/31/1996
Perf: $1,080.42 Date: 9/30/1996
Perf: $1,046.11 Date: 8/31/1996
Perf: $1,032.69 Date: 7/31/1996
Perf: $1,104.48 Date: 6/30/1996
Perf: $1,043.83 Date: 5/31/1996
Perf: $1,059.62 Date: 4/30/1996
Perf: $1,045.81 Date: 3/31/1996
Perf: $1,041.75 Date: 2/29/1996
Perf: $969.43 Date: 1/31/1996
Perf: $1,043.63 Date: 12/31/1995
Perf: $1,072.48 Date: 11/30/1995
Perf: $1,103.49 Date: 10/31/1995
Perf: $1,096.26 Date: 9/30/1995
Perf: $1,100.66 Date: 8/31/1995
Perf: $1,198.98 Date: 7/31/1995
Perf: $1,314.67 Date: 6/30/1995
Perf: $1,359.53 Date: 5/31/1995
Perf: $1,312.29 Date: 4/30/1995
Perf: $1,270.37 Date: 3/31/1995
Perf: $1,296.29 Date: 2/28/1995
Perf: $1,288.56 Date: 1/31/1995
Perf: $1,277.07 Date: 12/31/1994
Perf: $1,208.20 Date: 11/30/1994
Perf: $1,199.80 Date: 10/31/1994
Perf: $1,192.64 Date: 9/30/1994
Perf: $1,195.04 Date: 8/31/1994
Perf: $1,180.86 Date: 7/31/1994
Perf: $1,284.95 Date: 6/30/1994
Perf: $1,222.71 Date: 5/31/1994
Perf: $1,111.55 Date: 4/30/1994
Perf: $1,125.05 Date: 3/31/1994
Perf: $1,099.87 Date: 2/28/1994
Perf: $1,032.74 Date: 1/31/1994
Perf: $1,097.49 Date: 12/31/1993
Perf: $1,051.24 Date: 11/30/1993
Perf: $1,074.88 Date: 10/31/1993
Perf: $1,020.78 Date: 9/30/1993
Perf: $1,022.83 Date: 8/31/1993
Perf: $1,011.70 Date: 7/31/1993
Perf: $1,000.00

