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Equities - Nikkei 225 Stock Average (USD)
| The Nikkei-225 Stock Average is a price-weighted average of 225 top-rated Japanese companies listed in the First Section of the Tokyo Stock Exchange. The Nikkei Stock Average was first published on May 16, 1949. The average price was 176.21 Yen with a divisor of 225. |
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 - Nikkei 225 Stock Average (USD) |
S&P 500 |
| Total Return |
309.36% | 2,201.04% |
| Ann Return* |
4.70% | 10.77% |
| Max Drawdown (%) |
(73.95%) | (50.92%) |
| Max Drawdown (M) |
160 | 16 |
| Winning Months |
198 | 233 |
| Losing Months |
170 | 135 |
| % Profitable |
53.80% | 63.32% |
| % Loss |
46.20% | 36.68% |
| Avg. Win Month |
5.51% | 3.53% |
| Avg. Lose Month |
(5.10%) | (3.49%) |
| Sharpe Ratio |
0.03 | 0.44 |
| Sortino Ratio |
0.04 | 0.16 |
| Sterling Ratio |
(0.14) | (0.06) |
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* Annualized Compounded Return for Performance Dates above
|
|
| Monthly Performance (%) Net of Fees |
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sept |
Oct |
Nov |
Dec |
Equities - Nikkei 225 Stock Average (USD) |
S&P 500 |
| 2010 | (1.27%) | 1.18% | 4.78% | (0.93%) | (8.83%) | (1.14%) | (14.41%) | | | | | | (20.01%) | (7.43%) | | 2009 | (9.36%) | (13.02%) | 6.63% | 9.37% | 11.59% | 3.86% | 5.86% | 3.33% | 0.44% | (1.32%) | (2.88%) | 5.51% | 18.38% | 26.47% | | 2008 | (5.90%) | 2.26% | (3.12%) | 5.80% | 2.40% | (6.51%) | (2.42%) | (2.96%) | (11.12%) | (17.68%) | 2.04% | 10.21% | (26.42%) | (36.99%) | | 2007 | (0.61%) | 3.45% | (0.68%) | (1.17%) | 1.01% | 0.32% | (1.68%) | (1.18%) | 2.70% | (0.62%) | (2.66%) | (4.00%) | (5.24%) | 5.49% | | 2006 | 4.34% | (1.77%) | 4.20% | 2.31% | (7.34%) | (1.56%) | (0.45%) | 2.01% | (0.30%) | 2.82% | 0.09% | 2.92% | 6.89% | 15.78% | | 2005 | (1.37%) | 2.22% | (2.66%) | (4.53%) | 0.44% | 0.07% | 1.48% | 5.84% | 6.92% | (2.24%) | 6.27% | 10.02% | 23.61% | 4.90% | | 2004 | 2.18% | (0.76%) | 11.71% | (5.27%) | (3.63%) | 5.65% | (6.31%) | 0.20% | (2.95%) | 3.23% | 4.02% | 5.49% | 12.75% | 10.87% | | 2003 | (3.96%) | 1.81% | (4.02%) | (2.80%) | 7.41% | 7.28% | 4.91% | 11.82% | 3.56% | 4.82% | (3.90%) | 8.19% | 39.17% | 28.67% | | 2002 | (7.32%) | 6.26% | 5.44% | 7.57% | 5.82% | (6.13%) | (7.04%) | (1.75%) | (4.60%) | (8.56%) | 6.61% | (3.59%) | (9.14%) | (22.09%) | | 2001 | (1.26%) | (7.56%) | (5.34%) | 8.49% | (0.65%) | (6.86%) | (8.71%) | (4.95%) | (8.72%) | 3.22% | 2.53% | (7.46%) | (32.72%) | (11.88%) | | 2000 | (1.46%) | (0.26%) | 9.53% | (16.15%) | (8.85%) | 8.24% | (12.50%) | 10.24% | (7.60%) | (8.63%) | (0.63%) | (9.08%) | (34.47%) | (9.10%) | | 1999 | 3.58% | (3.28%) | 11.27% | 4.75% | (5.52%) | 9.54% | 