Abraham Trading Company LP

Abraham Diversified Program


Monthly Performance (%)

Date Range: 12/89 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -1.93 -0.40 -2.70 -0.23   -5.18 
2018 1.77 -2.68 -1.11 1.75 -4.07 -4.20 -0.61 1.88 -2.97 -3.15 -1.93 -1.08  -15.46 
2017 -2.58 -0.15 -1.37 1.22 -4.24 -0.63 1.89 1.28 -3.31 0.55 -2.09 0.25  -9.00 
2016 7.13 2.58 -3.76 2.56 -0.71 2.40 1.26 -1.61 -4.32 -0.80 -2.99 0.23  1.40 
2015 4.95 -1.11 1.21 -5.09 -2.37 0.18 1.26 -4.66 2.11 -3.61 2.14 -1.07  -6.38 
2014 2.39 -0.29 0.19 0.51 -0.34 3.40 2.95 1.98 2.22 1.93 4.62 0.02  21.27 
2013 0.81 -0.86 0.49 2.41 -1.31 -0.31 -0.47 -1.28 2.55 -1.70 -1.42 1.64  0.43 
2012 -1.05 -1.54 -4.27 1.62 5.65 -4.44 4.69 -0.43 -2.48 -2.92 -0.67 0.64  -5.60 
2011 1.57 3.35 -6.78 5.82 -3.68 -5.49 5.64 -2.06 -0.72 -3.69 1.35 0.41  -5.10 
2010 -0.86 -0.36 1.42 -2.54 -3.92 -1.73 -1.92 3.70 4.56 3.80 -1.72 8.54  8.56 
2009 -0.74 0.12 -1.82 -3.12 3.89 0.53 -2.30 1.48 0.07 -1.12 1.55 -3.97  -5.55 
2008 6.44 6.57 -0.21 0.34 -0.94 2.04 -4.19 0.08 5.55 4.73 2.01 3.76  28.80 
2007 -1.08 -4.00 -2.32 6.50 4.96 3.66 -2.54 -3.73 5.20 4.32 1.16 6.47  19.20 
2006 2.56 -1.53 5.71 2.75 -1.70 -2.32 -5.26 2.72 -1.51 4.08 2.23 1.41  8.93 
2005 -5.48 -8.95 -1.00 -10.04 1.93 6.66 -12.16 15.74 -5.79 -5.98 14.15 3.96  -10.95 
2004 0.47 8.38 0.88 -6.22 2.53 1.37 6.74 -12.25 7.84 4.32 2.79 -0.51  15.38 
2003 24.18 13.18 -4.73 2.02 5.59 -7.06 -4.86 -3.54 7.02 22.09 -0.03 8.69  74.66 
2002 -1.73 1.33 -6.62 4.99 1.51 7.75 -3.97 9.86 3.29 -10.19 -1.80 18.41  21.51 
2001 2.28 2.99 15.17 -10.20 5.13 4.47 -2.85 4.89 9.28 4.13 -13.68 -0.50  19.16 
2000 8.02 -9.05 -4.16 5.48 -2.58 -2.19 -5.26 11.76 -4.53 9.51 8.58 -0.18  13.54 
1999 -11.56 13.35 -9.43 7.52 -6.09 -0.68 -0.83 3.12 0.99 -9.57 13.64 8.41  4.76 
1998 -0.90 4.09 -4.45 -4.45 2.61 -2.34 -0.83 23.24 -3.33 -11.39 0.94 4.67  4.39 
1997 5.28 9.15 -1.50 -5.16 -1.32 0.38 4.11 -8.08 4.95 -5.37 2.10 7.46  10.88 
1996 -6.85 -13.78 9.66 14.27 -9.41 1.52 -6.30 -3.34 6.03 16.84 2.45 -6.41  -0.42 
1995 -7.91 1.24 6.63 4.73 8.22 0.11 -8.75 -5.34 -1.84 -6.67 -0.19 19.11  6.12 
1994 -1.45 -4.16 2.87 -8.39 15.01 1.47 0.98 -7.38 5.05 5.43 14.24 1.06  24.22 
1993 -4.21 6.10 4.57 9.24 4.88 -1.22 6.60 -5.28 1.16 -6.59 3.71 12.83  34.29 
1992 -12.60 -6.00 -5.47 0.31 -5.71 6.58 16.52 1.92 -0.34 -3.31 4.65 -4.54  -10.50 
1991 -15.94 1.30 2.43 -13.70 2.94 2.11 -1.52 -6.33 11.61 16.61 -2.09 33.75  24.39 
1990 3.65 1.81 9.45 12.90 -7.90 2.49 20.08 18.54 8.57 -0.36 0.31 -0.09  89.95 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The Diversified Program’s trading methodology is a diversified, systematic approach blending long-term trend following, short-term trend following, short-term momentum and mean reversion strategies. Each strategy is further divided into sub-systems to facilitate smoother entries and exits. The program also implements filtering techniques in some strategies in an attempt to avoid trades with adverse risk/reward characteristics. While the filter’s goal is to capture profits, its selectiveness allows the system to enter markets only during periods when the risk/reward of a trade is heavily in the trade’s favor. The program trades across 59 futures markets; with an average allocation of roughly 50% to physical commodity futures and 50% to financial futures.

