Trigon Investment Advisors, LLC

Trigon FX Program *QEP*


Monthly Performance (%)

Date Range: 07/00 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 4.89 -4.66 -3.37 3.32 0.90 -1.11 -2.69 1.48 -3.54 -1.27 -3.70   -9.78 
2017 0.06 0.02 -4.96 4.13 -1.17 1.18 4.43 -6.22 0.65 -0.03 -0.96 -1.85  -5.13 
2016 3.03 -0.07 0.46 0.12 -0.75 -0.71 -2.20 0.72 -2.86 4.34 0.92 -0.30  2.51 
2015 3.71 -2.05 4.18 -1.00 1.99 -0.91 -3.04 -0.45 -0.63 -0.66 1.10 1.14  3.16 
2014 -3.02 -3.05 -1.26 -3.03 -1.76 0.67 0.82 1.15 10.29 -2.73 2.25 -1.73  -2.13 
2013 1.45 1.10 -0.06 -0.38 -1.01 0.02 -2.58 -2.04 0.90 0.48 0.79 1.56  0.13 
2012 -0.52 -2.11 -2.65 -1.55 11.36 -4.57 -0.51 0.14 5.71 -2.09 -0.27 1.07  3.09 
2011 -4.28 -2.52 -1.63 3.57 -4.03 -1.98 1.12 -4.08 7.55 -3.76 1.59 0.25  -8.56 
2010 0.36 -0.57 -1.26 -2.41 7.64 2.96 0.28 -1.26 2.83 -0.35 -0.31 0.55  8.38 
2009 0.26 -3.50 -0.31 -0.02 5.46 -3.04 -1.77 -3.02 1.26 -0.78 -3.08 -1.62  -10.01 
2008 -1.08 5.98 2.61 -3.30 -0.83 -1.16 0.19 14.35 1.54 2.37 0.11 2.86  25.04 
2007 -1.94 -1.78 -0.91 0.57 -4.35 -0.68 1.72 -1.83 2.82 1.16 2.33 -0.78  -3.84 
2006 0.19 -1.11 -2.32 6.10 3.38 -1.65 -2.51 -2.00 -7.36 1.20 5.22 -0.62  -2.22 
2005 -0.77 -2.92 1.39 0.69 4.50 -0.28 -1.31 -0.69 -1.48 -3.31 2.35 1.50  -0.60 
2004 -3.50 -0.59 -0.80 -2.72 0.73 -2.56 -1.49 -2.54 -1.59 4.34 6.84 -0.51  -4.79 
2003 2.75 -0.26 -0.96 0.27 5.35 -1.08 -0.75 1.09 4.74 2.51 0.92 2.76  18.49 
2002 -1.28 -5.85 0.85 8.12 8.43 10.13 5.42 -0.62 -0.53 0.69 1.37 7.88  38.87 
2001 -0.87 -2.20 5.26 -7.77 4.07 -4.36 -2.50 4.07 -0.94 -0.07 -2.07 3.25  -4.86 
2000 0.62 2.70 1.57 1.45 7.17  14.12 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The Foreign Exchange Program (FXP) began trading in 2000 and allocates 100% of its capital to Trigon's Foreign Exchange Strategy, a systematic strategy that aims to profit from volatility in select major, dollar-block and emerging market currency pairs. The strategy incorporates a multi-time frame breakout model that employs a proprietary screen to measure volatility relative to its historical range. This process identifies trade opportunities with risk/reward potential that is expected to be disproportionately favorable. The model is comprised of two components that focus on different time horizons. The short-term component has an average trade duration of 3 days and is designed to profit from short-duration currency action and counter-trend moves. The medium-term component is designed to participate in sustained price trends and has an average trade duration of approximately 23 days.

