Rhicon Currency Management (Pte) Ltd.

Rhicon Strategic Program *FRN*


Monthly Performance (%)

Date Range: 12/03 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 2.52 0.68 -1.32 1.15 4.36 -2.90 -0.97 0.66 -1.33 0.52 -1.65   1.52 
2017 -0.72 -0.34 -0.59 2.37 -1.03 -2.12 1.90 -1.52 -1.08 2.05 -1.77 -0.65  -3.57 
2016 -1.65 10.22 -1.20 -1.35 -1.86 -1.40 -0.69 -0.50 -1.28 -2.16 -1.95 -2.13  -6.36 
2015 3.76 -2.13 -0.77 0.71 -2.35 -1.08 0.82 1.72 -1.84 0.59 -0.42 -2.20  -3.33 
2014 -0.19 -1.71 -0.33 -2.00 1.27 -2.22 2.01 2.67 7.35 -1.24 0.39 2.34  8.25 
2013 1.17 -1.43 -1.02 -0.52 4.53 -0.19 0.10 -1.32 -0.64 -1.10 -0.57 0.03  -1.10 
2012 -0.91 -0.43 -0.05 -0.21 0.85 -1.94 -0.81 1.90 2.11 -1.11 1.93 5.51  6.82 
2011 1.55 -0.32 -0.38 -0.28 1.20 -0.66 -0.45 -0.11 1.02 0.90 0.04 0.90  3.43 
2010 0.02 0.34 -0.36 -0.84 1.50 -0.10 -0.46 0.20 0.44 -1.78 1.66 -0.44  0.13 
2009 -1.08 -0.59 -0.34 -0.50 1.87 -1.03 -1.08 -0.22 0.50 -0.49 -0.95 -0.53  -4.39 
2008 -0.08 3.00 -0.79 2.68 -0.46 -0.58 1.04 6.23 -0.25 2.03 -0.80 1.51  14.13 
2007 -0.43 0.04 2.55 0.32 -0.09 -0.08 3.07 0.53 0.29 2.59 0.51 1.86  11.66 
2006 -0.92 -1.41 -0.24 1.62 -0.99 0.11 1.34 -1.00 -0.24 1.27 5.52 -0.93  4.00 
2005 -1.00 1.93 0.36 -2.13 1.74 2.26 1.21 0.06 0.24 -1.07 1.38 0.68  5.70 
2004 -0.27 1.51 2.92 1.06 0.69 -0.67 2.53 1.43 0.28 -1.95 0.21 -0.50  7.37 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The Rhicon Strategic Program applies a discretionary technical trading methodology to currencies and selective financial futures to achieve superior absolute returns. It applies the combined trading approaches of its three Investment Managers to capture profits in the short to medium term time frames. The methodology benefits from a uniquely robust risk management framework, developed and enhanced over years of private and proprietary trading, which enhances capital preservation and upside potential.

Performance Statistics

Date Range: 12/03 - 11/18
  Program S&P 500 Altegris 40 
Total Return 50.95% 255.36% 47.33% 
Annualized Return 2.80% 8.82% 2.62% 
Annualized Std. Deviation 6.36% 13.25% 9.11% 
Correlation -0.05 0.09 
Sharpe Ratio (rf=2.5%) 0.05 0.48 0.01 
Worst Month -2.90% -16.79% -6.22% 
Date of Worst Month 06/2018 10/2008 04/2004 
Worst Drawdown -16.70% -50.95% -15.74% 
Date of Worst Drawdown 2/16 - 12/17 10/07 - 2/09 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/03 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 1.52 5.11 -4.69 
2017 -3.57 21.84 1.24 
2016 -6.36 11.98 -3.13 
2015 -3.33 1.41 0.09 
2014 8.25 13.69 15.75 
2013 -1.10 32.41 -2.45 
2012 6.82 15.98 -4.75 
2011 3.43 2.12 -3.23 
2010 0.13 15.06 11.33 
2009 -4.39 26.45 -7.98 
2008 14.13 -36.99 15.47 
2007 11.66 5.50 7.18 
2006 4.00 15.79 6.70 
2005 5.70 4.89 4.51 
2004 7.37 10.87 2.57 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/03 - 11/18
Date: 11/30/2018
Perf: $1,412.17 Date: 10/31/2018
Perf: $1,429.32 Date: 9/30/2018
Perf: $1,465.52 Date: 8/31/2018
Perf: $1,472.15 Date: 7/31/2018
Perf: $1,435.54 Date: 6/30/2018
Perf: $1,446.39 Date: 5/31/2018
Perf: $1,434.34 Date: 4/30/2018
Perf: $1,453.08 Date: 3/31/2018
Perf: $1,437.56 Date: 2/28/2018
Perf: $1,438.85 Date: 1/31/2018
Perf: $1,532.33 Date: 12/31/2017
Perf: $1,481.65 Date: 11/30/2017
Perf: $1,465.68 Date: 10/31/2017
Perf: $1,463.77 Date: 9/30/2017
Perf: $1,404.91 Date: 8/31/2017
Perf: $1,435.19 Date: 7/31/2017
Perf: $1,411.76 Date: 6/30/2017
Perf: $1,406.27 Date: 5/31/2017
Perf: $1,448.57 Date: 4/30/2017
Perf: $1,445.82 Date: 3/31/2017
Perf: $1,454.55 Date: 2/28/2017
Perf: $1,476.10 Date: 1/31/2017
Perf: $1,444.61 Date: 12/31/2016
Perf: $1,463.49 Date: 11/30/2016
Perf: $1,452.45 Date: 10/31/2016
Perf: $1,468.60 Date: 9/30/2016
Perf: $1,507.50 Date: 8/31/2016
Perf: $1,527.20 Date: 7/31/2016
Perf: $1,569.42 Date: 6/30/2016
Perf: $1,553.57 Date: 5/31/2016
Perf: $1,490.23 Date: 4/30/2016
Perf: $1,516.78 Date: 3/31/2016
Perf: $1,555.83 Date: 2/29/2016
Perf: $1,601.80 Date: 1/31/2016
Perf: $1,563.34 Date: 12/31/2015
Perf: $1,510.77 Date: 11/30/2015
Perf: $1,546.33 Date: 10/31/2015
Perf: $1,495.34 Date: 9/30/2015
Perf: $1,521.82 Date: 8/31/2015
Perf: $1,489.50 Date: 7/31/2015
Perf: $1,515.72 Date: 6/30/2015
Perf: $1,458.69 Date: 5/31/2015
Perf: $1,538.70 Date: 4/30/2015
Perf: $1,549.86 Date: 3/31/2015
