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Equities - S&P 500 Total Return
| Standard and Poor's 500 Index is a capitalization-weighted index of 500 stocks. The index is designed to measure performance of the broad domestic economy through changes in the aggregate market value of 500 stocks representing all major industries. The index was developed with a base level of 10 for the 1941-43 base period. |
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 - S&P 500 Total Return |
S&P 500 |
| Total Return |
2,201.04% | 2,201.04% |
| Ann Return* |
10.77% | 10.77% |
| Max Drawdown (%) |
(50.92%) | (50.92%) |
| Max Drawdown (M) |
16 | 16 |
| Winning Months |
233 | 233 |
| Losing Months |
135 | 135 |
| % Profitable |
63.32% | 63.32% |
| % Loss |
36.68% | 36.68% |
| Avg. Win Month |
3.53% | 3.53% |
| Avg. Lose Month |
(3.49%) | (3.49%) |
| Sharpe Ratio |
0.44 | 0.44 |
| Sortino Ratio |
0.16 | 0.16 |
| Sterling Ratio |
(0.06) | (0.06) |
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* Annualized Compounded Return for Performance Dates above
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| Monthly Performance (%) Net of Fees |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sept |
Oct |
Nov |
Dec |
Equities - S&P 500 Total Return |
S&P 500 |
| 2010 | (3.59%) | 3.09% | 6.03% | 1.58% | (7.98%) | (5.23%) | (0.85%) | | | | | | (7.43%) | (7.43%) | | 2009 | (8.42%) | (10.61%) | 8.74% | 9.56% | 5.59% | 0.20% | 7.55% | 3.61% | 3.73% | (1.86%) | 6.00% | 1.93% | 26.47% | 26.47% | | 2008 | (6.00%) | (3.25%) | (0.43%) | 4.87% | 1.30% | (8.42%) | (0.84%) | 1.45% | (8.90%) | (16.79%) | (7.18%) | 1.05% | (36.99%) | (36.99%) | | 2007 | 1.51% | (1.95%) | 1.12% | 4.43% | 3.49% | (1.66%) | (3.10%) | 1.50% | 3.74% | 1.59% | (4.18%) | (0.69%) | 5.49% | 5.49% | | 2006 | 2.65% | 0.27% | 1.25% | 1.34% | (2.88%) | 0.13% | 0.62% | 2.38% | 2.58% | 3.26% | 1.90% | 1.40% | 15.78% | 15.78% | | 2005 | (2.44%) | 2.10% | (1.77%) | (1.90%) | 3.18% | 0.14% | 3.72% | (0.91%) | 0.81% | (1.67%) | 3.78% | 0.04% | 4.90% | 4.90% | | 2004 | 1.84% | 1.39% | (1.51%) | (1.57%) | 1.37% | 1.94% | (3.31%) | 0.40% | 1.08% | 1.53% | 4.05% | 3.40% | 10.87% | 10.87% | | 2003 | (2.62%) | (1.50%) | 0.97% | 8.23% | 5.26% | 1.28% | 1.76% | 1.95% | (1.06%) | 5.65% | 0.88% | 5.24% | 28.67% | 28.67% | | 2002 | (1.46%) | (1.93%) | 3.76% | (6.06%) | (0.73%) | (7.12%) | (7.79%) | 0.66% | (10.86%) | 8.79% | 5.88% | (5.87%) | (22.09%) | (22.09%) | | 2001 | 3.55% | (9.11%) | (6.33%) | 7.77% | 0.67% | (2.43%) | (0.99%) | (6.25%) | (8.08%) | 1.91% | 7.67% | 0.88% | (11.88%) | (11.88%) | | 2000 | (5.02%) | (1.89%) | 9.78% | (3.01%) | (2.05%) | 2.47% | (1.56%) | 6.21% | (5.28%) | (0.42%) | (7.88%) | 0.49% | (9.10%) | (9.10%) | | 