Performance Statistics

Date Range: 07/00 - 11/18
  Program S&P 500 Altegris 40 
Total Return 62.12% 172.32% 130.07% 
Annualized Return 2.67% 5.59% 4.63% 
Annualized Std. Deviation 11.22% 14.29% 10.18% 
Correlation -0.18 0.35 
Sharpe Ratio (rf=2.5%) 0.02 0.22 0.21 
Worst Month -7.77% -16.79% -7.77% 
Date of Worst Month 04/2001 10/2008 11/2001 
Worst Drawdown -19.95% -50.95% -15.74% 
Date of Worst Drawdown 5/09 - 5/14 10/07 - 2/09 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 07/00 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 -9.78 5.11 -4.69 
2017 -5.13 21.84 1.24 
2016 2.51 11.98 -3.13 
2015 3.16 1.41 0.09 
2014 -2.13 13.69 15.75 
2013 0.13 32.41 -2.45 
2012 3.09 15.98 -4.75 
2011 -8.56 2.12 -3.23 
2010 8.38 15.06 11.33 
2009 -10.01 26.45 -7.98 
2008 25.04 -36.99 15.47 
2007 -3.84 5.50 7.18 
2006 -2.22 15.79 6.70 
2005 -0.60 4.89 4.51 
2004 -4.79 10.87 2.57 
2003 18.49 28.69 15.99 
2002 38.87 -22.10 15.22 
2001 -4.86 -11.88 5.39 
2000 14.12 -7.26 17.74 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 07/00 - 11/18
Date: 11/30/2018
Perf: $2,341.90 Date: 10/31/2018
Perf: $2,370.35 Date: 9/30/2018
Perf: $2,430.38 Date: 8/31/2018
Perf: $2,441.37 Date: 7/31/2018
Perf: $2,380.66 Date: 6/30/2018
Perf: $2,398.65 Date: 5/31/2018
Perf: $2,378.67 Date: 4/30/2018
Perf: $2,409.75 Date: 3/31/2018
Perf: $2,384.01 Date: 2/28/2018
Perf: $2,386.15 Date: 1/31/2018
Perf: $2,541.16 Date: 12/31/2017
Perf: $2,457.13 Date: 11/30/2017
Perf: $2,430.64 Date: 10/31/2017
Perf: $2,427.48 Date: 9/30/2017
Perf: $2,329.86 Date: 8/31/2017
Perf: $2,380.08 Date: 7/31/2017
Perf: $2,341.22 Date: 6/30/2017
Perf: $2,332.12 Date: 5/31/2017
Perf: $2,402.27 Date: 4/30/2017
Perf: $2,397.71 Date: 3/31/2017
Perf: $2,412.18 Date: 2/28/2017
Perf: $2,447.92 Date: 1/31/2017
Perf: $2,395.70 Date: 12/31/2016
Perf: $2,427.01 Date: 11/30/2016
Perf: $2,408.70 Date: 10/31/2016
Perf: $2,435.49 Date: 9/30/2016
Perf: $2,499.99 Date: 8/31/2016
Perf: $2,532.66 Date: 7/31/2016
Perf: $2,602.67 Date: 6/30/2016
Perf: $2,576.39 Date: 5/31/2016
Perf: $2,471.36 Date: 4/30/2016
Perf: $2,515.38 Date: 3/31/2016
Perf: $2,580.14 Date: 2/29/2016
Perf: $2,656.38 Date: 1/31/2016
Perf: $2,592.60 Date: 12/31/2015
Perf: $2,505.41 Date: 11/30/2015
Perf: $2,564.39 Date: 10/31/2015
Perf: $2,479.83 Date: 9/30/2015
Perf: $2,523.75 Date: 8/31/2015
Perf: $2,470.14 Date: 7/31/2015
Perf: $2,513.63 Date: 6/30/2015
Perf: $2,419.04 Date: 5/31/2015
Perf: $2,551.73 Date: 4/30/2015
Perf: $2,570.24 Date: 3/31/2015
Perf: $2,673.43 Date: 2/28/2015
Perf: $2,615.63 Date: 1/31/2015
Perf: $2,619.82 Date: 12/31/2014
Perf: $2,503.17 Date: 11/30/2014
Perf: $2,459.88 Date: 10/31/2014
Perf: $2,321.74 Date: 9/30/2014
Perf: $2,288.10 Date: 8/31/2014
Perf: $2,254.51 Date: 7/31/2014
Perf: $2,163.01 Date: 6/30/2014
Perf: $2,180.46 Date: 5/31/2014
Perf: $2,161.86 Date: 4/30/2014
Perf: $2,107.90 Date: 3/31/2014
Perf: $2,092.00 Date: 2/28/2014
Perf: $2,123.43 Date: 1/31/2014
Perf: $2,106.16 Date: 12/31/2013
Perf: $2,162.60 Date: 11/30/2013
Perf: $2,165.64 Date: 10/31/2013
Perf: $2,127.13 Date: 9/30/2013
Perf: $2,079.51 Date: 8/31/2013
Perf: $2,092.07 Date: 7/31/2013
Perf: $2,133.02 Date: 6/30/2013
Perf: $2,151.74 Date: 5/31/2013
Perf: $2,236.50 Date: 4/30/2013
Perf: $2,336.99 Date: 3/31/2013
Perf: $2,278.22 Date: 2/28/2013
Perf: $2,245.88 Date: 1/31/2013
Perf: $2,258.98 Date: 12/31/2012
Perf: $2,216.86 Date: 11/30/2012
Perf: $2,206.05 Date: 10/31/2012
Perf: $2,199.89 Date: 9/30/2012
Perf: $2,282.52 Date: 8/31/2012
Perf: $2,320.81 Date: 7/31/2012
Perf: $2,352.81 Date: 6/30/2012
Perf: $2,260.36 Date: 5/31/2012
Perf: $2,348.67 Date: 4/30/2012
Perf: $2,304.88 Date: 3/31/2012
Perf: $2,291.13 Date: 2/29/2012
Perf: $2,344.35 Date: 1/31/2012
Perf: $2,334.77 Date: 12/31/2011
Perf: $2,327.33 Date: 11/30/2011
Perf: $2,305.20 Date: 10/31/2011
Perf: $2,298.30 Date: 9/30/2011
Perf: $2,393.07 Date: 8/31/2011
Perf: $2,394.50 Date: 7/31/2011
Perf: $2,399.30 Date: 6/30/2011
Perf: $2,316.15 Date: 5/31/2011
Perf: $2,377.98 Date: 4/30/2011
Perf: $2,468.06 Date: 3/31/2011
Perf: $2,375.42 Date: 2/28/2011
Perf: $2,412.33 Date: 1/31/2011
Perf: $2,372.01 Date: 12/31/2010
Perf: $2,404.95 Date: 11/30/2010
Perf: $2,306.03 Date: 10/31/2010
Perf: $2,390.65 Date: 9/30/2010
Perf: $2,301.36 Date: 8/31/2010
Perf: $2,260.23 Date: 7/31/2010
Perf: $2,170.37 Date: 6/30/2010
Perf: $2,198.74 Date: 5/31/2010
Perf: $2,190.41 Date: 4/30/2010
Perf: $2,244.73 Date: 3/31/2010
Perf: $2,210.69 Date: 2/28/2010
Perf: $2,126.28 Date: 1/31/2010
Perf: $2,106.48 Date: 12/31/2009
Perf: $2,160.27 Date: 11/30/2009
Perf: $2,250.28 Date: 10/31/2009
Perf: $2,163.10 Date: 9/30/2009
Perf: $2,219.94 Date: 8/31/2009
Perf: $2,168.33 Date: 7/31/2009
Perf: $2,161.20 Date: 6/30/2009
Perf: $2,163.58 Date: 5/31/2009
Perf: $2,222.70 Date: 4/30/2009
Perf: $2,192.45 Date: 3/31/2009
Perf: $2,266.56 Date: 2/28/2009
Perf: $2,331.13 Date: 1/31/2009
Perf: $2,332.30 Date: 12/31/2008
Perf: $2,347.56 Date: 11/30/2008
Perf: $2,288.74 Date: 10/31/2008
Perf: $2,207.72 Date: 9/30/2008