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

Monthly Returns

Date Range: 07/93 - 10/20
Date: 10/31/2020
Return: -3.90 % Date: 9/30/2020
Return: 13.80 % Date: 8/31/2020
Return: -3.90 % Date: 7/31/2020
Return: 3.30 % Date: 6/30/2020
Return: 8.80 % Date: 5/31/2020
Return: -8.10 % Date: 4/30/2020
Return: 1.10 % Date: 3/31/2020
Return: 0.04 % Date: 2/29/2020
Return: 9.80 % Date: 1/31/2020
Return: 13.80 % Date: 12/31/2019
Return: -2.20 % Date: 11/30/2019
Return: -4.80 % Date: 10/31/2019
Return: -3.50 % Date: 9/30/2019
Return: -4.70 % Date: 8/31/2019
Return: -4.00 % Date: 7/31/2019
Return: -0.30 % Date: 6/30/2019
Return: 2.70 % Date: 5/31/2019
Return: -1.30 % Date: 4/30/2019
Return: -1.50 % Date: 3/31/2019
Return: -1.40 % Date: 2/28/2019
Return: -2.80 % Date: 1/31/2019
Return: -7.30 % Date: 12/31/2018
Return: 11.40 % Date: 11/30/2018
Return: -5.20 % Date: 10/31/2018
Return: 7.60 % Date: 9/30/2018
Return: -1.30 % Date: 8/31/2018
Return: 2.10 % Date: 7/31/2018
Return: -2.30 % Date: 6/30/2018
Return: 1.10 % Date: 5/31/2018
Return: 0.90 % Date: 4/30/2018
Return: -2.90 % Date: 3/31/2018
Return: 8.40 % Date: 2/28/2018
Return: -19.40 % Date: 1/31/2018
Return: 16.20 % Date: 12/31/2017
Return: -3.07 % Date: 11/30/2017
Return: -2.50 % Date: 10/31/2017
Return: 3.30 % Date: 9/30/2017
Return: -2.40 % Date: 8/31/2017
Return: -0.04 % Date: 7/31/2017
Return: 3.60 % Date: 6/30/2017
Return: 1.70 % Date: 5/31/2017
Return: 4.40 % Date: 4/30/2017
Return: -4.30 % Date: 3/31/2017
Return: 1.60 % Date: 2/28/2017
Return: -4.40 % Date: 1/31/2017
Return: -11.30 % Date: 12/31/2016
Return: 2.70 % Date: 11/30/2016
Return: 4.70 % Date: 10/31/2016
Return: -3.70 % Date: 9/30/2016
Return: -4.00 % Date: 8/31/2016
Return: -9.90 % Date: 7/31/2016
Return: 2.00 % Date: 6/30/2016
Return: -10.30 % Date: 5/31/2016
Return: -2.80 % Date: 4/30/2016
Return: 1.20 % Date: 3/31/2016
Return: -6.60 % Date: 2/29/2016
Return: 9.90 % Date: 1/31/2016
Return: 5.80 % Date: 12/31/2015
Return: 1.00 % Date: 11/30/2015
Return: 6.30 % Date: 10/31/2015
Return: -2.70 % Date: 9/30/2015
Return: 5.30 % Date: 8/31/2015
Return: 1.60 % Date: 7/31/2015
Return: -2.70 % Date: 6/30/2015
Return: -9.20 % Date: 5/31/2015
Return: -2.80 % Date: 4/30/2015
Return: -1.70 % Date: 3/31/2015
Return: -1.00 % Date: 2/28/2015
Return: -1.50 % Date: 1/31/2015
Return: 13.60 % Date: 12/31/2014
Return: -2.40 % Date: 11/30/2014
Return: 10.20 % Date: 10/31/2014
Return: 2.30 % Date: 9/30/2014
Return: 6.60 % Date: 8/31/2014
Return: -0.10 % Date: 7/31/2014
Return: -1.60 % Date: 6/30/2014
Return: -0.20 % Date: 5/31/2014
Return: 2.90 % Date: 4/30/2014
Return: 0.50 % Date: 3/31/2014
Return: -3.20 % Date: 2/28/2014
Return: -7.40 % Date: 1/31/2014
Return: 7.50 % Date: 12/31/2013
Return: 3.00 % Date: 11/30/2013
Return: -0.90 % Date: 10/31/2013
Return: -0.40 % Date: 9/30/2013
Return: -4.35 % Date: 8/31/2013
Return: -1.60 % Date: 7/31/2013
Return: -11.30 % Date: 6/30/2013
Return: 2.00 % Date: 5/31/2013
Return: -1.90 % Date: 4/30/2013
Return: 5.60 % Date: 3/31/2013
Return: 3.40 % Date: 2/28/2013
Return: 8.60 % Date: 1/31/2013
Return: 8.53 % Date: 12/31/2012
Return: 1.43 % Date: 11/30/2012
Return: 1.63 % Date: 10/31/2012
Return: -5.65 % Date: 9/30/2012
Return: -6.50 % Date: 8/31/2012
Return: -4.90 % Date: 7/31/2012
Return: -5.95 % Date: 6/30/2012
Return: 6.16 % Date: 5/31/2012
Return: -3.62 % Date: 4/30/2012
Return: 1.42 % Date: 3/31/2012
Return: -6.78 % Date: 2/29/2012
Return: -1.05 % Date: 1/31/2012
Return: -0.19 % Date: 12/31/2011
