Date: 15-1-2012
| |
2002 |
2003 |
2004 |
2005 |
2006 |
2007 |
2008 |
2009 |
2010 |
2011 |
2012 |
| Jan |
0.18 |
2.71 |
1.68 |
-0.43 |
1.84 |
1.71 |
0.35 |
0.11 |
-2.55 |
0.03 |
0.04 |
| Feb |
-0.37 |
2.76 |
4.86 |
0.97 |
0.60 |
-0.02 |
4.29 |
-0.53 |
0.64 |
1.46 |
|
| Mar |
0.94 |
-1.89 |
1.68 |
0.20 |
2.08 |
-0.09 |
-0.26 |
-1.39 |
1.58 |
-1.21 |
|
| Apr |
0.70 |
2.86 |
-1.76 |
-0.35 |
3.03 |
1.19 |
0.29 |
-0.95 |
0.92 |
2.56 |
|
| May |
6.36 |
5.80 |
0.79 |
3.03 |
-0.68 |
1.90 |
1.78 |
2.44 |
-2.20 |
-1.43 |
|
| Jun |
5.45 |
0.47 |
-0.35 |
3.19 |
0.45 |
1.89 |
3.15 |
-1.40 |
0.69 |
-1.79 |
|
| Jul |
2.38 |
0.12 |
0.09 |
0.51 |
0.14 |
0.54 |
-2.83 |
-1.04 |
0.14 |
2.39 |
|
| Aug |
2.72 |
1.60 |
1.00 |
1.18 |
1.57 |
-0.14 |
-0.54 |
0.55 |
2.51 |
-0.45 |
|
| Sep |
1.48 |
1.03 |
2.16 |
2.19 |
-0.28 |
4.41 |
-0.48 |
0.91 |
2.15 |
0.74 |
|
| Oct |
1.00 |
4.99 |
1.85 |
0.62 |
1.67 |
1.19 |
0.71 |
-1.66 |
2.21 |
-1.41 |
|
| Nov |
0.90 |
1.75 |
4.29 |
3.00 |
2.50 |
1.52 |
0.83 |
3.84 |
-1.41 |
0.11 |
|
| Dec |
6.56 |
3.63 |
1.18 |
1.24 |
1.56 |
2.17 |
1.01 |
-1.35 |
4.64 |
0.26 |
|
| YTD |
31.86 |
28.59 |
18.75 |
16.36 |
15.41 |
17.43 |
8.45 |
-0.62 |
9.53 |
1.15 |
0.04 |
Managed Futures | CTA Index | Managed Futures | CTA Index | Managed Futures | CTA Index | Managed Futures | CTA Index | Managed Futures | CTA Index | Managed Futures | CTA Index | Managed Futures | CTA Index | Managed Futures | CTA Index | Managed Futures | CTA Index