Quest Partners LLC

AlphaQuest Original Program (AQO) *QEP*


Monthly Performance (%)

Date Range: 04/99 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -7.73 -2.46 3.98 -1.64   -7.95 
2018 16.28 -0.01 -0.17 3.12 1.38 -0.47 -5.45 1.06 1.43 -2.66 -8.42 0.92  5.30 
2017 -6.31 -4.14 -0.86 -0.02 -2.75 -0.82 -2.30 -1.99 0.44 6.99 -0.04 -1.44  -12.95 
2016 14.16 8.91 -6.53 -0.75 -3.62 6.60 2.16 -6.30 -7.64 -2.65 0.20 4.51  6.81 
2015 7.97 -0.68 2.90 0.33 -1.65 -10.70 7.39 -2.01 -1.64 2.17 8.72 -5.47  5.68 
2014 1.62 0.10 -4.51 -5.36 3.20 1.89 -2.29 5.83 3.20 3.75 5.24 3.23  16.27 
2013 0.07 4.45 -0.53 9.07 -3.46 0.86 1.86 -1.42 -1.68 -0.25 2.11 4.39  15.91 
2012 3.07 2.32 -5.14 -2.25 8.66 -3.34 5.75 -3.47 -3.91 -2.62 -0.70 3.56  0.89 
2011 -4.91 5.84 -6.53 16.41 -5.93 -9.40 11.38 0.97 -4.11 -3.85 -2.91 2.10  -4.07 
2010 -6.93 0.19 1.58 1.85 3.26 -1.52 -2.24 6.97 7.52 6.14 -6.82 10.10  20.11 
2009 0.38 -2.32 -7.57 -2.43 13.30 0.36 0.57 -1.73 3.60 -5.17 1.77 -11.16  -11.73 
2008 2.09 14.92 -0.53 1.26 4.88 4.22 -13.55 1.36 -1.26 20.59 10.10 4.98  55.77 
2007 -0.49 -3.23 -0.50 6.26 -0.79 6.81 2.07 -11.84 13.80 6.73 -3.71 4.04  18.13 
2006 4.34 -3.02 0.55 14.62 0.91 -3.18 -6.08 0.36 0.25 7.48 5.95 2.54  25.72 
2005 -7.67 2.58 0.41 -3.46 1.48 5.15 -4.02 2.35 2.94 0.11 4.36 -3.35  0.03 
2004 -2.80 3.93 -1.38 -5.60 1.30 -9.98 1.36 -1.25 -0.99 6.23 -0.60 -1.32  -11.44 
2003 -1.84 6.16 0.93 -7.90 14.36 -4.59 -1.86 1.85 4.23 -4.62 -3.28 1.13  2.73 
2002 4.05 -13.71 16.53 -1.44 -2.49 9.22 3.76 0.83 6.90 0.99 -3.50 16.92  39.95 
2001 -5.22 -5.43 12.11 -5.59 3.89 -2.20 3.68 -4.52 7.38 2.97 0.58 10.42  17.18 
2000 4.18 -1.54 7.14 -2.85 8.03 -4.16 -2.57 3.17 -2.83 4.85 7.97 18.05  44.29 
1999 -2.66 2.81 -1.77 -1.73 1.12 -5.26 4.26 1.11  -2.44 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

AQO is a short term momentum strategy with trades lasting 8 days on average. Trades are filtered for maximum volatility expansion potential and are timed using short term trade entry techniques. Trading systems are weighted within the portfolio based on their contributions to targeted volatility and drawdown levels. Integrated risk models manage risks by monitoring volatility metrics, market liquidity and sector exposure limits.

Performance Statistics

Date Range: 04/99 - 04/19
  Program S&P 500 Altegris 40 
Total Return 540.00% 236.35% 138.91% 
Annualized Return 9.73% 6.23% 4.43% 
Annualized Std. Deviation 19.95% 14.48% 9.96% 
Correlation -0.10 0.66 
Sharpe Ratio (rf=2.5%) 0.36 0.26 0.19 
Worst Month -13.71% -16.79% -7.77% 
Date of Worst Month 02/2002 10/2008 11/2001 
Worst Drawdown -29.37% -50.95% -15.74% 
Date of Worst Drawdown 2/16 - 8/17 10/07 - 2/09 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 04/99 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 -7.95 18.24 5.17 
2018 5.30 -4.38 -4.29 
2017 -12.95 21.84 1.24 
2016 6.81 11.98 -3.13 
2015 5.68 1.41 0.09 
2014 16.27 13.69 15.75 
2013 15.91 32.41 -2.45 
2012 0.89 15.98 -4.75 
2011 -4.07 2.12 -3.23 
2010 20.11 15.06 11.33 
2009 -11.73 26.45 -7.98 
2008 55.77 -36.99 15.47 
2007 18.13 5.50 7.18 
2006 25.72 15.79 6.70 
2005 0.03 4.89 4.51 
2004 -11.44 10.87 2.57 
2003 2.73 28.69 15.99 
2002 39.95 -22.10 15.22 
2001 17.18 -11.88 5.39 
2000 44.29 -9.09 10.63 
1999 -2.44 11.01 -0.26 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 04/99 - 04/19
Date: 4/30/2019
Perf: $2,317.90 Date: 3/31/2019
Perf: $2,255.87 Date: 2/28/2019
Perf: $2,177.69 Date: 1/31/2019
Perf: $2,163.84 Date: 12/31/2018
Perf: $2,203.95 Date: 11/30/2018
Perf: $2,194.73 Date: 10/31/2018
Perf: $2,221.39 Date: 9/30/2018
Perf: $2,277.65 Date: 8/31/2018
Perf: $2,287.94 Date: 7/31/2018
Perf: $2,231.05 Date: 6/30/2018
Perf: $2,247.91 Date: 5/31/2018
Perf: $2,229.18 Date: 4/30/2018
Perf: $2,258.32 Date: 3/31/2018
Perf: $2,234.19 Date: 2/28/2018
Perf: $2,236.20 Date: 1/31/2018
Perf: $2,381.47 Date: 12/31/2017
Perf: $2,302.72 Date: 11/30/2017
Perf: $2,277.89 Date: 10/31/2017
Perf: $2,274.93 Date: 9/30/2017
Perf: $2,183.44 Date: 8/31/2017
Perf: $2,230.51 Date: 7/31/2017
Perf: $2,194.09 Date: 6/30/2017
Perf: $2,185.56 Date: 5/31/2017
Perf: $2,251.30 Date: 4/30/2017
Perf: $2,247.03 Date: 3/31/2017
Perf: $2,260.60 Date: 2/28/2017
Perf: $2,294.09 Date: 1/31/2017
Perf: $2,245.14 Date: 12/31/2016
Perf: $2,274.49 Date: 11/30/2016
Perf: $2,257.33 Date: 10/31/2016
Perf: $2,282.44 Date: 9/30/2016
Perf: $2,342.88 Date: 8/31/2016
Perf: $2,373.50 Date: 7/31/2016
Perf: $2,439.11 Date: 6/30/2016
Perf: $2,414.49 Date: 5/31/2016
Perf: $2,316.05 Date: 4/30/2016
Perf: $2,357.31 Date: 3/31/2016
Perf: $2,418.00 Date: 2/29/2016
Perf: $2,489.44 Date: 1/31/2016
Perf: $2,429.67 Date: 12/31/2015
Perf: $2,347.97 Date: 11/30/2015
Perf: $2,403.24 Date: 10/31/2015
Perf: $2,323.99 Date: 9/30/2015
Perf: $2,365.15 Date: 8/31/2015
Perf: $2,314.91 Date: 7/31/2015
Perf: $2,355.67 Date: 6/30/2015
Perf: $2,267.02 Date: 5/31/2015
Perf: $2,391.38 Date: 4/30/2015
Perf: $2,408.72 Date: 3/31/2015
Perf: $2,505.43 Date: 2/28/2015
Perf: $2,451.26 Date: 1/31/2015
Perf: $2,455.18 Date: 12/31/2014
Perf: $2,345.87 Date: 11/30/2014
Perf: $2,305.29 Date: 10/31/2014
Perf: $2,175.83 Date: 9/30/2014
Perf: $2,144.31 Date: 8/31/2014
Perf: $2,112.83 Date: 7/31/2014
Perf: $2,027.08 Date: 6/30/2014
Perf: $2,043.43 Date: 5/31/2014
Perf: $2,026.01 Date: 4/30/2014
Perf: $1,975.44 Date: 3/31/2014
Perf: $1,960.54 Date: 2/28/2014
Perf: $1,989.99 Date: 1/31/2014
Perf: $1,973.80 Date: 12/31/2013