Return: -7.07 % Date: 11/30/2011
Return: 0.43 % Date: 10/31/2011
Return: -5.91 % Date: 9/30/2011
Return: 0.81 % Date: 8/31/2011
Return: 9.52 % Date: 7/31/2011
Return: -1.67 % Date: 6/30/2011
Return: 0.41 % Date: 5/31/2011
Return: 8.94 % Date: 4/30/2011
Return: -8.44 % Date: 3/31/2011
Return: -9.84 % Date: 2/28/2011
Return: -1.41 % Date: 1/31/2011
Return: -1.90 % Date: 12/31/2010
Return: 1.96 % Date: 11/30/2010
Return: -3.16 % Date: 10/31/2010
Return: -5.51 % Date: 9/30/2010
Return: -4.11 % Date: 8/31/2010
Return: 7.60 % Date: 7/31/2010
Return: -3.44 % Date: 6/30/2010
Return: 1.28 % Date: 5/31/2010
Return: -0.58 % Date: 4/30/2010
Return: 3.55 % Date: 3/31/2010
Return: -4.33 % Date: 2/28/2010
Return: 0.42 % Date: 1/31/2010
Return: 0.38 % Date: 12/31/2009
Return: -9.53 % Date: 11/30/2009
Return: -9.06 % Date: 10/31/2009
Return: 1.84 % Date: 9/30/2009
Return: 3.15 % Date: 8/31/2009
Return: -1.00 % Date: 7/31/2009
Return: -1.33 % Date: 6/30/2009
Return: 0.89 % Date: 5/31/2009
Return: 3.31 % Date: 4/30/2009
Return: -1.98 % Date: 3/31/2009
Return: -4.51 % Date: 2/28/2009
Return: -0.19 % Date: 1/31/2009
Return: 1.57 % Date: 12/31/2008
Return: -3.55 % Date: 11/30/2008
Return: 1.25 % Date: 10/31/2008
Return: 11.27 % Date: 9/30/2008
Return: 14.76 % Date: 8/31/2008
Return: -1.46 % Date: 7/31/2008
Return: 8.00 % Date: 6/30/2008
Return: 3.80 % Date: 5/31/2008
Return: 0.56 % Date: 4/30/2008
Return: 0.28 % Date: 3/31/2008
Return: 2.52 % Date: 2/29/2008
Return: 3.73 % Date: 1/31/2008
Return: 1.70 % Date: 12/31/2007
Return: 1.04 % Date: 11/30/2007
Return: 7.56 % Date: 10/31/2007
Return: 3.21 % Date: 9/30/2007
Return: 0.89 % Date: 8/31/2007
Return: 4.15 % Date: 7/31/2007
Return: 3.86 % Date: 6/30/2007
Return: 3.47 % Date: 5/31/2007
Return: -0.41 % Date: 4/30/2007
Return: -2.54 % Date: 3/31/2007
Return: 1.66 % Date: 2/28/2007
Return: 4.43 % Date: 1/31/2007
Return: -1.50 % Date: 12/31/2006
Return: -7.66 % Date: 11/30/2006
Return: 9.49 % Date: 10/31/2006
Return: 3.62 % Date: 9/30/2006
Return: 0.11 % Date: 8/31/2006
Return: -4.84 % Date: 7/31/2006
Return: -2.84 % Date: 6/30/2006
Return: 9.32 % Date: 5/31/2006
Return: 10.05 % Date: 4/30/2006
Return: -2.26 % Date: 3/31/2006
Return: 4.51 % Date: 2/28/2006
Return: 3.88 % Date: 1/31/2006
Return: -4.00 % Date: 12/31/2005
Return: -4.23 % Date: 11/30/2005
Return: -5.48 % Date: 10/31/2005
Return: 8.30 % Date: 9/30/2005
Return: 4.63 % Date: 8/31/2005
Return: -6.80 % Date: 7/31/2005
Return: -0.27 % Date: 6/30/2005
Return: 4.34 % Date: 5/31/2005
Return: 1.14 % Date: 4/30/2005
Return: 1.00 % Date: 3/31/2005
Return: 2.04 % Date: 2/28/2005
Return: -4.82 % Date: 1/31/2005
Return: -1.17 % Date: 12/31/2004
Return: 0.50 % Date: 11/30/2004
Return: -7.40 % Date: 10/31/2004
Return: 3.83 % Date: 9/30/2004
Return: -2.16 % Date: 8/31/2004
Return: 0.89 % Date: 7/31/2004
Return: -5.68 % Date: 6/30/2004
Return: -3.15 % Date: 5/31/2004
Return: -0.12 % Date: 4/30/2004
Return: 0.69 % Date: 3/31/2004
Return: 1.50 % Date: 2/29/2004
Return: -1.40 % Date: 1/31/2004
Return: -2.46 % Date: 12/31/2003
Return: 2.06 % Date: 11/30/2003
Return: -0.92 % Date: 10/31/2003
Return: 0.00 % Date: 9/30/2003
Return: -3.15 % Date: 8/31/2003
Return: 1.69 % Date: 7/31/2003
Return: 2.21 % Date: 6/30/2003
Return: 2.22 % Date: 5/31/2003
Return: 2.60 % Date: 4/30/2003
Return: 5.01 % Date: 3/31/2003
Return: -13.96 % Date: 2/28/2003
Return: 7.56 % Date: 1/31/2003
Return: 3.28 % Date: 12/31/2002
Return: -1.97 % Date: 11/30/2002
Return: 0.35 % Date: 10/31/2002
Return: -6.84 % Date: 9/30/2002
