Altegris Clearing Solutions Dreiss Research Corporation Global Diversified Program *QEP*
Monthly Performance (%)
Date Range: 04/91 - 02/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -0.07 -5.82 -5.89
2016 -0.66 8.66 -9.19 4.12 -6.34 18.56 5.96 -5.45 12.20 -4.10 6.22 -10.46 16.20
2015 11.90 -0.12 6.52 -4.49 -0.47 -5.16 8.04 -4.16 10.73 -22.81 21.14 -8.61 5.17
2014 0.88 9.48 3.96 12.57 6.98 9.34 9.32 -0.62 4.79 -10.92 15.91 4.60 85.89
2013 12.67 -11.04 6.70 -0.53 9.21 4.02 -11.71 -9.84 3.53 2.89 10.29 4.65 18.27
2012 -5.90 -2.19 -2.15 -1.24 1.42 -17.74 14.96 -9.29 -10.34 -17.70 5.15 7.17 -35.66
2011 3.91 4.92 -3.29 7.31 -9.48 -7.63 1.58 -3.26 13.37 -21.43 17.95 -1.49 -3.78
2010 -12.03 -1.44 4.11 5.40 -18.46 1.41 -6.46 11.31 13.72 17.71 -7.24 19.08 21.12
2009 -0.76 0.80 -1.65 1.23 -1.94 -0.29 0.51 5.94 -1.29 -3.39 8.47 -7.83 -1.14
2008 16.24 29.19 -2.11 -7.42 -0.47 3.26 -5.37 0.04 5.00 45.42 13.42 4.93 140.62
2007 1.41 -11.48 -8.58 4.58 9.10 4.41 -16.70 -3.39 15.59 9.40 -3.17 5.01 1.16
2006 12.01 -2.50 12.65 12.86 0.06 -2.80 -1.32 -1.25 0.30 0.69 5.36 2.21 43.11
2005 -5.51 5.13 -6.40 -8.14 -0.83 3.39 2.02 8.02 15.96 -0.21 13.39 3.55 31.12
2004 -0.12 0.25 0.56 -1.26 -1.45 0.28 -2.35 -10.41 -0.34 -1.06 10.95 -3.21 -8.98
2003 0.13 -0.06 -0.03 0.09 0.39 -0.34 -0.24 1.68 15.72 1.21 0.08 0.14 19.28
2002 -3.28 2.60 -8.85 -2.87 3.84 16.44 14.86 -0.09 0.14 -0.04 -0.06 0.37 22.40
2001 -1.77 4.53 8.51 -18.44 0.55 -1.34 2.39 1.90 16.35 8.94 -20.02 -3.43 -7.92
2000 3.63 5.52 -11.14 -12.97 9.18 -7.23 -2.59 9.90 -0.84 3.57 12.62 14.71 21.66
1999 -5.41 7.66 -21.29 19.34 -16.03 2.74 -3.31 5.33 6.92 -16.61 16.68 13.91 -0.40
1998 6.81 1.70 0.05 0.58 6.34 3.77 7.74 16.20 -3.29 -10.09 -7.87 1.57 22.87
1997 -1.50 11.39 -2.66 -9.59 -7.40 -19.13 -1.83 -4.62 3.20 13.61 -6.70 4.42 -22.66
1996 1.46 -11.64 8.41 13.30 -8.66 10.60 -17.62 -2.17 10.09 3.79 15.10 7.58 26.84
1995 -4.97 9.33 13.66 3.61 1.24 7.45 -6.00 4.72 -0.30 2.94 9.17 8.84 59.77
1994 -2.62 1.69 1.80 -7.23 13.87 10.41 -2.05 0.41 9.16 -4.89 10.10 4.46 38.08
1993 3.79 1.96 0.66 18.14 2.79 2.19 1.54 -3.56 -5.62 3.67 -2.41 10.24 36.26
1992 -5.95 -8.36 -3.70 -5.48 0.55 3.65 16.60 0.72 -2.95 -5.10 2.52 1.45 -8.02
1991 2.92 0.91 -0.46 -7.01 0.81 -1.05 2.04 9.90 7.54
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

Dreiss Research Corporation's Global Diversified Program is based on the concepts and tools of fractal geometry as developed by founder and President Bill Dreiss. Fractal geometry, when applied to market analysis, subscribes to the theory that market prices exhibit persistent behavior. Mr. Dreiss has developed two proprietary methodologies based on these concepts, the Fractal Wave Algorithm, which is used to identify trends and key turning points, and the Choppiness Index, which is used to determine the degree of trendiness or choppiness in market prices. The system is highly diversified and very long-term in nature. Due to the long-term time horizon, the program can at times experience a relatively high degree of volatility.

Performance Statistics
Date Range: 04/91 - 02/17
  Program SP500 TR Altegris 40
Total Return 4449.23% 977.51% 369.58%
Annualized Return 15.93% 9.61% 6.15%
Annualized Std. Deviation 30.33% 14.23% 11.06%
Correlation -0.20 0.58
Sharpe Ratio (rf=2.5%) 0.44 0.50 0.33
Worst Month -22.81% -16.79% -8.16%
Date of Worst Month 10/2015 10/2008 01/1992
Worst Drawdown -51.44% -50.95% -15.74%
Date of Worst Drawdown 4/11 - 10/12 10/07 - 2/09 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 04/91 - 02/17
Year or YTD Program SP500 TR Altegris 40
2017 -5.89 5.95 0.86
2016 16.20 11.98 -3.13
2015 5.17 1.41 0.09
2014 85.89 13.69 15.75
2013 18.27 32.41 -2.45
2012 -35.66 15.98 -4.75
2011 -3.78 2.12 -3.23
2010 21.12 15.06 11.33
2009 -1.14 26.45 -7.98
2008 140.62 -36.99 15.47
2007 1.16 5.50 7.18
2006 43.11 15.79 6.70
2005 31.12 4.89 4.51
2004 -8.98 10.87 2.57
2003 19.28 28.69 15.99
2002 22.40 -22.10 15.22
2001 -7.92 -11.88 5.39
2000 21.66 -9.09 10.63
1999 -0.40 21.04 0.87
1998 22.87 28.58 12.61
1997 -22.66 33.38 10.22
1996 26.84 22.96 16.04
1995 59.77 37.57 13.16
1994 38.08 1.32 -5.46
1993 36.26 10.08 14.66
1992 -8.02 7.65 0.89
1991 7.54 13.65 15.45
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 04/91 - 02/17
Date: 2/28/2017
Perf: $4,774.62 Date: 1/31/2017
Perf: $4,672.76 Date: 12/31/2016
Perf: $4,733.82 Date: 11/30/2016
Perf: $4,698.12 Date: 10/31/2016
Perf: $4,750.37 Date: 9/30/2016
Perf: $4,876.18 Date: 8/31/2016
Perf: $4,939.90 Date: 7/31/2016
Perf: $5,076.46 Date: 6/30/2016
Perf: $5,025.20 Date: 5/31/2016
Perf: $4,820.34 Date: 4/30/2016
Perf: $4,906.20 Date: 3/31/2016
Perf: $5,032.51 Date: 2/29/2016
Perf: $5,181.21 Date: 1/31/2016
Perf: $5,056.81 Date: 12/31/2015