Performance Statistics

Date Range: 12/89 - 04/19
  Program S&P 500 Altegris 40 
Total Return 2310.68% 1492.19% 559.75% 
Annualized Return 11.43% 9.87% 6.64% 
Annualized Std. Deviation 23.41% 14.21% 11.14% 
Correlation -0.13 0.64 
Sharpe Ratio (rf=2.5%) 0.38 0.52 0.37 
Worst Month -15.94% -16.79% -8.16% 
Date of Worst Month 01/1991 10/2008 01/1992 
Worst Drawdown -34.07% -50.95% -15.74% 
Date of Worst Drawdown 3/15 - 4/19 10/07 - 2/09 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/89 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 -5.18 18.24 5.17 
2018 -15.46 -4.38 -4.29 
2017 -9.00 21.84 1.24 
2016 1.40 11.98 -3.13 
2015 -6.38 1.41 0.09 
2014 21.27 13.69 15.75 
2013 0.43 32.41 -2.45 
2012 -5.60 15.98 -4.75 
2011 -5.10 2.12 -3.23 
2010 8.56 15.06 11.33 
2009 -5.55 26.45 -7.98 
2008 28.80 -36.99 15.47 
2007 19.20 5.50 7.18 
2006 8.93 15.79 6.70 
2005 -10.95 4.89 4.51 
2004 15.38 10.87 2.57 
2003 74.66 28.69 15.99 
2002 21.51 -22.10 15.22 
2001 19.16 -11.88 5.39 
2000 13.54 -9.09 10.63 
1999 4.76 21.04 0.87 
1998 4.39 28.58 12.61 
1997 10.88 33.38 10.22 
1996 -0.42 22.96 16.04 
1995 6.12 37.57 13.16 
1994 24.22 1.32 -5.46 
1993 34.29 10.08 14.66 
1992 -10.50 7.65 0.89 
1991 24.39 30.47 15.12 
1990 89.95 -3.10 37.15 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/89 - 04/19
Date: 4/30/2019
Perf: $6,597.52 Date: 3/31/2019
Perf: $6,420.95 Date: 2/28/2019
Perf: $6,198.42 Date: 1/31/2019
Perf: $6,159.01 Date: 12/31/2018
Perf: $6,273.18 Date: 11/30/2018
Perf: $6,246.94 Date: 10/31/2018
Perf: $6,322.81 Date: 9/30/2018
Perf: $6,482.94 Date: 8/31/2018
Perf: $6,512.25 Date: 7/31/2018
Perf: $6,350.32 Date: 6/30/2018
Perf: $6,398.30 Date: 5/31/2018
Perf: $6,345.00 Date: 4/30/2018
Perf: $6,427.92 Date: 3/31/2018
Perf: $6,359.25 Date: 2/28/2018
Perf: $6,364.97 Date: 1/31/2018
Perf: $6,778.46 Date: 12/31/2017
Perf: $6,554.30 Date: 11/30/2017
Perf: $6,483.63 Date: 10/31/2017
Perf: $6,475.21 Date: 9/30/2017
Perf: $6,214.81 Date: 8/31/2017
Perf: $6,348.77 Date: 7/31/2017
Perf: $6,245.10 Date: 6/30/2017
Perf: $6,220.84 Date: 5/31/2017
Perf: $6,407.95 Date: 4/30/2017
Perf: $6,395.80 Date: 3/31/2017
Perf: $6,434.41 Date: 2/28/2017
Perf: $6,529.74 Date: 1/31/2017
Perf: $6,390.43 Date: 12/31/2016
Perf: $6,473.94 Date: 11/30/2016
Perf: $6,425.11 Date: 10/31/2016
Perf: $6,496.58 Date: 9/30/2016
Perf: $6,668.63 Date: 8/31/2016
Perf: $6,755.78 Date: 7/31/2016
Perf: $6,942.53 Date: 6/30/2016
Perf: $6,872.43 Date: 5/31/2016
Perf: $6,592.26 Date: 4/30/2016
Perf: $6,709.68 Date: 3/31/2016
Perf: $6,882.43 Date: 2/29/2016
Perf: $7,085.79 Date: 1/31/2016
Perf: $6,915.67 Date: 12/31/2015
Perf: $6,683.09 Date: 11/30/2015
Perf: $6,840.42 Date: 10/31/2015
Perf: $6,614.86 Date: 9/30/2015
Perf: $6,731.99 Date: 8/31/2015
Perf: $6,589.01 Date: 7/31/2015
Perf: $6,705.01 Date: 6/30/2015
Perf: $6,452.71 Date: 5/31/2015
Perf: $6,806.65 Date: 4/30/2015
Perf: $6,856.02 Date: 3/31/2015
Perf: $7,131.29 Date: 2/28/2015
Perf: $6,977.09 Date: 1/31/2015
Perf: $6,988.27 Date: 12/31/2014
Perf: $6,677.12 Date: 11/30/2014
Perf: $6,561.63 Date: 10/31/2014
Perf: $6,193.14 Date: 9/30/2014
Perf: $6,103.42 Date: 8/31/2014
Perf: $6,013.82 Date: 7/31/2014
Perf: $5,769.76 Date: 6/30/2014
Perf: $5,816.29 Date: 5/31/2014
Perf: $5,766.69 Date: 4/30/2014
Perf: $5,622.75 Date: 3/31/2014
Perf: $5,580.34 Date: 2/28/2014
Perf: $5,664.17 Date: 1/31/2014
Perf: $5,618.10 Date: 12/31/2013
Perf: $5,768.66 Date: 11/30/2013
Perf: $5,776.75 Date: 10/31/2013
Perf: $5,674.05 Date: 9/30/2013
Perf: $5,547.02 Date: 8/31/2013
Perf: $5,580.51 Date: 7/31/2013
Perf: $5,689.75 Date: 6/30/2013
Perf: $5,739.68 Date: 5/31/2013
Perf: $5,965.79 Date: 4/30/2013
Perf: $6,233.84 Date: 3/31/2013
Perf: $6,077.05 Date: 2/28/2013
Perf: $5,990.79 Date: 1/31/2013
Perf: $6,025.74 Date: 12/31/2012
Perf: $5,913.38 Date: 11/30/2012
Perf: $5,884.55 Date: 10/31/2012
Perf: $5,868.12 Date: 9/30/2012
Perf: $6,088.52 Date: 8/31/2012
Perf: $6,190.67 Date: 7/31/2012
Perf: $6,276.02 Date: 6/30/2012
Perf: $6,029.42 Date: 5/31/2012
Perf: $6,264.98 Date: 4/30/2012
Perf: $6,148.17 Date: 3/31/2012
Perf: $6,111.50 Date: 2/29/2012
Perf: $6,253.45 Date: 1/31/2012
Perf: $6,227.92 Date: 12/31/2011
Perf: $6,208.05 Date: 11/30/2011
Perf: $6,149.02 Date: 10/31/2011
Perf: $6,130.63 Date: 9/30/2011
Perf: $6,383.41 Date: 8/31/2011
Perf: $6,387.24 Date: 7/31/2011
Perf: $6,400.04 Date: 6/30/2011
Perf: $6,178.25 Date: 5/31/2011
Perf: $6,343.17 Date: 4/30/2011
Perf: $6,583.46 Date: 3/31/2011
Perf: $6,336.35 Date: 2/28/2011
Perf: $6,434.80 Date: 1/31/2011
Perf: $6,327.24 Date: 12/31/2010
Perf: $6,415.12 Date: 11/30/2010
Perf: $6,151.23 Date: 10/31/2010
Perf: $6,376.98 Date: 9/30/2010
Perf: $6,138.79 Date: 8/31/2010
Perf: $6,029.07 Date: 7/31/2010
Perf: $5,789.39 Date: 6/30/2010
Perf: $5,865.04 Date: 5/31/2010
Perf: $5,842.84 Date: 4/30/2010
Perf: $5,987.74 Date: 3/31/2010
Perf: $5,896.93 Date: 2/28/2010
Perf: $5,671.76 Date: 1/31/2010
Perf: $5,618.95 Date: 12/31/2009
Perf: $5,762.43 Date: 11/30/2009
Perf: $6,002.53 Date: 10/31/2009
Perf: $5,770.00 Date: 9/30/2009
Perf: $5,921.59 Date: 8/31/2009
Perf: $5,783.93 Date: 7/31/2009
Perf: $5,764.91 Date: 6/30/2009
Perf: $5,771.26 Date: 5/31/2009
Perf: $5,928.97 Date: 4/30/2009
Perf: $5,848.26 Date: 3/31/2009
Perf: $6,045.97 Date: 2/28/2009
Perf: $6,218.21 Date: 1/31/2009
Perf: $6,221.32 Date: 12/31/2008
Perf: $6,262.03 Date: 11/30/2008
Perf: $6,105.12 Date: 10/31/2008
Perf: $5,889.00 Date: 9/30/2008
Perf: $5,600.57 Date: 8/31/2008
Perf: $5,588.83 Date: 7/31/2008
Perf: $5,742.15 Date: 6/30/2008
Perf: $6,018.39 Date: 5/31/2008
Perf: $5,861.88 Date: 4/30/2008
Perf: $5,743.56 Date: 3/31/2008
Perf: $5,810.38 Date: 2/29/2008
Perf: $5,836.06 Date: 1/31/2008
Perf: $5,521.87 Date: 12/31/2007
Perf: $5,423.16 Date: 11/30/2007
Perf: $5,435.67 Date: 10/31/2007
Perf: $5,471.23 Date: 9/30/2007
Perf: $5,245.16 Date: 8/31/2007
Perf: $5,011.14 Date: 7/31/2007
Perf: $5,205.30 Date: 6/30/2007
Perf: $5,371.27 Date: 5/31/2007
Perf: $5,220.40 Date: 4/30/2007
Perf: $5,040.46 Date: 3/31/2007
Perf: $4,837.29 Date: 2/28/2007
Perf: $4,953.20 Date: 1/31/2007
Perf: $5,146.18 Date: 12/31/2006
Perf: $5,059.66 Date: 11/30/2006
Perf: $4,894.23 Date: 10/31/2006
Perf: $4,777.19 Date: 9/30/2006
Perf: $4,725.21 Date: 8/31/2006
Perf: $4,775.84 Date: 7/31/2006
Perf: $4,722.94 Date: 6/30/2006
Perf: $4,793.89 Date: 5/31/2006
Perf: $4,860.48 Date: 4/30/2006
Perf: $4,992.79 Date: 3/31/2006
Perf: $4,873.87 Date: 2/28/2006
Perf: $4,746.66 Date: 1/31/2006
Perf: $4,832.68 Date: 12/31/2005
Perf: $4,742.10 Date: 11/30/2005
Perf: $4,829.52 Date: 10/31/2005
Perf: $4,630.85 Date: 9/30/2005
Perf: $4,623.46 Date: 8/31/2005
Perf: $4,553.33 Date: 7/31/2005
Perf: $4,528.88 Date: 6/30/2005
Perf: $4,526.16 Date: 5/31/2005
Perf: $4,376.91 Date: 4/30/2005
Perf: $4,245.72 Date: 3/31/2005
Perf: $4,352.35 Date: 2/28/2005
Perf: $4,376.86 Date: 1/31/2005
Perf: $4,346.87 Date: 12/31/2004
Perf: $4,537.44 Date: 11/30/2004
Perf: $4,522.52 Date: 10/31/2004
Perf: $4,290.40 Date: 9/30/2004
Perf: $4,148.53 Date: 8/31/2004
Perf: $4,093.27 Date: 7/31/2004
Perf: $4,121.71 Date: 6/30/2004
Perf: $4,169.24 Date: 5/31/2004
Perf: $4,311.52 Date: 4/30/2004
Perf: $4,381.18 Date: 3/31/2004
Perf: $4,671.76 Date: 2/29/2004
Perf: $4,718.00 Date: 1/31/2004
Perf: $4,466.11 Date: 12/31/2003
Perf: $4,423.64 Date: 11/30/2003
Perf: $4,240.05 Date: 10/31/2003
Perf: $4,252.80 Date: 9/30/2003
Perf: $4,159.22 Date: 8/31/2003
Perf: $4,178.44 Date: 7/31/2003
Perf: $4,139.53 Date: 6/30/2003
Perf: $4,235.25 Date: 5/31/2003
Perf: $4,344.29 Date: 4/30/2003
Perf: $4,103.42 Date: 3/31/2003
Perf: $4,043.97 Date: 2/28/2003
Perf: $4,289.32 Date: 1/31/2003
Perf: $4,047.68 Date: 12/31/2002
Perf: $3,813.88 Date: 11/30/2002
Perf: $3,594.95 Date: 10/31/2002
Perf: $3,696.99 Date: 9/30/2002
Perf: $3,898.95 Date: 8/31/2002
Perf: $3,727.13 Date: 7/31/2002
Perf: $3,639.42 Date: 6/30/2002
Perf: $3,454.93 Date: 5/31/2002
Perf: $3,174.32 Date: 4/30/2002
Perf: $3,094.18 Date: 3/31/2002
Perf: $3,168.97 Date: 2/28/2002
Perf: $3,178.19 Date: 1/31/2002
Perf: $3,270.41 Date: 12/31/2001
Perf: $3,310.13 Date: 11/30/2001
Perf: $3,241.73 Date: 10/31/2001
Perf: $3,514.83 Date: 9/30/2001
Perf: $3,369.28 Date: 8/31/2001
Perf: $3,268.61 Date: 7/31/2001
Perf: $3,173.71 Date: 6/30/2001
Perf: $3,166.75 Date: 5/31/2001
Perf: $3,201.97 Date: 4/30/2001
Perf: $3,201.01 Date: 3/31/2001
Perf: $3,411.14 Date: 2/28/2001
Perf: $3,203.55 Date: 1/31/2001
Perf: $3,173.40 Date: 12/31/2000
Perf: $3,140.73 Date: 11/30/2000
Perf: $2,901.91 Date: 10/31/2000
Perf: $2,730.95 Date: 9/30/2000
Perf: $2,675.04 Date: 8/31/2000
Perf: $2,722.41 Date: 7/31/2000
Perf: $2,667.46 Date: 6/30/2000
Perf: $2,715.25 Date: 5/31/2000
Perf: $2,758.00 Date: 4/30/2000
Perf: $2,720.73 Date: 3/31/2000
Perf: $2,762.44 Date: 2/29/2000
Perf: $2,832.69 Date: 1/31/2000
Perf: $2,864.77 Date: 12/31/1999
Perf: $2,838.94 Date: 11/30/1999
Perf: $2,802.78 Date: 10/31/1999
Perf: $2,749.44 Date: 9/30/1999
Perf: $2,876.59 Date: 8/31/1999
Perf: $2,866.56 Date: 7/31/1999
Perf: $2,849.46 Date: 6/30/1999
Perf: $2,871.86 Date: 5/31/1999
Perf: $2,799.08 Date: 4/30/1999
Perf: $2,846.33 Date: 3/31/1999
Perf: $2,761.55 Date: 2/28/1999
Perf: $2,784.11 Date: 1/31/1999
Perf: $2,733.00 Date: 12/31/1998
Perf: $2,814.33 Date: 11/30/1998
Perf: $2,749.71 Date: 10/31/1998
Perf: $2,800.97 Date: 9/30/1998
Perf: $2,812.22 Date: 8/31/1998
Perf: $2,691.89 Date: 7/31/1998
Perf: $2,494.11 Date: 6/30/1998
Perf: $2,488.88 Date: 5/31/1998
Perf: $2,485.90 Date: 4/30/1998
Perf: $2,424.32 Date: 3/31/1998
Perf: $2,524.55 Date: 2/28/1998
Perf: $2,495.35 Date: 1/31/1998
Perf: $2,514.97 Date: 12/31/1997
Perf: $2,499.22 Date: 11/30/1997