Return: 0.01 % Date: 8/31/2002
Return: 3.92 % Date: 7/31/2002
Return: 9.16 % Date: 6/30/2002
Return: 8.33 % Date: 5/31/2002
Return: 6.50 % Date: 4/30/2002
Return: 3.70 % Date: 3/31/2002
Return: -0.87 % Date: 2/28/2002
Return: 1.34 % Date: 1/31/2002
Return: -0.41 % Date: 12/31/2001
Return: 6.64 % Date: 11/30/2001
Return: -4.49 % Date: 10/31/2001
Return: 3.38 % Date: 9/30/2001
Return: -9.19 % Date: 8/31/2001
Return: 1.93 % Date: 7/31/2001
Return: 0.96 % Date: 6/30/2001
Return: -2.56 % Date: 5/31/2001
Return: 6.04 % Date: 4/30/2001
Return: -4.43 % Date: 3/31/2001
Return: 6.86 % Date: 2/28/2001
Return: 2.95 % Date: 1/31/2001
Return: 3.08 % Date: 12/31/2000
Return: 5.49 % Date: 11/30/2000
Return: 7.34 % Date: 10/31/2000
Return: 5.86 % Date: 9/30/2000
Return: -5.18 % Date: 8/31/2000
Return: -1.72 % Date: 7/31/2000
Return: 0.03 % Date: 6/30/2000
Return: 0.65 % Date: 5/31/2000
Return: 4.51 % Date: 4/30/2000
Return: 5.19 % Date: 3/31/2000
Return: 9.91 % Date: 2/29/2000
Return: 6.11 % Date: 1/31/2000
Return: 11.13 % Date: 12/31/1999
Return: 4.29 % Date: 11/30/1999
Return: -18.87 % Date: 10/31/1999
Return: -14.07 % Date: 9/30/1999
Return: 14.02 % Date: 8/31/1999
Return: -6.01 % Date: 7/31/1999
Return: -8.28 % Date: 6/30/1999
Return: -4.51 % Date: 5/31/1999
Return: -8.39 % Date: 4/30/1999
Return: -1.72 % Date: 3/31/1999
Return: 1.91 % Date: 2/28/1999
Return: 1.54 % Date: 1/31/1999
Return: 5.21 % Date: 12/31/1998
Return: 2.74 % Date: 11/30/1998
Return: -1.39 % Date: 10/31/1998
Return: 4.40 % Date: 9/30/1998
Return: 19.30 % Date: 8/31/1998
Return: 3.91 % Date: 7/31/1998
Return: -6.38 % Date: 6/30/1998
Return: 5.52 % Date: 5/31/1998
Return: 0.86 % Date: 4/30/1998
Return: 2.91 % Date: 3/31/1998
Return: -1.55 % Date: 2/28/1998
Return: -1.81 % Date: 1/31/1998
Return: 2.13 % Date: 12/31/1997
Return: 1.41 % Date: 11/30/1997
Return: -2.12 % Date: 10/31/1997
Return: 7.75 % Date: 9/30/1997
Return: -2.95 % Date: 8/31/1997
Return: 7.59 % Date: 7/31/1997
Return: 13.28 % Date: 6/30/1997
Return: -0.11 % Date: 5/31/1997
Return: -0.83 % Date: 4/30/1997
Return: 8.46 % Date: 3/31/1997
Return: 5.88 % Date: 2/28/1997
Return: -9.11 % Date: 1/31/1997
Return: 2.11 % Date: 12/31/1996
Return: 4.98 % Date: 11/30/1996
Return: 0.44 % Date: 10/31/1996
Return: 3.28 % Date: 9/30/1996
Return: 1.30 % Date: 8/31/1996
Return: -6.50 % Date: 7/31/1996
Return: 5.81 % Date: 6/30/1996
Return: -1.49 % Date: 5/31/1996
Return: 1.32 % Date: 4/30/1996
Return: 0.39 % Date: 3/31/1996
Return: 7.46 % Date: 2/29/1996
Return: -7.11 % Date: 1/31/1996
Return: -2.69 % Date: 12/31/1995
Return: -2.81 % Date: 11/30/1995
Return: 0.66 % Date: 10/31/1995
Return: -0.40 % Date: 9/30/1995
Return: -8.20 % Date: 8/31/1995
Return: -8.80 % Date: 7/31/1995
Return: -3.30 % Date: 6/30/1995
Return: 3.60 % Date: 5/31/1995
Return: 3.30 % Date: 4/30/1995
Return: -2.00 % Date: 3/31/1995
Return: 0.60 % Date: 2/28/1995
Return: 0.90 % Date: 1/31/1995
Return: 5.70 % Date: 12/31/1994
Return: 0.70 % Date: 11/30/1994
Return: 0.60 % Date: 10/31/1994
Return: -0.20 % Date: 9/30/1994
Return: 1.20 % Date: 8/31/1994
Return: -8.10 % Date: 7/31/1994
Return: 5.09 % Date: 6/30/1994
Return: 10.00 % Date: 5/31/1994
Return: -1.20 % Date: 4/30/1994
Return: 2.29 % Date: 3/31/1994
Return: 6.50 % Date: 2/28/1994
Return: -5.90 % Date: 1/31/1994
Return: 4.40 % Date: 12/31/1993
Return: -2.20 % Date: 11/30/1993
Return: 5.30 % Date: 10/31/1993
Return: -0.20 % Date: 9/30/1993
Return: 1.10 % Date: 8/31/1993
Return: 1.17 % Date: 7/31/1993
Return: 0.00 %

