Persistent Capital Management

Global Diversified Program


Monthly Performance (%)

Date Range: 12/02 - 02/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 11.25 6.22   18.17 
2019 -6.63 -3.61 6.43 -3.88 14.20 -2.56 0.78 14.03 -4.33 -3.84 -2.03 -8.20  -2.59 
2018 -6.50 3.58 3.30 -3.67 6.79 2.69 2.35 2.40 -3.43 14.77 2.55 13.09  42.37 
2017 -2.64 1.98 0.40 1.95 0.21 -2.83 -3.65 2.99 -2.81 -1.44 -0.97 -3.11  -9.74 
2016 7.45 3.63 -6.22 -2.31 2.24 2.16 0.59 -0.14 -1.01 -2.29 -4.22 -1.14  -1.98 
2015 7.30 -3.85 4.00 -6.99 1.80 -2.86 8.22 3.84 2.89 -4.04 2.98 0.29  13.08 
2014 7.99 -0.85 -1.33 1.06 5.51 0.56 4.29 4.80 2.39 1.25 5.01 4.75  41.19 
2013 0.89 -1.11 3.18 5.42 -4.29 -6.38 -1.18 -2.49 -0.87 1.93 2.50 -6.45  -9.22 
2012 -2.47 -3.19 -0.69 3.11 1.46 -4.92 2.90 -3.30 -2.52 -3.40 2.58 1.41  -9.09 
2011 -0.22 2.32 -2.48 1.76 -3.42 -5.14 5.23 -1.62 3.51 -7.75 4.86 3.24  -0.67 
2010 -4.52 2.64 2.77 0.62 -3.77 0.25 -5.19 10.00 -2.37 2.92 -4.71 6.52  3.99 
2009 0.47 0.18 0.10 -0.60 0.12 -4.33 5.76 2.45 1.60 -1.08 3.31 -1.68  6.10 
2008 5.18 7.19 -1.24 -2.99 0.61 4.08 -6.79 -4.49 5.13 13.63 2.48 1.73  25.40 
2007 1.35 -2.70 0.96 2.61 4.08 4.43 -4.72 -9.35 1.99 3.04 2.52 2.71  6.13 
2006 4.46 0.37 6.16 3.82 -0.56 -2.47 -1.22 0.79 0.28 2.67 1.25 1.74  18.34 
2005 -0.91 0.67 -2.50 -3.04 -0.19 2.92 -2.12 3.01 0.37 -3.91 5.15 -1.36  -2.29 
2004 2.19 4.67 -1.29 -5.99 -0.32 -1.20 -0.48 -6.99 4.27 1.16 5.65 0.65  1.49 
2003 6.18 3.70 -3.90 -0.27 3.36 -4.25 -2.34 1.48 2.45 6.31 0.37 1.91  15.31 

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

Strategy Description

Persistent Capital’s Global Diversified Program is a long-term, diversified, systematic, trend-following program that trades 50 futures markets worldwide in 7 sectors. Its goal is to provide investors with attractive risk-adjusted returns that are independent of traditional asset classes. The trading model incorporates a trend-following system with 7 different parameters ranging from 1-month to 7-months into one model that is traded on all 50 markets in the portfolio. The model is always in the market either long or short. Model parameters are not optimized. Instead, the model was created based on Persistent’s belief that markets have long-term trends and they designed the model to exploit those trends while avoiding whipsaws. After the trading model was designed, it was tested on historical data to confirm their belief that a well-designed model should produce attractive risk-adjusted returns when applied to a globally diverse portfolio. No one market is weighted heavier than 2.5% and no one sector is weighted more than 25% of the overall portfolio. Their dynamic position size model adjusts positions in response to volatility. As volatility increases, the position size in that market is reduced. As volatility decreases, the position size is increased. Persistent believes that this adjusting of position sizes is essential to keep the portfolio in balance so that no one market or sector has too much effect on the overall program. Persistent believes the Global Diversified Program is different from other diversified trend-following programs in the following respects: - Longer time frame than most trend-following programs (average trade lasts 120 days). - The program is always long or short every market in the portfolio. - The program does not scale in or out of positions - it always has an equal risk position in all 50 markets. - The program adjusts positions in response to volatility - as a market becomes more volatile the program reduces its position, as the volatility falls, it adds to the position. - The program has a larger allocation to commodities than most diversified programs (60% financial / 40% commodity).

Performance Statistics

Date Range: 12/02 - 02/20
  Program S&P 500 Coquest 40 
Total Return 277.11% 348.87% 86.71% 
Annualized Return 8.04% 9.09% 3.69% 
Annualized Std. Deviation 14.79% 13.54% 9.33% 
Correlation -0.32 0.54 
Sharpe Ratio (rf=2.5%) 0.37 0.49 0.13 
Worst Month -9.35% -16.79% -6.22% 
Date of Worst Month 08/2007 10/2008 04/2004 
Worst Drawdown -25.71% -50.95% -15.74% 
Date of Worst Drawdown 2/16 - 1/18 10/07 - 2/09 4/11 - 9/13 

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

Annual Performance (%)

Date Range: 12/02 - 02/20
Year or YTD Program S&P 500 Coquest 40 
2020 18.17 -8.27 -0.50 
2019 -2.59 31.50 7.53 
2018 42.37 -4.38 -4.29 
2017 -9.74 21.84 1.24 
2016 -1.98 11.98 -3.13 
2015 13.08 1.41 0.09 
2014 41.19 13.69 15.75 
2013 -9.22 32.41 -2.45 
2012 -9.09 15.98 -4.75 
2011 -0.67 2.12 -3.23 
2010 3.99 15.06 11.33 
2009 6.10 26.45 -7.98 
2008 25.40 -36.99 15.47 
2007 6.13 5.50 7.18 
2006 18.34 15.79 6.70 
2005 -2.29 4.89 4.51 
2004 1.49 10.87 2.57 
2003 15.31 28.69 15.99 