Perf: $1,612.09 Date: 2/28/2015
Perf: $1,577.23 Date: 1/31/2015
Perf: $1,579.76 Date: 12/31/2014
Perf: $1,509.42 Date: 11/30/2014
Perf: $1,483.31 Date: 10/31/2014
Perf: $1,400.01 Date: 9/30/2014
Perf: $1,379.73 Date: 8/31/2014
Perf: $1,359.47 Date: 7/31/2014
Perf: $1,304.30 Date: 6/30/2014
Perf: $1,314.82 Date: 5/31/2014
Perf: $1,303.61 Date: 4/30/2014
Perf: $1,271.07 Date: 3/31/2014
Perf: $1,261.48 Date: 2/28/2014
Perf: $1,280.43 Date: 1/31/2014
Perf: $1,270.02 Date: 12/31/2013
Perf: $1,304.05 Date: 11/30/2013
Perf: $1,305.88 Date: 10/31/2013
Perf: $1,282.67 Date: 9/30/2013
Perf: $1,253.95 Date: 8/31/2013
Perf: $1,261.52 Date: 7/31/2013
Perf: $1,286.21 Date: 6/30/2013
Perf: $1,297.50 Date: 5/31/2013
Perf: $1,348.62 Date: 4/30/2013
Perf: $1,409.21 Date: 3/31/2013
Perf: $1,373.77 Date: 2/28/2013
Perf: $1,354.27 Date: 1/31/2013
Perf: $1,362.17 Date: 12/31/2012
Perf: $1,336.77 Date: 11/30/2012
Perf: $1,330.25 Date: 10/31/2012
Perf: $1,326.54 Date: 9/30/2012
Perf: $1,376.36 Date: 8/31/2012
Perf: $1,399.45 Date: 7/31/2012
Perf: $1,418.75 Date: 6/30/2012
Perf: $1,363.00 Date: 5/31/2012
Perf: $1,416.25 Date: 4/30/2012
Perf: $1,389.84 Date: 3/31/2012
Perf: $1,381.55 Date: 2/29/2012
Perf: $1,413.64 Date: 1/31/2012
Perf: $1,407.87 Date: 12/31/2011
Perf: $1,403.38 Date: 11/30/2011
Perf: $1,390.04 Date: 10/31/2011
Perf: $1,385.88 Date: 9/30/2011
Perf: $1,443.02 Date: 8/31/2011
Perf: $1,443.89 Date: 7/31/2011
Perf: $1,446.78 Date: 6/30/2011
Perf: $1,396.64 Date: 5/31/2011
Perf: $1,433.92 Date: 4/30/2011
Perf: $1,488.25 Date: 3/31/2011
Perf: $1,432.38 Date: 2/28/2011
Perf: $1,454.64 Date: 1/31/2011
Perf: $1,430.32 Date: 12/31/2010
Perf: $1,450.19 Date: 11/30/2010
Perf: $1,390.54 Date: 10/31/2010
Perf: $1,441.57 Date: 9/30/2010
Perf: $1,387.72 Date: 8/31/2010
Perf: $1,362.92 Date: 7/31/2010
Perf: $1,308.74 Date: 6/30/2010
Perf: $1,325.84 Date: 5/31/2010
Perf: $1,320.82 Date: 4/30/2010
Perf: $1,353.58 Date: 3/31/2010
Perf: $1,333.05 Date: 2/28/2010
Perf: $1,282.15 Date: 1/31/2010
Perf: $1,270.21 Date: 12/31/2009
Perf: $1,302.64 Date: 11/30/2009
Perf: $1,356.92 Date: 10/31/2009
Perf: $1,304.36 Date: 9/30/2009
Perf: $1,338.62 Date: 8/31/2009
Perf: $1,307.51 Date: 7/31/2009
Perf: $1,303.21 Date: 6/30/2009
Perf: $1,304.64 Date: 5/31/2009
Perf: $1,340.29 Date: 4/30/2009
Perf: $1,322.05 Date: 3/31/2009
Perf: $1,366.74 Date: 2/28/2009
Perf: $1,405.68 Date: 1/31/2009
Perf: $1,406.38 Date: 12/31/2008
Perf: $1,415.58 Date: 11/30/2008
Perf: $1,380.11 Date: 10/31/2008
Perf: $1,331.26 Date: 9/30/2008
Perf: $1,266.05 Date: 8/31/2008
Perf: $1,263.40 Date: 7/31/2008
Perf: $1,298.06 Date: 6/30/2008
Perf: $1,360.51 Date: 5/31/2008
Perf: $1,325.13 Date: 4/30/2008
Perf: $1,298.38 Date: 3/31/2008
Perf: $1,313.48 Date: 2/29/2008
Perf: $1,319.29 Date: 1/31/2008
Perf: $1,248.26 Date: 12/31/2007
Perf: $1,225.95 Date: 11/30/2007
Perf: $1,228.78 Date: 10/31/2007
Perf: $1,236.82 Date: 9/30/2007
Perf: $1,185.71 Date: 8/31/2007
Perf: $1,132.81 Date: 7/31/2007
Perf: $1,176.70 Date: 6/30/2007
Perf: $1,214.22 Date: 5/31/2007
Perf: $1,180.11 Date: 4/30/2007
Perf: $1,139.44 Date: 3/31/2007
Perf: $1,093.51 Date: 2/28/2007
Perf: $1,119.71 Date: 1/31/2007
Perf: $1,163.34 Date: 12/31/2006
Perf: $1,143.78 Date: 11/30/2006
Perf: $1,106.38 Date: 10/31/2006
Perf: $1,079.92 Date: 9/30/2006
Perf: $1,068.17 Date: 8/31/2006
Perf: $1,079.62 Date: 7/31/2006
Perf: $1,067.66 Date: 6/30/2006
Perf: $1,083.70 Date: 5/31/2006
Perf: $1,098.75 Date: 4/30/2006
Perf: $1,128.66 Date: 3/31/2006
Perf: $1,101.78 Date: 2/28/2006
Perf: $1,073.02 Date: 1/31/2006
Perf: $1,092.47 Date: 12/31/2005
Perf: $1,071.99 Date: 11/30/2005
Perf: $1,091.75 Date: 10/31/2005
Perf: $1,046.84 Date: 9/30/2005
Perf: $1,045.17 Date: 8/31/2005
Perf: $1,029.32 Date: 7/31/2005
Perf: $1,023.79 Date: 6/30/2005
Perf: $1,023.18 Date: 5/31/2005
Perf: $989.44 Date: 4/30/2005
Perf: $959.78 Date: 3/31/2005
Perf: $983.88 Date: 2/28/2005
Perf: $989.43 Date: 1/31/2005
Perf: $982.64 Date: 12/31/2004
Perf: $1,025.73 Date: 11/30/2004
Perf: $1,022.35 Date: 10/31/2004
Perf: $969.88 Date: 9/30/2004
Perf: $937.81 Date: 8/31/2004
Perf: $925.32 Date: 7/31/2004
Perf: $931.75 Date: 6/30/2004
Perf: $942.49 Date: 5/31/2004
Perf: $974.65 Date: 4/30/2004
Perf: $990.40 Date: 3/31/2004
Perf: $1,056.09 Date: 2/29/2004
Perf: $1,066.54 Date: 1/31/2004
