| Annualized Returns: | 25.18% | Average Win Size: | 172.04 |
| Maximum Drawdown: | 12.39% | Average Loss Size: | 75.13 |
| Return over Maximum Drawdown: | 2.03 | Win/Loss Size Ratio: | 2.29 |
| Sharpes Ratio (Annualised): | 2.10 | Number of Closed and Open Positions: | 7077 |
| Sortino Ratio (Annualised): | 9.11 | Average Trade Size: | 1,741.69 |
| Number of Wins: | 3221 | Average Closed Trade Duration: | 31.4 days |
| Number of Losses: | 3856 | Last Session Move: | |
| Win/Loss Count Ratio: | 0.84 (46% winners) | Includes 101 open positions at completion |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | 1.2 | -3 | 0.2 | 2.1 | 4.4 | -4.7 | 0.6 | 0.8 | -0.5 | -1.5 | -0.3 | 0.4 | -0.3 |
| 2009 | -0.5 | -0.7 | 0.7 | 10 | 1.8 | -0.3 | 5.2 | 5.2 | 2.9 | 0.4 | 1.8 | 2.6 | 29.1 |
| 2010 | -1.5 | 0.8 | 4.7 | 6.9 | 0.6 | -0.4 | 0 | -0.4 | 2.9 | 2.3 | 2.4 | 5.6 | 23.9 |
| 2011 | 1.1 | 2.7 | 0.4 | 1.9 | -1 | -1.7 | 0.4 | 1.5 | -0.5 | 1.5 | -0.8 | 0.5 | 6 |
| 2012 | 1.7 | 3 | 2 | -0.5 | -4.7 | 3.7 | 1.6 | 2.6 | 3.9 | -0.4 | 1.7 | 1.2 | 15.8 |
| 2013 | 6.6 | 1.7 | 3.5 | 0.9 | 3.4 | -1.1 | 5.8 | -0.5 | 3.2 | 4 | 2.7 | 2.4 | 32.6 |
| 2014 | -1.8 | 3.8 | 0.4 | -0.6 | 1.4 | 2.8 | -0.9 | 2.4 | -0.9 | 1.6 | 1.4 | 0.3 | 9.9 |
| 2015 | 0.2 | 3 | 1.7 | 0.3 | 0.3 | 0.7 | -0.3 | -1.3 | -0.2 | 2.3 | 1.7 | -0.9 | 7.5 |
| 2016 | 0.6 | 1.3 | 2.9 | 0.5 | 0.7 | -0.8 | 2 | 1.9 | 0.1 | -0.5 | 3.8 | 0.7 | 13.2 |
| 2017 | 0.8 | 1.5 | 1.3 | 1.1 | 1.3 | -0.1 | 0.8 | 0.2 | 2.3 | 1.8 | 2 | 3.4 | 16.4 |
The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's position, when redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance data quoted. Investors should consider the investment objectives, risks, and charges and expenses of the above system carefully before investing.
Last Session Date: 2018/01/04