Perf: $4,886.76 Date: 11/30/2015
Perf: $5,001.80 Date: 10/31/2015
Perf: $4,836.86 Date: 9/30/2015
Perf: $4,922.51 Date: 8/31/2015
Perf: $4,817.96 Date: 7/31/2015
Perf: $4,902.78 Date: 6/30/2015
Perf: $4,718.29 Date: 5/31/2015
Perf: $4,977.10 Date: 4/30/2015
Perf: $5,013.20 Date: 3/31/2015
Perf: $5,214.48 Date: 2/28/2015
Perf: $5,101.73 Date: 1/31/2015
Perf: $5,109.91 Date: 12/31/2014
Perf: $4,882.39 Date: 11/30/2014
Perf: $4,797.94 Date: 10/31/2014
Perf: $4,528.50 Date: 9/30/2014
Perf: $4,462.89 Date: 8/31/2014
Perf: $4,397.37 Date: 7/31/2014
Perf: $4,218.91 Date: 6/30/2014
Perf: $4,252.94 Date: 5/31/2014
Perf: $4,216.67 Date: 4/30/2014
Perf: $4,111.42 Date: 3/31/2014
Perf: $4,080.41 Date: 2/28/2014
Perf: $4,141.71 Date: 1/31/2014
Perf: $4,108.02 Date: 12/31/2013
Perf: $4,218.11 Date: 11/30/2013
Perf: $4,224.03 Date: 10/31/2013
Perf: $4,148.93 Date: 9/30/2013
Perf: $4,056.05 Date: 8/31/2013
Perf: $4,080.53 Date: 7/31/2013
Perf: $4,160.41 Date: 6/30/2013
Perf: $4,196.92 Date: 5/31/2013
Perf: $4,362.25 Date: 4/30/2013
Perf: $4,558.26 Date: 3/31/2013
Perf: $4,443.61 Date: 2/28/2013
Perf: $4,380.53 Date: 1/31/2013
Perf: $4,406.09 Date: 12/31/2012
Perf: $4,323.93 Date: 11/30/2012
Perf: $4,302.85 Date: 10/31/2012
Perf: $4,290.84 Date: 9/30/2012
Perf: $4,452.00 Date: 8/31/2012
Perf: $4,526.69 Date: 7/31/2012
Perf: $4,589.10 Date: 6/30/2012
Perf: $4,408.78 Date: 5/31/2012
Perf: $4,581.03 Date: 4/30/2012
Perf: $4,495.61 Date: 3/31/2012
Perf: $4,468.80 Date: 2/29/2012
Perf: $4,572.60 Date: 1/31/2012
Perf: $4,553.92 Date: 12/31/2011
Perf: $4,539.40 Date: 11/30/2011
Perf: $4,496.23 Date: 10/31/2011
Perf: $4,482.79 Date: 9/30/2011
Perf: $4,667.62 Date: 8/31/2011
Perf: $4,670.43 Date: 7/31/2011
Perf: $4,679.79 Date: 6/30/2011
Perf: $4,517.60 Date: 5/31/2011
Perf: $4,638.20 Date: 4/30/2011
Perf: $4,813.90 Date: 3/31/2011
Perf: $4,633.21 Date: 2/28/2011
Perf: $4,705.20 Date: 1/31/2011
Perf: $4,626.55 Date: 12/31/2010
Perf: $4,690.81 Date: 11/30/2010
Perf: $4,497.85 Date: 10/31/2010
Perf: $4,662.92 Date: 9/30/2010
Perf: $4,488.76 Date: 8/31/2010
Perf: $4,408.52 Date: 7/31/2010
Perf: $4,233.27 Date: 6/30/2010
Perf: $4,288.59 Date: 5/31/2010
Perf: $4,272.35 Date: 4/30/2010
Perf: $4,378.31 Date: 3/31/2010
Perf: $4,311.90 Date: 2/28/2010
Perf: $4,147.26 Date: 1/31/2010
Perf: $4,108.64 Date: 12/31/2009
Perf: $4,213.56 Date: 11/30/2009
Perf: $4,389.12 Date: 10/31/2009
Perf: $4,219.09 Date: 9/30/2009
Perf: $4,329.94 Date: 8/31/2009
Perf: $4,229.28 Date: 7/31/2009
Perf: $4,215.37 Date: 6/30/2009
Perf: $4,220.01 Date: 5/31/2009
Perf: $4,335.33 Date: 4/30/2009
Perf: $4,276.32 Date: 3/31/2009
Perf: $4,420.88 Date: 2/28/2009
Perf: $4,546.83 Date: 1/31/2009
Perf: $4,549.10 Date: 12/31/2008
Perf: $4,578.87 Date: 11/30/2008
Perf: $4,464.14 Date: 10/31/2008
Perf: $4,306.10 Date: 9/30/2008
Perf: $4,095.20 Date: 8/31/2008
Perf: $4,086.62 Date: 7/31/2008
Perf: $4,198.72 Date: 6/30/2008
Perf: $4,400.72 Date: 5/31/2008
Perf: $4,286.27 Date: 4/30/2008
Perf: $4,199.76 Date: 3/31/2008
Perf: $4,248.62 Date: 2/29/2008
Perf: $4,267.39 Date: 1/31/2008
Perf: $4,037.65 Date: 12/31/2007
Perf: $3,965.48 Date: 11/30/2007
Perf: $3,974.62 Date: 10/31/2007
Perf: $4,000.63 Date: 9/30/2007
Perf: $3,835.32 Date: 8/31/2007
Perf: $3,664.20 Date: 7/31/2007
Perf: $3,806.18 Date: 6/30/2007
Perf: $3,927.54 Date: 5/31/2007
Perf: $3,817.22 Date: 4/30/2007
Perf: $3,685.64 Date: 3/31/2007
Perf: $3,537.08 Date: 2/28/2007
Perf: $3,621.83 Date: 1/31/2007
Perf: $3,762.94 Date: 12/31/2006
Perf: $3,699.68 Date: 11/30/2006
Perf: $3,578.72 Date: 10/31/2006
Perf: $3,493.14 Date: 9/30/2006
Perf: $3,455.13 Date: 8/31/2006
Perf: $3,492.15 Date: 7/31/2006
Perf: $3,453.47 Date: 6/30/2006
Perf: $3,505.35 Date: 5/31/2006
Perf: $3,554.04 Date: 4/30/2006
Perf: $3,650.78 Date: 3/31/2006
Perf: $3,563.83 Date: 2/28/2006
Perf: $3,470.81 Date: 1/31/2006
Perf: $3,533.71 Date: 12/31/2005
Perf: $3,467.48 Date: 11/30/2005
Perf: $3,531.40 Date: 10/31/2005
Perf: $3,386.13 Date: 9/30/2005
Perf: $3,380.72 Date: 8/31/2005
Perf: $3,329.45 Date: 7/31/2005
Perf: $3,311.57 Date: 6/30/2005
Perf: $3,309.58 Date: 5/31/2005
Perf: $3,200.45 Date: 4/30/2005
Perf: $3,104.52 Date: 3/31/2005
Perf: $3,182.49 Date: 2/28/2005
Perf: $3,200.41 Date: 1/31/2005
Perf: $3,178.48 Date: 12/31/2004
Perf: $3,317.83 Date: 11/30/2004
Perf: $3,306.92 Date: 10/31/2004
Perf: $3,137.19 Date: 9/30/2004
Perf: $3,033.45 Date: 8/31/2004
Perf: $2,993.04 Date: 7/31/2004
Perf: $3,013.84 Date: 6/30/2004
Perf: $3,048.59 Date: 5/31/2004
Perf: $3,152.63 Date: 4/30/2004
Perf: $3,203.57 Date: 3/31/2004
Perf: $3,416.04 Date: 2/29/2004
Perf: $3,449.85 Date: 1/31/2004
Perf: $3,265.67 Date: 12/31/2003
Perf: $3,234.62 Date: 11/30/2003
Perf: $3,100.37 Date: 10/31/2003
Perf: $3,109.70 Date: 9/30/2003