Perf: $1,009.60 Date: 12/31/2003
Perf: $1,000.00 Date: 11/30/2018
Perf: $3,376.65 Date: 10/31/2018
Perf: $3,309.15 Date: 9/30/2018
Perf: $3,552.11 Date: 8/31/2018
Perf: $3,531.98 Date: 7/31/2018
Perf: $3,420.47 Date: 6/30/2018
Perf: $3,297.79 Date: 5/31/2018
Perf: $3,277.47 Date: 4/30/2018
Perf: $3,200.35 Date: 3/31/2018
Perf: $3,188.23 Date: 2/28/2018
Perf: $3,271.32 Date: 1/31/2018
Perf: $3,396.66 Date: 12/31/2017
Perf: $3,212.58 Date: 11/30/2017
Perf: $3,177.31 Date: 10/31/2017
Perf: $3,082.67 Date: 9/30/2017
Perf: $3,012.48 Date: 8/31/2017
Perf: $2,951.68 Date: 7/31/2017
Perf: $2,942.55 Date: 6/30/2017
Perf: $2,883.16 Date: 5/31/2017
Perf: $2,865.40 Date: 4/30/2017
Perf: $2,825.56 Date: 3/31/2017
Perf: $2,796.75 Date: 2/28/2017
Perf: $2,793.40 Date: 1/31/2017
Perf: $2,686.73 Date: 12/31/2016
Perf: $2,636.64 Date: 11/30/2016
Perf: $2,585.45 Date: 10/31/2016
Perf: $2,493.20 Date: 9/30/2016
Perf: $2,539.41 Date: 8/31/2016
Perf: $2,538.91 Date: 7/31/2016
Perf: $2,535.36 Date: 6/30/2016
Perf: $2,445.13 Date: 5/31/2016
Perf: $2,438.79 Date: 4/30/2016
Perf: $2,395.67 Date: 3/31/2016
Perf: $2,386.36 Date: 2/29/2016
Perf: $2,234.84 Date: 1/31/2016
Perf: $2,237.75 Date: 12/31/2015
Perf: $2,354.53 Date: 11/30/2015
Perf: $2,392.33 Date: 10/31/2015
Perf: $2,385.18 Date: 9/30/2015
Perf: $2,199.54 Date: 8/31/2015
Perf: $2,255.24 Date: 7/31/2015
Perf: $2,399.96 Date: 6/30/2015
Perf: $2,350.60 Date: 5/31/2015
Perf: $2,397.10 Date: 4/30/2015
Perf: $2,366.57 Date: 3/31/2015
Perf: $2,344.07 Date: 2/28/2015
Perf: $2,381.70 Date: 1/31/2015
Perf: $2,252.20 Date: 12/31/2014
Perf: $2,321.85 Date: 11/30/2014
Perf: $2,327.67 Date: 10/31/2014
Perf: $2,266.70 Date: 9/30/2014
Perf: $2,212.71 Date: 8/31/2014
Perf: $2,244.13 Date: 7/31/2014
Perf: $2,157.81 Date: 6/30/2014
Perf: $2,188.01 Date: 5/31/2014
Perf: $2,143.63 Date: 4/30/2014
Perf: $2,094.42 Date: 3/31/2014
Perf: $2,079.03 Date: 2/28/2014
Perf: $2,061.71 Date: 1/31/2014
Perf: $1,971.61 Date: 12/31/2013
Perf: $2,042.27 Date: 11/30/2013
Perf: $1,991.88 Date: 10/31/2013
Perf: $1,932.92 Date: 9/30/2013
Perf: $1,847.92 Date: 8/31/2013
Perf: $1,791.66 Date: 7/31/2013
Perf: $1,845.17 Date: 6/30/2013
Perf: $1,755.80 Date: 5/31/2013
Perf: $1,779.65 Date: 4/30/2013
Perf: $1,738.96 Date: 3/31/2013
Perf: $1,706.03 Date: 2/28/2013
Perf: $1,644.37 Date: 1/31/2013
Perf: $1,622.30 Date: 12/31/2012
Perf: $1,542.41 Date: 11/30/2012
Perf: $1,528.50 Date: 10/31/2012
Perf: $1,519.68 Date: 9/30/2012
Perf: $1,548.33 Date: 8/31/2012
Perf: $1,509.39 Date: 7/31/2012
Perf: $1,476.17 Date: 6/30/2012
Perf: $1,455.93 Date: 5/31/2012
Perf: $1,398.32 Date: 4/30/2012
Perf: $1,487.74 Date: 3/31/2012
Perf: $1,497.17 Date: 2/29/2012
Perf: $1,449.48 Date: 1/31/2012
Perf: $1,389.46 Date: 12/31/2011
Perf: $1,329.88 Date: 11/30/2011
Perf: $1,316.45 Date: 10/31/2011
Perf: $1,319.35 Date: 9/30/2011
Perf: $1,189.36 Date: 8/31/2011
Perf: $1,279.29 Date: 7/31/2011
Perf: $1,352.74 Date: 6/30/2011
Perf: $1,380.77 Date: 5/31/2011
Perf: $1,404.22 Date: 4/30/2011
Perf: $1,420.27 Date: 3/31/2011
Perf: $1,379.44 Date: 2/28/2011
Perf: $1,378.89 Date: 1/31/2011
Perf: $1,333.16 Date: 12/31/2010
Perf: $1,302.30 Date: 11/30/2010
Perf: $1,220.75 Date: 10/31/2010
Perf: $1,220.63 Date: 9/30/2010
Perf: $1,175.83 Date: 8/31/2010
Perf: $1,079.54 Date: 7/31/2010
Perf: $1,130.52 Date: 6/30/2010
Perf: $1,056.46 Date: 5/31/2010
Perf: $1,114.77 Date: 4/30/2010
Perf: $1,211.57 Date: 3/31/2010
Perf: $1,192.73 Date: 2/28/2010
Perf: $1,124.89 Date: 1/31/2010
Perf: $1,091.07 Date: 12/31/2009
Perf: $1,131.82 Date: 11/30/2009
Perf: $1,110.39 Date: 10/31/2009
Perf: $1,047.53 Date: 9/30/2009
Perf: $1,067.39 Date: 8/31/2009
Perf: $1,029.01 Date: 7/31/2009
Perf: $993.15 Date: 6/30/2009
Perf: $923.35 Date: 5/31/2009
Perf: $921.50 Date: 4/30/2009
Perf: $872.72 Date: 3/31/2009
Perf: $796.50 Date: 2/28/2009
Perf: $732.34 Date: 1/31/2009
Perf: $819.63 Date: 12/31/2008
Perf: $895.09 Date: 11/30/2008
Perf: $885.70 Date: 10/31/2008
Perf: $954.21 Date: 9/30/2008
Perf: $1,146.75 Date: 8/31/2008
Perf: $1,258.92 Date: 7/31/2008
Perf: $1,240.93 Date: 6/30/2008
Perf: $1,251.44 Date: 5/31/2008
Perf: $1,366.65 Date: 4/30/2008
Perf: $1,349.11 Date: 3/31/2008
Perf: $1,286.46 Date: 2/29/2008
Perf: $1,292.02 Date: 1/31/2008
Perf: $1,335.42 Date: 12/31/2007
