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.