Perf: $2,433.99 Date: 10/31/1997
Perf: $2,400.39 Date: 9/30/1997
Perf: $2,415.36 Date: 8/31/1997
Perf: $2,385.31 Date: 7/31/1997
Perf: $2,504.52 Date: 6/30/1997
Perf: $2,341.11 Date: 5/31/1997
Perf: $2,314.27 Date: 4/30/1997
Perf: $2,353.33 Date: 3/31/1997
Perf: $2,409.72 Date: 2/28/1997
Perf: $2,412.37 Date: 1/31/1997
Perf: $2,356.06 Date: 12/31/1996
Perf: $2,267.41 Date: 11/30/1996
Perf: $2,320.31 Date: 10/31/1996
Perf: $2,167.50 Date: 9/30/1996
Perf: $2,005.09 Date: 8/31/1996
Perf: $1,918.93 Date: 7/31/1996
Perf: $1,925.67 Date: 6/30/1996
Perf: $1,976.67 Date: 5/31/1996
Perf: $1,956.71 Date: 4/30/1996
Perf: $2,004.00 Date: 3/31/1996
Perf: $1,904.58 Date: 2/29/1996
Perf: $1,893.79 Date: 1/31/1996
Perf: $2,014.88 Date: 12/31/1995
Perf: $1,953.92 Date: 11/30/1995
Perf: $1,869.96 Date: 10/31/1995
Perf: $1,839.06 Date: 9/30/1995
Perf: $1,837.23 Date: 8/31/1995
Perf: $1,884.34 Date: 7/31/1995
Perf: $1,861.26 Date: 6/30/1995
Perf: $1,898.47 Date: 5/31/1995
Perf: $1,940.38 Date: 4/30/1995
Perf: $1,918.70 Date: 3/31/1995
Perf: $1,884.96 Date: 2/28/1995
Perf: $1,741.62 Date: 1/31/1995
Perf: $1,680.13 Date: 12/31/1994
Perf: $1,726.75 Date: 11/30/1994
Perf: $1,757.15 Date: 10/31/1994
Perf: $1,732.89 Date: 9/30/1994
Perf: $1,733.76 Date: 8/31/1994
Perf: $1,711.34 Date: 7/31/1994
Perf: $1,778.75 Date: 6/30/1994
Perf: $1,836.23 Date: 5/31/1994
Perf: $1,753.63 Date: 4/30/1994
Perf: $1,715.21 Date: 3/31/1994
Perf: $1,738.33 Date: 2/28/1994
Perf: $1,711.12 Date: 1/31/1994
Perf: $1,750.87 Date: 12/31/1993
Perf: $1,826.48 Date: 11/30/1993
Perf: $1,794.01 Date: 10/31/1993
Perf: $1,824.85 Date: 9/30/1993
Perf: $1,837.72 Date: 8/31/1993
Perf: $1,860.98 Date: 7/31/1993
Perf: $1,882.44 Date: 6/30/1993
Perf: $1,795.02 Date: 5/31/1993
Perf: $1,769.71 Date: 4/30/1993
Perf: $1,767.95 Date: 3/31/1993
Perf: $1,690.20 Date: 2/28/1993
Perf: $1,699.54 Date: 1/31/1993
Perf: $1,579.35 Date: 12/31/1992
Perf: $1,592.89 Date: 11/30/1992
Perf: $1,615.84 Date: 10/31/1992
Perf: $1,589.92 Date: 9/30/1992
Perf: $1,594.07 Date: 8/31/1992
Perf: $1,633.77 Date: 7/31/1992
Perf: $1,550.65 Date: 6/30/1992
Perf: $1,447.05 Date: 5/31/1992
Perf: $1,356.56 Date: 4/30/1992
Perf: $1,342.07 Date: 3/31/1992
Perf: $1,393.92 Date: 2/29/1992
Perf: $1,395.04 Date: 1/31/1992
Perf: $1,449.99 Date: 12/31/1991
Perf: $1,578.83 Date: 11/30/1991
Perf: $1,360.94 Date: 10/31/1991
Perf: $1,347.20 Date: 9/30/1991
Perf: $1,383.87 Date: 8/31/1991
Perf: $1,312.35 Date: 7/31/1991
Perf: $1,325.74 Date: 6/30/1991
Perf: $1,388.93 Date: 5/31/1991
Perf: $1,352.55 Date: 4/30/1991
Perf: $1,367.59 Date: 3/31/1991
Perf: $1,390.54 Date: 2/28/1991
Perf: $1,300.78 Date: 1/31/1991
Perf: $1,296.89 Date: 12/31/1990
Perf: $1,371.50 Date: 11/30/1990
Perf: $1,389.71 Date: 10/31/1990
Perf: $1,395.15 Date: 9/30/1990
Perf: $1,354.25 Date: 8/31/1990
Perf: $1,310.10 Date: 7/31/1990
Perf: $1,213.06 Date: 6/30/1990
Perf: $1,099.18 Date: 5/31/1990
Perf: $1,070.49 Date: 4/30/1990
Perf: $1,145.28 Date: 3/31/1990
Perf: $1,104.20 Date: 2/28/1990
Perf: $1,064.70 Date: 1/31/1990
Perf: $1,042.70 Date: 12/31/1989
Perf: $1,000.00 Date: 4/30/2019
Perf: $15,548.75 Date: 3/31/2019
Perf: $14,943.54 Date: 2/28/2019
Perf: $14,659.15 Date: 1/31/2019
Perf: $14,203.22 Date: 12/31/2018
Perf: $13,149.92 Date: 11/30/2018
Perf: $14,455.22 Date: 10/31/2018
Perf: $14,166.23 Date: 9/30/2018
Perf: $15,206.35 Date: 8/31/2018
Perf: $15,120.16 Date: 7/31/2018
Perf: $14,642.81 Date: 6/30/2018
Perf: $14,117.63 Date: 5/31/2018
Perf: $14,030.64 Date: 4/30/2018
Perf: $13,700.46 Date: 3/31/2018
Perf: $13,648.59 Date: 2/28/2018
Perf: $14,004.30 Date: 1/31/2018
Perf: $14,540.86 Date: 12/31/2017
Perf: $13,752.82 Date: 11/30/2017
Perf: $13,601.84 Date: 10/31/2017
Perf: $13,196.71 Date: 9/30/2017
Perf: $12,896.22 Date: 8/31/2017
Perf: $12,635.92 Date: 7/31/2017
Perf: $12,596.87 Date: 6/30/2017
Perf: $12,342.61 Date: 5/31/2017
Perf: $12,266.56 Date: 4/30/2017
Perf: $12,096.01 Date: 3/31/2017
Perf: $11,972.69 Date: 2/28/2017
Perf: $11,958.34 Date: 1/31/2017
Perf: $11,501.72 Date: 12/31/2016
Perf: $11,287.26 Date: 11/30/2016
Perf: $11,068.11 Date: 10/31/2016
Perf: $10,673.21 Date: 9/30/2016
Perf: $10,871.06 Date: 8/31/2016
Perf: $10,868.89 Date: 7/31/2016
Perf: $10,853.69 Date: 6/30/2016
Perf: $10,467.44 Date: 5/31/2016
Perf: $10,440.30 Date: 4/30/2016
Perf: $10,255.69 Date: 3/31/2016
Perf: $10,215.85 Date: 2/29/2016
Perf: $9,567.20 Date: 1/31/2016
Perf: $9,579.65 Date: 12/31/2015
Perf: $10,079.60 Date: 11/30/2015
Perf: $10,241.41 Date: 10/31/2015
Perf: $10,210.78 Date: 9/30/2015
Perf: $9,416.06 Date: 8/31/2015
Perf: $9,654.53 Date: 7/31/2015
Perf: $10,274.06 Date: 6/30/2015
Perf: $10,062.74 Date: 5/31/2015
Perf: $10,261.82 Date: 4/30/2015
Perf: $10,131.13 Date: 3/31/2015
Perf: $10,034.79 Date: 2/28/2015
Perf: $10,195.89 Date: 1/31/2015
Perf: $9,641.50 Date: 12/31/2014
Perf: $9,939.69 Date: 11/30/2014
Perf: $9,964.60 Date: 10/31/2014
Perf: $9,703.58 Date: 9/30/2014
Perf: $9,472.45 Date: 8/31/2014
Perf: $9,606.95 Date: 7/31/2014
Perf: $9,237.45 Date: 6/30/2014
Perf: $9,366.71 Date: 5/31/2014
Perf: $9,176.75 Date: 4/30/2014
Perf: $8,966.05 Date: 3/31/2014
Perf: $8,900.19 Date: 2/28/2014
Perf: $8,826.05 Date: 1/31/2014
Perf: $8,440.33 Date: 12/31/2013
Perf: $8,742.83 Date: 11/30/2013
Perf: $8,527.09 Date: 10/31/2013
Perf: $8,274.71 Date: 9/30/2013
Perf: $7,910.82 Date: 8/31/2013
Perf: $7,669.98 Date: 7/31/2013
Perf: $7,899.05 Date: 6/30/2013
Perf: $7,516.46 Date: 5/31/2013
Perf: $7,618.55 Date: 4/30/2013
Perf: $7,444.35 Date: 3/31/2013
Perf: $7,303.40 Date: 2/28/2013
Perf: $7,039.42 Date: 1/31/2013
Perf: $6,944.97 Date: 12/31/2012
Perf: $6,602.94 Date: 11/30/2012
Perf: $6,543.39 Date: 10/31/2012
Perf: $6,505.66 Date: 9/30/2012
Perf: $6,628.28 Date: 8/31/2012
Perf: $6,461.57 Date: 7/31/2012
Perf: $6,319.39 Date: 6/30/2012
Perf: $6,232.75 Date: 5/31/2012
Perf: $5,986.12 Date: 4/30/2012
Perf: $6,368.89 Date: 3/31/2012
Perf: $6,409.27 Date: 2/29/2012
Perf: $6,205.12 Date: 1/31/2012
Perf: $5,948.16 Date: 12/31/2011
Perf: $5,693.11 Date: 11/30/2011
Perf: $5,635.63 Date: 10/31/2011
Perf: $5,648.05 Date: 9/30/2011
Perf: $5,091.55 Date: 8/31/2011
Perf: $5,476.55 Date: 7/31/2011
Perf: $5,791.00 Date: 6/30/2011
Perf: $5,910.99 Date: 5/31/2011
Perf: $6,011.38 Date: 4/30/2011
Perf: $6,080.09 Date: 3/31/2011
Perf: $5,905.29 Date: 2/28/2011
Perf: $5,902.93 Date: 1/31/2011
Perf: $5,707.18 Date: 12/31/2010
Perf: $5,575.05 Date: 11/30/2010
Perf: $5,225.95 Date: 10/31/2010
Perf: $5,225.43 Date: 9/30/2010
Perf: $5,033.65 Date: 8/31/2010
Perf: $4,621.42 Date: 7/31/2010
Perf: $4,839.69 Date: 6/30/2010
Perf: $4,522.65 Date: 5/31/2010
Perf: $4,772.24 Date: 4/30/2010
Perf: $5,186.65 Date: 3/31/2010
Perf: $5,105.98 Date: 2/28/2010
Perf: $4,815.60 Date: 1/31/2010
Perf: $4,670.80 Date: 12/31/2009
Perf: $4,845.23 Date: 11/30/2009
Perf: $4,753.49 Date: 10/31/2009
Perf: $4,484.42 Date: 9/30/2009
Perf: $4,569.41 Date: 8/31/2009
Perf: $4,405.10 Date: 7/31/2009
Perf: $4,251.62 Date: 6/30/2009
Perf: $3,952.79 Date: 5/31/2009
Perf: $3,944.90 Date: 4/30/2009
Perf: $3,736.05 Date: 3/31/2009
Perf: $3,409.74 Date: 2/28/2009
Perf: $3,135.11 Date: 1/31/2009
Perf: $3,508.79 Date: 12/31/2008
Perf: $3,831.81 Date: 11/30/2008
Perf: $3,791.62 Date: 10/31/2008
Perf: $4,084.92 Date: 9/30/2008
Perf: $4,909.17 Date: 8/31/2008
Perf: $5,389.36 Date: 7/31/2008
Perf: $5,312.33 Date: 6/30/2008
Perf: $5,357.34 Date: 5/31/2008
Perf: $5,850.54 Date: 4/30/2008
Perf: $5,775.45 Date: 3/31/2008
Perf: $5,507.25 Date: 2/29/2008
Perf: $5,531.03 Date: 1/31/2008
Perf: $5,716.83 Date: 12/31/2007
Perf: $6,081.74 Date: 11/30/2007
Perf: $6,123.99 Date: 10/31/2007
Perf: $6,391.14 Date: 9/30/2007
Perf: $6,291.11 Date: 8/31/2007
Perf: $6,064.31 Date: 7/31/2007
Perf: $5,974.69 Date: 6/30/2007
Perf: $6,165.83 Date: 5/31/2007
Perf: $6,269.91 Date: 4/30/2007
Perf: $6,058.47 Date: 3/31/2007
Perf: $5,801.46 Date: 2/28/2007
Perf: $5,737.21 Date: 1/31/2007
Perf: $5,851.90 Date: 12/31/2006
Perf: $5,764.85 Date: 11/30/2006
Perf: $5,685.26 Date: 10/31/2006
Perf: $5,579.25 Date: 9/30/2006
Perf: $5,403.11 Date: 8/31/2006
Perf: $5,267.22 Date: 7/31/2006
Perf: $5,144.77 Date: 6/30/2006
Perf: $5,113.07 Date: 5/31/2006
Perf: $5,105.92 Date: 4/30/2006
Perf: $5,257.34 Date: 3/31/2006
Perf: $5,187.82 Date: 2/28/2006
Perf: $5,124.28 Date: 1/31/2006
Perf: $5,110.48 Date: 12/31/2005
Perf: $4,978.55 Date: 11/30/2005
Perf: $4,977.05 Date: 10/31/2005
Perf: $4,795.77 Date: 9/30/2005
Perf: $4,877.22 Date: 8/31/2005
Perf: $4,838.04 Date: 7/31/2005
Perf: $4,882.47 Date: 6/30/2005
Perf: $4,707.35 Date: 5/31/2005
Perf: $4,700.77 Date: 4/30/2005
Perf: $4,555.89 Date: 3/31/2005
Perf: $4,644.13 Date: 2/28/2005
Perf: $4,727.82 Date: 1/31/2005
Perf: $4,630.57 Date: 12/31/2004
Perf: $4,746.38 Date: 11/30/2004
Perf: $4,590.31 Date: 10/31/2004
Perf: $4,411.64 Date: 9/30/2004
Perf: $4,345.16 Date: 8/31/2004
Perf: $4,298.74 Date: 7/31/2004
Perf: $4,281.61 Date: 6/30/2004
Perf: $4,428.18 Date: 5/31/2004
Perf: $4,343.91 Date: 4/30/2004
Perf: $4,285.20 Date: 3/31/2004
Perf: $4,353.55 Date: 2/29/2004
Perf: $4,420.30 Date: 1/31/2004
Perf: $4,359.70 Date: 12/31/2003
Perf: $4,280.93 Date: 11/30/2003
Perf: $4,067.78 Date: 10/31/2003
Perf: $4,032.30 Date: 9/30/2003
Perf: $3,816.29 Date: 8/31/2003
Perf: $3,857.18 Date: 7/31/2003
Perf: $3,783.40 Date: 6/30/2003
Perf: $3,717.97 Date: 5/31/2003
Perf: $3,670.98 Date: 4/30/2003
Perf: $3,487.20 Date: 3/31/2003
Perf: $3,221.73 Date: 2/28/2003
Perf: $3,190.78 Date: 1/31/2003
Perf: $3,239.37 Date: 12/31/2002
Perf: $3,326.53 Date: 11/30/2002
Perf: $3,533.97 Date: 10/31/2002
Perf: $3,337.40 Date: 9/30/2002
Perf: $3,067.46 Date: 8/31/2002
Perf: $3,441.56 Date: 7/31/2002