Perf: $1,420.66 Date: 11/30/2007
Perf: $1,430.53 Date: 10/31/2007
Perf: $1,492.93 Date: 9/30/2007
Perf: $1,469.57 Date: 8/31/2007
Perf: $1,416.59 Date: 7/31/2007
Perf: $1,395.65 Date: 6/30/2007
Perf: $1,440.30 Date: 5/31/2007
Perf: $1,464.61 Date: 4/30/2007
Perf: $1,415.22 Date: 3/31/2007
Perf: $1,355.19 Date: 2/28/2007
Perf: $1,340.18 Date: 1/31/2007
Perf: $1,366.97 Date: 12/31/2006
Perf: $1,346.64 Date: 11/30/2006
Perf: $1,328.04 Date: 10/31/2006
Perf: $1,303.28 Date: 9/30/2006
Perf: $1,262.14 Date: 8/31/2006
Perf: $1,230.39 Date: 7/31/2006
Perf: $1,201.79 Date: 6/30/2006
Perf: $1,194.38 Date: 5/31/2006
Perf: $1,192.71 Date: 4/30/2006
Perf: $1,228.08 Date: 3/31/2006
Perf: $1,211.84 Date: 2/28/2006
Perf: $1,197.00 Date: 1/31/2006
Perf: $1,193.78 Date: 12/31/2005
Perf: $1,162.96 Date: 11/30/2005
Perf: $1,162.61 Date: 10/31/2005
Perf: $1,120.26 Date: 9/30/2005
Perf: $1,139.29 Date: 8/31/2005
Perf: $1,130.14 Date: 7/31/2005
Perf: $1,140.52 Date: 6/30/2005
Perf: $1,099.61 Date: 5/31/2005
Perf: $1,098.07 Date: 4/30/2005
Perf: $1,064.23 Date: 3/31/2005
Perf: $1,084.84 Date: 2/28/2005
Perf: $1,104.39 Date: 1/31/2005
Perf: $1,081.67 Date: 12/31/2004
Perf: $1,108.73 Date: 11/30/2004
Perf: $1,072.27 Date: 10/31/2004
Perf: $1,030.53 Date: 9/30/2004
Perf: $1,015.00 Date: 8/31/2004
Perf: $1,004.16 Date: 7/31/2004
Perf: $1,000.16 Date: 6/30/2004
Perf: $1,034.40 Date: 5/31/2004
Perf: $1,014.71 Date: 4/30/2004
Perf: $1,001.00 Date: 3/31/2004
Perf: $1,016.96 Date: 2/29/2004
Perf: $1,032.56 Date: 1/31/2004
Perf: $1,018.40 Date: 12/31/2003
Perf: $1,000.00 Date: 11/30/2018
Perf: $1,509.51 Date: 10/31/2018
Perf: $1,534.83 Date: 9/30/2018
Perf: $1,526.89 Date: 8/31/2018
Perf: $1,547.47 Date: 7/31/2018
Perf: $1,537.33 Date: 6/30/2018
Perf: $1,552.39 Date: 5/31/2018
Perf: $1,598.75 Date: 4/30/2018
Perf: $1,531.96 Date: 3/31/2018
Perf: $1,514.54 Date: 2/28/2018
Perf: $1,534.80 Date: 1/31/2018
Perf: $1,524.43 Date: 12/31/2017
Perf: $1,486.96 Date: 11/30/2017
Perf: $1,496.69 Date: 10/31/2017
Perf: $1,523.66 Date: 9/30/2017
Perf: $1,493.05 Date: 8/31/2017
Perf: $1,509.35 Date: 7/31/2017
Perf: $1,532.65 Date: 6/30/2017
Perf: $1,504.07 Date: 5/31/2017
Perf: $1,536.65 Date: 4/30/2017
Perf: $1,552.64 Date: 3/31/2017
Perf: $1,516.69 Date: 2/28/2017
Perf: $1,525.70 Date: 1/31/2017
Perf: $1,530.90 Date: 12/31/2016
Perf: $1,542.00 Date: 11/30/2016
Perf: $1,575.56 Date: 10/31/2016
Perf: $1,606.90 Date: 9/30/2016
Perf: $1,642.37 Date: 8/31/2016
Perf: $1,663.67 Date: 7/31/2016
Perf: $1,672.03 Date: 6/30/2016
Perf: $1,683.65 Date: 5/31/2016
Perf: $1,707.55 Date: 4/30/2016
Perf: $1,739.91 Date: 3/31/2016
Perf: $1,763.72 Date: 2/29/2016
Perf: $1,785.15 Date: 1/31/2016
Perf: $1,619.62 Date: 12/31/2015
Perf: $1,646.79 Date: 11/30/2015
Perf: $1,683.84 Date: 10/31/2015
Perf: $1,690.94 Date: 9/30/2015
Perf: $1,681.02 Date: 8/31/2015
Perf: $1,712.53 Date: 7/31/2015
Perf: $1,683.57 Date: 6/30/2015
Perf: $1,669.88 Date: 5/31/2015
Perf: $1,688.11 Date: 4/30/2015
Perf: $1,728.74 Date: 3/31/2015
Perf: $1,716.55 Date: 2/28/2015
Perf: $1,729.87 Date: 1/31/2015
Perf: $1,767.52 Date: 12/31/2014
Perf: $1,703.47 Date: 11/30/2014
Perf: $1,664.52 Date: 10/31/2014
Perf: $1,658.05 Date: 9/30/2014
Perf: $1,678.87 Date: 8/31/2014
Perf: $1,563.92 Date: 7/31/2014
Perf: $1,523.25 Date: 6/30/2014
Perf: $1,493.24 Date: 5/31/2014
Perf: $1,527.14 Date: 4/30/2014
Perf: $1,507.99 Date: 3/31/2014
Perf: $1,538.76 Date: 2/28/2014
Perf: $1,543.86 Date: 1/31/2014
Perf: $1,570.72 Date: 12/31/2013
Perf: $1,573.71 Date: 11/30/2013
Perf: $1,573.24 Date: 10/31/2013
Perf: $1,582.25 Date: 9/30/2013
Perf: $1,599.85 Date: 8/31/2013
Perf: $1,610.16 Date: 7/31/2013
Perf: $1,631.70 Date: 6/30/2013
Perf: $1,630.07 Date: 5/31/2013
Perf: $1,633.17 Date: 4/30/2013
Perf: $1,562.39 Date: 3/31/2013
Perf: $1,570.56 Date: 2/28/2013
Perf: $1,586.74 Date: 1/31/2013
Perf: $1,609.76 Date: 12/31/2012
Perf: $1,591.15 Date: 11/30/2012
Perf: $1,508.05 Date: 10/31/2012
Perf: $1,479.50 Date: 9/30/2012
Perf: $1,496.11 Date: 8/31/2012
Perf: $1,465.19 Date: 7/31/2012
Perf: $1,437.87 Date: 6/30/2012
Perf: $1,449.61 Date: 5/31/2012
Perf: $1,478.29 Date: 4/30/2012
Perf: $1,465.83 Date: 3/31/2012
Perf: $1,468.92 Date: 2/29/2012
Perf: $1,469.65 Date: 1/31/2012
Perf: $1,476.00 Date: 12/31/2011
Perf: $1,489.55 Date: 11/30/2011