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

Performance Comparison

Date Range: 12/02 - 02/20
Date: 2/29/2020
Perf: $1,759.94 Date: 1/31/2020
Perf: $1,786.56 Date: 12/31/2019
Perf: $1,768.69 Date: 11/30/2019
Perf: $1,779.73 Date: 10/31/2019
Perf: $1,762.45 Date: 9/30/2019
Perf: $1,802.28 Date: 8/31/2019
Perf: $1,853.63 Date: 7/31/2019
Perf: $1,788.87 Date: 6/30/2019
Perf: $1,729.88 Date: 5/31/2019
Perf: $1,695.96 Date: 4/30/2019
Perf: $1,729.87 Date: 3/31/2019
Perf: $1,683.57 Date: 2/28/2019
Perf: $1,625.23 Date: 1/31/2019
Perf: $1,614.89 Date: 12/31/2018
Perf: $1,644.83 Date: 11/30/2018
Perf: $1,637.95 Date: 10/31/2018
Perf: $1,657.84 Date: 9/30/2018
Perf: $1,699.83 Date: 8/31/2018
Perf: $1,707.51 Date: 7/31/2018
Perf: $1,665.05 Date: 6/30/2018
Perf: $1,677.63 Date: 5/31/2018
Perf: $1,663.66 Date: 4/30/2018
Perf: $1,685.40 Date: 3/31/2018
Perf: $1,667.39 Date: 2/28/2018
Perf: $1,668.90 Date: 1/31/2018
Perf: $1,777.31 Date: 12/31/2017
Perf: $1,718.54 Date: 11/30/2017
Perf: $1,700.01 Date: 10/31/2017
Perf: $1,697.80 Date: 9/30/2017
Perf: $1,629.52 Date: 8/31/2017
Perf: $1,664.65 Date: 7/31/2017
Perf: $1,637.47 Date: 6/30/2017
Perf: $1,631.10 Date: 5/31/2017
Perf: $1,680.16 Date: 4/30/2017
Perf: $1,676.98 Date: 3/31/2017
Perf: $1,687.10 Date: 2/28/2017
Perf: $1,712.10 Date: 1/31/2017
Perf: $1,675.57 Date: 12/31/2016
Perf: $1,697.47 Date: 11/30/2016
Perf: $1,684.66 Date: 10/31/2016
Perf: $1,703.40 Date: 9/30/2016
Perf: $1,748.51 Date: 8/31/2016
Perf: $1,771.36 Date: 7/31/2016
Perf: $1,820.33 Date: 6/30/2016
Perf: $1,801.95 Date: 5/31/2016
Perf: $1,728.49 Date: 4/30/2016
Perf: $1,759.28 Date: 3/31/2016
Perf: $1,804.57 Date: 2/29/2016
Perf: $1,857.89 Date: 1/31/2016
Perf: $1,813.29 Date: 12/31/2015
Perf: $1,752.31 Date: 11/30/2015
Perf: $1,793.56 Date: 10/31/2015
Perf: $1,734.41 Date: 9/30/2015
Perf: $1,765.13 Date: 8/31/2015
Perf: $1,727.64 Date: 7/31/2015
Perf: $1,758.05 Date: 6/30/2015
Perf: $1,691.90 Date: 5/31/2015
Perf: $1,784.70 Date: 4/30/2015
Perf: $1,797.65 Date: 3/31/2015
Perf: $1,869.82 Date: 2/28/2015
Perf: $1,829.39 Date: 1/31/2015
Perf: $1,832.32 Date: 12/31/2014
Perf: $1,750.74 Date: 11/30/2014
Perf: $1,720.46 Date: 10/31/2014
Perf: $1,623.84 Date: 9/30/2014
Perf: $1,600.32 Date: 8/31/2014
Perf: $1,576.82 Date: 7/31/2014
Perf: $1,512.83 Date: 6/30/2014
Perf: $1,525.03 Date: 5/31/2014
Perf: $1,512.03 Date: 4/30/2014
Perf: $1,474.28 Date: 3/31/2014
Perf: $1,463.16 Date: 2/28/2014
Perf: $1,485.14 Date: 1/31/2014
Perf: $1,473.07 Date: 12/31/2013
Perf: $1,512.54 Date: 11/30/2013
Perf: $1,514.66 Date: 10/31/2013
Perf: $1,487.74 Date: 9/30/2013
Perf: $1,454.43 Date: 8/31/2013
Perf: $1,463.21 Date: 7/31/2013
Perf: $1,491.85 Date: 6/30/2013
Perf: $1,504.94 Date: 5/31/2013
Perf: $1,564.23 Date: 4/30/2013
Perf: $1,634.51 Date: 3/31/2013
Perf: $1,593.40 Date: 2/28/2013
Perf: $1,570.78 Date: 1/31/2013
Perf: $1,579.95 Date: 12/31/2012
Perf: $1,550.49 Date: 11/30/2012
Perf: $1,542.93 Date: 10/31/2012
Perf: $1,538.62 Date: 9/30/2012
Perf: $1,596.41 Date: 8/31/2012
Perf: $1,623.19 Date: 7/31/2012
Perf: $1,645.57 Date: 6/30/2012
Perf: $1,580.91 Date: 5/31/2012
Perf: $1,642.68 Date: 4/30/2012
Perf: $1,612.05 Date: 3/31/2012
Perf: $1,602.43 Date: 2/29/2012
Perf: $1,639.65 Date: 1/31/2012
Perf: $1,632.96 Date: 12/31/2011
Perf: $1,627.75 Date: 11/30/2011
Perf: $1,612.27 Date: 10/31/2011
Perf: $1,607.45 Date: 9/30/2011
Perf: $1,673.73 Date: 8/31/2011
Perf: $1,674.73 Date: 7/31/2011
Perf: $1,678.09 Date: 6/30/2011
Perf: $1,619.94 Date: 5/31/2011
Perf: $1,663.18 Date: 4/30/2011
Perf: $1,726.18 Date: 3/31/2011
Perf: $1,661.39 Date: 2/28/2011
Perf: $1,687.20 Date: 1/31/2011
Perf: $1,659.00 Date: 12/31/2010
Perf: $1,682.04 Date: 11/30/2010
Perf: $1,612.85 Date: 10/31/2010
Perf: $1,672.04 Date: 9/30/2010
Perf: $1,609.59 Date: 8/31/2010
Perf: $1,580.82 Date: 7/31/2010
Perf: $1,517.98 Date: 6/30/2010
Perf: $1,537.81 Date: 5/31/2010
Perf: $1,531.99 Date: 4/30/2010
Perf: $1,569.99 Date: 3/31/2010
Perf: $1,546.17 Date: 2/28/2010
Perf: $1,487.14 Date: 1/31/2010