Perf: $3,041.27 Date: 8/31/2003
Perf: $3,055.33 Date: 7/31/2003
Perf: $3,026.87 Date: 6/30/2003
Perf: $3,096.86 Date: 5/31/2003
Perf: $3,176.59 Date: 4/30/2003
Perf: $3,000.47 Date: 3/31/2003
Perf: $2,957.00 Date: 2/28/2003
Perf: $3,136.40 Date: 1/31/2003
Perf: $2,959.71 Date: 12/31/2002
Perf: $2,788.76 Date: 11/30/2002
Perf: $2,628.67 Date: 10/31/2002
Perf: $2,703.28 Date: 9/30/2002
Perf: $2,850.96 Date: 8/31/2002
Perf: $2,725.32 Date: 7/31/2002
Perf: $2,661.19 Date: 6/30/2002
Perf: $2,526.28 Date: 5/31/2002
Perf: $2,321.10 Date: 4/30/2002
Perf: $2,262.50 Date: 3/31/2002
Perf: $2,317.19 Date: 2/28/2002
Perf: $2,323.93 Date: 1/31/2002
Perf: $2,391.36 Date: 12/31/2001
Perf: $2,420.41 Date: 11/30/2001
Perf: $2,370.39 Date: 10/31/2001
Perf: $2,570.09 Date: 9/30/2001
Perf: $2,463.66 Date: 8/31/2001
Perf: $2,390.04 Date: 7/31/2001
Perf: $2,320.66 Date: 6/30/2001
Perf: $2,315.56 Date: 5/31/2001
Perf: $2,341.32 Date: 4/30/2001
Perf: $2,340.61 Date: 3/31/2001
Perf: $2,494.26 Date: 2/28/2001
Perf: $2,342.47 Date: 1/31/2001
Perf: $2,320.43 Date: 12/31/2000
Perf: $2,296.54 Date: 11/30/2000
Perf: $2,121.91 Date: 10/31/2000
Perf: $1,996.90 Date: 9/30/2000
Perf: $1,956.02 Date: 8/31/2000
Perf: $1,990.66 Date: 7/31/2000
Perf: $1,950.48 Date: 6/30/2000
Perf: $1,985.42 Date: 5/31/2000
Perf: $2,016.68 Date: 4/30/2000
Perf: $1,989.43 Date: 3/31/2000
Perf: $2,019.93 Date: 2/29/2000
Perf: $2,071.29 Date: 1/31/2000
Perf: $2,094.76 Date: 12/31/1999
Perf: $2,075.87 Date: 11/30/1999
Perf: $2,049.43 Date: 10/31/1999
Perf: $2,010.43 Date: 9/30/1999
Perf: $2,103.40 Date: 8/31/1999
Perf: $2,096.06 Date: 7/31/1999
Perf: $2,083.56 Date: 6/30/1999
Perf: $2,099.94 Date: 5/31/1999
Perf: $2,046.72 Date: 4/30/1999
Perf: $2,081.27 Date: 3/31/1999
Perf: $2,019.28 Date: 2/28/1999
Perf: $2,035.77 Date: 1/31/1999
Perf: $1,998.40 Date: 12/31/1998
Perf: $2,057.87 Date: 11/30/1998
Perf: $2,010.62 Date: 10/31/1998
Perf: $2,048.10 Date: 9/30/1998
Perf: $2,056.33 Date: 8/31/1998
Perf: $1,968.34 Date: 7/31/1998
Perf: $1,823.72 Date: 6/30/1998
Perf: $1,819.90 Date: 5/31/1998
Perf: $1,817.72 Date: 4/30/1998
Perf: $1,772.69 Date: 3/31/1998
Perf: $1,845.98 Date: 2/28/1998
Perf: $1,824.63 Date: 1/31/1998
Perf: $1,838.97 Date: 12/31/1997
Perf: $1,827.46 Date: 11/30/1997
Perf: $1,779.76 Date: 10/31/1997
Perf: $1,755.19 Date: 9/30/1997
Perf: $1,766.14 Date: 8/31/1997
Perf: $1,744.16 Date: 7/31/1997
Perf: $1,831.34 Date: 6/30/1997
Perf: $1,711.85 Date: 5/31/1997
Perf: $1,692.22 Date: 4/30/1997
Perf: $1,720.78 Date: 3/31/1997
Perf: $1,762.02 Date: 2/28/1997
Perf: $1,763.96 Date: 1/31/1997
Perf: $1,722.78 Date: 12/31/1996
Perf: $1,657.96 Date: 11/30/1996
Perf: $1,696.64 Date: 10/31/1996
Perf: $1,584.90 Date: 9/30/1996
Perf: $1,466.15 Date: 8/31/1996
Perf: $1,403.14 Date: 7/31/1996
Perf: $1,408.07 Date: 6/30/1996
Perf: $1,445.36 Date: 5/31/1996
Perf: $1,430.77 Date: 4/30/1996
Perf: $1,465.35 Date: 3/31/1996
Perf: $1,392.65 Date: 2/29/1996
Perf: $1,384.76 Date: 1/31/1996
Perf: $1,473.31 Date: 12/31/1995
Perf: $1,428.73 Date: 11/30/1995
Perf: $1,367.34 Date: 10/31/1995
Perf: $1,344.75 Date: 9/30/1995
Perf: $1,343.40 Date: 8/31/1995
Perf: $1,377.85 Date: 7/31/1995
Perf: $1,360.97 Date: 6/30/1995
Perf: $1,388.18 Date: 5/31/1995
Perf: $1,418.83 Date: 4/30/1995
Perf: $1,402.97 Date: 3/31/1995
Perf: $1,378.30 Date: 2/28/1995
Perf: $1,273.49 Date: 1/31/1995
Perf: $1,228.53 Date: 12/31/1994
Perf: $1,262.62 Date: 11/30/1994
Perf: $1,284.85 Date: 10/31/1994
Perf: $1,267.11 Date: 9/30/1994
Perf: $1,267.74 Date: 8/31/1994
Perf: $1,251.35 Date: 7/31/1994
Perf: $1,300.64 Date: 6/30/1994
Perf: $1,342.67 Date: 5/31/1994
Perf: $1,282.27 Date: 4/30/1994
Perf: $1,254.18 Date: 3/31/1994
Perf: $1,271.09 Date: 2/28/1994
Perf: $1,251.19 Date: 1/31/1994
Perf: $1,280.25 Date: 12/31/1993
Perf: $1,335.55 Date: 11/30/1993
Perf: $1,311.80 Date: 10/31/1993
Perf: $1,334.35 Date: 9/30/1993
Perf: $1,343.76 Date: 8/31/1993
Perf: $1,360.77 Date: 7/31/1993
Perf: $1,376.46 Date: 6/30/1993
Perf: $1,312.54 Date: 5/31/1993
Perf: $1,294.03 Date: 4/30/1993
Perf: $1,292.74 Date: 3/31/1993
Perf: $1,235.89 Date: 2/28/1993
Perf: $1,242.73 Date: 1/31/1993
Perf: $1,154.84 Date: 12/31/1992
Perf: $1,164.74 Date: 11/30/1992
Perf: $1,181.52 Date: 10/31/1992
Perf: $1,162.57 Date: 9/30/1992
Perf: $1,165.60 Date: 8/31/1992
Perf: $1,194.63 Date: 7/31/1992
Perf: $1,133.86 Date: 6/30/1992
Perf: $1,058.10 Date: 5/31/1992
Perf: $991.93 Date: 4/30/1992
Perf: $981.34 Date: 3/31/1992
Perf: $1,019.25 Date: 2/29/1992
Perf: $1,020.07 Date: 1/31/1992
Perf: $1,060.25 Date: 12/31/1991
Perf: $1,154.46 Date: 11/30/1991
Perf: $995.13 Date: 10/31/1991
Perf: $985.09 Date: 9/30/1991
Perf: $1,011.90 Date: 8/31/1991
Perf: $959.60 Date: 7/31/1991
Perf: $969.39 Date: 6/30/1991