Perf: $2,026.70 Date: 11/30/2013
Perf: $2,029.54 Date: 10/31/2013
Perf: $1,993.46 Date: 9/30/2013
Perf: $1,948.83 Date: 8/31/2013
Perf: $1,960.59 Date: 7/31/2013
Perf: $1,998.97 Date: 6/30/2013
Perf: $2,016.52 Date: 5/31/2013
Perf: $2,095.96 Date: 4/30/2013
Perf: $2,190.13 Date: 3/31/2013
Perf: $2,135.05 Date: 2/28/2013
Perf: $2,104.74 Date: 1/31/2013
Perf: $2,117.02 Date: 12/31/2012
Perf: $2,077.54 Date: 11/30/2012
Perf: $2,067.41 Date: 10/31/2012
Perf: $2,061.64 Date: 9/30/2012
Perf: $2,139.08 Date: 8/31/2012
Perf: $2,174.96 Date: 7/31/2012
Perf: $2,204.95 Date: 6/30/2012
Perf: $2,118.31 Date: 5/31/2012
Perf: $2,201.07 Date: 4/30/2012
Perf: $2,160.03 Date: 3/31/2012
Perf: $2,147.15 Date: 2/29/2012
Perf: $2,197.02 Date: 1/31/2012
Perf: $2,188.05 Date: 12/31/2011
Perf: $2,181.07 Date: 11/30/2011
Perf: $2,160.33 Date: 10/31/2011
Perf: $2,153.87 Date: 9/30/2011
Perf: $2,242.68 Date: 8/31/2011
Perf: $2,244.02 Date: 7/31/2011
Perf: $2,248.52 Date: 6/30/2011
Perf: $2,170.60 Date: 5/31/2011
Perf: $2,228.54 Date: 4/30/2011
Perf: $2,312.96 Date: 3/31/2011
Perf: $2,226.14 Date: 2/28/2011
Perf: $2,260.73 Date: 1/31/2011
Perf: $2,222.94 Date: 12/31/2010
Perf: $2,253.82 Date: 11/30/2010
Perf: $2,161.11 Date: 10/31/2010
Perf: $2,240.42 Date: 9/30/2010
Perf: $2,156.74 Date: 8/31/2010
Perf: $2,118.19 Date: 7/31/2010
Perf: $2,033.98 Date: 6/30/2010
Perf: $2,060.56 Date: 5/31/2010
Perf: $2,052.76 Date: 4/30/2010
Perf: $2,103.67 Date: 3/31/2010
Perf: $2,071.76 Date: 2/28/2010
Perf: $1,992.66 Date: 1/31/2010
Perf: $1,974.10 Date: 12/31/2009
Perf: $2,024.51 Date: 11/30/2009
Perf: $2,108.86 Date: 10/31/2009
Perf: $2,027.17 Date: 9/30/2009
Perf: $2,080.43 Date: 8/31/2009
Perf: $2,032.06 Date: 7/31/2009
Perf: $2,025.38 Date: 6/30/2009
Perf: $2,027.61 Date: 5/31/2009
Perf: $2,083.02 Date: 4/30/2009
Perf: $2,054.67 Date: 3/31/2009
Perf: $2,124.12 Date: 2/28/2009
Perf: $2,184.64 Date: 1/31/2009
Perf: $2,185.73 Date: 12/31/2008
Perf: $2,200.03 Date: 11/30/2008
Perf: $2,144.91 Date: 10/31/2008
Perf: $2,068.98 Date: 9/30/2008
Perf: $1,967.64 Date: 8/31/2008
Perf: $1,963.52 Date: 7/31/2008
Perf: $2,017.38 Date: 6/30/2008
Perf: $2,114.44 Date: 5/31/2008
Perf: $2,059.45 Date: 4/30/2008
Perf: $2,017.88 Date: 3/31/2008
Perf: $2,041.36 Date: 2/29/2008
Perf: $2,050.38 Date: 1/31/2008
Perf: $1,939.99 Date: 12/31/2007
Perf: $1,905.32 Date: 11/30/2007
Perf: $1,909.71 Date: 10/31/2007
Perf: $1,922.20 Date: 9/30/2007
Perf: $1,842.78 Date: 8/31/2007
Perf: $1,760.56 Date: 7/31/2007
Perf: $1,828.77 Date: 6/30/2007
Perf: $1,887.08 Date: 5/31/2007
Perf: $1,834.08 Date: 4/30/2007
Perf: $1,770.86 Date: 3/31/2007
Perf: $1,699.48 Date: 2/28/2007
Perf: $1,740.20 Date: 1/31/2007
Perf: $1,808.00 Date: 12/31/2006
Perf: $1,777.61 Date: 11/30/2006
Perf: $1,719.49 Date: 10/31/2006
Perf: $1,678.37 Date: 9/30/2006
Perf: $1,660.11 Date: 8/31/2006
Perf: $1,677.89 Date: 7/31/2006
Perf: $1,659.31 Date: 6/30/2006
Perf: $1,684.23 Date: 5/31/2006
Perf: $1,707.63 Date: 4/30/2006
Perf: $1,754.11 Date: 3/31/2006
Perf: $1,712.33 Date: 2/28/2006
Perf: $1,667.64 Date: 1/31/2006
Perf: $1,697.86 Date: 12/31/2005
Perf: $1,666.04 Date: 11/30/2005
Perf: $1,696.75 Date: 10/31/2005
Perf: $1,626.95 Date: 9/30/2005
Perf: $1,624.35 Date: 8/31/2005
Perf: $1,599.72 Date: 7/31/2005
Perf: $1,591.13 Date: 6/30/2005
Perf: $1,590.17 Date: 5/31/2005
Perf: $1,537.74 Date: 4/30/2005
Perf: $1,491.64 Date: 3/31/2005
Perf: $1,529.11 Date: 2/28/2005
Perf: $1,537.72 Date: 1/31/2005
Perf: $1,527.18 Date: 12/31/2004
Perf: $1,594.13 Date: 11/30/2004
Perf: $1,588.89 Date: 10/31/2004
Perf: $1,507.34 Date: 9/30/2004
Perf: $1,457.50 Date: 8/31/2004
Perf: $1,438.08 Date: 7/31/2004
Perf: $1,448.08 Date: 6/30/2004
Perf: $1,464.77 Date: 5/31/2004
Perf: $1,514.76 Date: 4/30/2004
Perf: $1,539.23 Date: 3/31/2004
Perf: $1,641.33 Date: 2/29/2004
Perf: $1,657.57 Date: 1/31/2004
Perf: $1,569.07 Date: 12/31/2003
Perf: $1,554.15 Date: 11/30/2003
Perf: $1,489.65 Date: 10/31/2003
Perf: $1,494.13 Date: 9/30/2003
Perf: $1,461.26 Date: 8/31/2003
Perf: $1,468.01 Date: 7/31/2003
Perf: $1,454.34 Date: 6/30/2003
Perf: $1,487.97 Date: 5/31/2003
Perf: $1,526.28 Date: 4/30/2003
Perf: $1,441.65 Date: 3/31/2003
Perf: $1,420.77 Date: 2/28/2003
Perf: $1,506.96 Date: 1/31/2003
Perf: $1,422.07 Date: 12/31/2002
Perf: $1,339.93 Date: 11/30/2002
Perf: $1,263.01 Date: 10/31/2002
Perf: $1,298.86 Date: 9/30/2002
Perf: $1,369.82 Date: 8/31/2002
Perf: $1,309.45 Date: 7/31/2002
Perf: $1,278.64 Date: 6/30/2002
Perf: $1,213.82 Date: 5/31/2002
Perf: $1,115.23 Date: 4/30/2002
Perf: $1,087.08 Date: 3/31/2002
Perf: $1,113.35 Date: 2/28/2002
Perf: $1,116.59 Date: 1/31/2002
Perf: $1,148.99 Date: 12/31/2001
Perf: $1,162.95 Date: 11/30/2001
Perf: $1,138.91 Date: 10/31/2001
Perf: $1,234.86 Date: 9/30/2001
Perf: $1,183.73 Date: 8/31/2001
Perf: $1,148.36 Date: 7/31/2001
Perf: $1,115.02 Date: 6/30/2001
Perf: $1,112.57 Date: 5/31/2001
Perf: $1,124.95 Date: 4/30/2001
Perf: $1,124.61 Date: 3/31/2001
Perf: $1,198.43 Date: 2/28/2001
Perf: $1,125.50 Date: 1/31/2001
Perf: $1,114.91 Date: 12/31/2000
Perf: $1,103.43 Date: 11/30/2000
Perf: $1,019.52 Date: 10/31/2000
Perf: $959.46 Date: 9/30/2000
Perf: $939.82 Date: 8/31/2000
Perf: $956.46 Date: 7/31/2000
Perf: $937.16 Date: 6/30/2000
Perf: $953.95 Date: 5/31/2000
Perf: $968.97 Date: 4/30/2000
Perf: $955.87 Date: 3/31/2000
Perf: $970.53 Date: 2/29/2000
Perf: $995.21 Date: 1/31/2000
Perf: $1,006.48 Date: 12/31/1999
Perf: $997.40 Date: 11/30/1999