Perf: $3,418.99 Date: 6/30/2002
Perf: $3,708.24 Date: 5/31/2002
Perf: $3,992.50 Date: 4/30/2002
Perf: $4,022.27 Date: 3/31/2002
Perf: $4,281.74 Date: 2/28/2002
Perf: $4,126.58 Date: 1/31/2002
Perf: $4,207.79 Date: 12/31/2001
Perf: $4,270.14 Date: 11/30/2001
Perf: $4,232.89 Date: 10/31/2001
Perf: $3,931.35 Date: 9/30/2001
Perf: $3,857.67 Date: 8/31/2001
Perf: $4,196.77 Date: 7/31/2001
Perf: $4,477.03 Date: 6/30/2001
Perf: $4,521.34 Date: 5/31/2001
Perf: $4,633.94 Date: 4/30/2001
Perf: $4,603.10 Date: 3/31/2001
Perf: $4,271.23 Date: 2/28/2001
Perf: $4,560.36 Date: 1/31/2001
Perf: $5,018.00 Date: 12/31/2000
Perf: $4,845.97 Date: 11/30/2000
Perf: $4,822.34 Date: 10/31/2000
Perf: $5,234.84 Date: 9/30/2000
Perf: $5,256.92 Date: 8/31/2000
Perf: $5,549.96 Date: 7/31/2000
Perf: $5,225.46 Date: 6/30/2000
Perf: $5,308.27 Date: 5/31/2000
Perf: $5,180.31 Date: 4/30/2000
Perf: $5,288.73 Date: 3/31/2000
Perf: $5,452.86 Date: 2/29/2000
Perf: $4,967.08 Date: 1/31/2000
Perf: $5,062.77 Date: 12/31/1999
Perf: $5,330.35 Date: 11/30/1999
Perf: $5,033.86 Date: 10/31/1999
Perf: $4,933.70 Date: 9/30/1999
Perf: $4,639.99 Date: 8/31/1999
Perf: $4,770.71 Date: 7/31/1999
Perf: $4,794.20 Date: 6/30/1999
Perf: $4,948.60 Date: 5/31/1999
Perf: $4,688.39 Date: 4/30/1999
Perf: $4,801.71 Date: 3/31/1999
Perf: $4,622.81 Date: 2/28/1999
Perf: $4,445.01 Date: 1/31/1999
Perf: $4,587.69 Date: 12/31/1998
Perf: $4,403.62 Date: 11/30/1998
Perf: $4,163.78 Date: 10/31/1998
Perf: $3,925.87 Date: 9/30/1998
Perf: $3,630.70 Date: 8/31/1998
Perf: $3,411.99 Date: 7/31/1998
Perf: $3,988.76 Date: 6/30/1998
Perf: $4,031.50 Date: 5/31/1998
Perf: $3,874.21 Date: 4/30/1998
Perf: $3,942.01 Date: 3/31/1998
Perf: $3,902.59 Date: 2/28/1998
Perf: $3,712.51 Date: 1/31/1998
Perf: $3,462.84 Date: 12/31/1997
Perf: $3,424.83 Date: 11/30/1997
Perf: $3,366.91 Date: 10/31/1997
Perf: $3,217.92 Date: 9/30/1997
Perf: $3,329.12 Date: 8/31/1997
Perf: $3,156.16 Date: 7/31/1997
Perf: $3,343.39 Date: 6/30/1997
Perf: $3,096.88 Date: 5/31/1997
Perf: $2,964.09 Date: 4/30/1997
Perf: $2,793.94 Date: 3/31/1997
Perf: $2,636.53 Date: 2/28/1997
Perf: $2,749.54 Date: 1/31/1997
Perf: $2,728.26 Date: 12/31/1996
Perf: $2,567.77 Date: 11/30/1996
Perf: $2,619.64 Date: 10/31/1996
Perf: $2,435.52 Date: 9/30/1996
Perf: $2,370.10 Date: 8/31/1996
Perf: $2,243.78 Date: 7/31/1996
Perf: $2,197.41 Date: 6/30/1996
Perf: $2,299.03 Date: 5/31/1996
Perf: $2,290.33 Date: 4/30/1996
Perf: $2,232.72 Date: 3/31/1996
Perf: $2,200.38 Date: 2/29/1996
Perf: $2,179.45 Date: 1/31/1996
Perf: $2,159.37 Date: 12/31/1995
Perf: $2,088.37 Date: 11/30/1995
Perf: $2,048.83 Date: 10/31/1995
Perf: $1,962.66 Date: 9/30/1995
Perf: $1,969.76 Date: 8/31/1995
Perf: $1,890.00 Date: 7/31/1995
Perf: $1,885.28 Date: 6/30/1995
Perf: $1,824.70 Date: 5/31/1995
Perf: $1,783.33 Date: 4/30/1995
Perf: $1,714.74 Date: 3/31/1995
Perf: $1,665.77 Date: 2/28/1995
Perf: $1,618.04 Date: 1/31/1995
Perf: $1,557.30 Date: 12/31/1994
Perf: $1,517.99 Date: 11/30/1994
Perf: $1,495.85 Date: 10/31/1994
Perf: $1,552.35 Date: 9/30/1994
Perf: $1,518.19 Date: 8/31/1994
Perf: $1,556.32 Date: 7/31/1994
Perf: $1,495.03 Date: 6/30/1994
Perf: $1,447.55 Date: 5/31/1994
Perf: $1,483.90 Date: 4/30/1994
Perf: $1,459.96 Date: 3/31/1994
Perf: $1,441.51 Date: 2/28/1994
Perf: $1,507.22 Date: 1/31/1994
Perf: $1,549.21 Date: 12/31/1993
Perf: $1,498.27 Date: 11/30/1993
Perf: $1,480.35 Date: 10/31/1993
Perf: $1,494.55 Date: 9/30/1993
Perf: $1,464.24 Date: 8/31/1993
Perf: $1,475.60 Date: 7/31/1993
Perf: $1,421.72 Date: 6/30/1993
Perf: $1,427.43 Date: 5/31/1993
Perf: $1,423.30 Date: 4/30/1993
Perf: $1,386.15 Date: 3/31/1993
Perf: $1,420.53 Date: 2/28/1993
Perf: $1,391.18 Date: 1/31/1993
Perf: $1,372.51 Date: 12/31/1992
Perf: $1,361.08 Date: 11/30/1992
Perf: $1,344.54 Date: 10/31/1992
Perf: $1,300.20 Date: 9/30/1992
Perf: $1,295.67 Date: 8/31/1992
Perf: $1,280.56 Date: 7/31/1992
Perf: $1,307.36 Date: 6/30/1992
Perf: $1,255.99 Date: 5/31/1992
Perf: $1,274.99 Date: 4/30/1992
Perf: $1,268.77 Date: 3/31/1992
Perf: $1,232.53 Date: 2/29/1992
Perf: $1,256.92 Date: 1/31/1992
Perf: $1,240.79 Date: 12/31/1991
Perf: $1,264.30 Date: 11/30/1991
Perf: $1,134.51 Date: 10/31/1991
Perf: $1,182.15 Date: 9/30/1991
Perf: $1,166.52 Date: 8/31/1991
Perf: $1,186.34 Date: 7/31/1991
Perf: $1,158.87 Date: 6/30/1991
Perf: $1,107.27 Date: 5/31/1991
Perf: $1,160.42 Date: 4/30/1991
Perf: $1,112.47 Date: 3/31/1991
Perf: $1,109.81 Date: 2/28/1991
Perf: $1,083.58 Date: 1/31/1991
Perf: $1,011.28 Date: 12/31/1990
Perf: $969.03 Date: 11/30/1990
Perf: $942.73 Date: 10/31/1990
Perf: $885.52 Date: 9/30/1990
Perf: $889.35 Date: 8/31/1990
Perf: $934.87 Date: 7/31/1990
Perf: $1,027.79 Date: 6/30/1990
Perf: $1,031.09 Date: 5/31/1990
Perf: $1,038.04 Date: 4/30/1990
Perf: $945.82 Date: 3/31/1990
Perf: $969.98 Date: 2/28/1990
Perf: $944.93 Date: 1/31/1990
Perf: $932.90 Date: 12/31/1989
Perf: $1,000.00 Date: 4/30/2019
Perf: $17,278.36 Date: 3/31/2019
Perf: $17,318.19 Date: 2/28/2019
Perf: $17,798.76 Date: 1/31/2019
Perf: $17,870.24 Date: 12/31/2018
Perf: $18,221.92 Date: 11/30/2018
Perf: $18,420.87 Date: 10/31/2018
Perf: $18,783.39 Date: 9/30/2018
Perf: $19,394.31 Date: 8/31/2018
Perf: $19,987.95 Date: 7/31/2018
Perf: $19,619.11 Date: 6/30/2018
Perf: $19,739.52 Date: 5/31/2018
Perf: $20,604.93 Date: 4/30/2018
Perf: $21,479.13 Date: 3/31/2018
Perf: $21,109.71 Date: 2/28/2018
Perf: $21,346.66 Date: 1/31/2018
Perf: $21,934.50 Date: 12/31/2017
Perf: $21,553.01 Date: 11/30/2017
Perf: $21,499.27 Date: 10/31/2017
Perf: $21,958.19 Date: 9/30/2017
Perf: $21,838.08 Date: 8/31/2017
Perf: $22,585.67 Date: 7/31/2017
Perf: $22,300.23 Date: 6/30/2017
Perf: $21,886.57 Date: 5/31/2017
Perf: $22,025.33 Date: 4/30/2017
Perf: $23,000.55 Date: 3/31/2017
Perf: $22,723.33 Date: 2/28/2017
Perf: $23,038.96 Date: 1/31/2017
Perf: $23,073.57 Date: 12/31/2016
Perf: $23,684.64 Date: 11/30/2016
Perf: $23,630.29 Date: 10/31/2016
Perf: $24,358.61 Date: 9/30/2016
Perf: $24,555.05 Date: 8/31/2016
Perf: $25,663.72 Date: 7/31/2016
Perf: $26,083.67 Date: 6/30/2016
Perf: $25,759.10 Date: 5/31/2016
Perf: $25,155.38 Date: 4/30/2016
Perf: $25,335.26 Date: 3/31/2016
Perf: $24,702.86 Date: 2/29/2016
Perf: $25,667.98 Date: 1/31/2016
Perf: $25,022.40 Date: 12/31/2015
Perf: $23,357.04 Date: 11/30/2015
Perf: $23,609.67 Date: 10/31/2015
Perf: $23,115.01 Date: 9/30/2015
Perf: $23,980.71 Date: 8/31/2015
Perf: $23,485.17 Date: 7/31/2015
Perf: $24,633.07 Date: 6/30/2015
Perf: $24,326.56 Date: 5/31/2015
Perf: $24,282.85 Date: 4/30/2015
Perf: $24,872.32 Date: 3/31/2015
Perf: $26,206.22 Date: 2/28/2015
Perf: $25,892.92 Date: 1/31/2015
Perf: $26,183.55 Date: 12/31/2014
Perf: $24,948.60 Date: 11/30/2014
Perf: $24,943.61 Date: 10/31/2014
Perf: $23,842.10 Date: 9/30/2014
Perf: $23,390.66 Date: 8/31/2014
Perf: $22,882.67 Date: 7/31/2014
Perf: $22,438.39 Date: 6/30/2014
Perf: $21,795.42 Date: 5/31/2014
Perf: $21,078.75 Date: 4/30/2014
Perf: $21,150.66 Date: 3/31/2014
Perf: $21,043.34 Date: 2/28/2014
Perf: $21,003.43 Date: 1/31/2014
Perf: $21,064.52 Date: 12/31/2013
Perf: $20,572.83 Date: 11/30/2013
Perf: $20,240.88 Date: 10/31/2013
Perf: $20,532.44 Date: 9/30/2013
Perf: $20,887.53 Date: 8/31/2013
Perf: $20,368.14 Date: 7/31/2013
Perf: $20,632.23 Date: 6/30/2013
Perf: $20,729.66 Date: 5/31/2013
Perf: $20,794.12 Date: 4/30/2013
Perf: $21,070.14 Date: 3/31/2013
Perf: $20,574.30 Date: 2/28/2013
Perf: $20,473.98 Date: 1/31/2013
Perf: $20,651.58 Date: 12/31/2012
Perf: $20,485.65 Date: 11/30/2012
Perf: $20,355.37 Date: 10/31/2012
Perf: $20,492.67 Date: 9/30/2012
Perf: $21,109.06 Date: 8/31/2012
Perf: $21,645.88 Date: 7/31/2012
Perf: $21,739.36 Date: 6/30/2012
Perf: $20,765.46 Date: 5/31/2012
Perf: $21,730.28 Date: 4/30/2012
Perf: $20,568.18 Date: 3/31/2012
Perf: $20,240.29 Date: 2/29/2012
Perf: $21,143.10 Date: 1/31/2012
Perf: $21,473.79 Date: 12/31/2011
Perf: $21,701.66 Date: 11/30/2011
Perf: $21,613.05 Date: 10/31/2011
Perf: $21,325.16 Date: 9/30/2011
Perf: $22,142.20 Date: 8/31/2011
Perf: $22,302.78 Date: 7/31/2011
Perf: $22,771.88 Date: 6/30/2011
Perf: $21,556.12 Date: 5/31/2011
Perf: $22,808.29 Date: 4/30/2011
Perf: $23,679.71 Date: 3/31/2011
Perf: $22,377.35 Date: 2/28/2011
Perf: $24,004.88 Date: 1/31/2011
Perf: $23,226.78 Date: 12/31/2010
Perf: $22,867.76 Date: 11/30/2010
Perf: $21,068.51 Date: 10/31/2010
Perf: $21,437.23 Date: 9/30/2010
Perf: $20,652.43 Date: 8/31/2010
Perf: $19,751.75 Date: 7/31/2010
Perf: $19,047.01 Date: 6/30/2010
Perf: $19,419.88 Date: 5/31/2010
Perf: $19,761.75 Date: 4/30/2010
Perf: $20,568.02 Date: 3/31/2010
Perf: $21,104.06 Date: 2/28/2010
Perf: $20,808.58 Date: 1/31/2010
Perf: $20,883.76 Date: 12/31/2009
Perf: $21,064.92 Date: 11/30/2009
Perf: $21,935.77 Date: 10/31/2009
Perf: $21,600.96 Date: 9/30/2009
Perf: $21,845.63 Date: 8/31/2009
Perf: $21,830.35 Date: 7/31/2009
Perf: $21,511.97 Date: 6/30/2009
Perf: $22,018.39 Date: 5/31/2009
Perf: $21,902.31 Date: 4/30/2009
Perf: $21,082.21 Date: 3/31/2009
Perf: $21,761.16 Date: 2/28/2009
Perf: $22,164.56 Date: 1/31/2009
Perf: $22,137.99 Date: 12/31/2008
Perf: $22,303.03 Date: 11/30/2008
Perf: $21,494.83 Date: 10/31/2008
Perf: $21,071.29 Date: 9/30/2008
Perf: $20,119.63 Date: 8/31/2008
Perf: $19,061.71 Date: 7/31/2008
Perf: $19,046.47 Date: 6/30/2008
Perf: $19,879.42 Date: 5/31/2008
Perf: $19,481.99 Date: 4/30/2008
Perf: $19,666.86 Date: 3/31/2008
Perf: $19,600.22 Date: 2/29/2008
Perf: $19,641.46 Date: 1/31/2008
Perf: $18,430.57 Date: 12/31/2007
Perf: $17,315.46 Date: 11/30/2007
Perf: $16,263.23 Date: 10/31/2007
Perf: $16,076.74 Date: 9/30/2007
Perf: $15,410.98 Date: 8/31/2007
Perf: $14,649.22 Date: 7/31/2007
Perf: $15,216.81 Date: 6/30/2007