Perf: $2,099.59 Date: 8/31/2008
Perf: $2,095.19 Date: 7/31/2008
Perf: $2,152.66 Date: 6/30/2008
Perf: $2,256.22 Date: 5/31/2008
Perf: $2,197.55 Date: 4/30/2008
Perf: $2,153.19 Date: 3/31/2008
Perf: $2,178.24 Date: 2/29/2008
Perf: $2,187.87 Date: 1/31/2008
Perf: $2,070.08 Date: 12/31/2007
Perf: $2,033.08 Date: 11/30/2007
Perf: $2,037.77 Date: 10/31/2007
Perf: $2,051.10 Date: 9/30/2007
Perf: $1,966.35 Date: 8/31/2007
Perf: $1,878.62 Date: 7/31/2007
Perf: $1,951.41 Date: 6/30/2007
Perf: $2,013.63 Date: 5/31/2007
Perf: $1,957.07 Date: 4/30/2007
Perf: $1,889.61 Date: 3/31/2007
Perf: $1,813.44 Date: 2/28/2007
Perf: $1,856.89 Date: 1/31/2007
Perf: $1,929.24 Date: 12/31/2006
Perf: $1,896.81 Date: 11/30/2006
Perf: $1,834.79 Date: 10/31/2006
Perf: $1,790.91 Date: 9/30/2006
Perf: $1,771.43 Date: 8/31/2006
Perf: $1,790.41 Date: 7/31/2006
Perf: $1,770.57 Date: 6/30/2006
Perf: $1,797.17 Date: 5/31/2006
Perf: $1,822.14 Date: 4/30/2006
Perf: $1,871.74 Date: 3/31/2006
Perf: $1,827.15 Date: 2/28/2006
Perf: $1,779.47 Date: 1/31/2006
Perf: $1,811.71 Date: 12/31/2005
Perf: $1,777.76 Date: 11/30/2005
Perf: $1,810.53 Date: 10/31/2005
Perf: $1,736.05 Date: 9/30/2005
Perf: $1,733.28 Date: 8/31/2005
Perf: $1,706.99 Date: 7/31/2005
Perf: $1,697.82 Date: 6/30/2005
Perf: $1,696.81 Date: 5/31/2005
Perf: $1,640.85 Date: 4/30/2005
Perf: $1,591.67 Date: 3/31/2005
Perf: $1,631.64 Date: 2/28/2005
Perf: $1,640.83 Date: 1/31/2005
Perf: $1,629.59 Date: 12/31/2004
Perf: $1,701.03 Date: 11/30/2004
Perf: $1,695.44 Date: 10/31/2004
Perf: $1,608.42 Date: 9/30/2004
Perf: $1,555.23 Date: 8/31/2004
Perf: $1,534.52 Date: 7/31/2004
Perf: $1,545.18 Date: 6/30/2004
Perf: $1,563.00 Date: 5/31/2004
Perf: $1,616.34 Date: 4/30/2004
Perf: $1,642.45 Date: 3/31/2004
Perf: $1,751.39 Date: 2/29/2004
Perf: $1,768.72 Date: 1/31/2004
Perf: $1,674.29 Date: 12/31/2003
Perf: $1,658.37 Date: 11/30/2003
Perf: $1,589.54 Date: 10/31/2003
Perf: $1,594.33 Date: 9/30/2003
Perf: $1,559.24 Date: 8/31/2003
Perf: $1,566.45 Date: 7/31/2003
Perf: $1,551.86 Date: 6/30/2003
Perf: $1,587.74 Date: 5/31/2003
Perf: $1,628.62 Date: 4/30/2003
Perf: $1,538.32 Date: 3/31/2003
Perf: $1,516.04 Date: 2/28/2003
Perf: $1,608.02 Date: 1/31/2003
Perf: $1,517.43 Date: 12/31/2002
Perf: $1,429.78 Date: 11/30/2002
Perf: $1,347.71 Date: 10/31/2002
Perf: $1,385.96 Date: 9/30/2002
Perf: $1,461.67 Date: 8/31/2002
Perf: $1,397.26 Date: 7/31/2002
Perf: $1,364.38 Date: 6/30/2002
Perf: $1,295.21 Date: 5/31/2002
Perf: $1,190.02 Date: 4/30/2002
Perf: $1,159.97 Date: 3/31/2002
Perf: $1,188.01 Date: 2/28/2002
Perf: $1,191.46 Date: 1/31/2002
Perf: $1,226.04 Date: 12/31/2001
Perf: $1,240.93 Date: 11/30/2001
Perf: $1,215.29 Date: 10/31/2001
Perf: $1,317.67 Date: 9/30/2001
Perf: $1,263.10 Date: 8/31/2001
Perf: $1,225.36 Date: 7/31/2001
Perf: $1,189.79 Date: 6/30/2001
Perf: $1,187.18 Date: 5/31/2001
Perf: $1,200.38 Date: 4/30/2001
Perf: $1,200.02 Date: 3/31/2001
Perf: $1,278.79 Date: 2/28/2001
Perf: $1,200.97 Date: 1/31/2001
Perf: $1,189.67 Date: 12/31/2000
Perf: $1,177.42 Date: 11/30/2000
Perf: $1,087.89 Date: 10/31/2000
Perf: $1,023.80 Date: 9/30/2000
Perf: $1,002.84 Date: 8/31/2000
Perf: $1,020.60 Date: 7/31/2000
Perf: $1,000.00 Date: 11/30/2018
Perf: $2,766.31 Date: 10/31/2018
Perf: $2,711.00 Date: 9/30/2018
Perf: $2,910.05 Date: 8/31/2018
Perf: $2,893.56 Date: 7/31/2018
Perf: $2,802.21 Date: 6/30/2018
Perf: $2,701.70 Date: 5/31/2018
Perf: $2,685.05 Date: 4/30/2018
Perf: $2,621.87 Date: 3/31/2018
Perf: $2,611.94 Date: 2/28/2018
Perf: $2,680.01 Date: 1/31/2018
Perf: $2,782.70 Date: 12/31/2017
Perf: $2,631.89 Date: 11/30/2017
Perf: $2,603.00 Date: 10/31/2017
Perf: $2,525.46 Date: 9/30/2017
Perf: $2,467.96 Date: 8/31/2017
Perf: $2,418.15 Date: 7/31/2017
Perf: $2,410.67 Date: 6/30/2017
Perf: $2,362.02 Date: 5/31/2017
Perf: $2,347.46 Date: 4/30/2017
Perf: $2,314.82 Date: 3/31/2017
Perf: $2,291.22 Date: 2/28/2017
Perf: $2,288.48 Date: 1/31/2017
Perf: $2,201.09 Date: 12/31/2016
Perf: $2,160.05 Date: 11/30/2016
Perf: $2,118.11 Date: 10/31/2016
Perf: $2,042.54 Date: 9/30/2016
Perf: $2,080.40 Date: 8/31/2016
Perf: $2,079.99 Date: 7/31/2016
Perf: $2,077.08 Date: 6/30/2016
Perf: $2,003.16 Date: 5/31/2016
Perf: $1,997.97 Date: 4/30/2016
Perf: $1,962.64 Date: 3/31/2016
Perf: $1,955.02 Date: 2/29/2016
Perf: $1,830.88 Date: 1/31/2016
Perf: $1,833.27 Date: 12/31/2015
Perf: $1,928.94 Date: 11/30/2015
Perf: $1,959.91 Date: 10/31/2015
Perf: $1,954.05 Date: 9/30/2015
Perf: $1,801.96 Date: 8/31/2015
Perf: $1,847.60 Date: 7/31/2015
Perf: $1,966.15 Date: 6/30/2015
Perf: $1,925.71 Date: 5/31/2015
Perf: $1,963.81 Date: 4/30/2015
Perf: $1,938.80 Date: 3/31/2015
Perf: $1,920.37 Date: 2/28/2015
Perf: $1,951.20 Date: 1/31/2015
Perf: $1,845.10 Date: 12/31/2014
Perf: $1,902.17 Date: 11/30/2014
Perf: $1,906.93 Date: 10/31/2014
Perf: $1,856.98 Date: 9/30/2014
Perf: $1,812.75 Date: 8/31/2014
Perf: $1,838.49 Date: 7/31/2014
Perf: $1,767.78 Date: 6/30/2014
Perf: $1,792.51 Date: 5/31/2014
Perf: $1,756.16 Date: 4/30/2014