Perf: $1,473.29 Date: 12/31/2009
Perf: $1,510.91 Date: 11/30/2009
Perf: $1,573.86 Date: 10/31/2009
Perf: $1,512.89 Date: 9/30/2009
Perf: $1,552.64 Date: 8/31/2009
Perf: $1,516.55 Date: 7/31/2009
Perf: $1,511.56 Date: 6/30/2009
Perf: $1,513.22 Date: 5/31/2009
Perf: $1,554.58 Date: 4/30/2009
Perf: $1,533.41 Date: 3/31/2009
Perf: $1,585.25 Date: 2/28/2009
Perf: $1,630.41 Date: 1/31/2009
Perf: $1,631.23 Date: 12/31/2008
Perf: $1,641.90 Date: 11/30/2008
Perf: $1,600.76 Date: 10/31/2008
Perf: $1,544.09 Date: 9/30/2008
Perf: $1,468.47 Date: 8/31/2008
Perf: $1,465.39 Date: 7/31/2008
Perf: $1,505.59 Date: 6/30/2008
Perf: $1,578.02 Date: 5/31/2008
Perf: $1,536.98 Date: 4/30/2008
Perf: $1,505.96 Date: 3/31/2008
Perf: $1,523.48 Date: 2/29/2008
Perf: $1,530.21 Date: 1/31/2008
Perf: $1,447.83 Date: 12/31/2007
Perf: $1,421.95 Date: 11/30/2007
Perf: $1,425.23 Date: 10/31/2007
Perf: $1,434.56 Date: 9/30/2007
Perf: $1,375.28 Date: 8/31/2007
Perf: $1,313.92 Date: 7/31/2007
Perf: $1,364.83 Date: 6/30/2007
Perf: $1,408.35 Date: 5/31/2007
Perf: $1,368.79 Date: 4/30/2007
Perf: $1,321.61 Date: 3/31/2007
Perf: $1,268.34 Date: 2/28/2007
Perf: $1,298.73 Date: 1/31/2007
Perf: $1,349.33 Date: 12/31/2006
Perf: $1,326.64 Date: 11/30/2006
Perf: $1,283.27 Date: 10/31/2006
Perf: $1,252.58 Date: 9/30/2006
Perf: $1,238.95 Date: 8/31/2006
Perf: $1,252.22 Date: 7/31/2006
Perf: $1,238.35 Date: 6/30/2006
Perf: $1,256.96 Date: 5/31/2006
Perf: $1,274.42 Date: 4/30/2006
Perf: $1,309.11 Date: 3/31/2006
Perf: $1,277.93 Date: 2/28/2006
Perf: $1,244.57 Date: 1/31/2006
Perf: $1,267.13 Date: 12/31/2005
Perf: $1,243.38 Date: 11/30/2005
Perf: $1,266.30 Date: 10/31/2005
Perf: $1,214.21 Date: 9/30/2005
Perf: $1,212.27 Date: 8/31/2005
Perf: $1,193.88 Date: 7/31/2005
Perf: $1,187.47 Date: 6/30/2005
Perf: $1,186.76 Date: 5/31/2005
Perf: $1,147.63 Date: 4/30/2005
Perf: $1,113.23 Date: 3/31/2005
Perf: $1,141.19 Date: 2/28/2005
Perf: $1,147.61 Date: 1/31/2005
Perf: $1,139.75 Date: 12/31/2004
Perf: $1,189.72 Date: 11/30/2004
Perf: $1,185.80 Date: 10/31/2004
Perf: $1,124.94 Date: 9/30/2004
Perf: $1,087.74 Date: 8/31/2004
Perf: $1,073.25 Date: 7/31/2004
Perf: $1,080.71 Date: 6/30/2004
Perf: $1,093.17 Date: 5/31/2004
Perf: $1,130.48 Date: 4/30/2004
Perf: $1,148.74 Date: 3/31/2004
Perf: $1,224.93 Date: 2/29/2004
Perf: $1,237.06 Date: 1/31/2004
Perf: $1,171.01 Date: 12/31/2003
Perf: $1,159.88 Date: 11/30/2003
Perf: $1,111.74 Date: 10/31/2003
Perf: $1,115.08 Date: 9/30/2003
Perf: $1,090.55 Date: 8/31/2003
Perf: $1,095.59 Date: 7/31/2003
Perf: $1,085.38 Date: 6/30/2003
Perf: $1,110.48 Date: 5/31/2003
Perf: $1,139.07 Date: 4/30/2003
Perf: $1,075.92 Date: 3/31/2003
Perf: $1,060.33 Date: 2/28/2003
Perf: $1,124.66 Date: 1/31/2003
Perf: $1,061.30 Date: 12/31/2002
Perf: $1,000.00 Date: 2/29/2020
Perf: $4,768.65 Date: 1/31/2020
Perf: $5,196.30 Date: 12/31/2019
Perf: $5,198.38 Date: 11/30/2019
Perf: $5,045.99 Date: 10/31/2019
Perf: $4,869.24 Date: 9/30/2019
Perf: $4,765.82 Date: 8/31/2019
Perf: $4,678.34 Date: 7/31/2019
Perf: $4,753.44 Date: 6/30/2019
Perf: $4,685.96 Date: 5/31/2019
Perf: $4,377.36 Date: 4/30/2019
Perf: $4,674.17 Date: 3/31/2019
Perf: $4,492.23 Date: 2/28/2019
Perf: $4,406.74 Date: 1/31/2019
Perf: $4,269.69 Date: 12/31/2018
Perf: $3,953.05 Date: 11/30/2018
Perf: $4,345.44 Date: 10/31/2018
Perf: $4,258.57 Date: 9/30/2018
Perf: $4,571.24 Date: 8/31/2018
Perf: $4,545.33 Date: 7/31/2018
Perf: $4,401.83 Date: 6/30/2018
Perf: $4,243.96 Date: 5/31/2018
Perf: $4,217.80 Date: 4/30/2018
Perf: $4,118.55 Date: 3/31/2018
Perf: $4,102.96 Date: 2/28/2018
Perf: $4,209.89 Date: 1/31/2018
Perf: $4,371.18 Date: 12/31/2017
Perf: $4,134.29 Date: 11/30/2017
Perf: $4,088.90 Date: 10/31/2017
Perf: $3,967.11 Date: 9/30/2017
Perf: $3,876.78 Date: 8/31/2017
Perf: $3,798.53 Date: 7/31/2017
Perf: $3,786.79 Date: 6/30/2017
Perf: $3,710.36 Date: 5/31/2017
Perf: $3,687.50 Date: 4/30/2017
Perf: $3,636.23 Date: 3/31/2017
Perf: $3,599.16 Date: 2/28/2017
Perf: $3,594.84 Date: 1/31/2017
Perf: $3,457.58 Date: 12/31/2016
Perf: $3,393.11 Date: 11/30/2016
