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Equities - FTSE 100 Index (USD)
| The FTSE 100 Index is a capitalization-weighted index of the 100 most highly capitalized companies traded on the London Stock Exchange. The index was developed with a base of 1000 as of January 3, 1984. |
The risk of loss in trading commodity futures and options is substantial. Before trading, you should carefully
consider your financial position to determine if futures trading is appropriate for you.
Past performance is not indicative of future results.
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| Equities - FTSE 100 Index (USD) |
S&P 500 |
| Total Return |
1,034.50% | 1,107.25% |
| Ann Return* |
9.60% | 9.86% |
| Max Drawdown (%) |
(58.18%) | (50.92%) |
| Max Drawdown (M) |
16 | 16 |
| Winning Months |
182 | 203 |
| Losing Months |
136 | 115 |
| % Profitable |
57.23% | 63.84% |
| % Loss |
42.77% | 36.16% |
| Avg. Win Month |
4.39% | 3.45% |
| Avg. Lose Month |
(3.74%) | (3.64%) |
| Sharpe Ratio |
0.27 | 0.34 |
| Sortino Ratio |
0.13 | 0.16 |
| Sterling Ratio |
0.04 | (0.06) |
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* Annualized Compounded Return for Performance Dates above
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| Monthly Performance (%) Net of Fees |
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sept |
Oct |
Nov |
Dec |
Equities - FTSE 100 Index (USD) |
S&P 500 |
| 2010 | (4.89%) | (1.21%) | 6.22% | (1.41%) | (11.03%) | (1.74%) | 22.28% | | | | | | 5.18% | (7.43%) | | 2009 | (7.07%) | (7.60%) | 2.66% | 12.11% | 14.50% | (1.51%) | 10.11% | 4.64% | 2.99% | 0.95% | 3.25% | 2.78% | 41.65% | 26.47% | | 2008 | (8.61%) | 0.33% | (2.04%) | 6.90% | (0.41%) | (6.11%) | (4.13%) | (3.76%) | (14.61%) | (18.83%) | (6.01%) | (1.89%) | (47.06%) | (36.99%) | | 2007 | 0.02% | (0.21%) | 3.43% | 4.18% | 1.93% | 1.49% | (2.32%) | (1.10%) | 3.97% | 6.13% | (4.93%) | (3.23%) | 9.11% | 5.49% | | 2006 | 6.43% | (0.82%) | 2.99% | 5.93% | (1.86%) | 0.80% | 2.87% | 2.20% | (0.55%) | 4.89% | 2.23% | 2.34% | 30.72% | 15.78% | | 2005 | (0.89%) | 5.09% | (2.50%) | (0.56%) | (1.02%) | 1.59% | 1.48% | 3.62% | 1.37% | (2.68%) | 0.42% | 2.84% | 8.79% | 4.90% | | 2004 | 0.29% | 5.10% | (2.80%) | (1.05%) | 2.21% | (0.01%) | (0.99%) | 1.20% | 3.09% | 2.54% | 6.28% | 2.79% | 19.90% | 10.87% | | 2003 | (7.47%) | (1.27%) | (0.06%) | 10.51% | 5.87% | 0.66% | 0.43% | (1.06%) | 3.92% | 7.03% | 3.21% | 6.87% | 31.07% | 28.67% | | 2002 | (3.79%) | (0.66%) | 4.70% | 0.44% | (1.17%) | (4.00%) | (6.49%) | (0.83%) | (10.48%) | 