Perf: $1,715.84 Date: 3/31/2014
Perf: $1,703.24 Date: 2/28/2014
Perf: $1,689.05 Date: 1/31/2014
Perf: $1,615.23 Date: 12/31/2013
Perf: $1,673.12 Date: 11/30/2013
Perf: $1,631.84 Date: 10/31/2013
Perf: $1,583.54 Date: 9/30/2013
Perf: $1,513.90 Date: 8/31/2013
Perf: $1,467.81 Date: 7/31/2013
Perf: $1,511.65 Date: 6/30/2013
Perf: $1,438.43 Date: 5/31/2013
Perf: $1,457.97 Date: 4/30/2013
Perf: $1,424.63 Date: 3/31/2013
Perf: $1,397.66 Date: 2/28/2013
Perf: $1,347.14 Date: 1/31/2013
Perf: $1,329.06 Date: 12/31/2012
Perf: $1,263.61 Date: 11/30/2012
Perf: $1,252.21 Date: 10/31/2012
Perf: $1,244.99 Date: 9/30/2012
Perf: $1,268.46 Date: 8/31/2012
Perf: $1,236.56 Date: 7/31/2012
Perf: $1,209.35 Date: 6/30/2012
Perf: $1,192.77 Date: 5/31/2012
Perf: $1,145.57 Date: 4/30/2012
Perf: $1,218.82 Date: 3/31/2012
Perf: $1,226.55 Date: 2/29/2012
Perf: $1,187.48 Date: 1/31/2012
Perf: $1,138.30 Date: 12/31/2011
Perf: $1,089.50 Date: 11/30/2011
Perf: $1,078.49 Date: 10/31/2011
Perf: $1,080.87 Date: 9/30/2011
Perf: $974.37 Date: 8/31/2011
Perf: $1,048.05 Date: 7/31/2011
Perf: $1,108.23 Date: 6/30/2011
Perf: $1,131.19 Date: 5/31/2011
Perf: $1,150.40 Date: 4/30/2011
Perf: $1,163.55 Date: 3/31/2011
Perf: $1,130.10 Date: 2/28/2011
Perf: $1,129.65 Date: 1/31/2011
Perf: $1,092.19 Date: 12/31/2010
Perf: $1,066.90 Date: 11/30/2010
Perf: $1,000.09 Date: 10/31/2010
Perf: $999.99 Date: 9/30/2010
Perf: $963.29 Date: 8/31/2010
Perf: $884.40 Date: 7/31/2010
Perf: $926.17 Date: 6/30/2010
Perf: $865.50 Date: 5/31/2010
Perf: $913.27 Date: 4/30/2010
Perf: $992.57 Date: 3/31/2010
Perf: $977.13 Date: 2/28/2010
Perf: $921.56 Date: 1/31/2010
Perf: $893.86 Date: 12/31/2009
Perf: $927.24 Date: 11/30/2009
Perf: $909.68 Date: 10/31/2009
Perf: $858.19 Date: 9/30/2009
Perf: $874.45 Date: 8/31/2009
Perf: $843.01 Date: 7/31/2009
Perf: $813.64 Date: 6/30/2009
Perf: $756.45 Date: 5/31/2009
Perf: $754.94 Date: 4/30/2009
Perf: $714.97 Date: 3/31/2009
Perf: $652.52 Date: 2/28/2009
Perf: $599.97 Date: 1/31/2009
Perf: $671.48 Date: 12/31/2008
Perf: $733.30 Date: 11/30/2008
Perf: $725.61 Date: 10/31/2008
Perf: $781.73 Date: 9/30/2008
Perf: $939.47 Date: 8/31/2008
Perf: $1,031.37 Date: 7/31/2008
Perf: $1,016.63 Date: 6/30/2008
Perf: $1,025.24 Date: 5/31/2008
Perf: $1,119.62 Date: 4/30/2008
Perf: $1,105.25 Date: 3/31/2008
Perf: $1,053.93 Date: 2/29/2008
Perf: $1,058.48 Date: 1/31/2008
Perf: $1,094.03 Date: 12/31/2007
Perf: $1,163.87 Date: 11/30/2007
Perf: $1,171.95 Date: 10/31/2007
Perf: $1,223.08 Date: 9/30/2007
Perf: $1,203.94 Date: 8/31/2007
Perf: $1,160.53 Date: 7/31/2007
Perf: $1,143.38 Date: 6/30/2007
Perf: $1,179.96 Date: 5/31/2007
Perf: $1,199.88 Date: 4/30/2007
Perf: $1,159.41 Date: 3/31/2007
Perf: $1,110.23 Date: 2/28/2007
Perf: $1,097.93 Date: 1/31/2007
Perf: $1,119.88 Date: 12/31/2006
Perf: $1,103.22 Date: 11/30/2006
Perf: $1,087.99 Date: 10/31/2006
Perf: $1,067.71 Date: 9/30/2006
Perf: $1,034.00 Date: 8/31/2006
Perf: $1,007.99 Date: 7/31/2006
Perf: $984.56 Date: 6/30/2006
Perf: $978.49 Date: 5/31/2006
Perf: $977.12 Date: 4/30/2006
Perf: $1,006.10 Date: 3/31/2006
Perf: $992.80 Date: 2/28/2006
Perf: $980.64 Date: 1/31/2006
Perf: $978.00 Date: 12/31/2005
Perf: $952.75 Date: 11/30/2005
Perf: $952.46 Date: 10/31/2005
Perf: $917.77 Date: 9/30/2005
Perf: $933.36 Date: 8/31/2005
Perf: $925.86 Date: 7/31/2005
Perf: $934.36 Date: 6/30/2005
Perf: $900.85 Date: 5/31/2005
Perf: $899.59 Date: 4/30/2005
Perf: $871.87 Date: 3/31/2005
Perf: $888.75 Date: 2/28/2005
Perf: $904.77 Date: 1/31/2005
Perf: $886.16 Date: 12/31/2004
Perf: $908.32 Date: 11/30/2004
Perf: $878.45 Date: 10/31/2004
Perf: $844.26 Date: 9/30/2004
Perf: $831.54 Date: 8/31/2004
Perf: $822.65 Date: 7/31/2004
Perf: $819.37 Date: 6/30/2004
Perf: $847.42 Date: 5/31/2004
Perf: $831.30 Date: 4/30/2004
Perf: $820.06 Date: 3/31/2004
Perf: $833.14 Date: 2/29/2004
Perf: $845.92 Date: 1/31/2004
Perf: $834.32 Date: 12/31/2003
Perf: $819.25 Date: 11/30/2003
Perf: $778.45 Date: 10/31/2003
Perf: $771.66 Date: 9/30/2003
Perf: $730.33 Date: 8/31/2003
Perf: $738.15 Date: 7/31/2003
Perf: $724.03 Date: 6/30/2003
Perf: $711.51 Date: 5/31/2003
Perf: $702.52 Date: 4/30/2003
Perf: $667.35 Date: 3/31/2003
Perf: $616.55 Date: 2/28/2003
Perf: $610.62 Date: 1/31/2003
Perf: $619.92 Date: 12/31/2002
Perf: $636.60 Date: 11/30/2002
Perf: $676.30 Date: 10/31/2002
Perf: $638.68 Date: 9/30/2002
Perf: $587.02 Date: 8/31/2002
Perf: $658.61 Date: 7/31/2002
Perf: $654.30 Date: 6/30/2002
Perf: $709.65 Date: 5/31/2002
Perf: $764.05 Date: 4/30/2002
Perf: $769.74 Date: 3/31/2002
Perf: $819.40 Date: 2/28/2002
Perf: $789.71 Date: 1/31/2002
Perf: $805.25 Date: 12/31/2001
Perf: $817.18 Date: 11/30/2001
Perf: $810.05 Date: 10/31/2001
Perf: $752.35 Date: 9/30/2001
Perf: $738.25 Date: 8/31/2001
Perf: $803.14 Date: 7/31/2001
Perf: $856.77 Date: 6/30/2001
Perf: $865.25 Date: 5/31/2001
Perf: $886.80 Date: 4/30/2001
Perf: $880.90 Date: 3/31/2001
Perf: $817.39 Date: 2/28/2001
Perf: $872.72 Date: 1/31/2001
Perf: $960.30 Date: 12/31/2000
Perf: $927.38 Date: 11/30/2000