Perf: $3,327.23 Date: 10/31/2016
Perf: $3,208.51 Date: 9/30/2016
Perf: $3,267.99 Date: 8/31/2016
Perf: $3,267.34 Date: 7/31/2016
Perf: $3,262.77 Date: 6/30/2016
Perf: $3,146.66 Date: 5/31/2016
Perf: $3,138.50 Date: 4/30/2016
Perf: $3,083.00 Date: 3/31/2016
Perf: $3,071.03 Date: 2/29/2016
Perf: $2,876.03 Date: 1/31/2016
Perf: $2,879.78 Date: 12/31/2015
Perf: $3,030.07 Date: 11/30/2015
Perf: $3,078.71 Date: 10/31/2015
Perf: $3,069.50 Date: 9/30/2015
Perf: $2,830.60 Date: 8/31/2015
Perf: $2,902.29 Date: 7/31/2015
Perf: $3,088.52 Date: 6/30/2015
Perf: $3,025.00 Date: 5/31/2015
Perf: $3,084.84 Date: 4/30/2015
Perf: $3,045.56 Date: 3/31/2015
Perf: $3,016.60 Date: 2/28/2015
Perf: $3,065.03 Date: 1/31/2015
Perf: $2,898.37 Date: 12/31/2014
Perf: $2,988.01 Date: 11/30/2014
Perf: $2,995.50 Date: 10/31/2014
Perf: $2,917.03 Date: 9/30/2014
Perf: $2,847.55 Date: 8/31/2014
Perf: $2,887.98 Date: 7/31/2014
Perf: $2,776.91 Date: 6/30/2014
Perf: $2,815.76 Date: 5/31/2014
Perf: $2,758.66 Date: 4/30/2014
Perf: $2,695.32 Date: 3/31/2014
Perf: $2,675.52 Date: 2/28/2014
Perf: $2,653.23 Date: 1/31/2014
Perf: $2,537.28 Date: 12/31/2013
Perf: $2,628.22 Date: 11/30/2013
Perf: $2,563.36 Date: 10/31/2013
Perf: $2,487.49 Date: 9/30/2013
Perf: $2,378.10 Date: 8/31/2013
Perf: $2,305.70 Date: 7/31/2013
Perf: $2,374.56 Date: 6/30/2013
Perf: $2,259.55 Date: 5/31/2013
Perf: $2,290.24 Date: 4/30/2013
Perf: $2,237.88 Date: 3/31/2013
Perf: $2,195.50 Date: 2/28/2013
Perf: $2,116.15 Date: 1/31/2013
Perf: $2,087.75 Date: 12/31/2012
Perf: $1,984.93 Date: 11/30/2012
Perf: $1,967.03 Date: 10/31/2012
Perf: $1,955.69 Date: 9/30/2012
Perf: $1,992.55 Date: 8/31/2012
Perf: $1,942.44 Date: 7/31/2012
Perf: $1,899.70 Date: 6/30/2012
Perf: $1,873.65 Date: 5/31/2012
Perf: $1,799.51 Date: 4/30/2012
Perf: $1,914.58 Date: 3/31/2012
Perf: $1,926.72 Date: 2/29/2012
Perf: $1,865.35 Date: 1/31/2012
Perf: $1,788.10 Date: 12/31/2011
Perf: $1,711.43 Date: 11/30/2011
Perf: $1,694.15 Date: 10/31/2011
Perf: $1,697.88 Date: 9/30/2011
Perf: $1,530.59 Date: 8/31/2011
Perf: $1,646.33 Date: 7/31/2011
Perf: $1,740.86 Date: 6/30/2011
Perf: $1,776.93 Date: 5/31/2011
Perf: $1,807.11 Date: 4/30/2011
Perf: $1,827.76 Date: 3/31/2011
Perf: $1,775.21 Date: 2/28/2011
Perf: $1,774.50 Date: 1/31/2011
Perf: $1,715.66 Date: 12/31/2010
Perf: $1,675.94 Date: 11/30/2010
Perf: $1,570.99 Date: 10/31/2010
Perf: $1,570.84 Date: 9/30/2010
Perf: $1,513.18 Date: 8/31/2010
Perf: $1,389.26 Date: 7/31/2010
Perf: $1,454.88 Date: 6/30/2010
Perf: $1,359.57 Date: 5/31/2010
Perf: $1,434.60 Date: 4/30/2010
Perf: $1,559.18 Date: 3/31/2010
Perf: $1,534.93 Date: 2/28/2010
Perf: $1,447.64 Date: 1/31/2010
Perf: $1,404.11 Date: 12/31/2009
Perf: $1,456.54 Date: 11/30/2009
Perf: $1,428.96 Date: 10/31/2009
Perf: $1,348.08 Date: 9/30/2009
Perf: $1,373.63 Date: 8/31/2009
Perf: $1,324.24 Date: 7/31/2009
Perf: $1,278.10 Date: 6/30/2009
Perf: $1,188.26 Date: 5/31/2009
Perf: $1,185.89 Date: 4/30/2009
Perf: $1,123.11 Date: 3/31/2009
Perf: $1,025.02 Date: 2/28/2009
Perf: $942.46 Date: 1/31/2009
Perf: $1,054.79 Date: 12/31/2008
Perf: $1,151.90 Date: 11/30/2008
Perf: $1,139.81 Date: 10/31/2008
Perf: $1,227.98 Date: 9/30/2008
Perf: $1,475.76 Date: 8/31/2008
Perf: $1,620.12 Date: 7/31/2008
Perf: $1,596.96 Date: 6/30/2008
Perf: $1,610.49 Date: 5/31/2008
Perf: $1,758.75 Date: 4/30/2008
Perf: $1,736.18 Date: 3/31/2008
Perf: $1,655.56 Date: 2/29/2008
Perf: $1,662.71 Date: 1/31/2008
Perf: $1,718.56 Date: 12/31/2007
Perf: $1,828.25 Date: 11/30/2007
Perf: $1,840.96 Date: 10/31/2007
Perf: $1,921.27 Date: 9/30/2007
Perf: $1,891.20 Date: 8/31/2007
Perf: $1,823.01 Date: 7/31/2007
Perf: $1,796.07 Date: 6/30/2007
Perf: $1,853.53 Date: 5/31/2007
Perf: $1,884.82 Date: 4/30/2007
Perf: $1,821.26 Date: 3/31/2007
Perf: $1,744.00 Date: 2/28/2007
Perf: $1,724.68 Date: 1/31/2007
Perf: $1,759.16 Date: 12/31/2006
Perf: $1,733.00 Date: 11/30/2006
Perf: $1,709.07 Date: 10/31/2006
Perf: $1,677.20 Date: 9/30/2006
Perf: $1,624.25 Date: 8/31/2006
Perf: $1,583.40 Date: 7/31/2006
Perf: $1,546.59 Date: 6/30/2006