Perf: $1,015.60 Date: 5/31/1991
Perf: $989.00 Date: 4/30/1991
Perf: $1,000.00 Date: 2/28/2017
Perf: $10,749.35 Date: 1/31/2017
Perf: $10,338.90 Date: 12/31/2016
Perf: $10,146.12 Date: 11/30/2016
Perf: $9,949.13 Date: 10/31/2016
Perf: $9,594.14 Date: 9/30/2016
Perf: $9,772.00 Date: 8/31/2016
Perf: $9,770.04 Date: 7/31/2016
Perf: $9,756.38 Date: 6/30/2016
Perf: $9,409.18 Date: 5/31/2016
Perf: $9,384.78 Date: 4/30/2016
Perf: $9,218.84 Date: 3/31/2016
Perf: $9,183.03 Date: 2/29/2016
Perf: $8,599.95 Date: 1/31/2016
Perf: $8,611.15 Date: 12/31/2015
Perf: $9,060.55 Date: 11/30/2015
Perf: $9,206.01 Date: 10/31/2015
Perf: $9,178.47 Date: 9/30/2015
Perf: $8,464.10 Date: 8/31/2015
Perf: $8,678.46 Date: 7/31/2015
Perf: $9,235.35 Date: 6/30/2015
Perf: $9,045.40 Date: 5/31/2015
Perf: $9,224.35 Date: 4/30/2015
Perf: $9,106.87 Date: 3/31/2015
Perf: $9,020.28 Date: 2/28/2015
Perf: $9,165.08 Date: 1/31/2015
Perf: $8,666.75 Date: 12/31/2014
Perf: $8,934.79 Date: 11/30/2014
Perf: $8,957.18 Date: 10/31/2014
Perf: $8,722.55 Date: 9/30/2014
Perf: $8,514.79 Date: 8/31/2014
Perf: $8,635.68 Date: 7/31/2014
Perf: $8,303.54 Date: 6/30/2014
Perf: $8,419.74 Date: 5/31/2014
Perf: $8,248.98 Date: 4/30/2014
Perf: $8,059.58 Date: 3/31/2014
Perf: $8,000.38 Date: 2/28/2014
Perf: $7,933.74 Date: 1/31/2014
Perf: $7,587.01 Date: 12/31/2013
Perf: $7,858.93 Date: 11/30/2013
Perf: $7,665.00 Date: 10/31/2013
Perf: $7,438.14 Date: 9/30/2013
Perf: $7,111.03 Date: 8/31/2013
Perf: $6,894.54 Date: 7/31/2013
Perf: $7,100.46 Date: 6/30/2013
Perf: $6,756.55 Date: 5/31/2013
Perf: $6,848.32 Date: 4/30/2013
Perf: $6,691.73 Date: 3/31/2013
Perf: $6,565.02 Date: 2/28/2013
Perf: $6,327.73 Date: 1/31/2013
Perf: $6,242.83 Date: 12/31/2012
Perf: $5,935.38 Date: 11/30/2012
Perf: $5,881.85 Date: 10/31/2012
Perf: $5,847.94 Date: 9/30/2012
Perf: $5,958.16 Date: 8/31/2012
Perf: $5,808.31 Date: 7/31/2012
Perf: $5,680.50 Date: 6/30/2012
Perf: $5,602.62 Date: 5/31/2012
Perf: $5,380.93 Date: 4/30/2012
Perf: $5,725.00 Date: 3/31/2012
Perf: $5,761.30 Date: 2/29/2012
Perf: $5,577.79 Date: 1/31/2012
Perf: $5,346.80 Date: 12/31/2011
Perf: $5,117.54 Date: 11/30/2011
Perf: $5,065.87 Date: 10/31/2011
Perf: $5,077.04 Date: 9/30/2011
Perf: $4,576.79 Date: 8/31/2011
Perf: $4,922.87 Date: 7/31/2011
Perf: $5,205.53 Date: 6/30/2011
Perf: $5,313.39 Date: 5/31/2011
Perf: $5,403.63 Date: 4/30/2011
Perf: $5,465.39 Date: 3/31/2011
Perf: $5,308.27 Date: 2/28/2011
Perf: $5,306.14 Date: 1/31/2011
Perf: $5,130.18 Date: 12/31/2010
Perf: $5,011.41 Date: 11/30/2010
Perf: $4,697.61 Date: 10/31/2010
Perf: $4,697.14 Date: 9/30/2010
Perf: $4,524.75 Date: 8/31/2010
Perf: $4,154.19 Date: 7/31/2010
Perf: $4,350.40 Date: 6/30/2010
Perf: $4,065.41 Date: 5/31/2010
Perf: $4,289.76 Date: 4/30/2010
Perf: $4,662.28 Date: 3/31/2010
Perf: $4,589.76 Date: 2/28/2010
Perf: $4,328.74 Date: 1/31/2010
Perf: $4,198.58 Date: 12/31/2009
Perf: $4,355.38 Date: 11/30/2009
Perf: $4,272.91 Date: 10/31/2009
Perf: $4,031.05 Date: 9/30/2009
Perf: $4,107.45 Date: 8/31/2009
Perf: $3,959.75 Date: 7/31/2009
Perf: $3,821.78 Date: 6/30/2009
Perf: $3,553.16 Date: 5/31/2009
Perf: $3,546.07 Date: 4/30/2009
Perf: $3,358.34 Date: 3/31/2009
Perf: $3,065.02 Date: 2/28/2009
Perf: $2,818.15 Date: 1/31/2009
Perf: $3,154.05 Date: 12/31/2008
Perf: $3,444.42 Date: 11/30/2008
Perf: $3,408.29 Date: 10/31/2008
Perf: $3,671.94 Date: 9/30/2008
Perf: $4,412.85 Date: 8/31/2008
Perf: $4,844.50 Date: 7/31/2008
Perf: $4,775.26 Date: 6/30/2008
Perf: $4,815.71 Date: 5/31/2008
Perf: $5,259.05 Date: 4/30/2008
Perf: $5,191.56 Date: 3/31/2008
Perf: $4,950.47 Date: 2/29/2008
Perf: $4,971.85 Date: 1/31/2008
Perf: $5,138.86 Date: 12/31/2007
Perf: $5,466.87 Date: 11/30/2007
Perf: $5,504.86 Date: 10/31/2007
Perf: $5,745.00 Date: 9/30/2007
Perf: $5,655.08 Date: 8/31/2007
Perf: $5,451.21 Date: 7/31/2007
Perf: $5,370.65 Date: 6/30/2007
Perf: $5,542.46 Date: 5/31/2007
Perf: $5,636.02 Date: 4/30/2007
Perf: $5,445.96 Date: 3/31/2007
Perf: $5,214.93 Date: 2/28/2007
Perf: $5,157.17 Date: 1/31/2007
Perf: $5,260.28 Date: 12/31/2006
Perf: $5,182.03 Date: 11/30/2006
Perf: $5,110.48 Date: 10/31/2006
Perf: $5,015.19 Date: 9/30/2006
Perf: $4,856.86 Date: 8/31/2006
Perf: $4,734.70 Date: 7/31/2006
Perf: $4,624.64 Date: 6/30/2006
Perf: $4,596.14 Date: 5/31/2006
Perf: $4,589.72 Date: 4/30/2006
Perf: $4,725.82 Date: 3/31/2006
Perf: $4,663.33 Date: 2/28/2006
Perf: $4,606.21 Date: 1/31/2006
Perf: $4,593.81 Date: 12/31/2005
Perf: $4,475.22 Date: 11/30/2005
Perf: $4,473.87 Date: 10/31/2005
Perf: $4,310.92 Date: 9/30/2005
Perf: $4,384.14 Date: 8/31/2005
Perf: $4,348.91 Date: 7/31/2005
Perf: $4,388.85 Date: 6/30/2005
Perf: $4,231.44 Date: 5/31/2005
Perf: $4,225.52 Date: 4/30/2005
Perf: $4,095.29 Date: 3/31/2005