Perf: $922.85 Date: 10/31/2000
Perf: $1,001.80 Date: 9/30/2000
Perf: $1,006.02 Date: 8/31/2000
Perf: $1,062.10 Date: 7/31/2000
Perf: $1,000.00 Date: 11/30/2018
Perf: $1,621.16 Date: 10/31/2018
Perf: $1,683.45 Date: 9/30/2018
Perf: $1,705.10 Date: 8/31/2018
Perf: $1,767.68 Date: 7/31/2018
Perf: $1,741.90 Date: 6/30/2018
Perf: $1,790.05 Date: 5/31/2018
Perf: $1,810.14 Date: 4/30/2018
Perf: $1,793.99 Date: 3/31/2018
Perf: $1,736.35 Date: 2/28/2018
Perf: $1,796.90 Date: 1/31/2018
Perf: $1,884.73 Date: 12/31/2017
Perf: $1,796.87 Date: 11/30/2017
Perf: $1,830.73 Date: 10/31/2017
Perf: $1,848.48 Date: 9/30/2017
Perf: $1,849.03 Date: 8/31/2017
Perf: $1,837.09 Date: 7/31/2017
Perf: $1,958.94 Date: 6/30/2017
Perf: $1,875.84 Date: 5/31/2017
Perf: $1,853.96 Date: 4/30/2017
Perf: $1,875.91 Date: 3/31/2017
Perf: $1,801.51 Date: 2/28/2017
Perf: $1,895.53 Date: 1/31/2017
Perf: $1,895.15 Date: 12/31/2016
Perf: $1,894.01 Date: 11/30/2016
Perf: $1,899.71 Date: 10/31/2016
Perf: $1,882.39 Date: 9/30/2016
Perf: $1,804.09 Date: 8/31/2016
Perf: $1,857.21 Date: 7/31/2016
Perf: $1,843.93 Date: 6/30/2016
Perf: $1,885.41 Date: 5/31/2016
Perf: $1,898.90 Date: 4/30/2016
Perf: $1,913.25 Date: 3/31/2016
Perf: $1,910.95 Date: 2/29/2016
Perf: $1,902.20 Date: 1/31/2016
Perf: $1,903.53 Date: 12/31/2015
Perf: $1,847.55 Date: 11/30/2015
Perf: $1,826.73 Date: 10/31/2015
Perf: $1,806.85 Date: 9/30/2015
Perf: $1,818.86 Date: 8/31/2015
Perf: $1,830.39 Date: 7/31/2015
Perf: $1,838.66 Date: 6/30/2015
Perf: $1,896.31 Date: 5/31/2015
Perf: $1,913.73 Date: 4/30/2015
Perf: $1,876.39 Date: 3/31/2015
Perf: $1,895.34 Date: 2/28/2015
Perf: $1,819.29 Date: 1/31/2015
Perf: $1,857.37 Date: 12/31/2014
Perf: $1,790.93 Date: 11/30/2014
Perf: $1,822.45 Date: 10/31/2014
Perf: $1,782.35 Date: 9/30/2014
Perf: $1,832.38 Date: 8/31/2014
Perf: $1,661.42 Date: 7/31/2014
Perf: $1,642.53 Date: 6/30/2014
Perf: $1,629.17 Date: 5/31/2014
Perf: $1,618.32 Date: 4/30/2014
Perf: $1,647.32 Date: 3/31/2014
Perf: $1,698.79 Date: 2/28/2014
Perf: $1,720.47 Date: 1/31/2014
Perf: $1,774.59 Date: 12/31/2013
Perf: $1,829.86 Date: 11/30/2013
Perf: $1,801.75 Date: 10/31/2013
Perf: $1,787.63 Date: 9/30/2013
Perf: $1,779.09 Date: 8/31/2013
Perf: $1,763.22 Date: 7/31/2013
Perf: $1,799.94 Date: 6/30/2013
Perf: $1,847.60 Date: 5/31/2013
Perf: $1,847.23 Date: 4/30/2013
Perf: $1,866.08 Date: 3/31/2013
Perf: $1,873.20 Date: 2/28/2013
Perf: $1,874.32 Date: 1/31/2013
Perf: $1,853.93 Date: 12/31/2012
Perf: $1,827.43 Date: 11/30/2012
Perf: $1,808.09 Date: 10/31/2012
Perf: $1,812.98 Date: 9/30/2012
Perf: $1,851.68 Date: 8/31/2012
Perf: $1,751.66 Date: 7/31/2012
Perf: $1,749.21 Date: 6/30/2012
Perf: $1,758.18 Date: 5/31/2012
Perf: $1,842.38 Date: 4/30/2012
Perf: $1,654.43 Date: 3/31/2012
Perf: $1,680.48 Date: 2/29/2012
Perf: $1,726.23 Date: 1/31/2012
Perf: $1,763.43 Date: 12/31/2011
Perf: $1,772.65 Date: 11/30/2011
Perf: $1,768.23 Date: 10/31/2011
Perf: $1,740.56 Date: 9/30/2011
Perf: $1,808.56 Date: 8/31/2011
Perf: $1,681.60 Date: 7/31/2011
Perf: $1,753.13 Date: 6/30/2011
Perf: $1,733.71 Date: 5/31/2011
Perf: $1,768.73 Date: 4/30/2011
Perf: $1,843.00 Date: 3/31/2011
Perf: $1,779.47 Date: 2/28/2011
Perf: $1,808.96 Date: 1/31/2011
Perf: $1,855.72 Date: 12/31/2010
Perf: $1,938.70 Date: 11/30/2010
Perf: $1,928.10 Date: 10/31/2010
Perf: $1,934.09 Date: 9/30/2010
Perf: $1,940.89 Date: 8/31/2010
Perf: $1,887.47 Date: 7/31/2010
Perf: $1,911.56 Date: 6/30/2010
Perf: $1,906.22 Date: 5/31/2010
Perf: $1,851.42 Date: 4/30/2010
Perf: $1,720.01 Date: 3/31/2010
Perf: $1,762.48 Date: 2/28/2010
Perf: $1,784.97 Date: 1/31/2010
Perf: $1,795.21 Date: 12/31/2009
Perf: $1,788.77 Date: 11/30/2009
Perf: $1,818.22 Date: 10/31/2009
Perf: $1,876.00 Date: 9/30/2009
Perf: $1,890.75 Date: 8/31/2009
Perf: $1,867.22 Date: 7/31/2009
Perf: $1,925.37 Date: 6/30/2009
Perf: $1,960.06 Date: 5/31/2009
Perf: $2,021.52 Date: 4/30/2009
Perf: $1,916.86 Date: 3/31/2009
Perf: $1,917.24 Date: 2/28/2009
Perf: $1,923.20 Date: 1/31/2009
Perf: $1,992.96 Date: 12/31/2008
Perf: $1,987.79 Date: 11/30/2008
Perf: $1,932.52 Date: 10/31/2008
Perf: $1,930.39 Date: 9/30/2008
Perf: $1,885.70 Date: 8/31/2008
Perf: $1,857.10 Date: 7/31/2008
Perf: $1,624.05 Date: 6/30/2008
Perf: $1,620.97 Date: 5/31/2008
Perf: $1,640.00 Date: 4/30/2008
Perf: $1,653.72 Date: 3/31/2008
Perf: $1,710.16 Date: 2/29/2008
Perf: $1,666.66 Date: 1/31/2008
Perf: $1,572.62 Date: 12/31/2007
Perf: $1,589.78 Date: 11/30/2007
Perf: $1,602.28 Date: 10/31/2007
Perf: $1,565.80 Date: 9/30/2007
Perf: $1,547.84 Date: 8/31/2007
Perf: $1,505.39 Date: 7/31/2007
Perf: $1,533.45 Date: 6/30/2007
Perf: $1,507.53 Date: 5/31/2007
Perf: $1,517.85 Date: 4/30/2007
Perf: $1,586.88 Date: 3/31/2007
Perf: $1,577.88 Date: 2/28/2007
Perf: $1,592.37 Date: 1/31/2007
Perf: $1,621.23 Date: 12/31/2006
Perf: $1,653.30 Date: 11/30/2006
Perf: $1,663.62 Date: 10/31/2006
Perf: $1,581.09 Date: 9/30/2006
Perf: $1,562.34 Date: 8/31/2006
Perf: $1,686.46 Date: 7/31/2006
Perf: $1,720.88 Date: 6/30/2006
Perf: $1,765.19 Date: 5/31/2006