Perf: $1,537.06 Date: 5/31/2006
Perf: $1,534.91 Date: 4/30/2006
Perf: $1,580.43 Date: 3/31/2006
Perf: $1,559.53 Date: 2/28/2006
Perf: $1,540.43 Date: 1/31/2006
Perf: $1,536.28 Date: 12/31/2005
Perf: $1,496.62 Date: 11/30/2005
Perf: $1,496.17 Date: 10/31/2005
Perf: $1,441.68 Date: 9/30/2005
Perf: $1,466.16 Date: 8/31/2005
Perf: $1,454.38 Date: 7/31/2005
Perf: $1,467.74 Date: 6/30/2005
Perf: $1,415.10 Date: 5/31/2005
Perf: $1,413.12 Date: 4/30/2005
Perf: $1,369.56 Date: 3/31/2005
Perf: $1,396.09 Date: 2/28/2005
Perf: $1,421.25 Date: 1/31/2005
Perf: $1,392.01 Date: 12/31/2004
Perf: $1,426.83 Date: 11/30/2004
Perf: $1,379.91 Date: 10/31/2004
Perf: $1,326.20 Date: 9/30/2004
Perf: $1,306.22 Date: 8/31/2004
Perf: $1,292.26 Date: 7/31/2004
Perf: $1,287.11 Date: 6/30/2004
Perf: $1,331.17 Date: 5/31/2004
Perf: $1,305.84 Date: 4/30/2004
Perf: $1,288.19 Date: 3/31/2004
Perf: $1,308.74 Date: 2/29/2004
Perf: $1,328.80 Date: 1/31/2004
Perf: $1,310.59 Date: 12/31/2003
Perf: $1,286.91 Date: 11/30/2003
Perf: $1,222.83 Date: 10/31/2003
Perf: $1,212.16 Date: 9/30/2003
Perf: $1,147.23 Date: 8/31/2003
Perf: $1,159.52 Date: 7/31/2003
Perf: $1,137.34 Date: 6/30/2003
Perf: $1,117.67 Date: 5/31/2003
Perf: $1,103.55 Date: 4/30/2003
Perf: $1,048.30 Date: 3/31/2003
Perf: $968.50 Date: 2/28/2003
Perf: $959.19 Date: 1/31/2003
Perf: $973.80 Date: 12/31/2002
Perf: $1,000.00 Date: 2/29/2020
Perf: $3,771.08 Date: 1/31/2020
Perf: $3,550.25 Date: 12/31/2019
Perf: $3,191.24 Date: 11/30/2019
Perf: $3,476.30 Date: 10/31/2019
Perf: $3,548.33 Date: 9/30/2019
Perf: $3,690.02 Date: 8/31/2019
Perf: $3,857.03 Date: 7/31/2019
Perf: $3,382.47 Date: 6/30/2019
Perf: $3,356.29 Date: 5/31/2019
Perf: $3,444.47 Date: 4/30/2019
Perf: $3,016.18 Date: 3/31/2019
Perf: $3,137.93 Date: 2/28/2019
Perf: $2,948.35 Date: 1/31/2019
Perf: $3,058.77 Date: 12/31/2018
Perf: $3,275.97 Date: 11/30/2018
Perf: $2,896.78 Date: 10/31/2018
Perf: $2,824.75 Date: 9/30/2018
Perf: $2,461.22 Date: 8/31/2018
Perf: $2,548.64 Date: 7/31/2018
Perf: $2,488.91 Date: 6/30/2018
Perf: $2,431.76 Date: 5/31/2018
Perf: $2,368.06 Date: 4/30/2018
Perf: $2,217.49 Date: 3/31/2018
Perf: $2,301.98 Date: 2/28/2018
Perf: $2,228.44 Date: 1/31/2018
Perf: $2,151.42 Date: 12/31/2017
Perf: $2,300.98 Date: 11/30/2017
Perf: $2,374.84 Date: 10/31/2017
Perf: $2,398.10 Date: 9/30/2017
Perf: $2,433.14 Date: 8/31/2017
Perf: $2,503.48 Date: 7/31/2017
Perf: $2,430.80 Date: 6/30/2017
Perf: $2,522.89 Date: 5/31/2017
Perf: $2,596.37 Date: 4/30/2017
Perf: $2,590.93 Date: 3/31/2017
Perf: $2,541.37 Date: 2/28/2017
Perf: $2,531.24 Date: 1/31/2017
Perf: $2,482.10 Date: 12/31/2016
Perf: $2,549.40 Date: 11/30/2016
Perf: $2,578.80 Date: 10/31/2016
Perf: $2,692.42 Date: 9/30/2016
Perf: $2,755.52 Date: 8/31/2016
Perf: $2,783.64 Date: 7/31/2016
Perf: $2,787.54 Date: 6/30/2016
Perf: $2,771.19 Date: 5/31/2016
Perf: $2,712.60 Date: 4/30/2016
Perf: $2,653.17 Date: 3/31/2016
Perf: $2,715.90 Date: 2/29/2016
Perf: $2,896.04 Date: 1/31/2016
Perf: $2,794.59 Date: 12/31/2015
Perf: $2,600.83 Date: 11/30/2015
Perf: $2,593.31 Date: 10/31/2015
Perf: $2,518.27 Date: 9/30/2015
Perf: $2,624.29 Date: 8/31/2015
Perf: $2,550.58 Date: 7/31/2015
Perf: $2,456.26 Date: 6/30/2015
Perf: $2,269.69 Date: 5/31/2015
Perf: $2,336.51 Date: 4/30/2015
Perf: $2,295.20 Date: 3/31/2015
Perf: $2,467.69 Date: 2/28/2015
Perf: $2,372.78 Date: 1/31/2015
Perf: $2,467.79 Date: 12/31/2014
Perf: $2,299.90 Date: 11/30/2014
Perf: $2,195.61 Date: 10/31/2014
Perf: $2,090.85 Date: 9/30/2014
Perf: $2,065.04 Date: 8/31/2014
Perf: $2,016.84 Date: 7/31/2014
Perf: $1,924.46 Date: 6/30/2014
Perf: $1,845.30 Date: 5/31/2014
Perf: $1,835.02 Date: 4/30/2014
Perf: $1,739.19 Date: 3/31/2014
Perf: $1,720.95 Date: 2/28/2014
Perf: $1,744.15 Date: 1/31/2014
Perf: $1,759.10 Date: 12/31/2013
Perf: $1,628.95 Date: 11/30/2013
Perf: $1,741.26 Date: 10/31/2013
Perf: $1,698.79 Date: 9/30/2013
Perf: $1,666.62 Date: 8/31/2013
Perf: $1,681.25 Date: 7/31/2013
Perf: $1,724.18 Date: 6/30/2013
Perf: $1,744.77 Date: 5/31/2013
Perf: $1,863.67 Date: 4/30/2013