Perf: $15,613.39 Date: 5/31/2007
Perf: $15,062.12 Date: 4/30/2007
Perf: $14,350.34 Date: 3/31/2007
Perf: $13,474.50 Date: 2/28/2007
Perf: $13,794.53 Date: 1/31/2007
Perf: $14,369.30 Date: 12/31/2006
Perf: $14,526.19 Date: 11/30/2006
Perf: $14,324.21 Date: 10/31/2006
Perf: $14,011.75 Date: 9/30/2006
Perf: $13,462.48 Date: 8/31/2006
Perf: $13,668.88 Date: 7/31/2006
Perf: $13,306.93 Date: 6/30/2006
Perf: $14,045.74 Date: 5/31/2006
Perf: $14,379.34 Date: 4/30/2006
Perf: $14,628.02 Date: 3/31/2006
Perf: $14,236.51 Date: 2/28/2006
Perf: $13,467.52 Date: 1/31/2006
Perf: $13,676.77 Date: 12/31/2005
Perf: $13,335.39 Date: 11/30/2005
Perf: $12,827.42 Date: 10/31/2005
Perf: $11,237.34 Date: 9/30/2005
Perf: $11,952.07 Date: 8/31/2005
Perf: $12,686.63 Date: 7/31/2005
Perf: $10,961.32 Date: 6/30/2005
Perf: $12,478.73 Date: 5/31/2005
Perf: $11,699.54 Date: 4/30/2005
Perf: $11,478.01 Date: 3/31/2005
Perf: $12,759.02 Date: 2/28/2005
Perf: $12,887.90 Date: 1/31/2005
Perf: $14,154.75 Date: 12/31/2004
Perf: $14,975.40 Date: 11/30/2004
Perf: $15,052.17 Date: 10/31/2004
Perf: $14,643.61 Date: 9/30/2004
Perf: $14,037.20 Date: 8/31/2004
Perf: $13,016.69 Date: 7/31/2004
Perf: $14,833.84 Date: 6/30/2004
Perf: $13,897.17 Date: 5/31/2004
Perf: $13,709.35 Date: 4/30/2004
Perf: $13,371.06 Date: 3/31/2004
Perf: $14,257.91 Date: 2/29/2004
Perf: $14,133.53 Date: 1/31/2004
Perf: $13,040.72 Date: 12/31/2003
Perf: $12,979.71 Date: 11/30/2003
Perf: $11,941.96 Date: 10/31/2003
Perf: $11,945.54 Date: 9/30/2003
Perf: $9,784.21 Date: 8/31/2003
Perf: $9,142.41 Date: 7/31/2003
Perf: $9,477.93 Date: 6/30/2003
Perf: $9,962.09 Date: 5/31/2003
Perf: $10,718.84 Date: 4/30/2003
Perf: $10,151.38 Date: 3/31/2003
Perf: $9,950.38 Date: 2/28/2003
Perf: $10,444.40 Date: 1/31/2003
Perf: $9,228.13 Date: 12/31/2002
Perf: $7,431.25 Date: 11/30/2002
Perf: $6,275.87 Date: 10/31/2002
Perf: $6,390.90 Date: 9/30/2002
Perf: $7,116.03 Date: 8/31/2002
Perf: $6,889.37 Date: 7/31/2002
Perf: $6,271.04 Date: 6/30/2002
Perf: $6,530.29 Date: 5/31/2002
Perf: $6,060.60 Date: 4/30/2002
Perf: $5,970.44 Date: 3/31/2002
Perf: $5,686.68 Date: 2/28/2002
Perf: $6,089.83 Date: 1/31/2002
Perf: $6,009.89 Date: 12/31/2001
Perf: $6,115.70 Date: 11/30/2001
Perf: $6,146.43 Date: 10/31/2001
Perf: $7,120.51 Date: 9/30/2001
Perf: $6,838.10 Date: 8/31/2001
Perf: $6,257.41 Date: 7/31/2001
Perf: $5,965.69 Date: 6/30/2001
Perf: $6,140.70 Date: 5/31/2001
Perf: $5,877.96 Date: 4/30/2001
Perf: $5,591.13 Date: 3/31/2001
Perf: $6,226.20 Date: 2/28/2001
Perf: $5,406.10 Date: 1/31/2001
Perf: $5,249.15 Date: 12/31/2000
Perf: $5,132.14 Date: 11/30/2000
Perf: $5,141.39 Date: 10/31/2000
Perf: $4,735.12 Date: 9/30/2000
Perf: $4,323.91 Date: 8/31/2000
Perf: $4,529.08 Date: 7/31/2000
Perf: $4,052.51 Date: 6/30/2000
Perf: $4,277.50 Date: 5/31/2000
Perf: $4,373.28 Date: 4/30/2000
Perf: $4,489.10 Date: 3/31/2000
Perf: $4,255.87 Date: 2/29/2000
Perf: $4,440.60 Date: 1/31/2000
Perf: $4,882.47 Date: 12/31/1999
Perf: $4,519.97 Date: 11/30/1999
Perf: $4,169.32 Date: 10/31/1999
Perf: $3,668.89 Date: 9/30/1999
Perf: $4,057.16 Date: 8/31/1999
Perf: $4,017.39 Date: 7/31/1999
Perf: $3,895.84 Date: 6/30/1999
Perf: $3,928.44 Date: 5/31/1999
Perf: $3,955.34 Date: 4/30/1999
Perf: $4,211.84 Date: 3/31/1999
Perf: $3,917.26 Date: 2/28/1999
Perf: $4,325.12 Date: 1/31/1999
Perf: $3,815.72 Date: 12/31/1998
Perf: $4,314.48 Date: 11/30/1998
Perf: $4,121.98 Date: 10/31/1998
Perf: $4,083.59 Date: 9/30/1998
Perf: $4,608.50 Date: 8/31/1998
Perf: $4,767.25 Date: 7/31/1998
Perf: $3,868.27 Date: 6/30/1998
Perf: $3,900.64 Date: 5/31/1998
Perf: $3,994.10 Date: 4/30/1998
Perf: $3,892.51 Date: 3/31/1998
Perf: $4,073.79 Date: 2/28/1998
Perf: $4,263.52 Date: 1/31/1998
Perf: $4,095.99 Date: 12/31/1997
Perf: $4,133.19 Date: 11/30/1997
Perf: $3,846.26 Date: 10/31/1997
Perf: $3,767.15 Date: 9/30/1997
Perf: $3,980.93 Date: 8/31/1997
Perf: $3,793.16 Date: 7/31/1997
Perf: $4,126.59 Date: 6/30/1997
Perf: $3,963.69 Date: 5/31/1997
Perf: $3,948.68 Date: 4/30/1997
Perf: $4,001.50 Date: 3/31/1997
Perf: $4,219.21 Date: 2/28/1997
Perf: $4,283.46 Date: 1/31/1997
Perf: $3,924.38 Date: 12/31/1996
Perf: $3,727.57 Date: 11/30/1996
Perf: $3,982.87 Date: 10/31/1996
Perf: $3,887.62 Date: 9/30/1996
Perf: $3,327.30 Date: 8/31/1996
Perf: $3,138.08 Date: 7/31/1996
Perf: $3,246.51 Date: 6/30/1996
Perf: $3,464.79 Date: 5/31/1996
Perf: $3,412.92 Date: 4/30/1996
Perf: $3,767.43 Date: 3/31/1996
Perf: $3,296.96 Date: 2/29/1996
Perf: $3,006.53 Date: 1/31/1996
Perf: $3,487.04 Date: 12/31/1995
Perf: $3,743.47 Date: 11/30/1995
Perf: $3,142.87 Date: 10/31/1995
Perf: $3,148.85 Date: 9/30/1995
Perf: $3,373.89 Date: 8/31/1995
Perf: $3,437.13 Date: 7/31/1995
Perf: $3,631.03 Date: 6/30/1995
Perf: $3,979.21 Date: 5/31/1995
Perf: $3,974.84 Date: 4/30/1995
Perf: $3,672.92 Date: 3/31/1995
Perf: $3,507.04 Date: 2/28/1995
Perf: $3,288.98 Date: 1/31/1995
Perf: $3,248.70 Date: 12/31/1994
Perf: $3,527.74 Date: 11/30/1994
Perf: $3,490.74 Date: 10/31/1994
Perf: $3,055.62 Date: 9/30/1994
Perf: $2,898.24 Date: 8/31/1994
Perf: $2,758.92 Date: 7/31/1994
Perf: $2,978.75 Date: 6/30/1994
Perf: $2,949.84 Date: 5/31/1994
Perf: $2,907.11 Date: 4/30/1994
Perf: $2,527.70 Date: 3/31/1994
Perf: $2,759.20 Date: 2/28/1994
Perf: $2,682.22 Date: 1/31/1994
Perf: $2,798.64 Date: 12/31/1993
Perf: $2,839.82 Date: 11/30/1993
Perf: $2,516.90 Date: 10/31/1993
Perf: $2,426.86 Date: 9/30/1993
Perf: $2,598.08 Date: 8/31/1993
Perf: $2,568.28 Date: 7/31/1993
Perf: $2,711.45 Date: 6/30/1993
Perf: $2,543.57 Date: 5/31/1993
Perf: $2,574.99 Date: 4/30/1993
Perf: $2,455.17 Date: 3/31/1993
Perf: $2,247.50 Date: 2/28/1993
Perf: $2,149.28 Date: 1/31/1993
Perf: $2,025.71 Date: 12/31/1992
Perf: $2,114.74 Date: 11/30/1992
Perf: $2,215.32 Date: 10/31/1992
Perf: $2,116.89 Date: 9/30/1992
Perf: $2,189.35 Date: 8/31/1992
Perf: $2,196.82 Date: 7/31/1992
Perf: $2,155.44 Date: 6/30/1992
Perf: $1,849.84 Date: 5/31/1992
Perf: $1,735.64 Date: 4/30/1992
Perf: $1,840.75 Date: 3/31/1992
Perf: $1,835.06 Date: 2/29/1992
Perf: $1,941.24 Date: 1/31/1992
Perf: $2,065.15 Date: 12/31/1991
Perf: $2,362.87 Date: 11/30/1991
Perf: $1,766.63 Date: 10/31/1991
Perf: $1,804.35 Date: 9/30/1991
Perf: $1,547.33 Date: 8/31/1991
Perf: $1,386.38 Date: 7/31/1991
Perf: $1,480.06 Date: 6/30/1991
Perf: $1,502.91 Date: 5/31/1991
Perf: $1,471.85 Date: 4/30/1991
Perf: $1,429.81 Date: 3/31/1991
Perf: $1,656.80 Date: 2/28/1991
Perf: $1,617.49 Date: 1/31/1991
Perf: $1,596.73 Date: 12/31/1990
Perf: $1,899.52 Date: 11/30/1990
Perf: $1,901.23 Date: 10/31/1990
Perf: $1,895.35 Date: 9/30/1990
Perf: $1,902.20 Date: 8/31/1990
Perf: $1,752.05 Date: 7/31/1990
Perf: $1,478.02 Date: 6/30/1990
Perf: $1,230.87 Date: 5/31/1990
Perf: $1,200.96 Date: 4/30/1990
Perf: $1,303.98 Date: 3/31/1990
Perf: $1,154.98 Date: 2/28/1990
Perf: $1,055.26 Date: 1/31/1990
Perf: $1,036.50 Date: 12/31/1989
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 12/89 - 04/19
Date: 4/30/2019
Return: -0.23 % Date: 3/31/2019
Return: -2.70 % Date: 2/28/2019
Return: -0.40 % Date: 1/31/2019
Return: -1.93 % Date: 12/31/2018
Return: -1.08 % Date: 11/30/2018
Return: -1.93 % Date: 10/31/2018
Return: -3.15 % Date: 9/30/2018
Return: -2.97 % Date: 8/31/2018
Return: 1.88 % Date: 7/31/2018
Return: -0.61 % Date: 6/30/2018
Return: -4.20 % Date: 5/31/2018
Return: -4.07 % Date: 4/30/2018
Return: 1.75 % Date: 3/31/2018
Return: -1.11 % Date: 2/28/2018
Return: -2.68 % Date: 1/31/2018
Return: 1.77 % Date: 12/31/2017
Return: 0.25 % Date: 11/30/2017
Return: -2.09 % Date: 10/31/2017
Return: 0.55 % Date: 9/30/2017
Return: -3.31 % Date: 8/31/2017
Return: 1.28 % Date: 7/31/2017
Return: 1.89 % Date: 6/30/2017
Return: -0.63 % Date: 5/31/2017
Return: -4.24 % Date: 4/30/2017
Return: 1.22 % Date: 3/31/2017
Return: -1.37 % Date: 2/28/2017
Return: -0.15 % Date: 1/31/2017
Return: -2.58 % Date: 12/31/2016
Return: 0.23 % Date: 11/30/2016
Return: -2.99 % Date: 10/31/2016
Return: -0.80 % Date: 9/30/2016
Return: -4.32 % Date: 8/31/2016
Return: -1.61 % Date: 7/31/2016
Return: 1.26 % Date: 6/30/2016
Return: 2.40 % Date: 5/31/2016
Return: -0.71 % Date: 4/30/2016
Return: 2.56 % Date: 3/31/2016
Return: -3.76 % Date: 2/29/2016
Return: 2.58 % Date: 1/31/2016
Return: 7.13 % Date: 12/31/2015
Return: -1.07 % Date: 11/30/2015
Return: 2.14 % Date: 10/31/2015
Return: -3.61 % Date: 9/30/2015
Return: 2.11 % Date: 8/31/2015
Return: -4.66 % Date: 7/31/2015
Return: 1.26 % Date: 6/30/2015
Return: 0.18 % Date: 5/31/2015
Return: -2.37 % Date: 4/30/2015
Return: -5.09 % Date: 3/31/2015
Return: 1.21 % Date: 2/28/2015
Return: -1.11 % Date: 1/31/2015
Return: 4.95 % Date: 12/31/2014
Return: 0.02 % Date: 11/30/2014
Return: 4.62 % Date: 10/31/2014
Return: 1.93 % Date: 9/30/2014
Return: 2.22 % Date: 8/31/2014
Return: 1.98 % Date: 7/31/2014
Return: 2.95 % Date: 6/30/2014
Return: 3.40 % Date: 5/31/2014
Return: -0.34 % Date: 4/30/2014
Return: 0.51 % Date: 3/31/2014
Return: 0.19 % Date: 2/28/2014
Return: -0.29 % Date: 1/31/2014
Return: 2.39 % Date: 12/31/2013
Return: 1.64 % Date: 11/30/2013
Return: -1.42 % Date: 10/31/2013
Return: -1.70 % Date: 9/30/2013
Return: 2.55 % Date: 8/31/2013
Return: -1.28 % Date: 7/31/2013
Return: -0.47 % Date: 6/30/2013
Return: -0.31 % Date: 5/31/2013
Return: -1.31 % Date: 4/30/2013
Return: 2.41 % Date: 3/31/2013
Return: 0.49 % Date: 2/28/2013
Return: -0.86 % Date: 1/31/2013
Return: 0.81 % Date: 12/31/2012
Return: 0.64 % Date: 11/30/2012
Return: -0.67 % Date: 10/31/2012
Return: -2.92 % Date: 9/30/2012
Return: -2.48 % Date: 8/31/2012
Return: -0.43 % Date: 7/31/2012
Return: 4.69 % Date: 6/30/2012
Return: -4.44 % Date: 5/31/2012
Return: 5.65 % Date: 4/30/2012
Return: 1.62 % Date: 3/31/2012
Return: -4.27 % Date: 2/29/2012