Perf: $1,476.27 Date: 10/31/2011
Perf: $1,475.68 Date: 9/30/2011
Perf: $1,462.51 Date: 8/31/2011
Perf: $1,447.75 Date: 7/31/2011
Perf: $1,449.34 Date: 6/30/2011
Perf: $1,455.89 Date: 5/31/2011
Perf: $1,465.57 Date: 4/30/2011
Perf: $1,448.19 Date: 3/31/2011
Perf: $1,452.25 Date: 2/28/2011
Perf: $1,457.79 Date: 1/31/2011
Perf: $1,462.47 Date: 12/31/2010
Perf: $1,440.15 Date: 11/30/2010
Perf: $1,446.52 Date: 10/31/2010
Perf: $1,422.90 Date: 9/30/2010
Perf: $1,448.68 Date: 8/31/2010
Perf: $1,442.34 Date: 7/31/2010
Perf: $1,439.46 Date: 6/30/2010
Perf: $1,446.11 Date: 5/31/2010
Perf: $1,447.56 Date: 4/30/2010
Perf: $1,426.16 Date: 3/31/2010
Perf: $1,438.25 Date: 2/28/2010
Perf: $1,443.44 Date: 1/31/2010
Perf: $1,438.55 Date: 12/31/2009
Perf: $1,438.26 Date: 11/30/2009
Perf: $1,445.93 Date: 10/31/2009
Perf: $1,459.79 Date: 9/30/2009
Perf: $1,466.98 Date: 8/31/2009
Perf: $1,459.68 Date: 7/31/2009
Perf: $1,462.90 Date: 6/30/2009
Perf: $1,478.87 Date: 5/31/2009
Perf: $1,494.27 Date: 4/30/2009
Perf: $1,466.84 Date: 3/31/2009
Perf: $1,474.21 Date: 2/28/2009
Perf: $1,479.24 Date: 1/31/2009
Perf: $1,488.02 Date: 12/31/2008
Perf: $1,504.26 Date: 11/30/2008
Perf: $1,481.88 Date: 10/31/2008
Perf: $1,493.84 Date: 9/30/2008
Perf: $1,464.11 Date: 8/31/2008
Perf: $1,467.78 Date: 7/31/2008
Perf: $1,381.70 Date: 6/30/2008
Perf: $1,367.48 Date: 5/31/2008
Perf: $1,375.46 Date: 4/30/2008
Perf: $1,381.82 Date: 3/31/2008
Perf: $1,345.75 Date: 2/29/2008
Perf: $1,356.47 Date: 1/31/2008
Perf: $1,316.96 Date: 12/31/2007
Perf: $1,318.01 Date: 11/30/2007
Perf: $1,293.94 Date: 10/31/2007
Perf: $1,287.38 Date: 9/30/2007
Perf: $1,254.88 Date: 8/31/2007
Perf: $1,251.25 Date: 7/31/2007
Perf: $1,244.65 Date: 6/30/2007
Perf: $1,207.58 Date: 5/31/2007
Perf: $1,208.55 Date: 4/30/2007
Perf: $1,209.63 Date: 3/31/2007
Perf: $1,205.78 Date: 2/28/2007
Perf: $1,175.79 Date: 1/31/2007
Perf: $1,175.32 Date: 12/31/2006
Perf: $1,180.40 Date: 11/30/2006
Perf: $1,191.48 Date: 10/31/2006
Perf: $1,129.15 Date: 9/30/2006
Perf: $1,114.99 Date: 8/31/2006
Perf: $1,117.67 Date: 7/31/2006
Perf: $1,128.96 Date: 6/30/2006
Perf: $1,114.03 Date: 5/31/2006
Perf: $1,112.81 Date: 4/30/2006
Perf: $1,123.94 Date: 3/31/2006
Perf: $1,106.02 Date: 2/28/2006
Perf: $1,108.68 Date: 1/31/2006
Perf: $1,124.54 Date: 12/31/2005
Perf: $1,134.98 Date: 11/30/2005
Perf: $1,127.31 Date: 10/31/2005
Perf: $1,111.97 Date: 9/30/2005
Perf: $1,123.99 Date: 8/31/2005
Perf: $1,121.30 Date: 7/31/2005
Perf: $1,120.63 Date: 6/30/2005
Perf: $1,107.23 Date: 5/31/2005
Perf: $1,082.76 Date: 4/30/2005
Perf: $1,064.24 Date: 3/31/2005
Perf: $1,087.41 Date: 2/28/2005
Perf: $1,083.51 Date: 1/31/2005
Perf: $1,062.99 Date: 12/31/2004
Perf: $1,073.73 Date: 11/30/2004
Perf: $1,079.12 Date: 10/31/2004
Perf: $1,076.86 Date: 9/30/2004
Perf: $1,098.28 Date: 8/31/2004
Perf: $1,095.21 Date: 7/31/2004
Perf: $1,079.77 Date: 6/30/2004
Perf: $1,053.13 Date: 5/31/2004
Perf: $1,060.23 Date: 4/30/2004
Perf: $1,052.96 Date: 3/31/2004
Perf: $1,041.92 Date: 2/29/2004
Perf: $1,012.36 Date: 1/31/2004
Perf: $997.30 Date: 12/31/2003
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 12/03 - 11/18
Date: 11/30/2018
Return: -1.65 % Date: 10/31/2018
Return: 0.52 % Date: 9/30/2018
Return: -1.33 % Date: 8/31/2018
Return: 0.66 % Date: 7/31/2018
Return: -0.97 % Date: 6/30/2018
Return: -2.90 % Date: 5/31/2018
Return: 4.36 % Date: 4/30/2018
Return: 1.15 % Date: 3/31/2018
Return: -1.32 % Date: 2/28/2018
Return: 0.68 % Date: 1/31/2018
Return: 2.52 % Date: 12/31/2017
Return: -0.65 % Date: 11/30/2017
Return: -1.77 % Date: 10/31/2017
Return: 2.05 % Date: 9/30/2017
Return: -1.08 % Date: 8/31/2017
Return: -1.52 % Date: 7/31/2017
Return: 1.90 % Date: 6/30/2017
Return: -2.12 % Date: 5/31/2017
Return: -1.03 % Date: 4/30/2017
Return: 2.37 % Date: 3/31/2017
Return: -0.59 % Date: 2/28/2017
Return: -0.34 % Date: 1/31/2017
Return: -0.72 % Date: 12/31/2016
Return: -2.13 % Date: 11/30/2016
Return: -1.95 % Date: 10/31/2016
Return: -2.16 % Date: 9/30/2016
Return: -1.28 % Date: 8/31/2016
Return: -0.50 % Date: 7/31/2016
Return: -0.69 % Date: 6/30/2016
Return: -1.40 % Date: 5/31/2016
Return: -1.86 % Date: 4/30/2016
Return: -1.35 % Date: 3/31/2016
Return: -1.20 % Date: 2/29/2016
Return: 10.22 % Date: 1/31/2016
Return: -1.65 % Date: 12/31/2015
Return: -2.20 % Date: 11/30/2015