Perf: $1,947.21 Date: 3/31/2013
Perf: $1,847.10 Date: 2/28/2013
Perf: $1,790.17 Date: 1/31/2013
Perf: $1,810.26 Date: 12/31/2012
Perf: $1,794.29 Date: 11/30/2012
Perf: $1,769.35 Date: 10/31/2012
Perf: $1,724.85 Date: 9/30/2012
Perf: $1,785.55 Date: 8/31/2012
Perf: $1,831.71 Date: 7/31/2012
Perf: $1,894.22 Date: 6/30/2012
Perf: $1,840.84 Date: 5/31/2012
Perf: $1,936.09 Date: 4/30/2012
Perf: $1,908.23 Date: 3/31/2012
Perf: $1,850.68 Date: 2/29/2012
Perf: $1,863.54 Date: 1/31/2012
Perf: $1,924.94 Date: 12/31/2011
Perf: $1,973.69 Date: 11/30/2011
Perf: $1,911.75 Date: 10/31/2011
Perf: $1,823.15 Date: 9/30/2011
Perf: $1,976.31 Date: 8/31/2011
Perf: $1,909.29 Date: 7/31/2011
Perf: $1,940.73 Date: 6/30/2011
Perf: $1,844.28 Date: 5/31/2011
Perf: $1,944.21 Date: 4/30/2011
Perf: $2,013.06 Date: 3/31/2011
Perf: $1,978.24 Date: 2/28/2011
Perf: $2,028.55 Date: 1/31/2011
Perf: $1,982.55 Date: 12/31/2010
Perf: $1,986.92 Date: 11/30/2010
Perf: $1,865.31 Date: 10/31/2010
Perf: $1,957.51 Date: 9/30/2010
Perf: $1,901.97 Date: 8/31/2010
Perf: $1,948.14 Date: 7/31/2010
Perf: $1,771.04 Date: 6/30/2010
Perf: $1,867.98 Date: 5/31/2010
Perf: $1,863.33 Date: 4/30/2010
Perf: $1,936.32 Date: 3/31/2010
Perf: $1,924.39 Date: 2/28/2010
Perf: $1,872.52 Date: 1/31/2010
Perf: $1,824.36 Date: 12/31/2009
Perf: $1,910.73 Date: 11/30/2009
Perf: $1,943.37 Date: 10/31/2009
Perf: $1,881.11 Date: 9/30/2009
Perf: $1,901.65 Date: 8/31/2009
Perf: $1,871.70 Date: 7/31/2009
Perf: $1,826.94 Date: 6/30/2009
Perf: $1,727.44 Date: 5/31/2009
Perf: $1,805.62 Date: 4/30/2009
Perf: $1,803.46 Date: 3/31/2009
Perf: $1,814.35 Date: 2/28/2009
Perf: $1,812.53 Date: 1/31/2009
Perf: $1,809.28 Date: 12/31/2008
Perf: $1,800.81 Date: 11/30/2008
Perf: $1,770.19 Date: 10/31/2008
Perf: $1,727.35 Date: 9/30/2008
Perf: $1,520.15 Date: 8/31/2008
Perf: $1,445.97 Date: 7/31/2008
Perf: $1,513.95 Date: 6/30/2008
Perf: $1,624.24 Date: 5/31/2008
Perf: $1,560.57 Date: 4/30/2008
Perf: $1,551.10 Date: 3/31/2008
Perf: $1,598.91 Date: 2/29/2008
Perf: $1,618.99 Date: 1/31/2008
Perf: $1,510.39 Date: 12/31/2007
Perf: $1,436.00 Date: 11/30/2007
Perf: $1,398.12 Date: 10/31/2007
Perf: $1,363.75 Date: 9/30/2007
Perf: $1,323.51 Date: 8/31/2007
Perf: $1,297.69 Date: 7/31/2007
Perf: $1,431.54 Date: 6/30/2007
Perf: $1,502.46 Date: 5/31/2007
Perf: $1,438.72 Date: 4/30/2007
Perf: $1,382.32 Date: 3/31/2007
Perf: $1,347.16 Date: 2/28/2007
Perf: $1,334.35 Date: 1/31/2007
Perf: $1,371.38 Date: 12/31/2006
Perf: $1,353.11 Date: 11/30/2006
Perf: $1,329.97 Date: 10/31/2006
Perf: $1,313.55 Date: 9/30/2006
Perf: $1,279.39 Date: 8/31/2006
Perf: $1,275.82 Date: 7/31/2006
Perf: $1,265.82 Date: 6/30/2006
Perf: $1,281.45 Date: 5/31/2006
Perf: $1,313.91 Date: 4/30/2006
Perf: $1,321.30 Date: 3/31/2006
Perf: $1,272.69 Date: 2/28/2006
Perf: $1,198.84 Date: 1/31/2006
Perf: $1,194.42 Date: 12/31/2005
Perf: $1,143.42 Date: 11/30/2005
Perf: $1,159.19 Date: 10/31/2005
Perf: $1,102.41 Date: 9/30/2005
Perf: $1,147.27 Date: 8/31/2005
Perf: $1,143.04 Date: 7/31/2005
Perf: $1,109.64 Date: 6/30/2005
Perf: $1,133.68 Date: 5/31/2005
Perf: $1,101.51 Date: 4/30/2005
Perf: $1,103.61 Date: 3/31/2005
Perf: $1,138.21 Date: 2/28/2005
Perf: $1,167.40 Date: 1/31/2005
Perf: $1,159.63 Date: 12/31/2004
Perf: $1,170.28 Date: 11/30/2004
Perf: $1,162.72 Date: 10/31/2004
Perf: $1,100.54 Date: 9/30/2004
Perf: $1,087.92 Date: 8/31/2004
Perf: $1,043.37 Date: 7/31/2004
Perf: $1,121.78 Date: 6/30/2004
Perf: $1,127.19 Date: 5/31/2004
Perf: $1,140.88 Date: 4/30/2004
Perf: $1,144.54 Date: 3/31/2004
Perf: $1,217.47 Date: 2/29/2004
Perf: $1,233.38 Date: 1/31/2004
Perf: $1,178.35 Date: 12/31/2003
Perf: $1,153.10 Date: 11/30/2003
Perf: $1,131.49 Date: 10/31/2003
Perf: $1,127.31 Date: 9/30/2003
Perf: $1,060.40 Date: 8/31/2003
Perf: $1,035.04 Date: 7/31/2003
Perf: $1,019.95 Date: 6/30/2003
Perf: $1,044.39 Date: 5/31/2003
Perf: $1,090.74 Date: 4/30/2003
Perf: $1,055.29 Date: 3/31/2003
Perf: $1,058.14 Date: 2/28/2003
Perf: $1,101.09 Date: 1/31/2003
Perf: $1,061.80 Date: 12/31/2002
Perf: $1,000.00