7.57% | 2.32% | 4.01% | 4.14% | 6.01% | 1.18% | 54.52% | 21.04% | | 1998 | 11.84% | 1.77% | (6.67%) | (4.97%) | (4.01%) | 1.48% | (1.37%) | (11.60%) | (1.57%) | 18.78% | 3.72% | (0.28%) | 3.68% | 28.58% | | 1997 | (9.55%) | 2.06% | (5.10%) | 3.43% | 14.46% | 4.38% | (4.61%) | (12.16%) | (1.23%) | (7.66%) | (5.00%) | (9.90%) | (29.18%) | 33.35% | | 1996 | 1.39% | (1.61%) | 4.77% | 4.98% | (3.07%) | 1.32% | (5.64%) | (4.70%) | 4.58% | (7.07%) | 2.80% | (9.50%) | (12.39%) | 22.94% | | 1995 | (5.31%) | (5.80%) | 5.99% | 6.87% | (8.27%) | (6.12%) | 10.15% | (1.87%) | (2.87%) | (3.70%) | 6.17% | 4.52% | (2.39%) | 37.54% | | 1994 | 19.70% | 2.63% | (2.79%) | 4.63% | 2.86% | 4.78% | (2.63%) | 0.98% | (4.10%) | 4.47% | (6.40%) | 2.70% | 27.52% | 1.31% | | 1993 | 0.53% | 5.04% | 12.90% | 16.40% | 1.89% | (4.86%) | 6.21% | 3.52% | (5.70%) | (4.08%) | (17.10%) | 3.57% | 14.86% | 10.04% | | 1992 | (4.03%) | (5.81%) | (11.91%) | (10.36%) | 10.09% | (11.76%) | (1.30%) | 17.32% | (1.25%) | (6.27%) | 4.37% | (4.21%) | (25.71%) | 7.61% | | 1991 | 0.40% | 12.10% | (5.86%) | 2.39% | (2.71%) | (9.33%) | 3.92% | (7.01%) | 10.30% | 7.28% | (9.69%) | 4.80% | 3.55% | 30.40% | | 1990 | (4.93%) | (9.65%) | (18.27%) | (1.99%) | 16.58% | (3.41%) | 1.30% | (15.02%) | (15.92%) | 27.75% | (12.98%) | 4.62% | (34.78%) | (3.10%) | | 1989 | 0.77% | 4.18% | (1.90%) | 2.60% | (5.13%) | (4.96%) | 11.55% | (6.71%) | 7.21% | (2.43%) | 4.70% | 3.77% | 12.68% | 31.61% | | 1988 | 5.60% | 6.28% | 7.68% | 4.05% | (0.47%) | (5.10%) | 0.88% | (4.45%) | 4.04% | 6.92% | 8.83% | (1.03%) | 37.15% | 16.56% | | 1987 | 10.75% | 2.12% | 11.11% | 11.76% | 3.90% | (4.20%) | (0.81%) | 12.41% | (3.31%) | (7.36%) | 4.16% | 2.21% | 48.63% | 5.25% | | 1986 | 4.68% | 11.55% | 18.20% | 5.74% | 1.18% | 12.82% | 5.60% | 5.37% | (3.55%) | (10.52%) | 7.82% | 5.58% | 82.08% | 18.67% | | 1985 | 2.12% | 0.91% | 5.54% | (1.42%) | 2.80% | 2.11% | (0.25%) | 2.82% | 10.28% | 4.24% | 3.27% | 2.46% | 40.39% | 31.72% | | 1984 | 2.50% | (1.10%) | 13.17% | (0.32%) | (11.45%) | 1.89% | (6.80%) | 7.35% | (1.42%) | 6.19% | 0.83% | (0.20%) | 8.72% | 6.27% | | 1983 | (1.11%) | 0.62% | 4.36% | 2.20% | (0.49%) | 2.76% | 1.30% | (0.71%) | 7.01% | 0.19% | 0.27% | 5.75% | 24.08% | 22.56% | | 1982 | 0.60% | (8.27%) | (8.08%) | 7.15% | (3.92%) | (6.04%) | (2.46%) | (1.13%) | (5.59%) | 1.71% | 20.95% | 7.83% | (0.91%) | 21.55% | | 1981 | 3.55% | (2.89%) | 1.88% | 2.44% | (5.32%) | 2.99% | (6.11%) | 4.13% | (5.35%) | (0.30%) | 10.14% | (2.17%) | 1.73% | (4.92%) | | 1980 | 3.55% | (4.94%) | (2.43%) | 9.36% | 7.18% | 1.63% | (4.02%) | 5.23% | 6.35% | 0.95% | (2.93%) | 3.05% | 24.10% | 32.50% | | 1979 | | | | | | | | | | | | 5.66% | 5.66% | 2.14% |
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