Perf: $984.70 Date: 10/31/1999
Perf: $965.96 Date: 9/30/1999
Perf: $1,010.63 Date: 8/31/1999
Perf: $1,007.11 Date: 7/31/1999
Perf: $1,001.10 Date: 6/30/1999
Perf: $1,008.97 Date: 5/31/1999
Perf: $983.40 Date: 4/30/1999
Perf: $1,000.00 Date: 4/30/2019
Perf: $3,238.17 Date: 3/31/2019
Perf: $3,112.13 Date: 2/28/2019
Perf: $3,052.90 Date: 1/31/2019
Perf: $2,957.95 Date: 12/31/2018
Perf: $2,738.59 Date: 11/30/2018
Perf: $3,010.43 Date: 10/31/2018
Perf: $2,950.25 Date: 9/30/2018
Perf: $3,166.86 Date: 8/31/2018
Perf: $3,148.91 Date: 7/31/2018
Perf: $3,049.50 Date: 6/30/2018
Perf: $2,940.12 Date: 5/31/2018
Perf: $2,922.01 Date: 4/30/2018
Perf: $2,853.24 Date: 3/31/2018
Perf: $2,842.44 Date: 2/28/2018
Perf: $2,916.52 Date: 1/31/2018
Perf: $3,028.27 Date: 12/31/2017
Perf: $2,864.15 Date: 11/30/2017
Perf: $2,832.71 Date: 10/31/2017
Perf: $2,748.33 Date: 9/30/2017
Perf: $2,685.76 Date: 8/31/2017
Perf: $2,631.55 Date: 7/31/2017
Perf: $2,623.41 Date: 6/30/2017
Perf: $2,570.46 Date: 5/31/2017
Perf: $2,554.62 Date: 4/30/2017
Perf: $2,519.10 Date: 3/31/2017
Perf: $2,493.42 Date: 2/28/2017
Perf: $2,490.43 Date: 1/31/2017
Perf: $2,395.34 Date: 12/31/2016
Perf: $2,350.67 Date: 11/30/2016
Perf: $2,305.03 Date: 10/31/2016
Perf: $2,222.79 Date: 9/30/2016
Perf: $2,264.00 Date: 8/31/2016
Perf: $2,263.54 Date: 7/31/2016
Perf: $2,260.38 Date: 6/30/2016
Perf: $2,179.94 Date: 5/31/2016
Perf: $2,174.29 Date: 4/30/2016
Perf: $2,135.84 Date: 3/31/2016
Perf: $2,127.54 Date: 2/29/2016
Perf: $1,992.46 Date: 1/31/2016
Perf: $1,995.05 Date: 12/31/2015
Perf: $2,099.17 Date: 11/30/2015
Perf: $2,132.87 Date: 10/31/2015
Perf: $2,126.49 Date: 9/30/2015
Perf: $1,960.98 Date: 8/31/2015
Perf: $2,010.64 Date: 7/31/2015
Perf: $2,139.67 Date: 6/30/2015
Perf: $2,095.66 Date: 5/31/2015
Perf: $2,137.12 Date: 4/30/2015
Perf: $2,109.90 Date: 3/31/2015
Perf: $2,089.84 Date: 2/28/2015
Perf: $2,123.39 Date: 1/31/2015
Perf: $2,007.93 Date: 12/31/2014
Perf: $2,070.03 Date: 11/30/2014
Perf: $2,075.22 Date: 10/31/2014
Perf: $2,020.86 Date: 9/30/2014
Perf: $1,972.72 Date: 8/31/2014
Perf: $2,000.73 Date: 7/31/2014
Perf: $1,923.78 Date: 6/30/2014
Perf: $1,950.70 Date: 5/31/2014
Perf: $1,911.14 Date: 4/30/2014
Perf: $1,867.26 Date: 3/31/2014
Perf: $1,853.54 Date: 2/28/2014
Perf: $1,838.10 Date: 1/31/2014
Perf: $1,757.77 Date: 12/31/2013
Perf: $1,820.77 Date: 11/30/2013
Perf: $1,775.84 Date: 10/31/2013
Perf: $1,723.28 Date: 9/30/2013
Perf: $1,647.50 Date: 8/31/2013
Perf: $1,597.34 Date: 7/31/2013
Perf: $1,645.05 Date: 6/30/2013
Perf: $1,565.37 Date: 5/31/2013
Perf: $1,586.63 Date: 4/30/2013
Perf: $1,550.35 Date: 3/31/2013
Perf: $1,521.00 Date: 2/28/2013
Perf: $1,466.02 Date: 1/31/2013
Perf: $1,446.35 Date: 12/31/2012
Perf: $1,375.12 Date: 11/30/2012
Perf: $1,362.72 Date: 10/31/2012
Perf: $1,354.86 Date: 9/30/2012
Perf: $1,380.40 Date: 8/31/2012
Perf: $1,345.68 Date: 7/31/2012
Perf: $1,316.07 Date: 6/30/2012
Perf: $1,298.03 Date: 5/31/2012
Perf: $1,246.66 Date: 4/30/2012
Perf: $1,326.38 Date: 3/31/2012
Perf: $1,334.79 Date: 2/29/2012
Perf: $1,292.27 Date: 1/31/2012
Perf: $1,238.76 Date: 12/31/2011
Perf: $1,185.64 Date: 11/30/2011
Perf: $1,173.67 Date: 10/31/2011
Perf: $1,176.26 Date: 9/30/2011
Perf: $1,060.36 Date: 8/31/2011
Perf: $1,140.54 Date: 7/31/2011
Perf: $1,206.03 Date: 6/30/2011
Perf: $1,231.02 Date: 5/31/2011
Perf: $1,251.93 Date: 4/30/2011
Perf: $1,266.23 Date: 3/31/2011
Perf: $1,229.83 Date: 2/28/2011
Perf: $1,229.34 Date: 1/31/2011
Perf: $1,188.57 Date: 12/31/2010
Perf: $1,161.05 Date: 11/30/2010
Perf: $1,088.35 Date: 10/31/2010
Perf: $1,088.24 Date: 9/30/2010
Perf: $1,048.30 Date: 8/31/2010
Perf: $962.45 Date: 7/31/2010
Perf: $1,007.91 Date: 6/30/2010
Perf: $941.88 Date: 5/31/2010
Perf: $993.86 Date: 4/30/2010
Perf: $1,080.17 Date: 3/31/2010
Perf: $1,063.37 Date: 2/28/2010
Perf: $1,002.89 Date: 1/31/2010
Perf: $972.74 Date: 12/31/2009
Perf: $1,009.06 Date: 11/30/2009
Perf: $989.96 Date: 10/31/2009
Perf: $933.92 Date: 9/30/2009
Perf: $951.62 Date: 8/31/2009
Perf: $917.40 Date: 7/31/2009
Perf: $885.44 Date: 6/30/2009
Perf: $823.20 Date: 5/31/2009
Perf: $821.56 Date: 4/30/2009
Perf: $778.07 Date: 3/31/2009
Perf: $710.11 Date: 2/28/2009
Perf: $652.91 Date: 1/31/2009
Perf: $730.74 Date: 12/31/2008
Perf: $798.01 Date: 11/30/2008
Perf: $789.64 Date: 10/31/2008
Perf: $850.72 Date: 9/30/2008
Perf: $1,022.38 Date: 8/31/2008
Perf: $1,122.38 Date: 7/31/2008
Perf: $1,106.34 Date: 6/30/2008
Perf: $1,115.71 Date: 5/31/2008
Perf: $1,218.43 Date: 4/30/2008
Perf: $1,202.79 Date: 3/31/2008
Perf: $1,146.93 Date: 2/29/2008
Perf: $1,151.89 Date: 1/31/2008
Perf: $1,190.58 Date: 12/31/2007
Perf: $1,266.58 Date: 11/30/2007
Perf: $1,275.38 Date: 10/31/2007
Perf: $1,331.01 Date: 9/30/2007
Perf: $1,310.18 Date: 8/31/2007
Perf: $1,262.95 Date: 7/31/2007
Perf: $1,244.28 Date: 6/30/2007
Perf: $1,284.09 Date: 5/31/2007
Perf: $1,305.77 Date: 4/30/2007
Perf: $1,261.73 Date: 3/31/2007
Perf: $1,208.21 Date: 2/28/2007
Perf: $1,194.83 Date: 1/31/2007
Perf: $1,218.71 Date: 12/31/2006
Perf: $1,200.58 Date: 11/30/2006
Perf: $1,184.01 Date: 10/31/2006
Perf: $1,161.93 Date: 9/30/2006
Perf: $1,125.25 Date: 8/31/2006
Perf: $1,096.95 Date: 7/31/2006
Perf: $1,071.45 Date: 6/30/2006
Perf: $1,064.84 Date: 5/31/2006
Perf: $1,063.35 Date: 4/30/2006
Perf: $1,094.89 Date: 3/31/2006
Perf: $1,080.41 Date: 2/28/2006
Perf: $1,067.18 Date: 1/31/2006
Perf: $1,064.30 Date: 12/31/2005
Perf: $1,036.83 Date: 11/30/2005
Perf: $1,036.52 Date: 10/31/2005