Perf: $4,174.61 Date: 2/28/2005
Perf: $4,249.83 Date: 1/31/2005
Perf: $4,162.42 Date: 12/31/2004
Perf: $4,266.53 Date: 11/30/2004
Perf: $4,126.23 Date: 10/31/2004
Perf: $3,965.63 Date: 9/30/2004
Perf: $3,905.87 Date: 8/31/2004
Perf: $3,864.13 Date: 7/31/2004
Perf: $3,848.74 Date: 6/30/2004
Perf: $3,980.49 Date: 5/31/2004
Perf: $3,904.74 Date: 4/30/2004
Perf: $3,851.97 Date: 3/31/2004
Perf: $3,913.41 Date: 2/29/2004
Perf: $3,973.41 Date: 1/31/2004
Perf: $3,918.93 Date: 12/31/2003
Perf: $3,848.13 Date: 11/30/2003
Perf: $3,656.53 Date: 10/31/2003
Perf: $3,624.63 Date: 9/30/2003
Perf: $3,430.47 Date: 8/31/2003
Perf: $3,467.22 Date: 7/31/2003
Perf: $3,400.90 Date: 6/30/2003
Perf: $3,342.08 Date: 5/31/2003
Perf: $3,299.84 Date: 4/30/2003
Perf: $3,134.65 Date: 3/31/2003
Perf: $2,896.01 Date: 2/28/2003
Perf: $2,868.19 Date: 1/31/2003
Perf: $2,911.87 Date: 12/31/2002
Perf: $2,990.21 Date: 11/30/2002
Perf: $3,176.69 Date: 10/31/2002
Perf: $2,999.99 Date: 9/30/2002
Perf: $2,757.34 Date: 8/31/2002
Perf: $3,093.62 Date: 7/31/2002
Perf: $3,073.33 Date: 6/30/2002
Perf: $3,333.33 Date: 5/31/2002
Perf: $3,588.86 Date: 4/30/2002
Perf: $3,615.62 Date: 3/31/2002
Perf: $3,848.86 Date: 2/28/2002
Perf: $3,709.38 Date: 1/31/2002
Perf: $3,782.38 Date: 12/31/2001
Perf: $3,838.42 Date: 11/30/2001
Perf: $3,804.94 Date: 10/31/2001
Perf: $3,533.89 Date: 9/30/2001
Perf: $3,467.66 Date: 8/31/2001
Perf: $3,772.48 Date: 7/31/2001
Perf: $4,024.40 Date: 6/30/2001
Perf: $4,064.23 Date: 5/31/2001
Perf: $4,165.45 Date: 4/30/2001
Perf: $4,137.73 Date: 3/31/2001
Perf: $3,839.41 Date: 2/28/2001
Perf: $4,099.30 Date: 1/31/2001
Perf: $4,510.68 Date: 12/31/2000
Perf: $4,356.04 Date: 11/30/2000
Perf: $4,334.80 Date: 10/31/2000
Perf: $4,705.60 Date: 9/30/2000
Perf: $4,725.45 Date: 8/31/2000
Perf: $4,988.86 Date: 7/31/2000
Perf: $4,697.16 Date: 6/30/2000
Perf: $4,771.60 Date: 5/31/2000
Perf: $4,656.58 Date: 4/30/2000
Perf: $4,754.04 Date: 3/31/2000
Perf: $4,901.58 Date: 2/29/2000
Perf: $4,464.91 Date: 1/31/2000
Perf: $4,550.92 Date: 12/31/1999
Perf: $4,791.45 Date: 11/30/1999
Perf: $4,524.93 Date: 10/31/1999
Perf: $4,434.91 Date: 9/30/1999
Perf: $4,170.89 Date: 8/31/1999
Perf: $4,288.39 Date: 7/31/1999
Perf: $4,309.51 Date: 6/30/1999
Perf: $4,448.29 Date: 5/31/1999
Perf: $4,214.40 Date: 4/30/1999
Perf: $4,316.26 Date: 3/31/1999
Perf: $4,155.44 Date: 2/28/1999
Perf: $3,995.62 Date: 1/31/1999
Perf: $4,123.87 Date: 12/31/1998
Perf: $3,958.41 Date: 11/30/1998
Perf: $3,742.82 Date: 10/31/1998
Perf: $3,528.97 Date: 9/30/1998
Perf: $3,263.63 Date: 8/31/1998
Perf: $3,067.04 Date: 7/31/1998
Perf: $3,585.50 Date: 6/30/1998
Perf: $3,623.91 Date: 5/31/1998
Perf: $3,482.52 Date: 4/30/1998
Perf: $3,543.47 Date: 3/31/1998
Perf: $3,508.04 Date: 2/28/1998
Perf: $3,337.18 Date: 1/31/1998
Perf: $3,112.75 Date: 12/31/1997
Perf: $3,078.58 Date: 11/30/1997
Perf: $3,026.52 Date: 10/31/1997
Perf: $2,892.59 Date: 9/30/1997
Perf: $2,992.54 Date: 8/31/1997
Perf: $2,837.07 Date: 7/31/1997
Perf: $3,005.37 Date: 6/30/1997
Perf: $2,783.78 Date: 5/31/1997
Perf: $2,664.42 Date: 4/30/1997
Perf: $2,511.47 Date: 3/31/1997
Perf: $2,369.98 Date: 2/28/1997
Perf: $2,471.56 Date: 1/31/1997
Perf: $2,452.43 Date: 12/31/1996
Perf: $2,308.17 Date: 11/30/1996
Perf: $2,354.80 Date: 10/31/1996
Perf: $2,189.29 Date: 9/30/1996
Perf: $2,130.49 Date: 8/31/1996
Perf: $2,016.93 Date: 7/31/1996
Perf: $1,975.25 Date: 6/30/1996
Perf: $2,066.60 Date: 5/31/1996
Perf: $2,058.78 Date: 4/30/1996
Perf: $2,006.99 Date: 3/31/1996
Perf: $1,977.92 Date: 2/29/1996
Perf: $1,959.11 Date: 1/31/1996
Perf: $1,941.06 Date: 12/31/1995
Perf: $1,877.23 Date: 11/30/1995
Perf: $1,841.69 Date: 10/31/1995
Perf: $1,764.24 Date: 9/30/1995
Perf: $1,770.61 Date: 8/31/1995
Perf: $1,698.92 Date: 7/31/1995
Perf: $1,694.68 Date: 6/30/1995
Perf: $1,640.23 Date: 5/31/1995
Perf: $1,603.04 Date: 4/30/1995
Perf: $1,541.38 Date: 3/31/1995
Perf: $1,497.36 Date: 2/28/1995
Perf: $1,454.45 Date: 1/31/1995
Perf: $1,399.86 Date: 12/31/1994
Perf: $1,364.52 Date: 11/30/1994
Perf: $1,344.62 Date: 10/31/1994
Perf: $1,395.41 Date: 9/30/1994
Perf: $1,364.70 Date: 8/31/1994
Perf: $1,398.98 Date: 7/31/1994
Perf: $1,343.88 Date: 6/30/1994
Perf: $1,301.20 Date: 5/31/1994
Perf: $1,333.88 Date: 4/30/1994
Perf: $1,312.36 Date: 3/31/1994
Perf: $1,295.77 Date: 2/28/1994
Perf: $1,354.84 Date: 1/31/1994
Perf: $1,392.58 Date: 12/31/1993
Perf: $1,346.79 Date: 11/30/1993
Perf: $1,330.69 Date: 10/31/1993
Perf: $1,343.45 Date: 9/30/1993
Perf: $1,316.21 Date: 8/31/1993
Perf: $1,326.42 Date: 7/31/1993
Perf: $1,277.98 Date: 6/30/1993
Perf: $1,283.12 Date: 5/31/1993
Perf: $1,279.41 Date: 4/30/1993
Perf: $1,246.01 Date: 3/31/1993
Perf: $1,276.92 Date: 2/28/1993
Perf: $1,250.53 Date: 1/31/1993