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

Distribution of Monthly Returns

Date Range: 07/93 - 10/20
Return: 16.00 %
Count: 1 Return: -11.00 %
Count: 2 Return: -10.00 %
Count: 4 Return: 15.00 %
Count: 1 Return: 9.00 %
Count: 7 Return: -4.00 %
Count: 17 Return: 11.00 %
Count: 3 Return: -19.00 %
Count: 2 Return: -14.00 %
Count: 2 Return: 14.00 %
Count: 4 Return: -5.00 %
Count: 10 Return: 19.00 %
Count: 1 Return: 13.00 %
Count: 1 Return: 8.00 %
Count: 11 Return: -7.00 %
Count: 10 Return: -9.00 %
Count: 5 Return: -3.00 %
Count: 20 Return: 3.00 %
Count: 21 Return: 6.00 %
Count: 12 Return: -8.00 %
Count: 7 Return: 10.00 %
Count: 7 Return: -1.00 %
Count: 19 Return: 2.00 %
Count: 25 Return: 7.00 %
Count: 7 Return: -6.00 %
Count: 9 Return: 4.00 %
Count: 19 Return: -2.00 %
Count: 25 Return: 5.00 %
Count: 12 Return: 1.00 %
Count: 33 Return: 0.00 %
Count: 31

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

Underwater Curve

Date Range: 07/93 - 10/20
Date: 10/31/2020
Drawdown: -45.89 % Date: 9/30/2020
Drawdown: -43.69 % Date: 8/31/2020
Drawdown: -50.52 % Date: 7/31/2020
Drawdown: -48.51 % Date: 6/30/2020
Drawdown: -50.16 % Date: 5/31/2020
Drawdown: -54.19 % Date: 4/30/2020
Drawdown: -50.15 % Date: 3/31/2020
Drawdown: -50.69 % Date: 2/29/2020
Drawdown: -50.71 % Date: 1/31/2020
Drawdown: -55.11 % Date: 12/31/2019
Drawdown: -60.55 % Date: 11/30/2019
Drawdown: -59.67 % Date: 10/31/2019
Drawdown: -57.63 % Date: 9/30/2019
Drawdown: -56.10 % Date: 8/31/2019
Drawdown: -53.93 % Date: 7/31/2019
Drawdown: -52.01 % Date: 6/30/2019
Drawdown: -51.87 % Date: 5/31/2019
Drawdown: -53.13 % Date: 4/30/2019
Drawdown: -52.52 % Date: 3/31/2019
Drawdown: -51.79 % Date: 2/28/2019
Drawdown: -51.11 % Date: 1/31/2019
Drawdown: -49.70 % Date: 12/31/2018
Drawdown: -45.74 % Date: 11/30/2018
Drawdown: -51.29 % Date: 10/31/2018
Drawdown: -48.62 % Date: 9/30/2018
Drawdown: -52.25 % Date: 8/31/2018
Drawdown: -51.62 % Date: 7/31/2018
Drawdown: -52.62 % Date: 6/30/2018
Drawdown: -51.50 % Date: 5/31/2018
Drawdown: -52.03 % Date: 4/30/2018
Drawdown: -52.46 % Date: 3/31/2018
Drawdown: -51.04 % Date: 2/28/2018
Drawdown: -54.83 % Date: 1/31/2018
Drawdown: -43.96 % Date: 12/31/2017
Drawdown: -51.77 % Date: 11/30/2017
Drawdown: -50.24 % Date: 10/31/2017
Drawdown: -48.97 % Date: 9/30/2017
Drawdown: -50.60 % Date: 8/31/2017
Drawdown: -49.38 % Date: 7/31/2017
Drawdown: -49.36 % Date: 6/30/2017
Drawdown: -51.12 % Date: 5/31/2017
Drawdown: -51.94 % Date: 4/30/2017
Drawdown: -53.96 % Date: 3/31/2017
Drawdown: -51.90 % Date: 2/28/2017
Drawdown: -52.65 % Date: 1/31/2017
Drawdown: -50.47 % Date: 12/31/2016
Drawdown: -44.17 % Date: 11/30/2016
Drawdown: -45.63 % Date: 10/31/2016
Drawdown: -48.07 % Date: 9/30/2016
Drawdown: -46.08 % Date: 8/31/2016
Drawdown: -43.83 % Date: 7/31/2016
Drawdown: -37.66 % Date: 6/30/2016
Drawdown: -38.88 % Date: 5/31/2016
Drawdown: -31.86 % Date: 4/30/2016
Drawdown: -29.90 % Date: 3/31/2016
Drawdown: -30.73 % Date: 2/29/2016
Drawdown: -25.84 % Date: 1/31/2016
Drawdown: -32.52 % Date: 12/31/2015
Drawdown: -36.22 % Date: 11/30/2015
Drawdown: -36.85 % Date: 10/31/2015
Drawdown: -40.59 % Date: 9/30/2015
Drawdown: -38.94 % Date: 8/31/2015
Drawdown: -42.02 % Date: 7/31/2015
Drawdown: -42.93 % Date: 6/30/2015
Drawdown: -41.35 % Date: 5/31/2015
Drawdown: -35.40 % Date: 4/30/2015
Drawdown: -33.54 % Date: 3/31/2015
Drawdown: -32.39 % Date: 2/28/2015
Drawdown: -31.71 % Date: 1/31/2015
Drawdown: -30.67 % Date: 12/31/2014
Drawdown: -38.97 % Date: 11/30/2014
Drawdown: -37.47 % Date: 10/31/2014
Drawdown: -43.26 % Date: 9/30/2014
Drawdown: -44.53 % Date: 8/31/2014
Drawdown: -47.97 % Date: 7/31/2014
Drawdown: -47.92 % Date: 6/30/2014
Drawdown: -47.07 % Date: 5/31/2014
Drawdown: -46.96 % Date: 4/30/2014
Drawdown: -48.46 % Date: 3/31/2014
Drawdown: -48.71 % Date: 2/28/2014
Drawdown: -47.02 % Date: 1/31/2014
Drawdown: -42.78 % Date: 12/31/2013
Drawdown: -46.78 % Date: 11/30/2013
Drawdown: -48.33 % Date: 10/31/2013
Drawdown: -47.86 % Date: 9/30/2013