1999 | 4.18% | (3.11%) | 4.00% | 3.87% | (2.36%) | 5.55% | (3.12%) | (0.50%) | (2.74%) | 6.33% | 2.03% | 5.89% | 21.04% | 21.04% | | 1998 | 1.11% | 7.21% | 5.12% | 1.01% | (1.72%) | 4.06% | (1.06%) | (14.44%) | 6.41% | 8.13% | 6.06% | 5.76% | 28.58% | 28.58% | | 1997 | 6.24% | 0.79% | (4.10%) | 5.97% | 6.08% | 4.48% | 7.95% | (5.60%) | 5.47% | (3.34%) | 4.63% | 1.72% | 33.35% | 33.35% | | 1996 | 3.40% | 0.93% | 0.96% | 1.47% | 2.58% | 0.38% | (4.42%) | 2.11% | 5.62% | 2.76% | 7.55% | (1.98%) | 22.94% | 22.94% | | 1995 | 2.59% | 3.89% | 2.95% | 2.94% | 3.99% | 2.32% | 3.31% | 0.25% | 4.22% | (0.36%) | 4.39% | 1.93% | 37.54% | 37.54% | | 1994 | 3.40% | (2.71%) | (4.35%) | 1.28% | 1.64% | (2.45%) | 3.28% | 4.09% | (2.44%) | 2.24% | (3.64%) | 1.48% | 1.31% | 1.31% | | 1993 | 0.84% | 1.36% | 2.11% | (2.42%) | 2.67% | 0.29% | (0.40%) | 3.79% | (0.79%) | 2.07% | (0.95%) | 1.21% | 10.04% | 10.04% | | 1992 | (1.86%) | 1.30% | (1.94%) | 2.93% | 0.49% | (1.49%) | 4.08% | (2.05%) | 1.18% | 0.34% | 3.40% | 1.23% | 7.61% | 7.61% | | 1991 | 4.34% | 7.14% | 2.42% | 0.24% | 4.30% | (4.58%) | 4.66% | 2.36% | (1.67%) | 1.34% | (4.02%) | 11.42% | 30.40% | 30.40% | | 1990 | (6.71%) | 1.30% | 2.65% | (2.49%) | 9.73% | (0.67%) | (0.32%) | (9.03%) | (4.86%) | (0.42%) | 6.45% | 2.78% | (3.10%) | (3.10%) | | 1989 | 7.30% | (2.49%) | 2.33% | 5.19% | 4.03% | (0.56%) | 9.02% | 1.95% | (0.41%) | (2.32%) | 2.03% | 2.40% | 31.61% | 31.61% | | 1988 | 4.20% | 4.64% | (3.09%) | 1.11% | 0.85% | 4.59% | (0.38%) | (3.39%) | 4.26% | 2.78% | (1.43%) | 1.74% | 16.56% | 16.56% | | 1987 | 13.47% | 3.95% | 2.89% | (0.89%) | 0.87% | 5.05% | 5.07% | 3.73% | (2.19%) | (21.54%) | (8.24%) | 7.61% | 5.25% | 5.25% | | 1986 | 0.56% | 7.48% | 5.58% | (1.13%) | 5.32% | 1.69% | (5.59%) | 7.42% | (8.27%) | 5.77% | 2.43% | (2.55%) | 18.67% | 18.67% | | 1985 | 7.79% | 1.23% | 0.07% | (0.09%) | 5.78% | 1.57% | (0.15%) | (0.86%) | (3.13%) | 4.62% | 6.86% | 4.84% | 31.72% | 31.72% | | 1984 | (0.56%) | (3.52%) | 1.73% | 0.95% | (5.54%) | 2.17% | (1.24%) | 11.05% | 0.02% | 0.39% | (1.12%) | 2.64% | 6.27% | 6.27% | | 1983 | 3.72% | 2.29% | 3.69% | 7.88% | (0.87%) | 3.89% | (2.95%) | 1.50% | 1.38% | (1.16%) | 2.11% | (0.52%) | 22.56% | 22.56% | | 1982 | (1.31%) | (5.59%) | (0.52%) | 4.52% | (3.41%) | (1.50%) | (1.78%) | 12.14% | 1.25% | 11.51% | 4.04% | 1.93% | 21.55% | 21.55% | | 1981 | (4.18%) | 1.74% | 4.00% | (1.93%) | 0.26% | (0.63%) | 0.21% | (5.78%) | (4.93%) | 5.40% | 4.13% | (2.56%) | (4.92%) | (4.92%) | | 1980 | 6.22% | (0.01%) | (9.72%) | 4.62% | 5.15% | 3.16% | 6.96% | 1.01% | 2.94% | 2.03% | 10.65% | (3.02%) | 32.50% | 32.50% | | 1979 | | | | | | | | | | | | 2.14% | 2.14% | 2.14% |
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