Perf: $1,233.75 Date: 12/31/1992
Perf: $1,223.47 Date: 11/30/1992
Perf: $1,208.61 Date: 10/31/1992
Perf: $1,168.75 Date: 9/30/1992
Perf: $1,164.68 Date: 8/31/1992
Perf: $1,151.09 Date: 7/31/1992
Perf: $1,175.18 Date: 6/30/1992
Perf: $1,129.01 Date: 5/31/1992
Perf: $1,146.08 Date: 4/30/1992
Perf: $1,140.50 Date: 3/31/1992
Perf: $1,107.92 Date: 2/29/1992
Perf: $1,129.84 Date: 1/31/1992
Perf: $1,115.34 Date: 12/31/1991
Perf: $1,136.48 Date: 11/30/1991
Perf: $1,019.81 Date: 10/31/1991
Perf: $1,062.64 Date: 9/30/1991
Perf: $1,048.59 Date: 8/31/1991
Perf: $1,066.40 Date: 7/31/1991
Perf: $1,041.71 Date: 6/30/1991
Perf: $995.33 Date: 5/31/1991
Perf: $1,043.10 Date: 4/30/1991
Perf: $1,000.00 Date: 2/28/2017
Perf: $45,492.32 Date: 1/31/2017
Perf: $48,303.59 Date: 12/31/2016
Perf: $48,337.42 Date: 11/30/2016
Perf: $53,984.17 Date: 10/31/2016
Perf: $50,822.98 Date: 9/30/2016
Perf: $52,995.81 Date: 8/31/2016
Perf: $47,233.34 Date: 7/31/2016
Perf: $49,955.94 Date: 6/30/2016
Perf: $47,146.03 Date: 5/31/2016
Perf: $39,765.55 Date: 4/30/2016
Perf: $42,457.34 Date: 3/31/2016
Perf: $40,777.32 Date: 2/29/2016
Perf: $44,904.00 Date: 1/31/2016
Perf: $41,325.23 Date: 12/31/2015
Perf: $41,599.79 Date: 11/30/2015
Perf: $45,518.97 Date: 10/31/2015
Perf: $37,575.51 Date: 9/30/2015
Perf: $48,679.25 Date: 8/31/2015
Perf: $43,962.11 Date: 7/31/2015
Perf: $45,870.32 Date: 6/30/2015
Perf: $42,456.79 Date: 5/31/2015
Perf: $44,766.75 Date: 4/30/2015
Perf: $44,978.15 Date: 3/31/2015
Perf: $47,092.61 Date: 2/28/2015
Perf: $44,210.11 Date: 1/31/2015
Perf: $44,263.23 Date: 12/31/2014
Perf: $39,556.06 Date: 11/30/2014
Perf: $37,816.50 Date: 10/31/2014
Perf: $32,625.74 Date: 9/30/2014
Perf: $36,625.22 Date: 8/31/2014
Perf: $34,951.06 Date: 7/31/2014
Perf: $35,169.11 Date: 6/30/2014
Perf: $32,170.79 Date: 5/31/2014
Perf: $29,422.71 Date: 4/30/2014
Perf: $27,503.00 Date: 3/31/2014
Perf: $24,431.91 Date: 2/28/2014
Perf: $23,501.26 Date: 1/31/2014
Perf: $21,466.26 Date: 12/31/2013
Perf: $21,279.00 Date: 11/30/2013
Perf: $20,333.50 Date: 10/31/2013
Perf: $18,436.39 Date: 9/30/2013
Perf: $17,918.54 Date: 8/31/2013
Perf: $17,307.59 Date: 7/31/2013
Perf: $19,196.52 Date: 6/30/2013
Perf: $21,742.58 Date: 5/31/2013
Perf: $20,902.31 Date: 4/30/2013
Perf: $19,139.56 Date: 3/31/2013
Perf: $19,241.54 Date: 2/28/2013
Perf: $18,033.30 Date: 1/31/2013
Perf: $20,271.25 Date: 12/31/2012
Perf: $17,991.70 Date: 11/30/2012
Perf: $16,788.00 Date: 10/31/2012
Perf: $15,965.76 Date: 9/30/2012
Perf: $19,399.47 Date: 8/31/2012
Perf: $21,636.71 Date: 7/31/2012
Perf: $23,852.61 Date: 6/30/2012
Perf: $20,748.62 Date: 5/31/2012
Perf: $25,223.22 Date: 4/30/2012
Perf: $24,870.07 Date: 3/31/2012
Perf: $25,182.33 Date: 2/29/2012
Perf: $25,735.64 Date: 1/31/2012
Perf: $26,311.87 Date: 12/31/2011
Perf: $27,961.61 Date: 11/30/2011
Perf: $28,384.54 Date: 10/31/2011
Perf: $24,064.89 Date: 9/30/2011
Perf: $30,628.60 Date: 8/31/2011
Perf: $27,016.49 Date: 7/31/2011
Perf: $27,926.91 Date: 6/30/2011
Perf: $27,492.53 Date: 5/31/2011
Perf: $29,763.48 Date: 4/30/2011
Perf: $32,880.56 Date: 3/31/2011
Perf: $30,640.72 Date: 2/28/2011
Perf: $31,683.10 Date: 1/31/2011
Perf: $30,197.38 Date: 12/31/2010
Perf: $29,061.10 Date: 11/30/2010
Perf: $24,404.68 Date: 10/31/2010
Perf: $26,309.49 Date: 9/30/2010
Perf: $22,351.11 Date: 8/31/2010
Perf: $19,654.51 Date: 7/31/2010
Perf: $17,657.45 Date: 6/30/2010
Perf: $18,876.90 Date: 5/31/2010
Perf: $18,614.44 Date: 4/30/2010
Perf: $22,828.59 Date: 3/31/2010
Perf: $21,659.01 Date: 2/28/2010
Perf: $20,803.96 Date: 1/31/2010
Perf: $21,107.92 Date: 12/31/2009
Perf: $23,994.45 Date: 11/30/2009
Perf: $26,032.82 Date: 10/31/2009
Perf: $24,000.02 Date: 9/30/2009
Perf: $24,842.17 Date: 8/31/2009
Perf: $25,166.82 Date: 7/31/2009
Perf: $23,755.73 Date: 6/30/2009
Perf: $23,635.19 Date: 5/31/2009
Perf: $23,703.93 Date: 4/30/2009
Perf: $24,172.89 Date: 3/31/2009
Perf: $23,879.17 Date: 2/28/2009
Perf: $24,279.79 Date: 1/31/2009
Perf: $24,087.09 Date: 12/31/2008
Perf: $24,271.56 Date: 11/30/2008
Perf: $23,131.19 Date: 10/31/2008
Perf: $20,394.28 Date: 9/30/2008
Perf: $14,024.40 Date: 8/31/2008
Perf: $13,356.57 Date: 7/31/2008
Perf: $13,351.23 Date: 6/30/2008
Perf: $14,108.87 Date: 5/31/2008
Perf: $13,663.45 Date: 4/30/2008
Perf: $13,727.97 Date: 3/31/2008
Perf: $14,828.22 Date: 2/29/2008
Perf: $15,147.84 Date: 1/31/2008
Perf: $11,725.24 Date: 12/31/2007
Perf: $10,087.10 Date: 11/30/2007
Perf: $9,605.84 Date: 10/31/2007
Perf: $9,920.32 Date: 9/30/2007
Perf: $9,067.93 Date: 8/31/2007
Perf: $7,844.91 Date: 7/31/2007
Perf: $8,120.19 Date: 6/30/2007
Perf: $9,748.12 Date: 5/31/2007
Perf: $9,336.39 Date: 4/30/2007
Perf: $8,557.64 Date: 3/31/2007
Perf: $8,182.87 Date: 2/28/2007
Perf: $8,950.85 Date: 1/31/2007