Perf: $998.76 Date: 9/30/2005
Perf: $1,015.73 Date: 8/31/2005
Perf: $1,007.56 Date: 7/31/2005
Perf: $1,016.82 Date: 6/30/2005
Perf: $980.35 Date: 5/31/2005
Perf: $978.98 Date: 4/30/2005
Perf: $948.81 Date: 3/31/2005
Perf: $967.18 Date: 2/28/2005
Perf: $984.61 Date: 1/31/2005
Perf: $964.36 Date: 12/31/2004
Perf: $988.48 Date: 11/30/2004
Perf: $955.97 Date: 10/31/2004
Perf: $918.76 Date: 9/30/2004
Perf: $904.92 Date: 8/31/2004
Perf: $895.25 Date: 7/31/2004
Perf: $891.68 Date: 6/30/2004
Perf: $922.21 Date: 5/31/2004
Perf: $904.66 Date: 4/30/2004
Perf: $892.43 Date: 3/31/2004
Perf: $906.67 Date: 2/29/2004
Perf: $920.57 Date: 1/31/2004
Perf: $907.95 Date: 12/31/2003
Perf: $891.54 Date: 11/30/2003
Perf: $847.15 Date: 10/31/2003
Perf: $839.76 Date: 9/30/2003
Perf: $794.78 Date: 8/31/2003
Perf: $803.29 Date: 7/31/2003
Perf: $787.93 Date: 6/30/2003
Perf: $774.30 Date: 5/31/2003
Perf: $764.51 Date: 4/30/2003
Perf: $726.24 Date: 3/31/2003
Perf: $670.95 Date: 2/28/2003
Perf: $664.51 Date: 1/31/2003
Perf: $674.63 Date: 12/31/2002
Perf: $692.78 Date: 11/30/2002
Perf: $735.98 Date: 10/31/2002
Perf: $695.04 Date: 9/30/2002
Perf: $638.83 Date: 8/31/2002
Perf: $716.74 Date: 7/31/2002
Perf: $712.04 Date: 6/30/2002
Perf: $772.27 Date: 5/31/2002
Perf: $831.47 Date: 4/30/2002
Perf: $837.67 Date: 3/31/2002
Perf: $891.71 Date: 2/28/2002
Perf: $859.40 Date: 1/31/2002
Perf: $876.31 Date: 12/31/2001
Perf: $889.29 Date: 11/30/2001
Perf: $881.54 Date: 10/31/2001
Perf: $818.74 Date: 9/30/2001
Perf: $803.39 Date: 8/31/2001
Perf: $874.01 Date: 7/31/2001
Perf: $932.38 Date: 6/30/2001
Perf: $941.61 Date: 5/31/2001
Perf: $965.06 Date: 4/30/2001
Perf: $958.64 Date: 3/31/2001
Perf: $889.52 Date: 2/28/2001
Perf: $949.74 Date: 1/31/2001
Perf: $1,045.04 Date: 12/31/2000
Perf: $1,009.22 Date: 11/30/2000
Perf: $1,004.30 Date: 10/31/2000
Perf: $1,090.20 Date: 9/30/2000
Perf: $1,094.80 Date: 8/31/2000
Perf: $1,155.83 Date: 7/31/2000
Perf: $1,088.25 Date: 6/30/2000
Perf: $1,105.49 Date: 5/31/2000
Perf: $1,078.85 Date: 4/30/2000
Perf: $1,101.43 Date: 3/31/2000
Perf: $1,135.61 Date: 2/29/2000
Perf: $1,034.44 Date: 1/31/2000
Perf: $1,054.37 Date: 12/31/1999
Perf: $1,110.09 Date: 11/30/1999
Perf: $1,048.35 Date: 10/31/1999
Perf: $1,027.49 Date: 9/30/1999
Perf: $966.32 Date: 8/31/1999
Perf: $993.54 Date: 7/31/1999
Perf: $998.44 Date: 6/30/1999
Perf: $1,030.59 Date: 5/31/1999
Perf: $976.40 Date: 4/30/1999
Perf: $1,000.00 Date: 4/30/2019
Perf: $6,400.04 Date: 3/31/2019
Perf: $6,506.75 Date: 2/28/2019
Perf: $6,257.70 Date: 1/31/2019
Perf: $6,415.52 Date: 12/31/2018
Perf: $6,952.98 Date: 11/30/2018
Perf: $6,889.60 Date: 10/31/2018
Perf: $7,523.04 Date: 9/30/2018
Perf: $7,728.62 Date: 8/31/2018
Perf: $7,619.66 Date: 7/31/2018
Perf: $7,539.74 Date: 6/30/2018
Perf: $7,974.34 Date: 5/31/2018
Perf: $8,012.00 Date: 4/30/2018
Perf: $7,902.93 Date: 3/31/2018
Perf: $7,663.82 Date: 2/28/2018
Perf: $7,676.87 Date: 1/31/2018
Perf: $7,677.64 Date: 12/31/2017
Perf: $6,602.72 Date: 11/30/2017
Perf: $6,699.19 Date: 10/31/2017
Perf: $6,701.87 Date: 9/30/2017
Perf: $6,264.01 Date: 8/31/2017
Perf: $6,236.57 Date: 7/31/2017
Perf: $6,363.20 Date: 6/30/2017
Perf: $6,513.00 Date: 5/31/2017
Perf: $6,566.85 Date: 4/30/2017
Perf: $6,752.54 Date: 3/31/2017
Perf: $6,753.89 Date: 2/28/2017
Perf: $6,812.48 Date: 1/31/2017
Perf: $7,106.70 Date: 12/31/2016
Perf: $7,585.33 Date: 11/30/2016
Perf: $7,258.00 Date: 10/31/2016
Perf: $7,243.51 Date: 9/30/2016
Perf: $7,440.69 Date: 8/31/2016
Perf: $8,056.18 Date: 7/31/2016
Perf: $8,597.84 Date: 6/30/2016
Perf: $8,416.06 Date: 5/31/2016
Perf: $7,894.99 Date: 4/30/2016
Perf: $8,191.52 Date: 3/31/2016
Perf: $8,253.42 Date: 2/29/2016
Perf: $8,830.02 Date: 1/31/2016
Perf: $8,107.63 Date: 12/31/2015
Perf: $7,101.99 Date: 11/30/2015
Perf: $7,512.95 Date: 10/31/2015
Perf: $6,910.37 Date: 9/30/2015
Perf: $6,763.60 Date: 8/31/2015
Perf: $6,876.37 Date: 7/31/2015
Perf: $7,017.42 Date: 6/30/2015
Perf: $6,534.52 Date: 5/31/2015
Perf: $7,317.49 Date: 4/30/2015
Perf: $7,440.25 Date: 3/31/2015
Perf: $7,415.78 Date: 2/28/2015
Perf: $7,206.78 Date: 1/31/2015
Perf: $7,256.13 Date: 12/31/2014
Perf: $6,720.50 Date: 11/30/2014
Perf: $6,510.22 Date: 10/31/2014
Perf: $6,186.07 Date: 9/30/2014
Perf: $5,962.48 Date: 8/31/2014
Perf: $5,777.59 Date: 7/31/2014
Perf: $5,459.32 Date: 6/30/2014
Perf: $5,587.27 Date: 5/31/2014
Perf: $5,483.62 Date: 4/30/2014
Perf: $5,313.59 Date: 3/31/2014
Perf: $5,614.53 Date: 2/28/2014
Perf: $5,879.70 Date: 1/31/2014
Perf: $5,873.83 Date: 12/31/2013
Perf: $5,780.19 Date: 11/30/2013
Perf: $5,537.11 Date: 10/31/2013
Perf: $5,422.69 Date: 9/30/2013
Perf: $5,436.28 Date: 8/31/2013
Perf: $5,529.17 Date: 7/31/2013
Perf: $5,608.82 Date: 6/30/2013
Perf: $5,506.40 Date: 5/31/2013
Perf: $5,459.45 Date: 4/30/2013
Perf: $5,655.11 Date: 3/31/2013
Perf: $5,184.85 Date: 2/28/2013
Perf: $5,212.48 Date: 1/31/2013
Perf: $4,990.40 Date: 12/31/2012
Perf: $4,986.91 Date: 11/30/2012
Perf: $4,815.48 Date: 10/31/2012
Perf: $4,849.43 Date: 9/30/2012
Perf: $4,979.90 Date: 8/31/2012
Perf: $5,182.54 Date: 7/31/2012
Perf: $5,368.84 Date: 6/30/2012
Perf: $5,076.91 Date: 5/31/2012
Perf: $5,252.34 Date: 4/30/2012
Perf: $4,833.74 Date: 3/31/2012
Perf: $4,945.00 Date: 2/29/2012
Perf: $5,212.95 Date: 1/31/2012
Perf: $5,094.75 Date: 12/31/2011
Perf: $4,943.00 Date: 11/30/2011
Perf: $4,841.33 Date: 10/31/2011
Perf: $4,986.44 Date: 9/30/2011
Perf: $5,186.10 Date: 8/31/2011
Perf: $5,408.39 Date: 7/31/2011