Return: -0.42 % Date: 10/31/2015
Return: 0.59 % Date: 9/30/2015
Return: -1.84 % Date: 8/31/2015
Return: 1.72 % Date: 7/31/2015
Return: 0.82 % Date: 6/30/2015
Return: -1.08 % Date: 5/31/2015
Return: -2.35 % Date: 4/30/2015
Return: 0.71 % Date: 3/31/2015
Return: -0.77 % Date: 2/28/2015
Return: -2.13 % Date: 1/31/2015
Return: 3.76 % Date: 12/31/2014
Return: 2.34 % Date: 11/30/2014
Return: 0.39 % Date: 10/31/2014
Return: -1.24 % Date: 9/30/2014
Return: 7.35 % Date: 8/31/2014
Return: 2.67 % Date: 7/31/2014
Return: 2.01 % Date: 6/30/2014
Return: -2.22 % Date: 5/31/2014
Return: 1.27 % Date: 4/30/2014
Return: -2.00 % Date: 3/31/2014
Return: -0.33 % Date: 2/28/2014
Return: -1.71 % Date: 1/31/2014
Return: -0.19 % Date: 12/31/2013
Return: 0.03 % Date: 11/30/2013
Return: -0.57 % Date: 10/31/2013
Return: -1.10 % Date: 9/30/2013
Return: -0.64 % Date: 8/31/2013
Return: -1.32 % Date: 7/31/2013
Return: 0.10 % Date: 6/30/2013
Return: -0.19 % Date: 5/31/2013
Return: 4.53 % Date: 4/30/2013
Return: -0.52 % Date: 3/31/2013
Return: -1.02 % Date: 2/28/2013
Return: -1.43 % Date: 1/31/2013
Return: 1.17 % Date: 12/31/2012
Return: 5.51 % Date: 11/30/2012
Return: 1.93 % Date: 10/31/2012
Return: -1.11 % Date: 9/30/2012
Return: 2.11 % Date: 8/31/2012
Return: 1.90 % Date: 7/31/2012
Return: -0.81 % Date: 6/30/2012
Return: -1.94 % Date: 5/31/2012
Return: 0.85 % Date: 4/30/2012
Return: -0.21 % Date: 3/31/2012
Return: -0.05 % Date: 2/29/2012
Return: -0.43 % Date: 1/31/2012
Return: -0.91 % Date: 12/31/2011
Return: 0.90 % Date: 11/30/2011
Return: 0.04 % Date: 10/31/2011
Return: 0.90 % Date: 9/30/2011
Return: 1.02 % Date: 8/31/2011
Return: -0.11 % Date: 7/31/2011
Return: -0.45 % Date: 6/30/2011
Return: -0.66 % Date: 5/31/2011
Return: 1.20 % Date: 4/30/2011
Return: -0.28 % Date: 3/31/2011
Return: -0.38 % Date: 2/28/2011
Return: -0.32 % Date: 1/31/2011
Return: 1.55 % Date: 12/31/2010
Return: -0.44 % Date: 11/30/2010
Return: 1.66 % Date: 10/31/2010
Return: -1.78 % Date: 9/30/2010
Return: 0.44 % Date: 8/31/2010
Return: 0.20 % Date: 7/31/2010
Return: -0.46 % Date: 6/30/2010
Return: -0.10 % Date: 5/31/2010
Return: 1.50 % Date: 4/30/2010
Return: -0.84 % Date: 3/31/2010
Return: -0.36 % Date: 2/28/2010
Return: 0.34 % Date: 1/31/2010
Return: 0.02 % Date: 12/31/2009
Return: -0.53 % Date: 11/30/2009
Return: -0.95 % Date: 10/31/2009
Return: -0.49 % Date: 9/30/2009
Return: 0.50 % Date: 8/31/2009
Return: -0.22 % Date: 7/31/2009
Return: -1.08 % Date: 6/30/2009
Return: -1.03 % Date: 5/31/2009
Return: 1.87 % Date: 4/30/2009
Return: -0.50 % Date: 3/31/2009
Return: -0.34 % Date: 2/28/2009
Return: -0.59 % Date: 1/31/2009
Return: -1.08 % Date: 12/31/2008
Return: 1.51 % Date: 11/30/2008
Return: -0.80 % Date: 10/31/2008
Return: 2.03 % Date: 9/30/2008
Return: -0.25 % Date: 8/31/2008
Return: 6.23 % Date: 7/31/2008
Return: 1.04 % Date: 6/30/2008
Return: -0.58 % Date: 5/31/2008
Return: -0.46 % Date: 4/30/2008
Return: 2.68 % Date: 3/31/2008
Return: -0.79 % Date: 2/29/2008
Return: 3.00 % Date: 1/31/2008
Return: -0.08 % Date: 12/31/2007
Return: 1.86 % Date: 11/30/2007
Return: 0.51 % Date: 10/31/2007
Return: 2.59 % Date: 9/30/2007
Return: 0.29 % Date: 8/31/2007
Return: 0.53 % Date: 7/31/2007
Return: 3.07 % Date: 6/30/2007
Return: -0.08 % Date: 5/31/2007
Return: -0.09 % Date: 4/30/2007
Return: 0.32 % Date: 3/31/2007
Return: 2.55 % Date: 2/28/2007
Return: 0.04 % Date: 1/31/2007
Return: -0.43 % Date: 12/31/2006
Return: -0.93 % Date: 11/30/2006
Return: 5.52 % Date: 10/31/2006
Return: 1.27 % Date: 9/30/2006
Return: -0.24 % Date: 8/31/2006
Return: -1.00 % Date: 7/31/2006
Return: 1.34 % Date: 6/30/2006
Return: 0.11 % Date: 5/31/2006
Return: -0.99 % Date: 4/30/2006
Return: 1.62 % Date: 3/31/2006
Return: -0.24 % Date: 2/28/2006
Return: -1.41 % Date: 1/31/2006
Return: -0.92 % Date: 12/31/2005
Return: 0.68 % Date: 11/30/2005
Return: 1.38 % Date: 10/31/2005
Return: -1.07 % Date: 9/30/2005
Return: 0.24 % Date: 8/31/2005
Return: 0.06 % Date: 7/31/2005
Return: 1.21 % Date: 6/30/2005
Return: 2.26 % Date: 5/31/2005
Return: 1.74 % Date: 4/30/2005
Return: -2.13 % Date: 3/31/2005
Return: 0.36 % Date: 2/28/2005
Return: 1.93 % Date: 1/31/2005
Return: -1.00 % Date: 12/31/2004
Return: -0.50 % Date: 11/30/2004
Return: 0.21 % Date: 10/31/2004
Return: -1.95 % Date: 9/30/2004
Return: 0.28 % Date: 8/31/2004