Drawdown: -47.65 % Date: 8/31/2013
Drawdown: -45.27 % Date: 7/31/2013
Drawdown: -44.38 % Date: 6/30/2013
Drawdown: -37.29 % Date: 5/31/2013
Drawdown: -38.52 % Date: 4/30/2013
Drawdown: -37.33 % Date: 3/31/2013
Drawdown: -40.65 % Date: 2/28/2013
Drawdown: -42.60 % Date: 1/31/2013
Drawdown: -47.15 % Date: 12/31/2012
Drawdown: -51.30 % Date: 11/30/2012
Drawdown: -51.99 % Date: 10/31/2012
Drawdown: -52.76 % Date: 9/30/2012
Drawdown: -49.93 % Date: 8/31/2012
Drawdown: -46.45 % Date: 7/31/2012
Drawdown: -43.69 % Date: 6/30/2012
Drawdown: -40.13 % Date: 5/31/2012
Drawdown: -43.60 % Date: 4/30/2012
Drawdown: -41.48 % Date: 3/31/2012
Drawdown: -42.30 % Date: 2/29/2012
Drawdown: -38.11 % Date: 1/31/2012
Drawdown: -37.45 % Date: 12/31/2011
Drawdown: -37.33 % Date: 11/30/2011
Drawdown: -32.56 % Date: 10/31/2011
Drawdown: -32.85 % Date: 9/30/2011
Drawdown: -28.63 % Date: 8/31/2011
Drawdown: -29.21 % Date: 7/31/2011
Drawdown: -35.36 % Date: 6/30/2011
Drawdown: -34.26 % Date: 5/31/2011
Drawdown: -34.53 % Date: 4/30/2011
Drawdown: -39.91 % Date: 3/31/2011
Drawdown: -34.37 % Date: 2/28/2011
Drawdown: -27.20 % Date: 1/31/2011
Drawdown: -26.16 % Date: 12/31/2010
Drawdown: -24.73 % Date: 11/30/2010
Drawdown: -26.18 % Date: 10/31/2010
Drawdown: -23.77 % Date: 9/30/2010
Drawdown: -19.32 % Date: 8/31/2010
Drawdown: -15.87 % Date: 7/31/2010
Drawdown: -21.81 % Date: 6/30/2010
Drawdown: -19.02 % Date: 5/31/2010
Drawdown: -20.05 % Date: 4/30/2010
Drawdown: -19.58 % Date: 3/31/2010
Drawdown: -22.34 % Date: 2/28/2010
Drawdown: -18.82 % Date: 1/31/2010
Drawdown: -19.16 % Date: 12/31/2009
Drawdown: -19.47 % Date: 11/30/2009
Drawdown: -10.98 % Date: 10/31/2009
Drawdown: -2.12 % Date: 9/30/2009
Drawdown: -3.88 % Date: 8/31/2009
Drawdown: -6.82 % Date: 7/31/2009
Drawdown: -5.88 % Date: 6/30/2009
Drawdown: -4.61 % Date: 5/31/2009
Drawdown: -5.45 % Date: 4/30/2009
Drawdown: -8.48 % Date: 3/31/2009
Drawdown: -6.63 % Date: 2/28/2009
Drawdown: -2.22 % Date: 1/31/2009
Drawdown: -2.04 % Date: 12/31/2008
Drawdown: -3.55 % Date: 11/30/2008
Drawdown: 0.00 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: 0.00 % Date: 8/31/2008
Drawdown: -1.46 % 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: 0.00 % Date: 3/31/2008
Drawdown: 0.00 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: 0.00 % Date: 12/31/2007
Drawdown: 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: 0.00 % Date: 7/31/2007
Drawdown: 0.00 % Date: 6/30/2007
Drawdown: -3.03 % Date: 5/31/2007
Drawdown: -6.28 % Date: 4/30/2007
Drawdown: -5.89 % Date: 3/31/2007
Drawdown: -3.44 % Date: 2/28/2007
Drawdown: -5.02 % Date: 1/31/2007
Drawdown: -9.05 % Date: 12/31/2006
Drawdown: -7.66 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: -5.41 % Date: 9/30/2006
Drawdown: -8.71 % Date: 8/31/2006
Drawdown: -8.81 % Date: 7/31/2006
Drawdown: -4.18 % Date: 6/30/2006
Drawdown: -1.37 % Date: 5/31/2006
Drawdown: -9.78 % Date: 4/30/2006
Drawdown: -18.02 % Date: 3/31/2006
Drawdown: -16.13 % Date: 2/28/2006
Drawdown: -19.75 % Date: 1/31/2006
Drawdown: -22.74 % Date: 12/31/2005
Drawdown: -19.52 % Date: 11/30/2005
Drawdown: -15.97 % Date: 10/31/2005
Drawdown: -11.10 % Date: 9/30/2005
Drawdown: -17.91 % Date: 8/31/2005
Drawdown: -21.54 % Date: 7/31/2005
Drawdown: -15.82 % Date: 6/30/2005
Drawdown: -15.59 % Date: 5/31/2005
Drawdown: -19.10 % Date: 4/30/2005
Drawdown: -20.01 % Date: 3/31/2005
Drawdown: -20.81 % Date: 2/28/2005
Drawdown: -22.39 % Date: 1/31/2005
Drawdown: -18.46 % Date: 12/31/2004
Drawdown: -17.49 % Date: 11/30/2004
Drawdown: -17.90 % Date: 10/31/2004
Drawdown: -11.34 % Date: 9/30/2004
Drawdown: -14.61 % Date: 8/31/2004
Drawdown: -12.73 % Date: 7/31/2004
Drawdown: -13.50 % Date: 6/30/2004
Drawdown: -8.29 % Date: 5/31/2004
Drawdown: -5.31 % Date: 4/30/2004
Drawdown: -5.19 % Date: 3/31/2004
Drawdown: -5.84 % Date: 2/29/2004
Drawdown: -7.23 % Date: 1/31/2004
Drawdown: -5.92 % Date: 12/31/2003
Drawdown: -3.54 % Date: 11/30/2003
Drawdown: -5.49 % Date: 10/31/2003
Drawdown: -4.61 % Date: 9/30/2003
Drawdown: -4.61 % Date: 8/31/2003