Perf: $5,356.43 Date: 6/30/2011
Perf: $4,809.15 Date: 5/31/2011
Perf: $5,308.11 Date: 4/30/2011
Perf: $5,642.72 Date: 3/31/2011
Perf: $4,847.28 Date: 2/28/2011
Perf: $5,185.93 Date: 1/31/2011
Perf: $4,899.78 Date: 12/31/2010
Perf: $5,152.78 Date: 11/30/2010
Perf: $4,680.09 Date: 10/31/2010
Perf: $5,022.63 Date: 9/30/2010
Perf: $4,732.08 Date: 8/31/2010
Perf: $4,401.12 Date: 7/31/2010
Perf: $4,114.35 Date: 6/30/2010
Perf: $4,208.62 Date: 5/31/2010
Perf: $4,273.58 Date: 4/30/2010
Perf: $4,138.66 Date: 3/31/2010
Perf: $4,063.49 Date: 2/28/2010
Perf: $4,000.28 Date: 1/31/2010
Perf: $3,992.70 Date: 12/31/2009
Perf: $4,289.99 Date: 11/30/2009
Perf: $4,828.90 Date: 10/31/2009
Perf: $4,744.91 Date: 9/30/2009
Perf: $5,003.60 Date: 8/31/2009
Perf: $4,829.73 Date: 7/31/2009
Perf: $4,914.75 Date: 6/30/2009
Perf: $4,886.90 Date: 5/31/2009
Perf: $4,869.37 Date: 4/30/2009
Perf: $4,297.77 Date: 3/31/2009
Perf: $4,404.80 Date: 2/28/2009
Perf: $4,765.55 Date: 1/31/2009
Perf: $4,878.74 Date: 12/31/2008
Perf: $4,860.27 Date: 11/30/2008
Perf: $4,629.71 Date: 10/31/2008
Perf: $4,205.01 Date: 9/30/2008
Perf: $3,487.03 Date: 8/31/2008
Perf: $3,531.53 Date: 7/31/2008
Perf: $3,484.14 Date: 6/30/2008
Perf: $4,030.24 Date: 5/31/2008
Perf: $3,867.05 Date: 4/30/2008
Perf: $3,687.12 Date: 3/31/2008
Perf: $3,641.24 Date: 2/29/2008
Perf: $3,660.64 Date: 1/31/2008
Perf: $3,185.38 Date: 12/31/2007
Perf: $3,120.17 Date: 11/30/2007
Perf: $2,999.01 Date: 10/31/2007
Perf: $3,114.56 Date: 9/30/2007
Perf: $2,918.17 Date: 8/31/2007
Perf: $2,564.29 Date: 7/31/2007
Perf: $2,908.68 Date: 6/30/2007
Perf: $2,849.69 Date: 5/31/2007
Perf: $2,668.00 Date: 4/30/2007
Perf: $2,689.25 Date: 3/31/2007
Perf: $2,530.82 Date: 2/28/2007
Perf: $2,543.54 Date: 1/31/2007
Perf: $2,628.43 Date: 12/31/2006
Perf: $2,641.38 Date: 11/30/2006
Perf: $2,575.95 Date: 10/31/2006
Perf: $2,431.29 Date: 9/30/2006
Perf: $2,262.08 Date: 8/31/2006
Perf: $2,256.44 Date: 7/31/2006
Perf: $2,248.35 Date: 6/30/2006
Perf: $2,393.90 Date: 5/31/2006
Perf: $2,472.52 Date: 4/30/2006
Perf: $2,450.23 Date: 3/31/2006
Perf: $2,137.69 Date: 2/28/2006
Perf: $2,126.00 Date: 1/31/2006
Perf: $2,192.21 Date: 12/31/2005
Perf: $2,101.02 Date: 11/30/2005
Perf: $2,173.85 Date: 10/31/2005
Perf: $2,083.03 Date: 9/30/2005
Perf: $2,080.74 Date: 8/31/2005
Perf: $2,021.31 Date: 7/31/2005
Perf: $1,974.90 Date: 6/30/2005
Perf: $2,057.62 Date: 5/31/2005
Perf: $1,956.84 Date: 4/30/2005
Perf: $1,928.30 Date: 3/31/2005
Perf: $1,997.41 Date: 2/28/2005
Perf: $1,989.25 Date: 1/31/2005
Perf: $1,939.22 Date: 12/31/2004
Perf: $2,100.32 Date: 11/30/2004
Perf: $2,128.41 Date: 10/31/2004
Perf: $2,141.26 Date: 9/30/2004
Perf: $2,015.68 Date: 8/31/2004
Perf: $2,035.84 Date: 7/31/2004
Perf: $2,061.61 Date: 6/30/2004
Perf: $2,033.95 Date: 5/31/2004
Perf: $2,259.44 Date: 4/30/2004
Perf: $2,230.44 Date: 3/31/2004
Perf: $2,362.76 Date: 2/29/2004
Perf: $2,395.82 Date: 1/31/2004
Perf: $2,305.22 Date: 12/31/2003
Perf: $2,371.63 Date: 11/30/2003
Perf: $2,345.13 Date: 10/31/2003
Perf: $2,424.66 Date: 9/30/2003
Perf: $2,542.10 Date: 8/31/2003
Perf: $2,438.94 Date: 7/31/2003
Perf: $2,394.64 Date: 6/30/2003
Perf: $2,440.02 Date: 5/31/2003
Perf: $2,557.40 Date: 4/30/2003
Perf: $2,236.28 Date: 3/31/2003
Perf: $2,428.09 Date: 2/28/2003
Perf: $2,405.72 Date: 1/31/2003
Perf: $2,266.13 Date: 12/31/2002
Perf: $2,308.61 Date: 11/30/2002
Perf: $1,974.52 Date: 10/31/2002
Perf: $2,046.13 Date: 9/30/2002
Perf: $2,026.07 Date: 8/31/2002
Perf: $1,895.30 Date: 7/31/2002
Perf: $1,879.70 Date: 6/30/2002
Perf: $1,811.58 Date: 5/31/2002
Perf: $1,658.65 Date: 4/30/2002
Perf: $1,701.01 Date: 3/31/2002
Perf: $1,725.86 Date: 2/28/2002
Perf: $1,481.04 Date: 1/31/2002
Perf: $1,716.36 Date: 12/31/2001
Perf: $1,649.55 Date: 11/30/2001
Perf: $1,493.89 Date: 10/31/2001
Perf: $1,485.27 Date: 9/30/2001
Perf: $1,442.43 Date: 8/31/2001
Perf: $1,343.30 Date: 7/31/2001
Perf: $1,406.89 Date: 6/30/2001
Perf: $1,356.95 Date: 5/31/2001
Perf: $1,387.48 Date: 4/30/2001
Perf: $1,335.53 Date: 3/31/2001
Perf: $1,414.60 Date: 2/28/2001
Perf: $1,261.80 Date: 1/31/2001
Perf: $1,334.25 Date: 12/31/2000
Perf: $1,407.73 Date: 11/30/2000
Perf: $1,192.49 Date: 10/31/2000
Perf: $1,104.46 Date: 9/30/2000
Perf: $1,053.37 Date: 8/31/2000
Perf: $1,084.05 Date: 7/31/2000
Perf: $1,050.74 Date: 6/30/2000
Perf: $1,078.46 Date: 5/31/2000
Perf: $1,125.27 Date: 4/30/2000
Perf: $1,041.63 Date: 3/31/2000
Perf: $1,072.19 Date: 2/29/2000
Perf: $1,000.73 Date: 1/31/2000
Perf: $1,016.39 Date: 12/31/1999
Perf: $975.61 Date: 11/30/1999
Perf: $964.89 Date: 10/31/1999
Perf: $925.47 Date: 9/30/1999
Perf: $976.85 Date: 8/31/1999
Perf: $966.03 Date: 7/31/1999
Perf: $983.04 Date: 6/30/1999
Perf: $1,000.75 Date: 5/31/1999
Perf: $973.40 Date: 4/30/1999
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 04/99 - 04/19
Date: 4/30/2019
Return: -1.64 % Date: 3/31/2019
Return: 3.98 % Date: 2/28/2019
Return: -2.46 % Date: 1/31/2019
Return: -7.73 % Date: 12/31/2018
Return: 0.92 % Date: 11/30/2018
Return: -8.42 % Date: 10/31/2018
Return: -2.66 % Date: 9/30/2018
Return: 1.43 % Date: 8/31/2018
Return: 1.06 % Date: 7/31/2018
Return: -5.45 % Date: 6/30/2018
Return: -0.47 % Date: 5/31/2018
Return: 1.38 % Date: 4/30/2018
Return: 3.12 % Date: 3/31/2018
Return: -0.17 % Date: 2/28/2018
Return: -0.01 % Date: 1/31/2018
Return: 16.28 % Date: 12/31/2017
Return: -1.44 % Date: 11/30/2017
Return: -0.04 % Date: 10/31/2017
Return: 6.99 % Date: 9/30/2017
Return: 0.44 % Date: 8/31/2017