Perf: $10,111.67 Date: 12/31/2006
Perf: $9,971.08 Date: 11/30/2006
Perf: $9,755.48 Date: 10/31/2006
Perf: $9,259.19 Date: 9/30/2006
Perf: $9,195.74 Date: 8/31/2006
Perf: $9,168.23 Date: 7/31/2006
Perf: $9,284.29 Date: 6/30/2006
Perf: $9,408.48 Date: 5/31/2006
Perf: $9,679.50 Date: 4/30/2006
Perf: $9,673.70 Date: 3/31/2006
Perf: $8,571.42 Date: 2/28/2006
Perf: $7,608.89 Date: 1/31/2006
Perf: $7,803.99 Date: 12/31/2005
Perf: $6,967.23 Date: 11/30/2005
Perf: $6,728.37 Date: 10/31/2005
Perf: $5,933.83 Date: 9/30/2005
Perf: $5,946.32 Date: 8/31/2005
Perf: $5,127.90 Date: 7/31/2005
Perf: $4,747.18 Date: 6/30/2005
Perf: $4,653.19 Date: 5/31/2005
Perf: $4,500.62 Date: 4/30/2005
Perf: $4,538.28 Date: 3/31/2005
Perf: $4,940.43 Date: 2/28/2005
Perf: $5,278.24 Date: 1/31/2005
Perf: $5,020.68 Date: 12/31/2004
Perf: $5,313.45 Date: 11/30/2004
Perf: $5,489.67 Date: 10/31/2004
Perf: $4,947.88 Date: 9/30/2004
Perf: $5,000.89 Date: 8/31/2004
Perf: $5,017.95 Date: 7/31/2004
Perf: $5,601.01 Date: 6/30/2004
Perf: $5,735.81 Date: 5/31/2004
Perf: $5,719.79 Date: 4/30/2004
Perf: $5,803.95 Date: 3/31/2004
Perf: $5,878.01 Date: 2/29/2004
Perf: $5,845.28 Date: 1/31/2004
Perf: $5,830.70 Date: 12/31/2003
Perf: $5,837.70 Date: 11/30/2003
Perf: $5,829.54 Date: 10/31/2003
Perf: $5,824.88 Date: 9/30/2003
Perf: $5,755.24 Date: 8/31/2003
Perf: $4,973.42 Date: 7/31/2003
Perf: $4,891.25 Date: 6/30/2003
Perf: $4,903.02 Date: 5/31/2003
Perf: $4,919.74 Date: 4/30/2003
Perf: $4,900.63 Date: 3/31/2003
Perf: $4,896.23 Date: 2/28/2003
Perf: $4,897.69 Date: 1/31/2003
Perf: $4,900.63 Date: 12/31/2002
Perf: $4,894.27 Date: 11/30/2002
Perf: $4,876.23 Date: 10/31/2002
Perf: $4,879.16 Date: 9/30/2002
Perf: $4,881.11 Date: 8/31/2002
Perf: $4,874.29 Date: 7/31/2002
Perf: $4,878.68 Date: 6/30/2002
Perf: $4,247.50 Date: 5/31/2002
Perf: $3,647.80 Date: 4/30/2002
Perf: $3,512.90 Date: 3/31/2002
Perf: $3,616.70 Date: 2/28/2002
Perf: $3,967.86 Date: 1/31/2002
Perf: $3,867.31 Date: 12/31/2001
Perf: $3,998.46 Date: 11/30/2001
Perf: $4,140.48 Date: 10/31/2001
Perf: $5,176.89 Date: 9/30/2001
Perf: $4,752.06 Date: 8/31/2001
Perf: $4,084.28 Date: 7/31/2001
Perf: $4,008.12 Date: 6/30/2001
Perf: $3,914.57 Date: 5/31/2001
Perf: $3,967.73 Date: 4/30/2001
Perf: $3,946.03 Date: 3/31/2001
Perf: $4,838.19 Date: 2/28/2001
Perf: $4,458.75 Date: 1/31/2001
Perf: $4,265.52 Date: 12/31/2000
Perf: $4,342.38 Date: 11/30/2000
Perf: $3,785.53 Date: 10/31/2000
Perf: $3,361.33 Date: 9/30/2000
Perf: $3,245.47 Date: 8/31/2000
Perf: $3,272.96 Date: 7/31/2000
Perf: $2,978.13 Date: 6/30/2000
Perf: $3,057.31 Date: 5/31/2000
Perf: $3,295.58 Date: 4/30/2000
Perf: $3,018.49 Date: 3/31/2000
Perf: $3,468.33 Date: 2/29/2000
Perf: $3,903.14 Date: 1/31/2000
Perf: $3,698.95 Date: 12/31/1999
Perf: $3,569.39 Date: 11/30/1999
Perf: $3,133.51 Date: 10/31/1999
Perf: $2,685.56 Date: 9/30/1999
Perf: $3,220.49 Date: 8/31/1999
Perf: $3,012.05 Date: 7/31/1999
Perf: $2,859.63 Date: 6/30/1999
Perf: $2,957.53 Date: 5/31/1999
Perf: $2,878.65 Date: 4/30/1999
Perf: $3,428.19 Date: 3/31/1999
Perf: $2,872.63 Date: 2/28/1999
Perf: $3,649.63 Date: 1/31/1999
Perf: $3,389.96 Date: 12/31/1998
Perf: $3,583.85 Date: 11/30/1998
Perf: $3,528.45 Date: 10/31/1998
Perf: $3,829.86 Date: 9/30/1998
Perf: $4,259.66 Date: 8/31/1998
Perf: $4,404.57 Date: 7/31/1998
Perf: $3,790.51 Date: 6/30/1998
Perf: $3,518.20 Date: 5/31/1998
Perf: $3,390.38 Date: 4/30/1998
Perf: $3,188.25 Date: 3/31/1998
Perf: $3,169.86 Date: 2/28/1998
Perf: $3,168.28 Date: 1/31/1998
Perf: $3,115.32 Date: 12/31/1997
Perf: $2,916.69 Date: 11/30/1997
Perf: $2,793.23 Date: 10/31/1997
Perf: $2,993.82 Date: 9/30/1997
Perf: $2,635.17 Date: 8/31/1997
Perf: $2,553.46 Date: 7/31/1997
Perf: $2,677.14 Date: 6/30/1997
Perf: $2,727.05 Date: 5/31/1997
Perf: $3,372.14 Date: 4/30/1997
Perf: $3,641.62 Date: 3/31/1997
Perf: $4,027.89 Date: 2/28/1997
Perf: $4,137.96 Date: 1/31/1997
Perf: $3,714.84 Date: 12/31/1996
Perf: $3,771.41 Date: 11/30/1996
Perf: $3,505.68 Date: 10/31/1996
Perf: $3,045.77 Date: 9/30/1996
Perf: $2,934.55 Date: 8/31/1996
Perf: $2,665.59 Date: 7/31/1996
Perf: $2,724.72 Date: 6/30/1996
Perf: $3,307.50 Date: 5/31/1996
Perf: $2,990.51 Date: 4/30/1996
Perf: $3,274.04 Date: 3/31/1996
Perf: $2,889.71 Date: 2/29/1996
Perf: $2,665.54 Date: 1/31/1996
Perf: $3,016.68 Date: 12/31/1995
Perf: $2,973.27 Date: 11/30/1995
Perf: $2,731.78 Date: 10/31/1995
Perf: $2,502.32 Date: 9/30/1995
Perf: $2,430.85 Date: 8/31/1995
Perf: $2,438.16 Date: 7/31/1995
Perf: $2,328.27 Date: 6/30/1995
Perf: $2,476.88 Date: 5/31/1995
Perf: $2,305.15 Date: 4/30/1995
Perf: $2,276.91 Date: 3/31/1995
Perf: $2,197.58 Date: 2/28/1995
Perf: $1,933.47 Date: 1/31/1995
Perf: $1,768.47 Date: 12/31/1994
Perf: $1,860.96 Date: 11/30/1994
Perf: $1,781.51 Date: 10/31/1994