8.34% | 2.90% | (2.06%) | (13.56%) | (22.09%) | | 2001 | (1.03%) | (6.66%) | (6.02%) | 6.90% | (3.40%) | (2.98%) | (1.04%) | (0.77%) | (7.01%) | 1.93% | 1.22% | 2.37% | (16.11%) | (11.88%) | | 2000 | (9.50%) | (2.36%) | 6.17% | (5.23%) | (3.08%) | 0.54% | (0.23%) | 1.72% | (3.44%) | 0.40% | (6.20%) | 6.50% | (14.86%) | (9.10%) | | 1999 | (0.77%) | 2.30% | 3.26% | 3.83% | (5.25%) | 0.16% | 1.58% | 0.01% | (1.06%) | 3.62% | 2.61% | 6.49% | 17.53% | 21.04% | | 1998 | 5.53% | 6.56% | 5.30% | (0.08%) | (2.81%) | 1.72% | (2.14%) | (7.17%) | (2.14%) | 6.04% | 4.15% | 3.35% | 18.69% | 28.58% | | 1997 | (3.08%) | 2.82% | 1.07% | 2.72% | 5.50% | 1.54% | 5.02% | (2.46%) | 8.75% | (3.99%) | 0.58% | 3.92% | 23.88% | 33.35% | | 1996 | (0.12%) | 0.50% | (0.24%) | 2.08% | 1.52% | (0.47%) | 0.37% | 5.60% | 2.72% | 4.94% | 5.62% | 3.76% | 29.31% | 22.94% | | 1995 | (1.24%) | 1.07% | 7.79% | 2.17% | 2.05% | 0.63% | 4.77% | (2.07%) | 3.44% | 0.62% | 0.69% | 2.55% | 24.48% | 37.54% | | 1994 | 4.21% | (5.82%) | (6.92%) | 3.67% | (5.21%) | 0.50% | 5.62% | 5.19% | (3.77%) | 5.98% | (4.19%) | (0.31%) | (2.35%) | 1.31% | | 1993 | (2.81%) | (2.00%) | 7.73% | 1.84% | 0.58% | (2.41%) | 0.42% | 7.12% | (1.38%) | 3.51% | 0.49% | 7.62% | 21.83% | 10.04% | | 1992 | (1.45%) | (2.02%) | (5.92%) | 11.31% | 5.05% | (3.05%) | (3.70%) | (0.91%) | (1.00%) | (8.69%) | 1.76% | 1.99% | (7.81%) | 7.61% | | 1991 | 3.19% | 6.70% | (6.09%) | 0.34% | (1.10%) | (7.72%) | 11.50% | 1.87% | 3.19% | (2.78%) | (4.13%) | 9.00% | 12.74% | 30.40% | | 1990 | 0.39% | (3.53%) | (2.09%) | (6.77%) | 13.94% | 5.54% | 4.37% | (5.45%) | (8.76%) | 6.56% | 4.83% | (0.97%) | 5.89% | (3.10%) | | 1989 | 11.93% | (2.90%) | 0.18% | 2.36% | (7.27%) | 0.44% | 14.78% | (2.16%) | (0.49%) | (9.09%) | 5.56% | 9.25% | 21.62% | 31.61% | | 1988 | (1.92%) | (0.98%) | 4.79% | 2.99% | (3.11%) | (3.24%) | (0.13%) | (6.92%) | 4.68% | 6.10% | 1.15% | (3.10%) | (0.56%) | 16.56% | | 1987 | 9.99% | 11.76% | 4.91% | 6.07% | 5.43% | 2.62% | 1.97% | (2.22%) | 4.67% | (21.64%) | (4.25%) | 11.99% | 29.77% | 5.25% | | 1986 | (0.73%) | 10.18% | 10.15% | 4.74% | (8.37%) | 7.11% | (8.06%) | 6.37% | (8.94%) | 1.91% | 2.28% | 6.09% | 21.94% | 18.67% | | 1985 | 1.48% | (6.13%) | 16.12% | 1.51% | 5.39% | (4.23%) | 10.09% | 4.79% | (2.60%) | 9.19% | 8.01% | (4.74%) | 43.05% | 31.72% | | 1984 | | 4.10% | 3.14% | (0.49%) | (11.11%) | (0.06%) | (6.59%) | 9.30% | (2.51%) | (0.33%) | 0.82% | 0.91% | (4.20%) | 6.87% |
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