Perf: $1,794.80 Date: 4/30/2006
Perf: $1,736.12 Date: 3/31/2006
Perf: $1,636.30 Date: 2/28/2006
Perf: $1,675.17 Date: 1/31/2006
Perf: $1,693.97 Date: 12/31/2005
Perf: $1,690.76 Date: 11/30/2005
Perf: $1,665.77 Date: 10/31/2005
Perf: $1,627.53 Date: 9/30/2005
Perf: $1,683.24 Date: 8/31/2005
Perf: $1,708.53 Date: 7/31/2005
Perf: $1,720.40 Date: 6/30/2005
Perf: $1,743.23 Date: 5/31/2005
Perf: $1,748.13 Date: 4/30/2005
Perf: $1,672.85 Date: 3/31/2005
Perf: $1,661.39 Date: 2/28/2005
Perf: $1,638.61 Date: 1/31/2005
Perf: $1,687.90 Date: 12/31/2004
Perf: $1,700.99 Date: 11/30/2004
Perf: $1,709.71 Date: 10/31/2004
Perf: $1,600.26 Date: 9/30/2004
Perf: $1,533.69 Date: 8/31/2004
Perf: $1,558.47 Date: 7/31/2004
Perf: $1,599.09 Date: 6/30/2004
Perf: $1,623.28 Date: 5/31/2004
Perf: $1,665.93 Date: 4/30/2004
Perf: $1,653.85 Date: 3/31/2004
Perf: $1,700.09 Date: 2/29/2004
Perf: $1,713.81 Date: 1/31/2004
Perf: $1,723.98 Date: 12/31/2003
Perf: $1,786.50 Date: 11/30/2003
Perf: $1,738.52 Date: 10/31/2003
Perf: $1,722.67 Date: 9/30/2003
Perf: $1,680.49 Date: 8/31/2003
Perf: $1,604.44 Date: 7/31/2003
Perf: $1,587.14 Date: 6/30/2003
Perf: $1,599.14 Date: 5/31/2003
Perf: $1,616.59 Date: 4/30/2003
Perf: $1,534.50 Date: 3/31/2003
Perf: $1,530.37 Date: 2/28/2003
Perf: $1,545.20 Date: 1/31/2003
Perf: $1,549.23 Date: 12/31/2002
Perf: $1,507.77 Date: 11/30/2002
Perf: $1,397.63 Date: 10/31/2002
Perf: $1,378.74 Date: 9/30/2002
Perf: $1,369.29 Date: 8/31/2002
Perf: $1,376.59 Date: 7/31/2002
Perf: $1,385.18 Date: 6/30/2002
Perf: $1,313.96 Date: 5/31/2002
Perf: $1,193.10 Date: 4/30/2002
Perf: $1,100.34 Date: 3/31/2002
Perf: $1,017.70 Date: 2/28/2002
Perf: $1,009.13 Date: 1/31/2002
Perf: $1,071.83 Date: 12/31/2001
Perf: $1,085.73 Date: 11/30/2001
Perf: $1,051.55 Date: 10/31/2001
Perf: $1,073.78 Date: 9/30/2001
Perf: $1,074.53 Date: 8/31/2001
Perf: $1,084.73 Date: 7/31/2001
Perf: $1,042.30 Date: 6/30/2001
Perf: $1,069.03 Date: 5/31/2001
Perf: $1,117.77 Date: 4/30/2001
Perf: $1,074.05 Date: 3/31/2001
Perf: $1,164.54 Date: 2/28/2001
Perf: $1,106.34 Date: 1/31/2001
Perf: $1,131.23 Date: 12/31/2000
Perf: $1,141.16 Date: 11/30/2000
Perf: $1,064.81 Date: 10/31/2000
Perf: $1,049.59 Date: 9/30/2000
Perf: $1,033.37 Date: 8/31/2000
Perf: $1,006.20 Date: 7/31/2000
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 07/00 - 11/18
Date: 11/30/2018
Return: -3.70 % Date: 10/31/2018
Return: -1.27 % Date: 9/30/2018
Return: -3.54 % Date: 8/31/2018
Return: 1.48 % Date: 7/31/2018
Return: -2.69 % Date: 6/30/2018
Return: -1.11 % Date: 5/31/2018
Return: 0.90 % Date: 4/30/2018
Return: 3.32 % Date: 3/31/2018
Return: -3.37 % Date: 2/28/2018
Return: -4.66 % Date: 1/31/2018
Return: 4.89 % Date: 12/31/2017
Return: -1.85 % Date: 11/30/2017
Return: -0.96 % Date: 10/31/2017
Return: -0.03 % Date: 9/30/2017
Return: 0.65 % Date: 8/31/2017
Return: -6.22 % Date: 7/31/2017
Return: 4.43 % Date: 6/30/2017
Return: 1.18 % Date: 5/31/2017
Return: -1.17 % Date: 4/30/2017
Return: 4.13 % Date: 3/31/2017
Return: -4.96 % Date: 2/28/2017
Return: 0.02 % Date: 1/31/2017
Return: 0.06 % Date: 12/31/2016
Return: -0.30 % Date: 11/30/2016
Return: 0.92 % Date: 10/31/2016
Return: 4.34 % Date: 9/30/2016
Return: -2.86 % Date: 8/31/2016
Return: 0.72 % Date: 7/31/2016
Return: -2.20 % Date: 6/30/2016
Return: -0.71 % Date: 5/31/2016
Return: -0.75 % Date: 4/30/2016
Return: 0.12 % Date: 3/31/2016
Return: 0.46 % Date: 2/29/2016
Return: -0.07 % Date: 1/31/2016
Return: 3.03 % Date: 12/31/2015
Return: 1.14 % Date: 11/30/2015
Return: 1.10 % Date: 10/31/2015
Return: -0.66 % Date: 9/30/2015
Return: -0.63 % Date: 8/31/2015
Return: -0.45 % Date: 7/31/2015
Return: -3.04 % Date: 6/30/2015
Return: -0.91 % Date: 5/31/2015
Return: 1.99 % Date: 4/30/2015
Return: -1.00 % Date: 3/31/2015
Return: 4.18 % Date: 2/28/2015
Return: -2.05 % Date: 1/31/2015
Return: 3.71 % Date: 12/31/2014
Return: -1.73 % Date: 11/30/2014
Return: 2.25 % Date: 10/31/2014
Return: -2.73 % Date: 9/30/2014
Return: 10.29 % Date: 8/31/2014
Return: 1.15 % Date: 7/31/2014
Return: 0.82 % Date: 6/30/2014
Return: 0.67 % Date: 5/31/2014
Return: -1.76 % Date: 4/30/2014
Return: -3.03 % Date: 3/31/2014
Return: -1.26 % Date: 2/28/2014
Return: -3.05 % Date: 1/31/2014
Return: -3.02 % Date: 12/31/2013
Return: 1.56 % Date: 11/30/2013
Return: 0.79 % Date: 10/31/2013
Return: 0.48 % Date: 9/30/2013
Return: 0.90 % Date: 8/31/2013
Return: -2.04 % Date: 7/31/2013
Return: -2.58 % Date: 6/30/2013
Return: 0.02 % Date: 5/31/2013
Return: -1.01 % Date: 4/30/2013
Return: -0.38 % Date: 3/31/2013
Return: -0.06 % Date: 2/28/2013
Return: 1.10 % Date: 1/31/2013
Return: 1.45 % Date: 12/31/2012
Return: 1.07 % Date: 11/30/2012
Return: -0.27 % Date: 10/31/2012
Return: -2.09 % Date: 9/30/2012
Return: 5.71 % Date: 8/31/2012
Return: 0.14 % Date: 7/31/2012
Return: -0.51 % Date: 6/30/2012
Return: -4.57 % Date: 5/31/2012
Return: 11.36 % Date: 4/30/2012
Return: -1.55 % Date: 3/31/2012
Return: -2.65 % Date: 2/29/2012
Return: -2.11 % Date: 1/31/2012
Return: -0.52 % Date: 12/31/2011