Return: -1.99 % Date: 7/31/2017
Return: -2.30 % Date: 6/30/2017
Return: -0.82 % Date: 5/31/2017
Return: -2.75 % Date: 4/30/2017
Return: -0.02 % Date: 3/31/2017
Return: -0.86 % Date: 2/28/2017
Return: -4.14 % Date: 1/31/2017
Return: -6.31 % Date: 12/31/2016
Return: 4.51 % Date: 11/30/2016
Return: 0.20 % Date: 10/31/2016
Return: -2.65 % Date: 9/30/2016
Return: -7.64 % Date: 8/31/2016
Return: -6.30 % Date: 7/31/2016
Return: 2.16 % Date: 6/30/2016
Return: 6.60 % Date: 5/31/2016
Return: -3.62 % Date: 4/30/2016
Return: -0.75 % Date: 3/31/2016
Return: -6.53 % Date: 2/29/2016
Return: 8.91 % Date: 1/31/2016
Return: 14.16 % Date: 12/31/2015
Return: -5.47 % Date: 11/30/2015
Return: 8.72 % Date: 10/31/2015
Return: 2.17 % Date: 9/30/2015
Return: -1.64 % Date: 8/31/2015
Return: -2.01 % Date: 7/31/2015
Return: 7.39 % Date: 6/30/2015
Return: -10.70 % Date: 5/31/2015
Return: -1.65 % Date: 4/30/2015
Return: 0.33 % Date: 3/31/2015
Return: 2.90 % Date: 2/28/2015
Return: -0.68 % Date: 1/31/2015
Return: 7.97 % Date: 12/31/2014
Return: 3.23 % Date: 11/30/2014
Return: 5.24 % Date: 10/31/2014
Return: 3.75 % Date: 9/30/2014
Return: 3.20 % Date: 8/31/2014
Return: 5.83 % Date: 7/31/2014
Return: -2.29 % Date: 6/30/2014
Return: 1.89 % Date: 5/31/2014
Return: 3.20 % Date: 4/30/2014
Return: -5.36 % Date: 3/31/2014
Return: -4.51 % Date: 2/28/2014
Return: 0.10 % Date: 1/31/2014
Return: 1.62 % Date: 12/31/2013
Return: 4.39 % Date: 11/30/2013
Return: 2.11 % Date: 10/31/2013
Return: -0.25 % Date: 9/30/2013
Return: -1.68 % Date: 8/31/2013
Return: -1.42 % Date: 7/31/2013
Return: 1.86 % Date: 6/30/2013
Return: 0.86 % Date: 5/31/2013
Return: -3.46 % Date: 4/30/2013
Return: 9.07 % Date: 3/31/2013
Return: -0.53 % Date: 2/28/2013
Return: 4.45 % Date: 1/31/2013
Return: 0.07 % Date: 12/31/2012
Return: 3.56 % Date: 11/30/2012
Return: -0.70 % Date: 10/31/2012
Return: -2.62 % Date: 9/30/2012
Return: -3.91 % Date: 8/31/2012
Return: -3.47 % Date: 7/31/2012
Return: 5.75 % Date: 6/30/2012
Return: -3.34 % Date: 5/31/2012
Return: 8.66 % Date: 4/30/2012
Return: -2.25 % Date: 3/31/2012
Return: -5.14 % Date: 2/29/2012
Return: 2.32 % Date: 1/31/2012
Return: 3.07 % Date: 12/31/2011
Return: 2.10 % Date: 11/30/2011
Return: -2.91 % Date: 10/31/2011
Return: -3.85 % Date: 9/30/2011
Return: -4.11 % Date: 8/31/2011
Return: 0.97 % Date: 7/31/2011
Return: 11.38 % Date: 6/30/2011
Return: -9.40 % Date: 5/31/2011
Return: -5.93 % Date: 4/30/2011
Return: 16.41 % Date: 3/31/2011
Return: -6.53 % Date: 2/28/2011
Return: 5.84 % Date: 1/31/2011
Return: -4.91 % Date: 12/31/2010
Return: 10.10 % Date: 11/30/2010
Return: -6.82 % Date: 10/31/2010
Return: 6.14 % Date: 9/30/2010
Return: 7.52 % Date: 8/31/2010
Return: 6.97 % Date: 7/31/2010
Return: -2.24 % Date: 6/30/2010
Return: -1.52 % Date: 5/31/2010
Return: 3.26 % Date: 4/30/2010
Return: 1.85 % Date: 3/31/2010
Return: 1.58 % Date: 2/28/2010
Return: 0.19 % Date: 1/31/2010
Return: -6.93 % Date: 12/31/2009
Return: -11.16 % Date: 11/30/2009
Return: 1.77 % Date: 10/31/2009
Return: -5.17 % Date: 9/30/2009
Return: 3.60 % Date: 8/31/2009
Return: -1.73 % Date: 7/31/2009
Return: 0.57 % Date: 6/30/2009
Return: 0.36 % Date: 5/31/2009
Return: 13.30 % Date: 4/30/2009
Return: -2.43 % Date: 3/31/2009
Return: -7.57 % Date: 2/28/2009
Return: -2.32 % Date: 1/31/2009
Return: 0.38 % Date: 12/31/2008
Return: 4.98 % Date: 11/30/2008
Return: 10.10 % Date: 10/31/2008
Return: 20.59 % Date: 9/30/2008
Return: -1.26 % Date: 8/31/2008
Return: 1.36 % Date: 7/31/2008
Return: -13.55 % Date: 6/30/2008
Return: 4.22 % Date: 5/31/2008
Return: 4.88 % Date: 4/30/2008
Return: 1.26 % Date: 3/31/2008
Return: -0.53 % Date: 2/29/2008
Return: 14.92 % Date: 1/31/2008
Return: 2.09 % Date: 12/31/2007
Return: 4.04 % Date: 11/30/2007
Return: -3.71 % Date: 10/31/2007
Return: 6.73 % Date: 9/30/2007
Return: 13.80 % Date: 8/31/2007
Return: -11.84 % Date: 7/31/2007
Return: 2.07 % Date: 6/30/2007
Return: 6.81 % Date: 5/31/2007
Return: -0.79 % Date: 4/30/2007
Return: 6.26 % Date: 3/31/2007
Return: -0.50 % Date: 2/28/2007
Return: -3.23 % Date: 1/31/2007
Return: -0.49 % Date: 12/31/2006
Return: 2.54 % Date: 11/30/2006
Return: 5.95 % Date: 10/31/2006
Return: 7.48 % Date: 9/30/2006
Return: 0.25 % Date: 8/31/2006
Return: 0.36 % Date: 7/31/2006
Return: -6.08 % Date: 6/30/2006
Return: -3.18 % Date: 5/31/2006
Return: 0.91 % Date: 4/30/2006
Return: 14.62 % Date: 3/31/2006
Return: 0.55 % Date: 2/28/2006
Return: -3.02 % Date: 1/31/2006
Return: 4.34 % Date: 12/31/2005
Return: -3.35 % Date: 11/30/2005
Return: 4.36 % Date: 10/31/2005
Return: 0.11 % Date: 9/30/2005
Return: 2.94 % Date: 8/31/2005
Return: 2.35 % Date: 7/31/2005
Return: -4.02 % Date: 6/30/2005
Return: 5.15 % Date: 5/31/2005
Return: 1.48 % Date: 4/30/2005
Return: -3.46 % Date: 3/31/2005
Return: 0.41 % Date: 2/28/2005
Return: 2.58 % Date: 1/31/2005
Return: -7.67 % Date: 12/31/2004
Return: -1.32 % Date: 11/30/2004
Return: -0.60 % Date: 10/31/2004
Return: 6.23 % Date: 9/30/2004
Return: -0.99 % Date: 8/31/2004
Return: -1.25 % Date: 7/31/2004
Return: 1.36 % Date: 6/30/2004
Return: -9.98 % Date: 5/31/2004
Return: 1.30 % Date: 4/30/2004
Return: -5.60 % Date: 3/31/2004
Return: -1.38 % Date: 2/29/2004
Return: 3.93 % Date: 1/31/2004
Return: -2.80 % Date: 12/31/2003
Return: 1.13 % Date: 11/30/2003
Return: -3.28 % Date: 10/31/2003
Return: -4.62 % Date: 9/30/2003
Return: 4.23 % Date: 8/31/2003
Return: 1.85 % Date: 7/31/2003
Return: -1.86 % Date: 6/30/2003
Return: -4.59 % Date: 5/31/2003
