| Overview [Top] | |
| Begin Date: | January 1, 1995 |
| End Date: | December 31, 2005 |
| Compounded Annual Return: | 38.35% |
| Market Selection [Top] | |
| Markets Traded: |
British Pound Copper Corn Crude Oil Euro Currency Euro Dollar Five Year Notes Heating Oil Japanese Yen Kansas City Wheat Lean Hogs Natural Gas Soybeans Swiss Franc Ten Year Notes |
| Year by Year Summary [Top] | ||
| Year | Return | Largest MtoM Drawdown |
| 1995 | 74.25% | (9.57%) |
| 1996 | 75.93% | (16.37%) |
| 1997 | 17.51% | (21.80%) |
| 1998 | 55.23% | (25.85%) |
| 1999 | 21.75% | (23.81%) |
| 2000 | 50.03% | (12.56%) |
| 2001 | 24.83% | (16.22%) |
| 2002 | 115.74% | (20.57%) |
| 2003 | (7.03%) | (27.56%) |
| 2004 | 81.01% | (13.30%) |
| 2005 | (10.84)% | (27.12%) |
| Drawdown Statistics [Top] | |
| Largest Peak to Valley Drawdown: | (40.59%) |
| Largest Month to Month Drawdown: | (27.56%) |
| Monthly Statistics [Top] | |
| Total Number of Months: | 136 |
| Percent Winning Months: | 56.6% |
| Percent Losing Months: | 43.4% |
| Largest Winning Month: | 42.15% |
| Largest Losing Month: | (20.06%) |
| Average Month: | 3.38% |
| Backtest Performance Chart [Top] |
Risk Disclaimer |
| We can not promise you will earn like returns of the traders, charts or examples (real or hypothetical) mentioned within this site. All past performance is not necessarily an indication of future results. All results are unique. Results will vary. Data presented is for educational purposes. This information is not designed to be used as an invitation for investment with any advisor profiled. Disclaimers.
All data on this site is direct from the CFTC, SEC, Yahoo Finance, Stark Report and individual disclosures by managers mentioned herein. We assume all data to be accurate, but assume no responsibility for errors, omissions or clerical errors made by sources. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE ACTUAL PERFORMANCE RECORDS, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE OVER OR UNDER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS A LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL TRADING IS THAT SUCH TRADING DOES NOT INVOLVE FINANCIAL RISK AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKET IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. |