Return: 1.43 % Date: 7/31/2004
Return: 2.53 % Date: 6/30/2004
Return: -0.67 % Date: 5/31/2004
Return: 0.69 % Date: 4/30/2004
Return: 1.06 % Date: 3/31/2004
Return: 2.92 % Date: 2/29/2004
Return: 1.51 % Date: 1/31/2004
Return: -0.27 % Date: 12/31/2003
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/03 - 11/18
Return: -3.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: 4.00 %
Count: 2 Return: 7.00 %
Count: 1 Return: 5.00 %
Count: 1 Return: 6.00 %
Count: 3 Return: -2.00 %
Count: 20 Return: -1.00 %
Count: 45 Return: 1.00 %
Count: 25 Return: 3.00 %
Count: 9 Return: 2.00 %
Count: 21 Return: 0.00 %
Count: 51
Note: All performance data is since program inception.

Underwater Curve

Date Range: 12/03 - 11/18
Date: 11/30/2018
Drawdown: -15.44 % Date: 10/31/2018
Drawdown: -14.02 % Date: 9/30/2018
Drawdown: -14.47 % Date: 8/31/2018
Drawdown: -13.31 % Date: 7/31/2018
Drawdown: -13.88 % Date: 6/30/2018
Drawdown: -13.04 % Date: 5/31/2018
Drawdown: -10.44 % Date: 4/30/2018
Drawdown: -14.18 % Date: 3/31/2018
Drawdown: -15.16 % Date: 2/28/2018
Drawdown: -14.02 % Date: 1/31/2018
Drawdown: -14.60 % Date: 12/31/2017
Drawdown: -16.70 % Date: 11/30/2017
Drawdown: -16.16 % Date: 10/31/2017
Drawdown: -14.65 % Date: 9/30/2017
Drawdown: -16.36 % Date: 8/31/2017
Drawdown: -15.45 % Date: 7/31/2017
Drawdown: -14.14 % Date: 6/30/2017
Drawdown: -15.75 % Date: 5/31/2017
Drawdown: -13.92 % Date: 4/30/2017
Drawdown: -13.02 % Date: 3/31/2017
Drawdown: -15.04 % Date: 2/28/2017
Drawdown: -14.53 % Date: 1/31/2017
Drawdown: -14.24 % Date: 12/31/2016
Drawdown: -13.62 % Date: 11/30/2016
Drawdown: -11.74 % Date: 10/31/2016
Drawdown: -9.99 % Date: 9/30/2016
Drawdown: -8.00 % Date: 8/31/2016
Drawdown: -6.80 % Date: 7/31/2016
Drawdown: -6.34 % Date: 6/30/2016
Drawdown: -5.69 % Date: 5/31/2016
Drawdown: -4.35 % Date: 4/30/2016
Drawdown: -2.53 % Date: 3/31/2016
Drawdown: -1.20 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: -8.37 % Date: 12/31/2015
Drawdown: -6.83 % Date: 11/30/2015
Drawdown: -4.73 % Date: 10/31/2015
Drawdown: -4.33 % Date: 9/30/2015
Drawdown: -4.89 % Date: 8/31/2015
Drawdown: -3.11 % Date: 7/31/2015
Drawdown: -4.75 % Date: 6/30/2015
Drawdown: -5.52 % Date: 5/31/2015
Drawdown: -4.49 % Date: 4/30/2015
Drawdown: -2.19 % Date: 3/31/2015
Drawdown: -2.88 % Date: 2/28/2015
Drawdown: -2.13 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -0.85 % Date: 10/31/2014
Drawdown: -1.24 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: -4.24 % Date: 7/31/2014
Drawdown: -6.73 % Date: 6/30/2014
Drawdown: -8.57 % Date: 5/31/2014
Drawdown: -6.49 % Date: 4/30/2014
Drawdown: -7.66 % Date: 3/31/2014
Drawdown: -5.78 % Date: 2/28/2014
Drawdown: -5.47 % Date: 1/31/2014
Drawdown: -3.82 % Date: 12/31/2013
Drawdown: -3.64 % Date: 11/30/2013
Drawdown: -3.67 % Date: 10/31/2013
Drawdown: -3.12 % Date: 9/30/2013
Drawdown: -2.04 % Date: 8/31/2013
Drawdown: -1.41 % Date: 7/31/2013
Drawdown: -0.09 % Date: 6/30/2013
Drawdown: -0.19 % Date: 5/31/2013
Drawdown: 0.00 % Date: 4/30/2013
Drawdown: -2.94 % Date: 3/31/2013
Drawdown: -2.44 % Date: 2/28/2013
Drawdown: -1.43 % Date: 1/31/2013
Drawdown: 0.00 % Date: 12/31/2012
Drawdown: 0.00 % Date: 11/30/2012
Drawdown: 0.00 % Date: 10/31/2012
Drawdown: -1.65 % Date: 9/30/2012
Drawdown: -0.54 % Date: 8/31/2012
Drawdown: -2.60 % Date: 7/31/2012
Drawdown: -4.41 % Date: 6/30/2012
Drawdown: -3.63 % Date: 5/31/2012
Drawdown: -1.73 % Date: 4/30/2012
Drawdown: -2.55 % Date: 3/31/2012
Drawdown: -2.35 % Date: 2/29/2012
Drawdown: -2.30 % Date: 1/31/2012
Drawdown: -1.88 % Date: 12/31/2011
Drawdown: -0.98 % Date: 11/30/2011
Drawdown: -1.86 % Date: 10/31/2011
Drawdown: -1.90 % Date: 9/30/2011
Drawdown: -2.78 % Date: 8/31/2011
Drawdown: -3.76 % Date: 7/31/2011
Drawdown: -3.65 % Date: 6/30/2011
Drawdown: -3.22 % Date: 5/31/2011
Drawdown: -2.57 % Date: 4/30/2011
Drawdown: -3.73 % Date: 3/31/2011
Drawdown: -3.46 % Date: 2/28/2011
Drawdown: -3.09 % Date: 1/31/2011
Drawdown: -2.78 % Date: 12/31/2010
Drawdown: -4.26 % Date: 11/30/2010
Drawdown: -3.84 % Date: 10/31/2010
Drawdown: -5.41 % Date: 9/30/2010
Drawdown: -3.69 % Date: 8/31/2010
Drawdown: -4.12 % Date: 7/31/2010
Drawdown: -4.31 % Date: 6/30/2010
Drawdown: -3.87 % Date: 5/31/2010
Drawdown: -3.77 % Date: 4/30/2010
Drawdown: -5.19 % Date: 3/31/2010