Drawdown: -1.51 % Date: 7/31/2003
Drawdown: -3.15 % Date: 6/30/2003
Drawdown: -5.24 % Date: 5/31/2003
Drawdown: -7.30 % Date: 4/30/2003
Drawdown: -9.65 % Date: 3/31/2003
Drawdown: -13.96 % Date: 2/28/2003
Drawdown: 0.00 % Date: 1/31/2003
Drawdown: -5.35 % Date: 12/31/2002
Drawdown: -8.36 % Date: 11/30/2002
Drawdown: -6.51 % Date: 10/31/2002
Drawdown: -6.84 % 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: -0.80 % Date: 3/31/2002
Drawdown: -4.34 % Date: 2/28/2002
Drawdown: -3.50 % Date: 1/31/2002
Drawdown: -4.77 % Date: 12/31/2001
Drawdown: -4.38 % Date: 11/30/2001
Drawdown: -10.34 % Date: 10/31/2001
Drawdown: -6.12 % Date: 9/30/2001
Drawdown: -9.19 % Date: 8/31/2001
Drawdown: 0.00 % Date: 7/31/2001
Drawdown: -1.62 % Date: 6/30/2001
Drawdown: -2.56 % Date: 5/31/2001
Drawdown: 0.00 % Date: 4/30/2001
Drawdown: -4.43 % 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: -1.55 % Date: 11/30/2000
Drawdown: -6.67 % Date: 10/31/2000
Drawdown: -13.05 % Date: 9/30/2000
Drawdown: -17.87 % Date: 8/31/2000
Drawdown: -13.38 % Date: 7/31/2000
Drawdown: -11.86 % Date: 6/30/2000
Drawdown: -11.89 % Date: 5/31/2000
Drawdown: -12.46 % Date: 4/30/2000
Drawdown: -16.24 % Date: 3/31/2000
Drawdown: -20.37 % Date: 2/29/2000
Drawdown: -27.55 % Date: 1/31/2000
Drawdown: -31.72 % Date: 12/31/1999
Drawdown: -38.56 % Date: 11/30/1999
Drawdown: -41.09 % Date: 10/31/1999
Drawdown: -27.38 % Date: 9/30/1999
Drawdown: -15.49 % Date: 8/31/1999
Drawdown: -25.88 % Date: 7/31/1999
Drawdown: -21.14 % Date: 6/30/1999
Drawdown: -14.03 % Date: 5/31/1999
Drawdown: -9.97 % Date: 4/30/1999
Drawdown: -1.72 % 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: -1.39 % Date: 10/31/1998
Drawdown: 0.00 % Date: 9/30/1998
Drawdown: 0.00 % Date: 8/31/1998
Drawdown: -2.72 % Date: 7/31/1998
Drawdown: -6.38 % Date: 6/30/1998
Drawdown: 0.00 % Date: 5/31/1998
Drawdown: 0.00 % Date: 4/30/1998
Drawdown: -0.52 % Date: 3/31/1998
Drawdown: -3.33 % Date: 2/28/1998
Drawdown: -1.81 % Date: 1/31/1998
Drawdown: 0.00 % Date: 12/31/1997
Drawdown: -0.74 % Date: 11/30/1997
Drawdown: -2.12 % Date: 10/31/1997
Drawdown: 0.00 % Date: 9/30/1997
Drawdown: -2.95 % Date: 8/31/1997
Drawdown: 0.00 % Date: 7/31/1997
Drawdown: 0.00 % Date: 6/30/1997
Drawdown: -11.53 % Date: 5/31/1997
Drawdown: -11.43 % Date: 4/30/1997
Drawdown: -10.69 % Date: 3/31/1997
Drawdown: -17.66 % Date: 2/28/1997
Drawdown: -22.23 % Date: 1/31/1997
Drawdown: -14.44 % Date: 12/31/1996
Drawdown: -16.20 % Date: 11/30/1996
Drawdown: -20.18 % Date: 10/31/1996
Drawdown: -20.53 % Date: 9/30/1996
Drawdown: -23.05 % Date: 8/31/1996
Drawdown: -24.04 % Date: 7/31/1996
Drawdown: -18.76 % Date: 6/30/1996
Drawdown: -23.22 % Date: 5/31/1996
Drawdown: -22.06 % Date: 4/30/1996
Drawdown: -23.08 % Date: 3/31/1996
Drawdown: -23.37 % Date: 2/29/1996
Drawdown: -28.69 % Date: 1/31/1996
Drawdown: -23.24 % Date: 12/31/1995
Drawdown: -21.11 % Date: 11/30/1995
Drawdown: -18.83 % Date: 10/31/1995
Drawdown: -19.37 % Date: 9/30/1995
Drawdown: -19.04 % Date: 8/31/1995
Drawdown: -11.81 % Date: 7/31/1995
Drawdown: -3.30 % Date: 6/30/1995
Drawdown: 0.00 % Date: 5/31/1995
Drawdown: 0.00 % Date: 4/30/1995
Drawdown: -2.00 % Date: 3/31/1995
Drawdown: 0.00 % Date: 2/28/1995
Drawdown: 0.00 % Date: 1/31/1995
Drawdown: -0.61 % Date: 12/31/1994
Drawdown: -5.97 % Date: 11/30/1994
Drawdown: -6.63 % Date: 10/31/1994
Drawdown: -7.18 % Date: 9/30/1994
Drawdown: -7.00 % Date: 8/31/1994
Drawdown: -8.10 % Date: 7/31/1994
Drawdown: 0.00 % Date: 6/30/1994
Drawdown: 0.00 % Date: 5/31/1994
Drawdown: -1.20 % Date: 4/30/1994
Drawdown: 0.00 % Date: 3/31/1994
Drawdown: 0.00 % Date: 2/28/1994
Drawdown: -5.90 % Date: 1/31/1994
Drawdown: 0.00 % Date: 12/31/1993
Drawdown: -2.20 % Date: 11/30/1993
Drawdown: 0.00 % Date: 10/31/1993
Drawdown: -0.20 % Date: 9/30/1993
Drawdown: 0.00 % Date: 8/31/1993
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:  R. G. Niederhoffer Capital Management, Inc.
Address: 1700 Broadway, 39th Floor
City: New York
State: NY
Zip: 10019
Country: USA