Return: -1.54 % Date: 1/31/2012
Return: -1.05 % Date: 12/31/2011
Return: 0.41 % Date: 11/30/2011
Return: 1.35 % Date: 10/31/2011
Return: -3.69 % Date: 9/30/2011
Return: -0.72 % Date: 8/31/2011
Return: -2.06 % Date: 7/31/2011
Return: 5.64 % Date: 6/30/2011
Return: -5.49 % Date: 5/31/2011
Return: -3.68 % Date: 4/30/2011
Return: 5.82 % Date: 3/31/2011
Return: -6.78 % Date: 2/28/2011
Return: 3.35 % Date: 1/31/2011
Return: 1.57 % Date: 12/31/2010
Return: 8.54 % Date: 11/30/2010
Return: -1.72 % Date: 10/31/2010
Return: 3.80 % Date: 9/30/2010
Return: 4.56 % Date: 8/31/2010
Return: 3.70 % Date: 7/31/2010
Return: -1.92 % Date: 6/30/2010
Return: -1.73 % Date: 5/31/2010
Return: -3.92 % Date: 4/30/2010
Return: -2.54 % Date: 3/31/2010
Return: 1.42 % Date: 2/28/2010
Return: -0.36 % Date: 1/31/2010
Return: -0.86 % Date: 12/31/2009
Return: -3.97 % Date: 11/30/2009
Return: 1.55 % Date: 10/31/2009
Return: -1.12 % Date: 9/30/2009
Return: 0.07 % Date: 8/31/2009
Return: 1.48 % Date: 7/31/2009
Return: -2.30 % Date: 6/30/2009
Return: 0.53 % Date: 5/31/2009
Return: 3.89 % Date: 4/30/2009
Return: -3.12 % Date: 3/31/2009
Return: -1.82 % Date: 2/28/2009
Return: 0.12 % Date: 1/31/2009
Return: -0.74 % Date: 12/31/2008
Return: 3.76 % Date: 11/30/2008
Return: 2.01 % Date: 10/31/2008
Return: 4.73 % Date: 9/30/2008
Return: 5.55 % Date: 8/31/2008
Return: 0.08 % Date: 7/31/2008
Return: -4.19 % Date: 6/30/2008
Return: 2.04 % Date: 5/31/2008
Return: -0.94 % Date: 4/30/2008
Return: 0.34 % Date: 3/31/2008
Return: -0.21 % Date: 2/29/2008
Return: 6.57 % Date: 1/31/2008
Return: 6.44 % Date: 12/31/2007
Return: 6.47 % Date: 11/30/2007
Return: 1.16 % Date: 10/31/2007
Return: 4.32 % Date: 9/30/2007
Return: 5.20 % Date: 8/31/2007
Return: -3.73 % Date: 7/31/2007
Return: -2.54 % Date: 6/30/2007
Return: 3.66 % Date: 5/31/2007
Return: 4.96 % Date: 4/30/2007
Return: 6.50 % Date: 3/31/2007
Return: -2.32 % Date: 2/28/2007
Return: -4.00 % Date: 1/31/2007
Return: -1.08 % Date: 12/31/2006
Return: 1.41 % Date: 11/30/2006
Return: 2.23 % Date: 10/31/2006
Return: 4.08 % Date: 9/30/2006
Return: -1.51 % Date: 8/31/2006
Return: 2.72 % Date: 7/31/2006
Return: -5.26 % Date: 6/30/2006
Return: -2.32 % Date: 5/31/2006
Return: -1.70 % Date: 4/30/2006
Return: 2.75 % Date: 3/31/2006
Return: 5.71 % Date: 2/28/2006
Return: -1.53 % Date: 1/31/2006
Return: 2.56 % Date: 12/31/2005
Return: 3.96 % Date: 11/30/2005
Return: 14.15 % Date: 10/31/2005
Return: -5.98 % Date: 9/30/2005
Return: -5.79 % Date: 8/31/2005
Return: 15.74 % Date: 7/31/2005
Return: -12.16 % Date: 6/30/2005
Return: 6.66 % Date: 5/31/2005
Return: 1.93 % Date: 4/30/2005
Return: -10.04 % Date: 3/31/2005
Return: -1.00 % Date: 2/28/2005
Return: -8.95 % Date: 1/31/2005
Return: -5.48 % Date: 12/31/2004
Return: -0.51 % Date: 11/30/2004
Return: 2.79 % Date: 10/31/2004
Return: 4.32 % Date: 9/30/2004
Return: 7.84 % Date: 8/31/2004
Return: -12.25 % Date: 7/31/2004
Return: 6.74 % Date: 6/30/2004
Return: 1.37 % Date: 5/31/2004
Return: 2.53 % Date: 4/30/2004
Return: -6.22 % Date: 3/31/2004
Return: 0.88 % Date: 2/29/2004
Return: 8.38 % Date: 1/31/2004
Return: 0.47 % Date: 12/31/2003
Return: 8.69 % Date: 11/30/2003
Return: -0.03 % Date: 10/31/2003
Return: 22.09 % Date: 9/30/2003
Return: 7.02 % Date: 8/31/2003
Return: -3.54 % Date: 7/31/2003
Return: -4.86 % Date: 6/30/2003
Return: -7.06 % Date: 5/31/2003
Return: 5.59 % Date: 4/30/2003
Return: 2.02 % Date: 3/31/2003
Return: -4.73 % Date: 2/28/2003
Return: 13.18 % Date: 1/31/2003
Return: 24.18 % Date: 12/31/2002
Return: 18.41 % Date: 11/30/2002
Return: -1.80 % Date: 10/31/2002
Return: -10.19 % Date: 9/30/2002
Return: 3.29 % Date: 8/31/2002
Return: 9.86 % Date: 7/31/2002
Return: -3.97 % Date: 6/30/2002
Return: 7.75 % Date: 5/31/2002
Return: 1.51 % Date: 4/30/2002
Return: 4.99 % Date: 3/31/2002
Return: -6.62 % Date: 2/28/2002
Return: 1.33 % Date: 1/31/2002
Return: -1.73 % Date: 12/31/2001
Return: -0.50 % Date: 11/30/2001
Return: -13.68 % Date: 10/31/2001
Return: 4.13 % Date: 9/30/2001
Return: 9.28 % Date: 8/31/2001
Return: 4.89 % Date: 7/31/2001
Return: -2.85 % Date: 6/30/2001
Return: 4.47 % Date: 5/31/2001
Return: 5.13 % Date: 4/30/2001
Return: -10.20 % Date: 3/31/2001
Return: 15.17 % Date: 2/28/2001
Return: 2.99 % Date: 1/31/2001
Return: 2.28 % Date: 12/31/2000
Return: -0.18 % Date: 11/30/2000
Return: 8.58 % Date: 10/31/2000
Return: 9.51 % Date: 9/30/2000
Return: -4.53 % Date: 8/31/2000
Return: 11.76 % Date: 7/31/2000
Return: -5.26 % Date: 6/30/2000
Return: -2.19 % Date: 5/31/2000
Return: -2.58 % Date: 4/30/2000
Return: 5.48 % Date: 3/31/2000
Return: -4.16 % Date: 2/29/2000
Return: -9.05 % Date: 1/31/2000
Return: 8.02 % Date: 12/31/1999
Return: 8.41 % Date: 11/30/1999
Return: 13.64 % Date: 10/31/1999
Return: -9.57 % Date: 9/30/1999
Return: 0.99 % Date: 8/31/1999
Return: 3.12 % Date: 7/31/1999
Return: -0.83 % Date: 6/30/1999
Return: -0.68 % Date: 5/31/1999
Return: -6.09 % Date: 4/30/1999
Return: 7.52 % Date: 3/31/1999
Return: -9.43 % Date: 2/28/1999
Return: 13.35 % Date: 1/31/1999
Return: -11.56 % Date: 12/31/1998
Return: 4.67 % Date: 11/30/1998
Return: 0.94 % Date: 10/31/1998
Return: -11.39 % Date: 9/30/1998
Return: -3.33 % Date: 8/31/1998
Return: 23.24 % Date: 7/31/1998
Return: -0.83 % Date: 6/30/1998
Return: -2.34 % Date: 5/31/1998
Return: 2.61 % Date: 4/30/1998
Return: -4.45 % Date: 3/31/1998
Return: -4.45 % Date: 2/28/1998
Return: 4.09 % Date: 1/31/1998
Return: -0.90 % Date: 12/31/1997
Return: 7.46 % Date: 11/30/1997
Return: 2.10 % Date: 10/31/1997
Return: -5.37 % Date: 9/30/1997
Return: 4.95 % Date: 8/31/1997
Return: -8.08 % Date: 7/31/1997
Return: 4.11 % Date: 6/30/1997
Return: 0.38 % Date: 5/31/1997
Return: -1.32 % Date: 4/30/1997
Return: -5.16 % Date: 3/31/1997
Return: -1.50 % Date: 2/28/1997
Return: 9.15 % Date: 1/31/1997
Return: 5.28 % Date: 12/31/1996
Return: -6.41 % Date: 11/30/1996
Return: 2.45 % Date: 10/31/1996
Return: 16.84 % Date: 9/30/1996
Return: 6.03 % Date: 8/31/1996
Return: -3.34 % Date: 7/31/1996
Return: -6.30 % Date: 6/30/1996
Return: 1.52 % Date: 5/31/1996
Return: -9.41 % Date: 4/30/1996
Return: 14.27 % Date: 3/31/1996
Return: 9.66 % Date: 2/29/1996
Return: -13.78 % Date: 1/31/1996
Return: -6.85 % Date: 12/31/1995
Return: 19.11 % Date: 11/30/1995
Return: -0.19 % Date: 10/31/1995
Return: -6.67 % Date: 9/30/1995
Return: -1.84 % Date: 8/31/1995
Return: -5.34 % Date: 7/31/1995
Return: -8.75 % Date: 6/30/1995
Return: 0.11 % Date: 5/31/1995
Return: 8.22 % Date: 4/30/1995
Return: 4.73 % Date: 3/31/1995
Return: 6.63 % Date: 2/28/1995
Return: 1.24 % Date: 1/31/1995
Return: -7.91 % Date: 12/31/1994
Return: 1.06 % Date: 11/30/1994
Return: 14.24 % Date: 10/31/1994
Return: 5.43 % Date: 9/30/1994
Return: 5.05 % Date: 8/31/1994
Return: -7.38 % Date: 7/31/1994
Return: 0.98 % Date: 6/30/1994
Return: 1.47 % Date: 5/31/1994
Return: 15.01 % Date: 4/30/1994
Return: -8.39 % Date: 3/31/1994
Return: 2.87 % Date: 2/28/1994
Return: -4.16 % Date: 1/31/1994
Return: -1.45 % Date: 12/31/1993
Return: 12.83 % Date: 11/30/1993
Return: 3.71 % Date: 10/31/1993
Return: -6.59 % Date: 9/30/1993
Return: 1.16 % Date: 8/31/1993
Return: -5.28 % Date: 7/31/1993
Return: 6.60 % Date: 6/30/1993
Return: -1.22 % Date: 5/31/1993
Return: 4.88 % Date: 4/30/1993
Return: 9.24 % Date: 3/31/1993
Return: 4.57 % Date: 2/28/1993
Return: 6.10 % Date: 1/31/1993
Return: -4.21 % Date: 12/31/1992
Return: -4.54 % Date: 11/30/1992
Return: 4.65 % Date: 10/31/1992
Return: -3.31 % Date: 9/30/1992
Return: -0.34 % Date: 8/31/1992
Return: 1.92 % Date: 7/31/1992
Return: 16.52 % Date: 6/30/1992
Return: 6.58 % Date: 5/31/1992
Return: -5.71 % Date: 4/30/1992
Return: 0.31 % Date: 3/31/1992
Return: -5.47 % Date: 2/29/1992
Return: -6.00 % Date: 1/31/1992
Return: -12.60 % Date: 12/31/1991
Return: 33.75 % Date: 11/30/1991
Return: -2.09 % Date: 10/31/1991
Return: 16.61 % Date: 9/30/1991
Return: 11.61 % Date: 8/31/1991
Return: -6.33 % Date: 7/31/1991
Return: -1.52 % Date: 6/30/1991
Return: 2.11 % Date: 5/31/1991
Return: 2.94 % Date: 4/30/1991
Return: -13.70 % Date: 3/31/1991
Return: 2.43 % Date: 2/28/1991
Return: 1.30 % Date: 1/31/1991
Return: -15.94 % Date: 12/31/1990
Return: -0.09 % Date: 11/30/1990
Return: 0.31 % Date: 10/31/1990
Return: -0.36 % Date: 9/30/1990
Return: 8.57 % Date: 8/31/1990
Return: 18.54 % Date: 7/31/1990
Return: 20.08 % Date: 6/30/1990
Return: 2.49 % Date: 5/31/1990
Return: -7.90 % Date: 4/30/1990
Return: 12.90 % Date: 3/31/1990
Return: 9.45 % Date: 2/28/1990
Return: 1.81 % Date: 1/31/1990
Return: 3.65 % Date: 12/31/1989
Return: 39.52 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/89 - 04/19
Return: 16.00 %
Count: 1 Return: 22.00 %
Count: 1 Return: 24.00 %
Count: 1 Return: 18.00 %
Count: 1 Return: -10.00 %
Count: 4 Return: -12.00 %
Count: 3 Return: -11.00 %
Count: 1 Return: 23.00 %
Count: 1 Return: 10.00 %
Count: 3 Return: -9.00 %
Count: 5 Return: 8.00 %
Count: 7 Return: 14.00 %
Count: 4 Return: 15.00 %
Count: 2 Return: -7.00 %
Count: 7 Return: -1.00 %
Count: 30 Return: 6.00 %
Count: 10 Return: -4.00 %
Count: 22 Return: 5.00 %
Count: 20 Return: -3.00 %
Count: 16 Return: 7.00 %
Count: 10 Return: -5.00 %
Count: 15 Return: -13.00 %
Count: 1 Return: 34.00 %
Count: 1 Return: 17.00 %
Count: 3 Return: 12.00 %
Count: 2 Return: -6.00 %
Count: 9 Return: -2.00 %
Count: 27 Return: 3.00 %
Count: 17 Return: -14.00 %
Count: 3 Return: 1.00 %
Count: 26 Return: -16.00 %
Count: 1 Return: 0.00 %
Count: 33 Return: 19.00 %
Count: 2 Return: 20.00 %
Count: 1 Return: -8.00 %
Count: 4 Return: 13.00 %
Count: 4 Return: 9.00 %
Count: 8 Return: 2.00 %
Count: 31 Return: 4.00 %
Count: 15 Return: 40.00 %
Count: 1
Note: All performance data is since program inception.