Return: 0.25 % Date: 11/30/2011
Return: 1.59 % Date: 10/31/2011
Return: -3.76 % Date: 9/30/2011
Return: 7.55 % Date: 8/31/2011
Return: -4.08 % Date: 7/31/2011
Return: 1.12 % Date: 6/30/2011
Return: -1.98 % Date: 5/31/2011
Return: -4.03 % Date: 4/30/2011
Return: 3.57 % Date: 3/31/2011
Return: -1.63 % Date: 2/28/2011
Return: -2.52 % Date: 1/31/2011
Return: -4.28 % Date: 12/31/2010
Return: 0.55 % Date: 11/30/2010
Return: -0.31 % Date: 10/31/2010
Return: -0.35 % Date: 9/30/2010
Return: 2.83 % Date: 8/31/2010
Return: -1.26 % Date: 7/31/2010
Return: 0.28 % Date: 6/30/2010
Return: 2.96 % Date: 5/31/2010
Return: 7.64 % Date: 4/30/2010
Return: -2.41 % Date: 3/31/2010
Return: -1.26 % Date: 2/28/2010
Return: -0.57 % Date: 1/31/2010
Return: 0.36 % Date: 12/31/2009
Return: -1.62 % Date: 11/30/2009
Return: -3.08 % Date: 10/31/2009
Return: -0.78 % Date: 9/30/2009
Return: 1.26 % Date: 8/31/2009
Return: -3.02 % Date: 7/31/2009
Return: -1.77 % Date: 6/30/2009
Return: -3.04 % Date: 5/31/2009
Return: 5.46 % Date: 4/30/2009
Return: -0.02 % Date: 3/31/2009
Return: -0.31 % Date: 2/28/2009
Return: -3.50 % Date: 1/31/2009
Return: 0.26 % Date: 12/31/2008
Return: 2.86 % Date: 11/30/2008
Return: 0.11 % Date: 10/31/2008
Return: 2.37 % Date: 9/30/2008
Return: 1.54 % Date: 8/31/2008
Return: 14.35 % Date: 7/31/2008
Return: 0.19 % Date: 6/30/2008
Return: -1.16 % Date: 5/31/2008
Return: -0.83 % Date: 4/30/2008
Return: -3.30 % Date: 3/31/2008
Return: 2.61 % Date: 2/29/2008
Return: 5.98 % Date: 1/31/2008
Return: -1.08 % Date: 12/31/2007
Return: -0.78 % Date: 11/30/2007
Return: 2.33 % Date: 10/31/2007
Return: 1.16 % Date: 9/30/2007
Return: 2.82 % Date: 8/31/2007
Return: -1.83 % Date: 7/31/2007
Return: 1.72 % Date: 6/30/2007
Return: -0.68 % Date: 5/31/2007
Return: -4.35 % Date: 4/30/2007
Return: 0.57 % Date: 3/31/2007
Return: -0.91 % Date: 2/28/2007
Return: -1.78 % Date: 1/31/2007
Return: -1.94 % Date: 12/31/2006
Return: -0.62 % Date: 11/30/2006
Return: 5.22 % Date: 10/31/2006
Return: 1.20 % Date: 9/30/2006
Return: -7.36 % Date: 8/31/2006
Return: -2.00 % Date: 7/31/2006
Return: -2.51 % Date: 6/30/2006
Return: -1.65 % Date: 5/31/2006
Return: 3.38 % Date: 4/30/2006
Return: 6.10 % Date: 3/31/2006
Return: -2.32 % Date: 2/28/2006
Return: -1.11 % Date: 1/31/2006
Return: 0.19 % Date: 12/31/2005
Return: 1.50 % Date: 11/30/2005
Return: 2.35 % Date: 10/31/2005
Return: -3.31 % Date: 9/30/2005
Return: -1.48 % Date: 8/31/2005
Return: -0.69 % Date: 7/31/2005
Return: -1.31 % Date: 6/30/2005
Return: -0.28 % Date: 5/31/2005
Return: 4.50 % Date: 4/30/2005
Return: 0.69 % Date: 3/31/2005
Return: 1.39 % Date: 2/28/2005
Return: -2.92 % Date: 1/31/2005
Return: -0.77 % Date: 12/31/2004
Return: -0.51 % Date: 11/30/2004
Return: 6.84 % Date: 10/31/2004
Return: 4.34 % Date: 9/30/2004
Return: -1.59 % Date: 8/31/2004
Return: -2.54 % Date: 7/31/2004
Return: -1.49 % Date: 6/30/2004
Return: -2.56 % Date: 5/31/2004
Return: 0.73 % Date: 4/30/2004
Return: -2.72 % Date: 3/31/2004
Return: -0.80 % Date: 2/29/2004
Return: -0.59 % Date: 1/31/2004
Return: -3.50 % Date: 12/31/2003
Return: 2.76 % Date: 11/30/2003
Return: 0.92 % Date: 10/31/2003
Return: 2.51 % Date: 9/30/2003
Return: 4.74 % Date: 8/31/2003
Return: 1.09 % Date: 7/31/2003
Return: -0.75 % Date: 6/30/2003
Return: -1.08 % Date: 5/31/2003
Return: 5.35 % Date: 4/30/2003
Return: 0.27 % Date: 3/31/2003
Return: -0.96 % Date: 2/28/2003
Return: -0.26 % Date: 1/31/2003
Return: 2.75 % Date: 12/31/2002
Return: 7.88 % Date: 11/30/2002
Return: 1.37 % Date: 10/31/2002
Return: 0.69 % Date: 9/30/2002
Return: -0.53 % Date: 8/31/2002
Return: -0.62 % Date: 7/31/2002
Return: 5.42 % Date: 6/30/2002
Return: 10.13 % Date: 5/31/2002
Return: 8.43 % Date: 4/30/2002
Return: 8.12 % Date: 3/31/2002
Return: 0.85 % Date: 2/28/2002
Return: -5.85 % Date: 1/31/2002
Return: -1.28 % Date: 12/31/2001
Return: 3.25 % Date: 11/30/2001
Return: -2.07 % Date: 10/31/2001
Return: -0.07 % Date: 9/30/2001
Return: -0.94 % Date: 8/31/2001
Return: 4.07 % Date: 7/31/2001
Return: -2.50 % Date: 6/30/2001
Return: -4.36 % Date: 5/31/2001
Return: 4.07 % Date: 4/30/2001
Return: -7.77 % Date: 3/31/2001
Return: 5.26 % Date: 2/28/2001
Return: -2.20 % Date: 1/31/2001
Return: -0.87 % Date: 12/31/2000
Return: 7.17 % Date: 11/30/2000
Return: 1.45 % Date: 10/31/2000
Return: 1.57 % Date: 9/30/2000
Return: 2.70 % Date: 8/31/2000
Return: 0.62 % Date: 7/31/2000
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 07/00 - 11/18
Return: -5.00 %
Count: 3 Return: 11.00 %
Count: 1 Return: 14.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: 6.00 %
Count: 3 Return: -3.00 %
Count: 21 Return: 10.00 %
Count: 2 Return: 8.00 %
Count: 5 Return: -6.00 %
Count: 2 Return: -4.00 %
Count: 10 Return: 4.00 %
Count: 10 Return: -8.00 %
Count: 1 Return: 5.00 %
Count: 7 Return: -2.00 %
Count: 24 Return: -1.00 %
Count: 42 Return: 7.00 %
Count: 2 Return: 2.00 %
Count: 11 Return: 3.00 %
Count: 13 Return: 1.00 %
Count: 32 Return: 0.00 %
Count: 30
Note: All performance data is since program inception.