Key People

Name:  Roy G. Niederhoffer
Position:  Principal
Biography: 

Roy Niederhoffer graduated magna cum laude from Harvard in 1987 with a degree in computational Neuroscience. After working for another Hedge Fund for 5 years, he founded R. G. Niederhoffer Capital Management, Inc. ("RGNCM")in 1993. Since then, RGNCM has employed a high-frequency, quantitative, behavioral finance-based strategy to trade equities, fixed income, foreign exchange and commodities to provide returns that are both valuable on a stand-alone basis and also negatively-correlated to its clients' portfolios. Located in New York City, the fund currently employs 30 professionals. Mr. Niederhoffer also serves on the Board of several arts organizations. He is an avid classical and jazz pianist, plays violin with the Park Avenue Chamber Symphony, and is an avid skier.


Name:  Susan Roberts
Position:  Managing Director
Biography: 

Susan Roberts joined RGNCM in March 2008, and is responsible for high-level interdisciplinary initiatives involving investment, strategy and business development. Ms. Roberts has an extensive background in hedge fund and private equity fund of funds management, portfolio construction and manager selection, and served most recently as Deputy Director of Banking and Corporate Finance at the Hearst Corporation. Ms. Roberts graduated magna cum laude from the University of Notre Dame with a degree in Mathematics, and is a CFA Charterholder.


Name:  Paul Shen
Position:  Trader
Biography: 

Paul Shen has been with RGNCM since 1993. He manages a team of traders who are responsible for the day-to-day implementation of the firm’s investment strategy. Mr. Shen is a member of RGNCM’s investment management and risk management teams. Prior to joining RGNCM, Mr. Shen was a market analyst and risk analyst for the COMEX exchange. From 1989 to 1991, Mr. Shen was employed by NCZ Commodities as a research analyst, trader and floor broker on the NYMEX exchange. Mr. Shen graduated in 1989 from New York University with a BS in Finance and International Business, cum laude.


Name:  Stephanie Kakalios
Position:  Director
Biography: 

Prior to joining RGNCM in October 2007, Ms. Kakalios was a partner and head of Product Management for Allianz Hedge Fund Partners L.P. As head of Product Management, she facilitated all activities necessary for the building, maintenance and reporting of all hedge fund products. Prior to Allianz Hedge Fund Partners L.P., Ms. Kakalios was a Director with the Alternative Investment Strategies unit of Citigroup where she built the platform for structuring, administration and operations for all hedge fund activities. She graduated with a BA in Applied Mathematics from Queens College in New York.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Grains Yes 
 Forex Yes 
 Investment Methodology
 Trend Following Yes 
 Contrarian Yes 
 Systematic Yes 
 Counter-trend Yes 
 Other Yes 
 Instruments Traded
 Fixed Income Yes 
 Futures Yes 
 Currencies Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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