Drawdown: -4.39 % Date: 2/28/2010
Drawdown: -4.04 % Date: 1/31/2010
Drawdown: -4.37 % Date: 12/31/2009
Drawdown: -4.39 % Date: 11/30/2009
Drawdown: -3.88 % Date: 10/31/2009
Drawdown: -2.96 % Date: 9/30/2009
Drawdown: -2.48 % Date: 8/31/2009
Drawdown: -2.96 % Date: 7/31/2009
Drawdown: -2.75 % Date: 6/30/2009
Drawdown: -1.69 % Date: 5/31/2009
Drawdown: -0.66 % Date: 4/30/2009
Drawdown: -2.49 % Date: 3/31/2009
Drawdown: -2.00 % Date: 2/28/2009
Drawdown: -1.66 % Date: 1/31/2009
Drawdown: -1.08 % Date: 12/31/2008
Drawdown: 0.00 % Date: 11/30/2008
Drawdown: -0.80 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: -0.25 % Date: 8/31/2008
Drawdown: 0.00 % Date: 7/31/2008
Drawdown: -0.01 % Date: 6/30/2008
Drawdown: -1.04 % Date: 5/31/2008
Drawdown: -0.46 % Date: 4/30/2008
Drawdown: 0.00 % Date: 3/31/2008
Drawdown: -0.79 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: -0.08 % Date: 12/31/2007
Drawdown: 0.00 % Date: 11/30/2007
Drawdown: 0.00 % Date: 10/31/2007
Drawdown: 0.00 % Date: 9/30/2007
Drawdown: 0.00 % Date: 8/31/2007
Drawdown: 0.00 % Date: 7/31/2007
Drawdown: 0.00 % Date: 6/30/2007
Drawdown: -0.17 % Date: 5/31/2007
Drawdown: -0.09 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: 0.00 % Date: 2/28/2007
Drawdown: -1.32 % Date: 1/31/2007
Drawdown: -1.36 % Date: 12/31/2006
Drawdown: -0.93 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: -0.51 % Date: 9/30/2006
Drawdown: -1.76 % Date: 8/31/2006
Drawdown: -1.52 % Date: 7/31/2006
Drawdown: -0.53 % Date: 6/30/2006
Drawdown: -1.85 % Date: 5/31/2006
Drawdown: -1.95 % Date: 4/30/2006
Drawdown: -0.97 % Date: 3/31/2006
Drawdown: -2.55 % Date: 2/28/2006
Drawdown: -2.32 % Date: 1/31/2006
Drawdown: -0.92 % Date: 12/31/2005
Drawdown: 0.00 % Date: 11/30/2005
Drawdown: 0.00 % Date: 10/31/2005
Drawdown: -1.07 % Date: 9/30/2005
Drawdown: 0.00 % Date: 8/31/2005
Drawdown: 0.00 % Date: 7/31/2005
Drawdown: 0.00 % Date: 6/30/2005
Drawdown: 0.00 % Date: 5/31/2005
Drawdown: -1.41 % Date: 4/30/2005
Drawdown: -3.10 % Date: 3/31/2005
Drawdown: -0.99 % Date: 2/28/2005
Drawdown: -1.35 % Date: 1/31/2005
Drawdown: -3.21 % Date: 12/31/2004
Drawdown: -2.24 % Date: 11/30/2004
Drawdown: -1.74 % Date: 10/31/2004
Drawdown: -1.95 % Date: 9/30/2004
Drawdown: 0.00 % Date: 8/31/2004
Drawdown: 0.00 % Date: 7/31/2004
Drawdown: 0.00 % Date: 6/30/2004
Drawdown: -0.67 % Date: 5/31/2004
Drawdown: 0.00 % Date: 4/30/2004
Drawdown: 0.00 % Date: 3/31/2004
Drawdown: 0.00 % Date: 2/29/2004
Drawdown: 0.00 % Date: 1/31/2004
Drawdown: -0.27 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Rhicon Currency Management (Pte) Ltd.
Address: 80 Tras St
City: Singapore
State:
Zip: 079019
Country: Singapore

Key People

Name:  Peter Jacobson
Position:  Principal
Biography: 

Peter Jacobson started his career in foreign exchange in 1993 at Citibank Sydney, and thereafter at Swiss Bank Corporation in Geneva in 1995. From 1996 he headed the European Currency desk at Goldman Sachs International Finance in London until 1998 when he relocated to expand and develop the spot currency desk for Goldman Sachs International Bank in Tokyo. In 1999 he resigned to develop a proprietary currency trading company with Mr McLaughlin, ForexTechnicals Ltd. Following upon its success, they teamed up with Mr Brandon to start Rhicon Currency Management in 2000. Mr Jacobson holds a BA in Economics from the University of Sydney.


Name:  Christopher Brandon
Position:  Principal
Biography: 

Christopher Brandon joined Swiss Bank Corporation in Geneva in 1995 and relocated to SBC Warburg London in 1996, as a senior currency trader. He moved to UBS Warburg Singapore in early 1999 as a proprietary trader and the senior technical analyst in Asia, providing technical expertise to the bank’s major institutional customers. He resigned in 2000 and co-founded Rhicon Currency Management that same year. He holds an MA (Hons) in Economics from the University of Edinburgh.


Additional Information

 Futures Sectors Traded
 Currencies Yes 
 Forex Yes 
 Investment Methodology
 Technical Yes 
 Discretionary Yes 
 Sector Specialist Yes 
 Pattern Recognition Yes 
 Instruments Traded
 Forwards Yes 
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Short Term Yes 
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 7% 
 Managed Account Availability: Open