Underwater Curve

Date Range: 07/00 - 11/18
Date: 11/30/2018
Drawdown: -19.80 % Date: 10/31/2018
Drawdown: -16.72 % Date: 9/30/2018
Drawdown: -15.65 % Date: 8/31/2018
Drawdown: -12.56 % Date: 7/31/2018
Drawdown: -13.83 % Date: 6/30/2018
Drawdown: -11.45 % Date: 5/31/2018
Drawdown: -10.46 % Date: 4/30/2018
Drawdown: -11.26 % Date: 3/31/2018
Drawdown: -14.11 % Date: 2/28/2018
Drawdown: -11.11 % Date: 1/31/2018
Drawdown: -6.77 % Date: 12/31/2017
Drawdown: -11.11 % Date: 11/30/2017
Drawdown: -9.44 % Date: 10/31/2017
Drawdown: -8.56 % Date: 9/30/2017
Drawdown: -8.53 % Date: 8/31/2017
Drawdown: -9.12 % Date: 7/31/2017
Drawdown: -3.10 % Date: 6/30/2017
Drawdown: -7.21 % Date: 5/31/2017
Drawdown: -8.29 % Date: 4/30/2017
Drawdown: -7.20 % Date: 3/31/2017
Drawdown: -10.88 % Date: 2/28/2017
Drawdown: -6.23 % Date: 1/31/2017
Drawdown: -6.25 % Date: 12/31/2016
Drawdown: -6.31 % Date: 11/30/2016
Drawdown: -6.03 % Date: 10/31/2016
Drawdown: -6.88 % Date: 9/30/2016
Drawdown: -10.76 % Date: 8/31/2016
Drawdown: -8.13 % Date: 7/31/2016
Drawdown: -8.78 % Date: 6/30/2016
Drawdown: -6.73 % Date: 5/31/2016
Drawdown: -6.07 % Date: 4/30/2016
Drawdown: -5.36 % Date: 3/31/2016
Drawdown: -5.47 % Date: 2/29/2016
Drawdown: -5.90 % Date: 1/31/2016
Drawdown: -5.84 % Date: 12/31/2015
Drawdown: -8.61 % Date: 11/30/2015
Drawdown: -9.64 % Date: 10/31/2015
Drawdown: -10.62 % Date: 9/30/2015
Drawdown: -10.03 % Date: 8/31/2015
Drawdown: -9.45 % Date: 7/31/2015
Drawdown: -9.05 % Date: 6/30/2015
Drawdown: -6.19 % Date: 5/31/2015
Drawdown: -5.33 % Date: 4/30/2015
Drawdown: -7.18 % Date: 3/31/2015
Drawdown: -6.24 % Date: 2/28/2015
Drawdown: -10.00 % Date: 1/31/2015
Drawdown: -8.12 % Date: 12/31/2014
Drawdown: -11.41 % Date: 11/30/2014
Drawdown: -9.85 % Date: 10/31/2014
Drawdown: -11.83 % Date: 9/30/2014
Drawdown: -9.36 % Date: 8/31/2014
Drawdown: -17.81 % Date: 7/31/2014
Drawdown: -18.75 % Date: 6/30/2014
Drawdown: -19.41 % Date: 5/31/2014
Drawdown: -19.95 % Date: 4/30/2014
Drawdown: -18.51 % Date: 3/31/2014
Drawdown: -15.96 % Date: 2/28/2014
Drawdown: -14.89 % Date: 1/31/2014
Drawdown: -12.21 % Date: 12/31/2013
Drawdown: -9.48 % Date: 11/30/2013
Drawdown: -10.87 % Date: 10/31/2013
Drawdown: -11.57 % Date: 9/30/2013
Drawdown: -11.99 % Date: 8/31/2013
Drawdown: -12.78 % Date: 7/31/2013
Drawdown: -10.96 % Date: 6/30/2013
Drawdown: -8.60 % Date: 5/31/2013
Drawdown: -8.62 % Date: 4/30/2013
Drawdown: -7.69 % Date: 3/31/2013
Drawdown: -7.34 % Date: 2/28/2013
Drawdown: -7.28 % Date: 1/31/2013
Drawdown: -8.29 % Date: 12/31/2012
Drawdown: -9.60 % Date: 11/30/2012
Drawdown: -10.56 % Date: 10/31/2012
Drawdown: -10.32 % Date: 9/30/2012
Drawdown: -8.40 % Date: 8/31/2012
Drawdown: -13.35 % Date: 7/31/2012
Drawdown: -13.47 % Date: 6/30/2012
Drawdown: -13.03 % Date: 5/31/2012
Drawdown: -8.86 % Date: 4/30/2012
Drawdown: -18.16 % Date: 3/31/2012
Drawdown: -16.87 % Date: 2/29/2012
Drawdown: -14.61 % Date: 1/31/2012
Drawdown: -12.77 % Date: 12/31/2011
Drawdown: -12.31 % Date: 11/30/2011
Drawdown: -12.53 % Date: 10/31/2011
Drawdown: -13.90 % Date: 9/30/2011
Drawdown: -10.53 % Date: 8/31/2011
Drawdown: -16.82 % Date: 7/31/2011
Drawdown: -13.28 % Date: 6/30/2011
Drawdown: -14.24 % Date: 5/31/2011
Drawdown: -12.50 % Date: 4/30/2011
Drawdown: -8.83 % Date: 3/31/2011
Drawdown: -11.97 % Date: 2/28/2011
Drawdown: -10.51 % Date: 1/31/2011
Drawdown: -8.20 % Date: 12/31/2010
Drawdown: -4.10 % Date: 11/30/2010
Drawdown: -4.62 % Date: 10/31/2010
Drawdown: -4.32 % Date: 9/30/2010
Drawdown: -3.99 % Date: 8/31/2010
Drawdown: -6.63 % Date: 7/31/2010
Drawdown: -5.44 % Date: 6/30/2010
Drawdown: -5.70 % Date: 5/31/2010
Drawdown: -8.41 % Date: 4/30/2010
Drawdown: -14.92 % Date: 3/31/2010
Drawdown: -12.81 % Date: 2/28/2010
Drawdown: -11.70 % Date: 1/31/2010
Drawdown: -11.20 % Date: 12/31/2009
Drawdown: -11.51 % Date: 11/30/2009
Drawdown: -10.06 % Date: 10/31/2009
Drawdown: -7.20 % Date: 9/30/2009
Drawdown: -6.47 % Date: 8/31/2009
Drawdown: -7.63 % Date: 7/31/2009
Drawdown: -4.76 % Date: 6/30/2009
Drawdown: -3.04 % Date: 5/31/2009
Drawdown: 0.00 % Date: 4/30/2009
Drawdown: -3.82 % Date: 3/31/2009
Drawdown: -3.80 % Date: 2/28/2009
Drawdown: -3.50 % Date: 1/31/2009
Drawdown: 0.00 % Date: 12/31/2008
Drawdown: 0.00 % Date: 11/30/2008
Drawdown: 0.00 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: 0.00 % Date: 8/31/2008
Drawdown: 0.00 % Date: 7/31/2008
Drawdown: -9.51 % Date: 6/30/2008
Drawdown: -9.69 % Date: 5/31/2008
Drawdown: -8.63 % Date: 4/30/2008
Drawdown: -7.86 % Date: 3/31/2008
Drawdown: -4.72 % Date: 2/29/2008
Drawdown: -7.14 % Date: 1/31/2008
Drawdown: -12.38 % Date: 12/31/2007
Drawdown: -11.42 % Date: 11/30/2007
Drawdown: -10.73 % Date: 10/31/2007
Drawdown: -12.76 % Date: 9/30/2007
Drawdown: -13.76 % Date: 8/31/2007
Drawdown: -16.12 % Date: 7/31/2007
Drawdown: -14.56 % Date: 6/30/2007
Drawdown: -16.01 % Date: 5/31/2007
Drawdown: -15.43 % Date: 4/30/2007
Drawdown: -11.58 % Date: 3/31/2007
Drawdown: -12.09 % Date: 2/28/2007
Drawdown: -11.28 % Date: 1/31/2007
Drawdown: -9.67 % Date: 12/31/2006
Drawdown: -7.88 % Date: 11/30/2006
Drawdown: -7.31 % Date: 10/31/2006
Drawdown: -11.91 % Date: 9/30/2006
Drawdown: -12.95 % Date: 8/31/2006
Drawdown: -6.04 % Date: 7/31/2006
Drawdown: -4.12 % Date: 6/30/2006
Drawdown: -1.65 % Date: 5/31/2006
Drawdown: 0.00 % Date: 4/30/2006
Drawdown: -2.82 % Date: 3/31/2006
Drawdown: -8.41 % Date: 2/28/2006
Drawdown: -6.23 % Date: 1/31/2006
Drawdown: -5.18 % Date: 12/31/2005
Drawdown: -5.36 % Date: 11/30/2005
Drawdown: -6.76 % Date: 10/31/2005
Drawdown: -8.90 % Date: 9/30/2005
Drawdown: -5.78 % Date: 8/31/2005
Drawdown: -4.36 % Date: 7/31/2005
Drawdown: -3.70 % Date: 6/30/2005
Drawdown: -2.42 % Date: 5/31/2005
Drawdown: -2.15 % Date: 4/30/2005
Drawdown: -6.36 % Date: 3/31/2005
Drawdown: -7.00 % Date: 2/28/2005
Drawdown: -8.28 % Date: 1/31/2005
Drawdown: -5.52 % Date: 12/31/2004
Drawdown: -4.79 % Date: 11/30/2004
Drawdown: -4.30 % Date: 10/31/2004
Drawdown: -10.43 % Date: 9/30/2004
Drawdown: -14.15 % Date: 8/31/2004
Drawdown: -12.76 % Date: 7/31/2004
Drawdown: -10.49 % Date: 6/30/2004
Drawdown: -9.14 % Date: 5/31/2004
Drawdown: -6.75 % Date: 4/30/2004
Drawdown: -7.43 % Date: 3/31/2004
Drawdown: -4.84 % Date: 2/29/2004
Drawdown: -4.07 % Date: 1/31/2004
Drawdown: -3.50 % Date: 12/31/2003
Drawdown: 0.00 % Date: 11/30/2003
Drawdown: 0.00 % Date: 10/31/2003
Drawdown: 0.00 % Date: 9/30/2003
Drawdown: 0.00 % Date: 8/31/2003
Drawdown: -0.75 % Date: 7/31/2003
Drawdown: -1.82 % Date: 6/30/2003
Drawdown: -1.08 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -0.95 % Date: 3/31/2003
Drawdown: -1.22 % Date: 2/28/2003
Drawdown: -0.26 % Date: 1/31/2003
Drawdown: 0.00 % Date: 12/31/2002
Drawdown: 0.00 % Date: 11/30/2002
Drawdown: 0.00 % Date: 10/31/2002
Drawdown: -0.46 % Date: 9/30/2002
Drawdown: -1.15 % Date: 8/31/2002
Drawdown: -0.62 % Date: 7/31/2002
Drawdown: 0.00 % Date: 6/30/2002
Drawdown: 0.00 % Date: 5/31/2002
Drawdown: 0.00 % Date: 4/30/2002
Drawdown: -5.51 % Date: 3/31/2002
Drawdown: -12.61 % Date: 2/28/2002
Drawdown: -13.35 % Date: 1/31/2002
Drawdown: -7.96 % Date: 12/31/2001
Drawdown: -6.77 % Date: 11/30/2001
Drawdown: -9.70 % Date: 10/31/2001
Drawdown: -7.79 % Date: 9/30/2001
Drawdown: -7.73 % Date: 8/31/2001
Drawdown: -6.85 % Date: 7/31/2001
Drawdown: -10.50 % Date: 6/30/2001
Drawdown: -8.20 % Date: 5/31/2001
Drawdown: -4.02 % Date: 4/30/2001
Drawdown: -7.77 % Date: 3/31/2001
Drawdown: 0.00 % Date: 2/28/2001
Drawdown: -3.05 % Date: 1/31/2001
Drawdown: -0.87 % Date: 12/31/2000
Drawdown: 0.00 % Date: 11/30/2000
Drawdown: 0.00 % Date: 10/31/2000
Drawdown: 0.00 % Date: 9/30/2000
Drawdown: 0.00 % Date: 8/31/2000
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Trigon Investment Advisors, LLC
Address: 88 Pine Street, 27st Floor
City: New York
State: NY
Zip: 10005
Country: USA

Key People

Name:  Paul D. Mastroddi
Position:  Principal
Biography: 

Paul Mastroddi, co-founder, is an economist by training and has been an investment manager since 1996. -PhD in economics, Yale University (1985); doctoral thesis on Federal Reserve policy; views published by U.S. Senate as part of monetary policy hearings. -Managing director and chief U.S. economist, J.P. Morgan (1985-1996). Voted one of top economists on Wall Street by Institutional Investorand Greenwich Associates. -Earned “a second PhD in trading” as: Manager of macro overlay, Lattanzio Group, an equity-oriented start-up (1996-97) -Portfolio manager and advisor, Omega Advisors (1998) -Portfolio manager ($100 million), Moore Capital (1999-2000) -Joined MLC International Investment Group (2001-2002) to jointly run with Mr. Basic the “house book” of this office of a wealthy Texas family (a current investor in Trigon).


Name:  Ante Basic
Position:  Principal
Biography: 

-Traded futures and foreign exchange for the Chase Manhattan Bank(1990-96). Significant experience in all aspects of trading, including discretionary risk taking and systematic methods as well as risk control. Final position was Head Trader, GlobalTrading Strategies, a quantitative proprietary trading group. -Co-founded Global Capital Market Strategies, a consultant and CTA, as President (1996-99). -SVP of Refco Fund Holdings (1999), a joint enture with MLC, as investment manager and asset allocator. -Joined MLC (2001-2002) as Managing Director when joint venture with Refco ended. Teamed with Mr. Mastroddi in early 2001 to co-manage “house book”.


Name:  Patrick M. Hannon, CAIA
Position:  Managing Director
Biography: 


Additional Information

 Futures Sectors Traded
 Forex Yes 
 Investment Methodology
 Trend Following Yes 
 Contrarian Yes 
 Systematic Yes 
 Sector Specialist Yes 
 Counter-trend Yes 
 Volatility Trading Yes 
 Options Writing Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Intra-Week Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 10% 
 Managed Account Availability: Open