Note: All performance data is since program inception.

Monthly Returns

Date Range: 12/02 - 02/20
Date: 2/29/2020
Return: 6.22 % Date: 1/31/2020
Return: 11.25 % Date: 12/31/2019
Return: -8.20 % Date: 11/30/2019
Return: -2.03 % Date: 10/31/2019
Return: -3.84 % Date: 9/30/2019
Return: -4.33 % Date: 8/31/2019
Return: 14.03 % Date: 7/31/2019
Return: 0.78 % Date: 6/30/2019
Return: -2.56 % Date: 5/31/2019
Return: 14.20 % Date: 4/30/2019
Return: -3.88 % Date: 3/31/2019
Return: 6.43 % Date: 2/28/2019
Return: -3.61 % Date: 1/31/2019
Return: -6.63 % Date: 12/31/2018
Return: 13.09 % Date: 11/30/2018
Return: 2.55 % Date: 10/31/2018
Return: 14.77 % Date: 9/30/2018
Return: -3.43 % Date: 8/31/2018
Return: 2.40 % Date: 7/31/2018
Return: 2.35 % Date: 6/30/2018
Return: 2.69 % Date: 5/31/2018
Return: 6.79 % Date: 4/30/2018
Return: -3.67 % Date: 3/31/2018
Return: 3.30 % Date: 2/28/2018
Return: 3.58 % Date: 1/31/2018
Return: -6.50 % Date: 12/31/2017
Return: -3.11 % Date: 11/30/2017
Return: -0.97 % Date: 10/31/2017
Return: -1.44 % Date: 9/30/2017
Return: -2.81 % Date: 8/31/2017
Return: 2.99 % Date: 7/31/2017
Return: -3.65 % Date: 6/30/2017
Return: -2.83 % Date: 5/31/2017
Return: 0.21 % Date: 4/30/2017
Return: 1.95 % Date: 3/31/2017
Return: 0.40 % Date: 2/28/2017
Return: 1.98 % Date: 1/31/2017
Return: -2.64 % Date: 12/31/2016
Return: -1.14 % Date: 11/30/2016
Return: -4.22 % Date: 10/31/2016
Return: -2.29 % Date: 9/30/2016
Return: -1.01 % Date: 8/31/2016
Return: -0.14 % Date: 7/31/2016
Return: 0.59 % Date: 6/30/2016
Return: 2.16 % Date: 5/31/2016
Return: 2.24 % Date: 4/30/2016
Return: -2.31 % Date: 3/31/2016
Return: -6.22 % Date: 2/29/2016
Return: 3.63 % Date: 1/31/2016
Return: 7.45 % Date: 12/31/2015
Return: 0.29 % Date: 11/30/2015
Return: 2.98 % Date: 10/31/2015
Return: -4.04 % Date: 9/30/2015
Return: 2.89 % Date: 8/31/2015
Return: 3.84 % Date: 7/31/2015
Return: 8.22 % Date: 6/30/2015
Return: -2.86 % Date: 5/31/2015
Return: 1.80 % Date: 4/30/2015
Return: -6.99 % Date: 3/31/2015
Return: 4.00 % Date: 2/28/2015
Return: -3.85 % Date: 1/31/2015
Return: 7.30 % Date: 12/31/2014
Return: 4.75 % Date: 11/30/2014
Return: 5.01 % Date: 10/31/2014
Return: 1.25 % Date: 9/30/2014
Return: 2.39 % Date: 8/31/2014
Return: 4.80 % Date: 7/31/2014
Return: 4.29 % Date: 6/30/2014
Return: 0.56 % Date: 5/31/2014
Return: 5.51 % Date: 4/30/2014
Return: 1.06 % Date: 3/31/2014
Return: -1.33 % Date: 2/28/2014
Return: -0.85 % Date: 1/31/2014
Return: 7.99 % Date: 12/31/2013
Return: -6.45 % Date: 11/30/2013
Return: 2.50 % Date: 10/31/2013
Return: 1.93 % Date: 9/30/2013
Return: -0.87 % Date: 8/31/2013
Return: -2.49 % Date: 7/31/2013
Return: -1.18 % Date: 6/30/2013
Return: -6.38 % Date: 5/31/2013
Return: -4.29 % Date: 4/30/2013
Return: 5.42 % Date: 3/31/2013
Return: 3.18 % Date: 2/28/2013
Return: -1.11 % Date: 1/31/2013
Return: 0.89 % Date: 12/31/2012
Return: 1.41 % Date: 11/30/2012
Return: 2.58 % Date: 10/31/2012
Return: -3.40 % Date: 9/30/2012
Return: -2.52 % Date: 8/31/2012
Return: -3.30 % Date: 7/31/2012
Return: 2.90 % Date: 6/30/2012
Return: -4.92 % Date: 5/31/2012
Return: 1.46 % Date: 4/30/2012
Return: 3.11 % Date: 3/31/2012
Return: -0.69 % Date: 2/29/2012
Return: -3.19 % Date: 1/31/2012
Return: -2.47 % Date: 12/31/2011
Return: 3.24 % Date: 11/30/2011
Return: 4.86 % Date: 10/31/2011
Return: -7.75 % Date: 9/30/2011
Return: 3.51 % Date: 8/31/2011
Return: -1.62 % Date: 7/31/2011
Return: 5.23 % Date: 6/30/2011
Return: -5.14 % Date: 5/31/2011
Return: -3.42 % Date: 4/30/2011
Return: 1.76 % Date: 3/31/2011
Return: -2.48 % Date: 2/28/2011
Return: 2.32 % Date: 1/31/2011
Return: -0.22 % Date: 12/31/2010
Return: 6.52 % Date: 11/30/2010
Return: -4.71 % Date: 10/31/2010
Return: 2.92 % Date: 9/30/2010
Return: -2.37 % Date: 8/31/2010
Return: 10.00 % Date: 7/31/2010
Return: -5.19 % Date: 6/30/2010
Return: 0.25 % Date: 5/31/2010
Return: -3.77 % Date: 4/30/2010
Return: 0.62 % Date: 3/31/2010
Return: 2.77 % Date: 2/28/2010
Return: 2.64 % Date: 1/31/2010
Return: -4.52 % Date: 12/31/2009
Return: -1.68 % Date: 11/30/2009
Return: 3.31 % Date: 10/31/2009
Return: -1.08 % Date: 9/30/2009
Return: 1.60 % Date: 8/31/2009
Return: 2.45 % Date: 7/31/2009
Return: 5.76 % Date: 6/30/2009
Return: -4.33 % Date: 5/31/2009
Return: 0.12 % Date: 4/30/2009
Return: -0.60 % Date: 3/31/2009
Return: 0.10 % Date: 2/28/2009
Return: 0.18 % Date: 1/31/2009
Return: 0.47 % Date: 12/31/2008
Return: 1.73 % Date: 11/30/2008
Return: 2.48 % Date: 10/31/2008
Return: 13.63 % Date: 9/30/2008
Return: 5.13 % Date: 8/31/2008
Return: -4.49 % Date: 7/31/2008
Return: -6.79 % Date: 6/30/2008
Return: 4.08 % Date: 5/31/2008
Return: 0.61 % Date: 4/30/2008
Return: -2.99 % Date: 3/31/2008
Return: -1.24 % Date: 2/29/2008
Return: 7.19 % Date: 1/31/2008
Return: 5.18 % Date: 12/31/2007
Return: 2.71 % Date: 11/30/2007
Return: 2.52 % Date: 10/31/2007
Return: 3.04 % Date: 9/30/2007
Return: 1.99 % Date: 8/31/2007
Return: -9.35 % Date: 7/31/2007
Return: -4.72 % Date: 6/30/2007
Return: 4.43 % Date: 5/31/2007
Return: 4.08 % Date: 4/30/2007
Return: 2.61 % Date: 3/31/2007
Return: 0.96 % Date: 2/28/2007
Return: -2.70 % Date: 1/31/2007
Return: 1.35 % Date: 12/31/2006
Return: 1.74 % Date: 11/30/2006
Return: 1.25 % Date: 10/31/2006
Return: 2.67 % Date: 9/30/2006
Return: 0.28 % Date: 8/31/2006
Return: 0.79 % Date: 7/31/2006
Return: -1.22 % Date: 6/30/2006
Return: -2.47 % Date: 5/31/2006
Return: -0.56 % Date: 4/30/2006
Return: 3.82 % Date: 3/31/2006
Return: 6.16 % Date: 2/28/2006
Return: 0.37 % Date: 1/31/2006
Return: 4.46 % Date: 12/31/2005
Return: -1.36 % Date: 11/30/2005
Return: 5.15 % Date: 10/31/2005
Return: -3.91 % Date: 9/30/2005
Return: 0.37 % Date: 8/31/2005
Return: 3.01 % Date: 7/31/2005
Return: -2.12 % Date: 6/30/2005
Return: 2.92 % Date: 5/31/2005
Return: -0.19 % Date: 4/30/2005
Return: -3.04 % Date: 3/31/2005
Return: -2.50 % Date: 2/28/2005
Return: 0.67 % Date: 1/31/2005
Return: -0.91 % Date: 12/31/2004
Return: 0.65 % Date: 11/30/2004
Return: 5.65 % Date: 10/31/2004
Return: 1.16 % Date: 9/30/2004
Return: 4.27 % Date: 8/31/2004
Return: -6.99 % Date: 7/31/2004
Return: -0.48 % Date: 6/30/2004
Return: -1.20 % Date: 5/31/2004
Return: -0.32 % Date: 4/30/2004
Return: -5.99 % Date: 3/31/2004
Return: -1.29 % Date: 2/29/2004
Return: 4.67 % Date: 1/31/2004
Return: 2.19 % Date: 12/31/2003
Return: 1.91 % Date: 11/30/2003
Return: 0.37 % Date: 10/31/2003
Return: 6.31 % Date: 9/30/2003
Return: 2.45 % Date: 8/31/2003
Return: 1.48 % Date: 7/31/2003
Return: -2.34 % Date: 6/30/2003
Return: -4.25 % Date: 5/31/2003
Return: 3.36 % Date: 4/30/2003
Return: -0.27 % Date: 3/31/2003
Return: -3.90 % Date: 2/28/2003
Return: 3.70 % Date: 1/31/2003
Return: 6.18 % Date: 12/31/2002
Return: 0.00 %

Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/02 - 02/20
Return: 11.00 %
Count: 1 Return: 13.00 %
Count: 1 Return: 15.00 %
Count: 1 Return: 8.00 %
Count: 2 Return: -8.00 %
Count: 2 Return: 10.00 %
Count: 1 Return: 14.00 %
Count: 3 Return: 7.00 %
Count: 5 Return: -9.00 %
Count: 1 Return: -5.00 %
Count: 6 Return: -3.00 %
Count: 16 Return: -7.00 %
Count: 5 Return: -6.00 %
Count: 4 Return: -1.00 %
Count: 19 Return: 5.00 %
Count: 10 Return: 2.00 %
Count: 20 Return: 1.00 %
Count: 18 Return: -2.00 %
Count: 12 Return: 3.00 %
Count: 24 Return: -4.00 %
Count: 16 Return: 4.00 %
Count: 13 Return: 6.00 %
Count: 8 Return: 0.00 %
Count: 19

Note: All performance data is since program inception.

Underwater Curve

Date Range: 12/02 - 02/20
Date: 2/29/2020
Drawdown: -2.23 % Date: 1/31/2020
Drawdown: -7.95 % Date: 12/31/2019
Drawdown: -17.26 % Date: 11/30/2019
Drawdown: -9.87 % Date: 10/31/2019
Drawdown: -8.00 % Date: 9/30/2019
Drawdown: -4.33 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: -1.80 % Date: 6/30/2019
Drawdown: -2.56 % Date: 5/31/2019
Drawdown: 0.00 % Date: 4/30/2019
Drawdown: -7.93 % Date: 3/31/2019
Drawdown: -4.21 % Date: 2/28/2019
Drawdown: -10.00 % Date: 1/31/2019
Drawdown: -6.63 % Date: 12/31/2018
Drawdown: 0.00 % Date: 11/30/2018
Drawdown: 0.00 % Date: 10/31/2018
Drawdown: -2.46 % Date: 9/30/2018
Drawdown: -15.01 % Date: 8/31/2018
Drawdown: -12.00 % Date: 7/31/2018
Drawdown: -14.06 % Date: 6/30/2018
Drawdown: -16.03 % Date: 5/31/2018
Drawdown: -18.23 % Date: 4/30/2018
Drawdown: -23.43 % Date: 3/31/2018
Drawdown: -20.51 % Date: 2/28/2018
Drawdown: -23.05 % Date: 1/31/2018
Drawdown: -25.71 % Date: 12/31/2017
Drawdown: -20.55 % Date: 11/30/2017
Drawdown: -18.00 % Date: 10/31/2017
Drawdown: -17.19 % Date: 9/30/2017
Drawdown: -15.98 % Date: 8/31/2017
Drawdown: -13.55 % Date: 7/31/2017
Drawdown: -16.06 % Date: 6/30/2017
Drawdown: -12.88 % Date: 5/31/2017
Drawdown: -10.35 % Date: 4/30/2017
Drawdown: -10.54 % Date: 3/31/2017
Drawdown: -12.25 % Date: 2/28/2017
Drawdown: -12.60 % Date: 1/31/2017
Drawdown: -14.29 % Date: 12/31/2016
Drawdown: -11.97 % Date: 11/30/2016
Drawdown: -10.95 % Date: 10/31/2016
Drawdown: -7.03 % Date: 9/30/2016
Drawdown: -4.85 % Date: 8/31/2016
Drawdown: -3.88 % Date: 7/31/2016
Drawdown: -3.75 % Date: 6/30/2016
Drawdown: -4.31 % Date: 5/31/2016
Drawdown: -6.33 % Date: 4/30/2016
Drawdown: -8.39 % Date: 3/31/2016
Drawdown: -6.22 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -0.89 % Date: 11/30/2015
Drawdown: -1.18 % Date: 10/31/2015
Drawdown: -4.04 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: -0.47 % Date: 6/30/2015
Drawdown: -8.03 % Date: 5/31/2015
Drawdown: -5.32 % Date: 4/30/2015
Drawdown: -6.99 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -3.85 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: -0.58 % Date: 7/31/2014
Drawdown: -5.13 % Date: 6/30/2014
Drawdown: -9.03 % Date: 5/31/2014
Drawdown: -9.54 % Date: 4/30/2014
Drawdown: -14.26 % Date: 3/31/2014
Drawdown: -15.16 % Date: 2/28/2014
Drawdown: -14.02 % Date: 1/31/2014
Drawdown: -13.28 % Date: 12/31/2013
Drawdown: -19.70 % Date: 11/30/2013
Drawdown: -14.16 % Date: 10/31/2013
Drawdown: -16.26 % Date: 9/30/2013
Drawdown: -17.84 % Date: 8/31/2013
Drawdown: -17.12 % Date: 7/31/2013
Drawdown: -15.00 % Date: 6/30/2013
Drawdown: -13.99 % Date: 5/31/2013
Drawdown: -8.13 % Date: 4/30/2013
Drawdown: -4.01 % Date: 3/31/2013
Drawdown: -8.94 % Date: 2/28/2013
Drawdown: -11.75 % Date: 1/31/2013
Drawdown: -10.76 % Date: 12/31/2012
Drawdown: -11.55 % Date: 11/30/2012
Drawdown: -12.78 % Date: 10/31/2012
Drawdown: -14.97 % Date: 9/30/2012
Drawdown: -11.98 % Date: 8/31/2012
Drawdown: -9.70 % Date: 7/31/2012
Drawdown: -6.62 % Date: 6/30/2012
Drawdown: -9.25 % Date: 5/31/2012
Drawdown: -4.56 % Date: 4/30/2012
Drawdown: -5.93 % Date: 3/31/2012
Drawdown: -8.77 % Date: 2/29/2012
Drawdown: -8.13 % Date: 1/31/2012
Drawdown: -5.11 % Date: 12/31/2011
Drawdown: -2.70 % Date: 11/30/2011
Drawdown: -5.76 % Date: 10/31/2011
Drawdown: -10.13 % Date: 9/30/2011
Drawdown: -2.58 % Date: 8/31/2011
Drawdown: -5.88 % Date: 7/31/2011
Drawdown: -4.33 % Date: 6/30/2011
Drawdown: -9.08 % Date: 5/31/2011
Drawdown: -4.16 % Date: 4/30/2011
Drawdown: -0.76 % Date: 3/31/2011
Drawdown: -2.48 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -0.22 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -4.71 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -2.37 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -8.87 % Date: 6/30/2010
Drawdown: -3.88 % Date: 5/31/2010
Drawdown: -4.12 % Date: 4/30/2010
Drawdown: -0.36 % Date: 3/31/2010
Drawdown: -0.98 % Date: 2/28/2010
Drawdown: -3.65 % Date: 1/31/2010
Drawdown: -6.12 % Date: 12/31/2009
Drawdown: -1.68 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -1.08 % Date: 9/30/2009
Drawdown: 0.00 % Date: 8/31/2009
Drawdown: 0.00 % Date: 7/31/2009
Drawdown: 0.00 % Date: 6/30/2009
Drawdown: -4.79 % Date: 5/31/2009
Drawdown: -0.48 % Date: 4/30/2009
Drawdown: -0.60 % Date: 3/31/2009
Drawdown: 0.00 % 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: 0.00 % Date: 9/30/2008
Drawdown: -6.41 % Date: 8/31/2008
Drawdown: -10.98 % Date: 7/31/2008
Drawdown: -6.79 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: -3.61 % Date: 4/30/2008
Drawdown: -4.19 % Date: 3/31/2008
Drawdown: -1.24 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: 0.00 % Date: 12/31/2007
Drawdown: -4.42 % Date: 11/30/2007
Drawdown: -6.94 % Date: 10/31/2007
Drawdown: -9.23 % Date: 9/30/2007
Drawdown: -11.91 % Date: 8/31/2007
Drawdown: -13.63 % Date: 7/31/2007
Drawdown: -4.72 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: -1.77 % Date: 2/28/2007
Drawdown: -2.70 % Date: 1/31/2007
Drawdown: 0.00 % Date: 12/31/2006
Drawdown: 0.00 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: -0.59 % Date: 9/30/2006
Drawdown: -3.17 % Date: 8/31/2006
Drawdown: -3.44 % Date: 7/31/2006
Drawdown: -4.20 % Date: 6/30/2006
Drawdown: -3.02 % Date: 5/31/2006
Drawdown: -0.56 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: 0.00 % Date: 2/28/2006
Drawdown: -2.80 % Date: 1/31/2006
Drawdown: -3.16 % Date: 12/31/2005
Drawdown: -7.29 % Date: 11/30/2005
Drawdown: -6.02 % Date: 10/31/2005
Drawdown: -10.62 % Date: 9/30/2005
Drawdown: -6.98 % Date: 8/31/2005
Drawdown: -7.32 % Date: 7/31/2005
Drawdown: -10.03 % Date: 6/30/2005
Drawdown: -8.08 % Date: 5/31/2005
Drawdown: -10.69 % Date: 4/30/2005
Drawdown: -10.52 % Date: 3/31/2005
Drawdown: -7.72 % Date: 2/28/2005
Drawdown: -5.35 % Date: 1/31/2005
Drawdown: -5.98 % Date: 12/31/2004
Drawdown: -5.12 % Date: 11/30/2004
Drawdown: -5.73 % Date: 10/31/2004
Drawdown: -10.77 % Date: 9/30/2004
Drawdown: -11.79 % Date: 8/31/2004
Drawdown: -15.41 % Date: 7/31/2004
Drawdown: -9.05 % Date: 6/30/2004
Drawdown: -8.61 % Date: 5/31/2004
Drawdown: -7.50 % Date: 4/30/2004
Drawdown: -7.20 % Date: 3/31/2004
Drawdown: -1.29 % Date: 2/29/2004
Drawdown: 0.00 % Date: 1/31/2004
Drawdown: 0.00 % Date: 12/31/2003
Drawdown: 0.00 % Date: 11/30/2003
Drawdown: 0.00 % Date: 10/31/2003
Drawdown: 0.00 % Date: 9/30/2003
Drawdown: -3.69 % Date: 8/31/2003
Drawdown: -6.00 % Date: 7/31/2003
Drawdown: -7.37 % Date: 6/30/2003
Drawdown: -5.15 % Date: 5/31/2003
Drawdown: -0.94 % Date: 4/30/2003
Drawdown: -4.16 % Date: 3/31/2003
Drawdown: -3.90 % Date: 2/28/2003
Drawdown: 0.00 % Date: 1/31/2003
Drawdown: 0.00 %

Note: All performance data is since program inception.

Manager Information

Manager Name:  Persistent Capital Management
Address: 3073 Americus Drive
City: Thompson Station
State: TN
Zip: 37179
Country: USA

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 
 Mini-Futures Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio: 11% 
 Managed Account Availability: Open 
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