Through December 2015

  • Compounded Annual Growth Rate:  11.22%
  • Sharpe Ratio:  0.51 (RF=0%)
  • Calmar Ratio:  0.33
  • Sortino Ratio:  0.72
  • Annualized Standard Deviation:  24.95%
  • Correlation to S&P 500:  -0.07
  • Correlation to World Bonds:  0.08

For a definition of the above terms, please see glossary of terms page.

Past performance is not necessarily indicative of future results.
There is a risk of loss in trading futures.