Underwater Curve

Date Range: 12/89 - 04/19
Date: 4/30/2019
Drawdown: -34.07 % Date: 3/31/2019
Drawdown: -33.92 % Date: 2/28/2019
Drawdown: -32.08 % Date: 1/31/2019
Drawdown: -31.81 % Date: 12/31/2018
Drawdown: -30.47 % Date: 11/30/2018
Drawdown: -29.71 % Date: 10/31/2018
Drawdown: -28.32 % Date: 9/30/2018
Drawdown: -25.99 % Date: 8/31/2018
Drawdown: -23.73 % Date: 7/31/2018
Drawdown: -25.14 % Date: 6/30/2018
Drawdown: -24.68 % Date: 5/31/2018
Drawdown: -21.37 % Date: 4/30/2018
Drawdown: -18.04 % Date: 3/31/2018
Drawdown: -19.45 % Date: 2/28/2018
Drawdown: -18.54 % Date: 1/31/2018
Drawdown: -16.30 % Date: 12/31/2017
Drawdown: -17.76 % Date: 11/30/2017
Drawdown: -17.96 % Date: 10/31/2017
Drawdown: -16.21 % Date: 9/30/2017
Drawdown: -16.67 % Date: 8/31/2017
Drawdown: -13.82 % Date: 7/31/2017
Drawdown: -14.90 % Date: 6/30/2017
Drawdown: -16.48 % Date: 5/31/2017
Drawdown: -15.95 % Date: 4/30/2017
Drawdown: -12.23 % Date: 3/31/2017
Drawdown: -13.29 % Date: 2/28/2017
Drawdown: -12.09 % Date: 1/31/2017
Drawdown: -11.95 % Date: 12/31/2016
Drawdown: -9.62 % Date: 11/30/2016
Drawdown: -9.83 % Date: 10/31/2016
Drawdown: -7.05 % Date: 9/30/2016
Drawdown: -6.30 % Date: 8/31/2016
Drawdown: -2.07 % Date: 7/31/2016
Drawdown: -0.47 % Date: 6/30/2016
Drawdown: -1.71 % Date: 5/31/2016
Drawdown: -4.01 % Date: 4/30/2016
Drawdown: -3.32 % Date: 3/31/2016
Drawdown: -5.74 % Date: 2/29/2016
Drawdown: -2.05 % Date: 1/31/2016
Drawdown: -4.52 % Date: 12/31/2015
Drawdown: -10.87 % Date: 11/30/2015
Drawdown: -9.91 % Date: 10/31/2015
Drawdown: -11.80 % Date: 9/30/2015
Drawdown: -8.49 % Date: 8/31/2015
Drawdown: -10.38 % Date: 7/31/2015
Drawdown: -6.00 % Date: 6/30/2015
Drawdown: -7.17 % Date: 5/31/2015
Drawdown: -7.34 % Date: 4/30/2015
Drawdown: -5.09 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -1.11 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: -0.68 % Date: 9/30/2014
Drawdown: -2.56 % Date: 8/31/2014
Drawdown: -4.67 % Date: 7/31/2014
Drawdown: -6.53 % Date: 6/30/2014
Drawdown: -9.20 % Date: 5/31/2014
Drawdown: -12.19 % Date: 4/30/2014
Drawdown: -11.89 % Date: 3/31/2014
Drawdown: -12.34 % Date: 2/28/2014
Drawdown: -12.50 % Date: 1/31/2014
Drawdown: -12.25 % Date: 12/31/2013
Drawdown: -14.30 % Date: 11/30/2013
Drawdown: -15.68 % Date: 10/31/2013
Drawdown: -14.47 % Date: 9/30/2013
Drawdown: -12.99 % Date: 8/31/2013
Drawdown: -15.15 % Date: 7/31/2013
Drawdown: -14.05 % Date: 6/30/2013
Drawdown: -13.64 % Date: 5/31/2013
Drawdown: -13.38 % Date: 4/30/2013
Drawdown: -12.23 % Date: 3/31/2013
Drawdown: -14.29 % Date: 2/28/2013
Drawdown: -14.71 % Date: 1/31/2013
Drawdown: -13.97 % Date: 12/31/2012
Drawdown: -14.66 % Date: 11/30/2012
Drawdown: -15.20 % Date: 10/31/2012
Drawdown: -14.63 % Date: 9/30/2012
Drawdown: -12.06 % Date: 8/31/2012
Drawdown: -9.83 % Date: 7/31/2012
Drawdown: -9.44 % Date: 6/30/2012
Drawdown: -13.49 % Date: 5/31/2012
Drawdown: -9.48 % Date: 4/30/2012
Drawdown: -14.32 % Date: 3/31/2012
Drawdown: -15.68 % Date: 2/29/2012
Drawdown: -11.92 % Date: 1/31/2012
Drawdown: -10.54 % Date: 12/31/2011
Drawdown: -9.59 % Date: 11/30/2011
Drawdown: -9.96 % Date: 10/31/2011
Drawdown: -11.16 % Date: 9/30/2011
Drawdown: -7.76 % Date: 8/31/2011
Drawdown: -7.09 % Date: 7/31/2011
Drawdown: -5.14 % Date: 6/30/2011
Drawdown: -10.20 % Date: 5/31/2011
Drawdown: -4.98 % Date: 4/30/2011
Drawdown: -1.35 % Date: 3/31/2011
Drawdown: -6.78 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: 0.00 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -5.54 % Date: 10/31/2010
Drawdown: -3.88 % Date: 9/30/2010
Drawdown: -7.40 % Date: 8/31/2010
Drawdown: -11.44 % Date: 7/31/2010
Drawdown: -14.60 % Date: 6/30/2010
Drawdown: -12.93 % Date: 5/31/2010
Drawdown: -11.39 % Date: 4/30/2010
Drawdown: -7.78 % Date: 3/31/2010
Drawdown: -5.38 % Date: 2/28/2010
Drawdown: -6.70 % Date: 1/31/2010
Drawdown: -6.36 % Date: 12/31/2009
Drawdown: -5.55 % Date: 11/30/2009
Drawdown: -1.65 % Date: 10/31/2009
Drawdown: -3.15 % Date: 9/30/2009
Drawdown: -2.05 % Date: 8/31/2009
Drawdown: -2.12 % Date: 7/31/2009
Drawdown: -3.55 % Date: 6/30/2009
Drawdown: -1.28 % Date: 5/31/2009
Drawdown: -1.80 % Date: 4/30/2009
Drawdown: -5.47 % Date: 3/31/2009
Drawdown: -2.43 % Date: 2/28/2009
Drawdown: -0.62 % Date: 1/31/2009
Drawdown: -0.74 % 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: -4.11 % Date: 7/31/2008
Drawdown: -4.19 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: -0.94 % Date: 4/30/2008
Drawdown: 0.00 % Date: 3/31/2008
Drawdown: -0.21 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: 0.00 % 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: -1.30 % Date: 8/31/2007
Drawdown: -6.18 % Date: 7/31/2007
Drawdown: -2.54 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: -4.66 % Date: 3/31/2007
Drawdown: -10.48 % Date: 2/28/2007
Drawdown: -8.36 % Date: 1/31/2007
Drawdown: -4.54 % Date: 12/31/2006
Drawdown: -3.49 % Date: 11/30/2006
Drawdown: -4.84 % Date: 10/31/2006
Drawdown: -6.91 % Date: 9/30/2006
Drawdown: -10.56 % Date: 8/31/2006
Drawdown: -9.19 % Date: 7/31/2006
Drawdown: -11.59 % Date: 6/30/2006
Drawdown: -6.69 % Date: 5/31/2006
Drawdown: -4.47 % Date: 4/30/2006
Drawdown: -2.82 % Date: 3/31/2006
Drawdown: -5.42 % Date: 2/28/2006
Drawdown: -10.53 % Date: 1/31/2006
Drawdown: -9.14 % Date: 12/31/2005
Drawdown: -11.41 % Date: 11/30/2005
Drawdown: -14.78 % Date: 10/31/2005
Drawdown: -25.34 % Date: 9/30/2005
Drawdown: -20.60 % Date: 8/31/2005
Drawdown: -15.72 % Date: 7/31/2005
Drawdown: -27.18 % Date: 6/30/2005
Drawdown: -17.10 % Date: 5/31/2005
Drawdown: -22.27 % Date: 4/30/2005
Drawdown: -23.75 % Date: 3/31/2005
Drawdown: -15.23 % Date: 2/28/2005
Drawdown: -14.38 % Date: 1/31/2005
Drawdown: -5.96 % Date: 12/31/2004
Drawdown: -0.51 % Date: 11/30/2004
Drawdown: 0.00 % Date: 10/31/2004
Drawdown: -1.28 % Date: 9/30/2004
Drawdown: -5.37 % Date: 8/31/2004
Drawdown: -12.25 % Date: 7/31/2004
Drawdown: 0.00 % Date: 6/30/2004
Drawdown: -2.53 % Date: 5/31/2004
Drawdown: -3.85 % Date: 4/30/2004
Drawdown: -6.22 % Date: 3/31/2004
Drawdown: 0.00 % Date: 2/29/2004
Drawdown: 0.00 % Date: 1/31/2004
Drawdown: 0.00 % Date: 12/31/2003
Drawdown: 0.00 % Date: 11/30/2003
Drawdown: -0.03 % Date: 10/31/2003
Drawdown: 0.00 % Date: 9/30/2003
Drawdown: -8.72 % Date: 8/31/2003
Drawdown: -14.71 % Date: 7/31/2003
Drawdown: -11.58 % Date: 6/30/2003
Drawdown: -7.06 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -2.81 % Date: 3/31/2003
Drawdown: -4.73 % Date: 2/28/2003
Drawdown: 0.00 % Date: 1/31/2003
Drawdown: 0.00 % Date: 12/31/2002
Drawdown: 0.00 % Date: 11/30/2002
Drawdown: -11.86 % Date: 10/31/2002
Drawdown: -10.25 % Date: 9/30/2002
Drawdown: -0.06 % Date: 8/31/2002
Drawdown: -3.25 % Date: 7/31/2002
Drawdown: -11.93 % Date: 6/30/2002
Drawdown: -8.29 % Date: 5/31/2002
Drawdown: -14.89 % Date: 4/30/2002
Drawdown: -16.15 % Date: 3/31/2002
Drawdown: -20.14 % Date: 2/28/2002
Drawdown: -14.47 % Date: 1/31/2002
Drawdown: -15.60 % Date: 12/31/2001
Drawdown: -14.11 % Date: 11/30/2001
Drawdown: -13.68 % Date: 10/31/2001
Drawdown: 0.00 % Date: 9/30/2001
Drawdown: 0.00 % Date: 8/31/2001
Drawdown: 0.00 % Date: 7/31/2001
Drawdown: -4.18 % Date: 6/30/2001
Drawdown: -1.37 % Date: 5/31/2001
Drawdown: -5.59 % Date: 4/30/2001
Drawdown: -10.20 % Date: 3/31/2001
Drawdown: 0.00 % Date: 2/28/2001
Drawdown: 0.00 % Date: 1/31/2001
Drawdown: 0.00 % Date: 12/31/2000
Drawdown: -0.18 % Date: 11/30/2000
Drawdown: 0.00 % Date: 10/31/2000
Drawdown: -3.02 % Date: 9/30/2000
Drawdown: -11.44 % Date: 8/31/2000
Drawdown: -7.24 % Date: 7/31/2000
Drawdown: -17.00 % Date: 6/30/2000
Drawdown: -12.39 % Date: 5/31/2000
Drawdown: -10.43 % Date: 4/30/2000
Drawdown: -8.06 % Date: 3/31/2000
Drawdown: -12.83 % Date: 2/29/2000
Drawdown: -9.05 % Date: 1/31/2000
Drawdown: 0.00 % Date: 12/31/1999
Drawdown: -5.19 % Date: 11/30/1999
Drawdown: -12.54 % Date: 10/31/1999
Drawdown: -23.04 % Date: 9/30/1999
Drawdown: -14.90 % Date: 8/31/1999
Drawdown: -15.73 % Date: 7/31/1999
Drawdown: -18.28 % Date: 6/30/1999
Drawdown: -17.60 % Date: 5/31/1999
Drawdown: -17.03 % Date: 4/30/1999
Drawdown: -11.65 % Date: 3/31/1999
Drawdown: -17.83 % Date: 2/28/1999
Drawdown: -9.27 % Date: 1/31/1999
Drawdown: -19.96 % Date: 12/31/1998
Drawdown: -9.50 % Date: 11/30/1998
Drawdown: -13.54 % Date: 10/31/1998
Drawdown: -14.34 % Date: 9/30/1998
Drawdown: -3.33 % Date: 8/31/1998
Drawdown: 0.00 % Date: 7/31/1998
Drawdown: -9.69 % Date: 6/30/1998
Drawdown: -8.94 % Date: 5/31/1998
Drawdown: -6.76 % Date: 4/30/1998
Drawdown: -9.13 % Date: 3/31/1998
Drawdown: -4.89 % Date: 2/28/1998
Drawdown: -0.47 % Date: 1/31/1998
Drawdown: -4.38 % Date: 12/31/1997
Drawdown: -3.51 % Date: 11/30/1997
Drawdown: -10.21 % Date: 10/31/1997
Drawdown: -12.05 % Date: 9/30/1997
Drawdown: -7.06 % Date: 8/31/1997
Drawdown: -11.45 % Date: 7/31/1997
Drawdown: -3.66 % Date: 6/30/1997
Drawdown: -7.47 % Date: 5/31/1997
Drawdown: -7.82 % Date: 4/30/1997
Drawdown: -6.58 % Date: 3/31/1997
Drawdown: -1.50 % Date: 2/28/1997
Drawdown: 0.00 % Date: 1/31/1997
Drawdown: -1.47 % Date: 12/31/1996
Drawdown: -6.41 % Date: 11/30/1996
Drawdown: 0.00 % Date: 10/31/1996
Drawdown: -2.30 % Date: 9/30/1996
Drawdown: -16.38 % Date: 8/31/1996
Drawdown: -21.14 % Date: 7/31/1996
Drawdown: -18.41 % Date: 6/30/1996
Drawdown: -12.93 % Date: 5/31/1996
Drawdown: -14.23 % Date: 4/30/1996
Drawdown: -5.32 % Date: 3/31/1996
Drawdown: -17.15 % Date: 2/29/1996
Drawdown: -24.44 % Date: 1/31/1996
Drawdown: -12.37 % Date: 12/31/1995
Drawdown: -5.92 % Date: 11/30/1995
Drawdown: -21.02 % Date: 10/31/1995
Drawdown: -20.87 % Date: 9/30/1995
Drawdown: -15.21 % Date: 8/31/1995
Drawdown: -13.62 % Date: 7/31/1995
Drawdown: -8.75 % Date: 6/30/1995
Drawdown: 0.00 % Date: 5/31/1995
Drawdown: 0.00 % Date: 4/30/1995
Drawdown: 0.00 % Date: 3/31/1995
Drawdown: -0.59 % Date: 2/28/1995
Drawdown: -6.77 % Date: 1/31/1995
Drawdown: -7.91 % Date: 12/31/1994
Drawdown: 0.00 % Date: 11/30/1994
Drawdown: 0.00 % Date: 10/31/1994
Drawdown: 0.00 % Date: 9/30/1994
Drawdown: -2.70 % Date: 8/31/1994
Drawdown: -7.38 % Date: 7/31/1994
Drawdown: 0.00 % Date: 6/30/1994
Drawdown: 0.00 % Date: 5/31/1994
Drawdown: 0.00 % Date: 4/30/1994
Drawdown: -10.99 % Date: 3/31/1994
Drawdown: -2.84 % Date: 2/28/1994
Drawdown: -5.55 % Date: 1/31/1994
Drawdown: -1.45 % Date: 12/31/1993
Drawdown: 0.00 % Date: 11/30/1993
Drawdown: -7.18 % Date: 10/31/1993
Drawdown: -10.50 % Date: 9/30/1993
Drawdown: -4.18 % Date: 8/31/1993
Drawdown: -5.28 % Date: 7/31/1993
Drawdown: 0.00 % Date: 6/30/1993
Drawdown: -1.22 % Date: 5/31/1993
Drawdown: 0.00 % Date: 4/30/1993
Drawdown: 0.00 % Date: 3/31/1993
Drawdown: -4.88 % Date: 2/28/1993
Drawdown: -9.04 % Date: 1/31/1993
Drawdown: -14.27 % Date: 12/31/1992
Drawdown: -10.50 % Date: 11/30/1992
Drawdown: -6.24 % Date: 10/31/1992
Drawdown: -10.41 % Date: 9/30/1992
Drawdown: -7.34 % Date: 8/31/1992
Drawdown: -7.03 % Date: 7/31/1992
Drawdown: -8.78 % Date: 6/30/1992
Drawdown: -21.71 % Date: 5/31/1992
Drawdown: -26.55 % Date: 4/30/1992
Drawdown: -22.10 % Date: 3/31/1992
Drawdown: -22.34 % Date: 2/29/1992
Drawdown: -17.84 % Date: 1/31/1992
Drawdown: -12.60 % Date: 12/31/1991
Drawdown: 0.00 % Date: 11/30/1991
Drawdown: -7.13 % Date: 10/31/1991
Drawdown: -5.14 % Date: 9/30/1991
Drawdown: -18.66 % Date: 8/31/1991
Drawdown: -27.12 % Date: 7/31/1991
Drawdown: -22.19 % Date: 6/30/1991
Drawdown: -20.99 % Date: 5/31/1991
Drawdown: -22.62 % Date: 4/30/1991
Drawdown: -24.83 % Date: 3/31/1991
Drawdown: -12.90 % Date: 2/28/1991
Drawdown: -14.97 % Date: 1/31/1991
Drawdown: -16.06 % Date: 12/31/1990
Drawdown: -0.14 % Date: 11/30/1990
Drawdown: -0.05 % Date: 10/31/1990
Drawdown: -0.36 % Date: 9/30/1990
Drawdown: 0.00 % Date: 8/31/1990
Drawdown: 0.00 % Date: 7/31/1990
Drawdown: 0.00 % Date: 6/30/1990
Drawdown: -5.61 % Date: 5/31/1990
Drawdown: -7.90 % Date: 4/30/1990
Drawdown: 0.00 % Date: 3/31/1990
Drawdown: 0.00 % Date: 2/28/1990
Drawdown: 0.00 % Date: 1/31/1990
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