Return: 14.36 % Date: 4/30/2003
Return: -7.90 % Date: 3/31/2003
Return: 0.93 % Date: 2/28/2003
Return: 6.16 % Date: 1/31/2003
Return: -1.84 % Date: 12/31/2002
Return: 16.92 % Date: 11/30/2002
Return: -3.50 % Date: 10/31/2002
Return: 0.99 % Date: 9/30/2002
Return: 6.90 % Date: 8/31/2002
Return: 0.83 % Date: 7/31/2002
Return: 3.76 % Date: 6/30/2002
Return: 9.22 % Date: 5/31/2002
Return: -2.49 % Date: 4/30/2002
Return: -1.44 % Date: 3/31/2002
Return: 16.53 % Date: 2/28/2002
Return: -13.71 % Date: 1/31/2002
Return: 4.05 % Date: 12/31/2001
Return: 10.42 % Date: 11/30/2001
Return: 0.58 % Date: 10/31/2001
Return: 2.97 % Date: 9/30/2001
Return: 7.38 % Date: 8/31/2001
Return: -4.52 % Date: 7/31/2001
Return: 3.68 % Date: 6/30/2001
Return: -2.20 % Date: 5/31/2001
Return: 3.89 % Date: 4/30/2001
Return: -5.59 % Date: 3/31/2001
Return: 12.11 % Date: 2/28/2001
Return: -5.43 % Date: 1/31/2001
Return: -5.22 % Date: 12/31/2000
Return: 18.05 % Date: 11/30/2000
Return: 7.97 % Date: 10/31/2000
Return: 4.85 % Date: 9/30/2000
Return: -2.83 % Date: 8/31/2000
Return: 3.17 % Date: 7/31/2000
Return: -2.57 % Date: 6/30/2000
Return: -4.16 % Date: 5/31/2000
Return: 8.03 % Date: 4/30/2000
Return: -2.85 % Date: 3/31/2000
Return: 7.14 % Date: 2/29/2000
Return: -1.54 % Date: 1/31/2000
Return: 4.18 % Date: 12/31/1999
Return: 1.11 % Date: 11/30/1999
Return: 4.26 % Date: 10/31/1999
Return: -5.26 % Date: 9/30/1999
Return: 1.12 % Date: 8/31/1999
Return: -1.73 % Date: 7/31/1999
Return: -1.77 % Date: 6/30/1999
Return: 2.81 % Date: 5/31/1999
Return: -2.66 % Date: 4/30/1999
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 04/99 - 04/19
Return: 11.00 %
Count: 1 Return: -9.00 %
Count: 1 Return: 16.00 %
Count: 2 Return: -7.00 %
Count: 4 Return: -11.00 %
Count: 2 Return: 13.00 %
Count: 1 Return: 21.00 %
Count: 1 Return: -12.00 %
Count: 1 Return: 15.00 %
Count: 2 Return: -10.00 %
Count: 1 Return: 2.00 %
Count: 15 Return: 14.00 %
Count: 3 Return: -8.00 %
Count: 6 Return: 6.00 %
Count: 8 Return: 9.00 %
Count: 5 Return: -1.00 %
Count: 18 Return: 17.00 %
Count: 2 Return: -14.00 %
Count: 2 Return: 10.00 %
Count: 3 Return: -6.00 %
Count: 6 Return: 12.00 %
Count: 1 Return: 18.00 %
Count: 1 Return: 5.00 %
Count: 6 Return: -4.00 %
Count: 9 Return: 8.00 %
Count: 4 Return: 7.00 %
Count: 10 Return: 4.00 %
Count: 18 Return: -5.00 %
Count: 13 Return: 1.00 %
Count: 21 Return: -2.00 %
Count: 22 Return: 3.00 %
Count: 13 Return: -3.00 %
Count: 19 Return: 0.00 %
Count: 20
Note: All performance data is since program inception.

Underwater Curve

Date Range: 04/99 - 04/19
Date: 4/30/2019
Drawdown: -27.52 % Date: 3/31/2019
Drawdown: -26.31 % Date: 2/28/2019
Drawdown: -29.13 % Date: 1/31/2019
Drawdown: -27.34 % Date: 12/31/2018
Drawdown: -21.26 % Date: 11/30/2018
Drawdown: -21.98 % Date: 10/31/2018
Drawdown: -14.80 % Date: 9/30/2018
Drawdown: -12.47 % Date: 8/31/2018
Drawdown: -13.71 % Date: 7/31/2018
Drawdown: -14.61 % Date: 6/30/2018
Drawdown: -9.69 % Date: 5/31/2018
Drawdown: -9.26 % Date: 4/30/2018
Drawdown: -10.50 % Date: 3/31/2018
Drawdown: -13.21 % Date: 2/28/2018
Drawdown: -13.06 % Date: 1/31/2018
Drawdown: -13.05 % Date: 12/31/2017
Drawdown: -25.22 % Date: 11/30/2017
Drawdown: -24.13 % Date: 10/31/2017
Drawdown: -24.10 % Date: 9/30/2017
Drawdown: -29.06 % Date: 8/31/2017
Drawdown: -29.37 % Date: 7/31/2017
Drawdown: -27.94 % Date: 6/30/2017
Drawdown: -26.24 % Date: 5/31/2017
Drawdown: -25.63 % Date: 4/30/2017
Drawdown: -23.53 % Date: 3/31/2017
Drawdown: -23.51 % Date: 2/28/2017
Drawdown: -22.85 % Date: 1/31/2017
Drawdown: -19.52 % Date: 12/31/2016
Drawdown: -14.10 % Date: 11/30/2016
Drawdown: -17.80 % Date: 10/31/2016
Drawdown: -17.97 % Date: 9/30/2016
Drawdown: -15.73 % Date: 8/31/2016
Drawdown: -8.76 % Date: 7/31/2016
Drawdown: -2.63 % Date: 6/30/2016
Drawdown: -4.69 % Date: 5/31/2016
Drawdown: -10.59 % Date: 4/30/2016
Drawdown: -7.23 % Date: 3/31/2016
Drawdown: -6.53 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -5.47 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: -7.12 % Date: 9/30/2015
Drawdown: -9.09 % Date: 8/31/2015
Drawdown: -7.58 % Date: 7/31/2015
Drawdown: -5.68 % Date: 6/30/2015
Drawdown: -12.17 % Date: 5/31/2015
Drawdown: -1.65 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.68 % 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: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: -1.74 % Date: 7/31/2014
Drawdown: -7.15 % Date: 6/30/2014
Drawdown: -4.97 % Date: 5/31/2014
Drawdown: -6.74 % Date: 4/30/2014
Drawdown: -9.63 % Date: 3/31/2014
Drawdown: -4.51 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: -2.09 % Date: 10/31/2013
Drawdown: -4.11 % Date: 9/30/2013
Drawdown: -3.87 % Date: 8/31/2013
Drawdown: -2.23 % Date: 7/31/2013
Drawdown: -0.82 % Date: 6/30/2013
Drawdown: -2.63 % Date: 5/31/2013
Drawdown: -3.46 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -8.11 % Date: 2/28/2013
Drawdown: -7.62 % Date: 1/31/2013
Drawdown: -11.56 % Date: 12/31/2012
Drawdown: -11.62 % Date: 11/30/2012
Drawdown: -14.66 % Date: 10/31/2012
Drawdown: -14.06 % Date: 9/30/2012
Drawdown: -11.75 % Date: 8/31/2012
Drawdown: -8.16 % Date: 7/31/2012
Drawdown: -4.85 % Date: 6/30/2012
Drawdown: -10.03 % Date: 5/31/2012
Drawdown: -6.92 % Date: 4/30/2012
Drawdown: -14.34 % Date: 3/31/2012
Drawdown: -12.36 % Date: 2/29/2012
Drawdown: -7.62 % Date: 1/31/2012
Drawdown: -9.71 % Date: 12/31/2011
Drawdown: -12.40 % Date: 11/30/2011
Drawdown: -14.20 % Date: 10/31/2011
Drawdown: -11.63 % Date: 9/30/2011
Drawdown: -8.09 % Date: 8/31/2011
Drawdown: -4.15 % Date: 7/31/2011
Drawdown: -5.07 % Date: 6/30/2011
Drawdown: -14.77 % Date: 5/31/2011
Drawdown: -5.93 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -6.53 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -4.91 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -6.82 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -5.43 % Date: 8/31/2010
Drawdown: -12.04 % Date: 7/31/2010
Drawdown: -17.77 % Date: 6/30/2010
Drawdown: -15.89 % Date: 5/31/2010
Drawdown: -14.59 % Date: 4/30/2010
Drawdown: -17.29 % Date: 3/31/2010
Drawdown: -18.79 % Date: 2/28/2010
Drawdown: -20.05 % Date: 1/31/2010
Drawdown: -20.20 % Date: 12/31/2009
Drawdown: -14.26 % Date: 11/30/2009
Drawdown: -3.49 % Date: 10/31/2009
Drawdown: -5.17 % Date: 9/30/2009
Drawdown: 0.00 % Date: 8/31/2009
Drawdown: -1.73 % Date: 7/31/2009
Drawdown: 0.00 % Date: 6/30/2009
Drawdown: 0.00 % Date: 5/31/2009
Drawdown: -0.19 % Date: 4/30/2009
Drawdown: -11.91 % Date: 3/31/2009
Drawdown: -9.71 % Date: 2/28/2009
Drawdown: -2.32 % 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: -13.48 % Date: 8/31/2008
Drawdown: -12.37 % Date: 7/31/2008
Drawdown: -13.55 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: 0.00 % Date: 4/30/2008
Drawdown: 0.00 % Date: 3/31/2008
Drawdown: -0.53 % 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: -3.71 % Date: 10/31/2007
Drawdown: 0.00 % Date: 9/30/2007
Drawdown: 0.00 % Date: 8/31/2007
Drawdown: -11.84 % Date: 7/31/2007
Drawdown: 0.00 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: -0.79 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: -4.19 % Date: 2/28/2007
Drawdown: -3.70 % Date: 1/31/2007
Drawdown: -0.49 % Date: 12/31/2006
Drawdown: 0.00 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: -4.93 % Date: 9/30/2006
Drawdown: -11.55 % Date: 8/31/2006
Drawdown: -11.77 % Date: 7/31/2006
Drawdown: -12.08 % Date: 6/30/2006
Drawdown: -6.39 % Date: 5/31/2006
Drawdown: -3.32 % Date: 4/30/2006
Drawdown: -4.19 % Date: 3/31/2006
Drawdown: -16.41 % Date: 2/28/2006
Drawdown: -16.87 % Date: 1/31/2006
Drawdown: -14.28 % Date: 12/31/2005
Drawdown: -17.85 % Date: 11/30/2005
Drawdown: -15.00 % Date: 10/31/2005
Drawdown: -18.55 % Date: 9/30/2005
Drawdown: -18.64 % Date: 8/31/2005
Drawdown: -20.96 % Date: 7/31/2005
Drawdown: -22.78 % Date: 6/30/2005
Drawdown: -19.54 % Date: 5/31/2005
Drawdown: -23.48 % Date: 4/30/2005
Drawdown: -24.60 % Date: 3/31/2005
Drawdown: -21.90 % Date: 2/28/2005
Drawdown: -22.22 % Date: 1/31/2005
Drawdown: -24.17 % Date: 12/31/2004
Drawdown: -17.87 % Date: 11/30/2004
Drawdown: -16.77 % Date: 10/31/2004
Drawdown: -16.27 % Date: 9/30/2004
Drawdown: -21.18 % Date: 8/31/2004
Drawdown: -20.39 % Date: 7/31/2004
Drawdown: -19.39 % Date: 6/30/2004
Drawdown: -20.47 % Date: 5/31/2004
Drawdown: -11.65 % Date: 4/30/2004
Drawdown: -12.78 % Date: 3/31/2004
Drawdown: -7.61 % Date: 2/29/2004
Drawdown: -6.32 % Date: 1/31/2004
Drawdown: -9.86 % Date: 12/31/2003
Drawdown: -7.26 % Date: 11/30/2003
Drawdown: -8.30 % Date: 10/31/2003
Drawdown: -5.19 % Date: 9/30/2003
Drawdown: -0.60 % Date: 8/31/2003
Drawdown: -4.63 % Date: 7/31/2003
Drawdown: -6.36 % Date: 6/30/2003
Drawdown: -4.59 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -7.90 % Date: 3/31/2003
Drawdown: 0.00 % Date: 2/28/2003
Drawdown: 0.00 % Date: 1/31/2003
Drawdown: -1.84 % Date: 12/31/2002
Drawdown: 0.00 % Date: 11/30/2002
Drawdown: -3.50 % Date: 10/31/2002
Drawdown: 0.00 % Date: 9/30/2002
Drawdown: 0.00 % Date: 8/31/2002
Drawdown: 0.00 % Date: 7/31/2002
Drawdown: 0.00 % Date: 6/30/2002
Drawdown: 0.00 % Date: 5/31/2002
Drawdown: -3.89 % Date: 4/30/2002
Drawdown: -1.44 % Date: 3/31/2002
Drawdown: 0.00 % Date: 2/28/2002
Drawdown: -13.71 % Date: 1/31/2002
Drawdown: 0.00 % Date: 12/31/2001
Drawdown: 0.00 % Date: 11/30/2001
Drawdown: 0.00 % Date: 10/31/2001
Drawdown: 0.00 % Date: 9/30/2001
Drawdown: 0.00 % Date: 8/31/2001
Drawdown: -5.04 % Date: 7/31/2001
Drawdown: -0.55 % Date: 6/30/2001
Drawdown: -4.08 % Date: 5/31/2001
Drawdown: -1.92 % Date: 4/30/2001
Drawdown: -5.59 % Date: 3/31/2001
Drawdown: 0.00 % Date: 2/28/2001
Drawdown: -10.37 % Date: 1/31/2001
Drawdown: -5.22 % Date: 12/31/2000
Drawdown: 0.00 % Date: 11/30/2000
Drawdown: 0.00 % Date: 10/31/2000
Drawdown: -1.85 % Date: 9/30/2000
Drawdown: -6.39 % Date: 8/31/2000
Drawdown: -3.66 % Date: 7/31/2000
Drawdown: -6.62 % Date: 6/30/2000
Drawdown: -4.16 % Date: 5/31/2000
Drawdown: 0.00 % Date: 4/30/2000
Drawdown: -2.85 % Date: 3/31/2000
Drawdown: 0.00 % Date: 2/29/2000
Drawdown: -1.54 % Date: 1/31/2000
Drawdown: 0.00 % Date: 12/31/1999
Drawdown: -2.51 % Date: 11/30/1999
Drawdown: -3.58 % Date: 10/31/1999
Drawdown: -7.52 % Date: 9/30/1999
Drawdown: -2.39 % Date: 8/31/1999
Drawdown: -3.47 % Date: 7/31/1999
Drawdown: -1.77 % Date: 6/30/1999
Drawdown: 0.00 % Date: 5/31/1999
Drawdown: -2.66 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Quest Partners LLC
Address: 126 East 56th 25th Floor
City: New York
State: NY
Zip: 10022
Country: USA

Key People

Name:  Nigol Koulajain
Position:  Principal
Biography: 


Name:  Paul Czkwianianc
Position:  Principal
Biography: 

Head of Research


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
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Short Term Yes 
 Intra-Week Yes 
 Investment Terms & Information
 Managed Account Minimum: $50,000,000 
 Margin / Equity Ratio: 20% 
 Managed Account Availability: Open