The Monthly Performance table represents performance results net of all fees and expenses. The performance information shown is a composite of the accounts traded under this program and does not reflect the performance of any single account. The results shown are net of all fees and expenses. Performance results of individual accounts may vary as a result of differing fees, account size, the timing of the entry of orders and other factors. The performance results are not necessarily indicative of the results that may be achieved in the future. Past performance is not necessarily indicative of future results. No representation is being made that any account in the future will or is likely to achieve profits or losses similar to those shown.

For periods beginning after January 1, 1992, and ending April 30, 2004 Abraham Trading Company used the "Fully Funded Subset" method to calculate its composite performance, including worst monthly drawdown and worst peak to valley drawdown. For periods prior to January 1, 1992, and following April 30, 2004, the Fully-Funded Subset method was not used. Instead, the Rates of Return reported are based upon a computation that uses the Nominal Values of all the accounts funded for an entire month or period included in the composite tables, calculated in accordance with the time-weighting method as described in Note 12 of Supplemental Performance Information. Abraham Trading Company and Salem A. Abraham believe that this method yields substantially the same Rates of Return as the Fully- Funded Subset method and that the Rates of Return presented in the performance table are representative of the trading program for the periods presented.

Manager Information

Manager Name:  Abraham Trading Company LP
Address: 2nd and Main Street Moody Building
City: Canadian
State: TX
Zip: 79014
Country: USA

Key People

Name:  Salem Abraham
Position:  Principal
Biography: 

Salem A. Abraham is the sole person responsible for making trading decisions on behalf of ATC. Salem Abraham is registered with the CFTC as a principal and associated person of ATC and is a member of the NFA. Salem Abraham attended the University of Notre Dame from August 1984 until December 1987 when he graduated cum laude with a B.A. degree in Finance. His interest in commodity trading began while still in college, and it was during the spring and summer of 1987 that he developed his present trading strategy. During this time, he did extensive research in the technical and methodological aspects of commodities trading. Combining the information he had gathered with ideas that he had developed during his research, he began the task of back-testing the profitability of numerous trading theories in an effort to establish the relative validity of those theories. This testing was accomplished by running computer simulations using historical data and/or by manually studying historical charts. Through this process many long-venerated trading strategies were shown to be unviable in changing market conditions, while other strategies were modified in order to maximize their profitability. This research led Salem to develop a trend following trading system, and in August 1987, while still in college, he began to test that approach by trading commodity interests for his own account. In January 1988, he began to manage customer accounts using his systematic approach, initially through a joint account with three of his relatives. He became registered as a CTA in October 1988 and organized ATC in August 1990 to act as CTA for all customer accounts. Salem continues to conduct research on trading strategies.


Name:  Mark Abraham
Position:  Director
Biography: 

Mark attended The University of Texas at Austin and graduated in May 1995 with a B.B.A. degree in Finance. Mark joined Abraham Trading full time in May 1995 as Salem’s research assistant. Mark now develops research platforms and aids in developing, testing, and refining ATC’s trading methods. Mark is the Director of Research for the Austin branch.


Name:  Barry Sims
Position:  Director
Biography: 

Barry D. Sims, Director of Operations, is registered with the CFTC as an associated person of ATC and is a member of the NFA. He attended Texas Tech University from 1976 through 1979. While attending school he was employed by The American State Bank in Lubbock, Texas, as a Data Processing Officer. His duties included applications programming, operations, and management of an ATM network. From April 1980 to April 1981 he was a conversion and installation specialist for Gruhlkey Data Systems, a software development company for financial institutions. From March 1981 to January 1983 he was an independent contractor for American State Bank managing application conversions. In February 1983 he joined Financial Information Technology, Inc. and Bank Services Corporation of Colorado Springs, Colorado, where he became Vice President. His duties included management, customer relations, and marketing. In May of 1992 Barry left Bank Services Corporation to start an information management and technology consulting firm in Pampa, Texas. His clients included banks, accountants, lawyers, doctors and Abraham Trading Company He sold his consulting firm and joined ATC in March 1995. Although not a principal of ATC, Barry assists Salem with the Company’s technology, marketing, operating, and trading efforts.


Name:  Kate Abraham
Position:  Director
Biography: 

Kate Abraham is the Director of Marketing at Abraham Trading. She graduated from Harvard College in May 2014 with a B.A. degree in Psychology, focusing on organizational behavior and behavioral economics. She also received a minor in Global Health and Health Policy. Kate founded a real estate investment business in 2013 and began managing projects in Colorado. Additionally, she co-founded an energy company based in Texas in 2014. Kate joined Abraham Trading in 2016. She is registered with the CFTC as an associated person of Abraham Trading and is a member of the National Futures Association.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Forex Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $2,000,000 
 Margin / Equity Ratio: 8% 
 Managed Account Availability: Open