Perf: $1,618.08 Date: 9/30/1994
Perf: $1,701.27 Date: 8/31/1994
Perf: $1,558.51 Date: 7/31/1994
Perf: $1,552.15 Date: 6/30/1994
Perf: $1,584.63 Date: 5/31/1994
Perf: $1,435.23 Date: 4/30/1994
Perf: $1,260.41 Date: 3/31/1994
Perf: $1,358.64 Date: 2/28/1994
Perf: $1,334.61 Date: 1/31/1994
Perf: $1,312.43 Date: 12/31/1993
Perf: $1,347.75 Date: 11/30/1993
Perf: $1,222.56 Date: 10/31/1993
Perf: $1,252.75 Date: 9/30/1993
Perf: $1,208.40 Date: 8/31/1993
Perf: $1,280.35 Date: 7/31/1993
Perf: $1,327.62 Date: 6/30/1993
Perf: $1,307.48 Date: 5/31/1993
Perf: $1,279.46 Date: 4/30/1993
Perf: $1,244.73 Date: 3/31/1993
Perf: $1,053.61 Date: 2/28/1993
Perf: $1,046.70 Date: 1/31/1993
Perf: $1,026.58 Date: 12/31/1992
Perf: $989.09 Date: 11/30/1992
Perf: $974.96 Date: 10/31/1992
Perf: $950.99 Date: 9/30/1992
Perf: $1,002.10 Date: 8/31/1992
Perf: $1,032.56 Date: 7/31/1992
Perf: $1,025.18 Date: 6/30/1992
Perf: $879.23 Date: 5/31/1992
Perf: $848.26 Date: 4/30/1992
Perf: $843.62 Date: 3/31/1992
Perf: $892.54 Date: 2/29/1992
Perf: $926.83 Date: 1/31/1992
Perf: $1,011.38 Date: 12/31/1991
Perf: $1,075.36 Date: 11/30/1991
Perf: $978.49 Date: 10/31/1991
Perf: $958.93 Date: 9/30/1991
Perf: $969.11 Date: 8/31/1991
Perf: $961.32 Date: 7/31/1991
Perf: $1,033.79 Date: 6/30/1991
Perf: $1,038.57 Date: 5/31/1991
Perf: $1,029.20 Date: 4/30/1991
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 04/91 - 02/17
Date: 2/28/2017
Return: -5.82 % Date: 1/31/2017
Return: -0.07 % Date: 12/31/2016
Return: -10.46 % Date: 11/30/2016
Return: 6.22 % Date: 10/31/2016
Return: -4.10 % Date: 9/30/2016
Return: 12.20 % Date: 8/31/2016
Return: -5.45 % Date: 7/31/2016
Return: 5.96 % Date: 6/30/2016
Return: 18.56 % Date: 5/31/2016
Return: -6.34 % Date: 4/30/2016
Return: 4.12 % Date: 3/31/2016
Return: -9.19 % Date: 2/29/2016
Return: 8.66 % Date: 1/31/2016
Return: -0.66 % Date: 12/31/2015
Return: -8.61 % Date: 11/30/2015
Return: 21.14 % Date: 10/31/2015
Return: -22.81 % Date: 9/30/2015
Return: 10.73 % Date: 8/31/2015
Return: -4.16 % Date: 7/31/2015
Return: 8.04 % Date: 6/30/2015
Return: -5.16 % Date: 5/31/2015
Return: -0.47 % Date: 4/30/2015
Return: -4.49 % Date: 3/31/2015
Return: 6.52 % Date: 2/28/2015
Return: -0.12 % Date: 1/31/2015
Return: 11.90 % Date: 12/31/2014
Return: 4.60 % Date: 11/30/2014
Return: 15.91 % Date: 10/31/2014
Return: -10.92 % Date: 9/30/2014
Return: 4.79 % Date: 8/31/2014
Return: -0.62 % Date: 7/31/2014
Return: 9.32 % Date: 6/30/2014
Return: 9.34 % Date: 5/31/2014
Return: 6.98 % Date: 4/30/2014
Return: 12.57 % Date: 3/31/2014
Return: 3.96 % Date: 2/28/2014
Return: 9.48 % Date: 1/31/2014
Return: 0.88 % Date: 12/31/2013
Return: 4.65 % Date: 11/30/2013
Return: 10.29 % Date: 10/31/2013
Return: 2.89 % Date: 9/30/2013
Return: 3.53 % Date: 8/31/2013
Return: -9.84 % Date: 7/31/2013
Return: -11.71 % Date: 6/30/2013
Return: 4.02 % Date: 5/31/2013
Return: 9.21 % Date: 4/30/2013
Return: -0.53 % Date: 3/31/2013
Return: 6.70 % Date: 2/28/2013
Return: -11.04 % Date: 1/31/2013
Return: 12.67 % Date: 12/31/2012
Return: 7.17 % Date: 11/30/2012
Return: 5.15 % Date: 10/31/2012
Return: -17.70 % Date: 9/30/2012
Return: -10.34 % Date: 8/31/2012
Return: -9.29 % Date: 7/31/2012
Return: 14.96 % Date: 6/30/2012
Return: -17.74 % Date: 5/31/2012
Return: 1.42 % Date: 4/30/2012
Return: -1.24 % Date: 3/31/2012
Return: -2.15 % Date: 2/29/2012
Return: -2.19 % Date: 1/31/2012
Return: -5.90 % Date: 12/31/2011
Return: -1.49 % Date: 11/30/2011
Return: 17.95 % Date: 10/31/2011
Return: -21.43 % Date: 9/30/2011
Return: 13.37 % Date: 8/31/2011
Return: -3.26 % Date: 7/31/2011
Return: 1.58 % Date: 6/30/2011
Return: -7.63 % Date: 5/31/2011
Return: -9.48 % Date: 4/30/2011
Return: 7.31 % Date: 3/31/2011
Return: -3.29 % Date: 2/28/2011
Return: 4.92 % Date: 1/31/2011
Return: 3.91 % Date: 12/31/2010
Return: 19.08 % Date: 11/30/2010
Return: -7.24 % Date: 10/31/2010
Return: 17.71 % Date: 9/30/2010
Return: 13.72 % Date: 8/31/2010
Return: 11.31 % Date: 7/31/2010
Return: -6.46 % Date: 6/30/2010
Return: 1.41 % Date: 5/31/2010
Return: -18.46 % Date: 4/30/2010
Return: 5.40 % Date: 3/31/2010
Return: 4.11 % Date: 2/28/2010
Return: -1.44 % Date: 1/31/2010
Return: -12.03 % Date: 12/31/2009
Return: -7.83 % Date: 11/30/2009
Return: 8.47 % Date: 10/31/2009
Return: -3.39 % Date: 9/30/2009
Return: -1.29 % Date: 8/31/2009
Return: 5.94 % Date: 7/31/2009
Return: 0.51 % Date: 6/30/2009
Return: -0.29 % Date: 5/31/2009
Return: -1.94 % Date: 4/30/2009
Return: 1.23 % Date: 3/31/2009
Return: -1.65 % Date: 2/28/2009
Return: 0.80 % Date: 1/31/2009
Return: -0.76 % Date: 12/31/2008
Return: 4.93 % Date: 11/30/2008
Return: 13.42 % Date: 10/31/2008
Return: 45.42 % Date: 9/30/2008
Return: 5.00 % Date: 8/31/2008
Return: 0.04 % Date: 7/31/2008
Return: -5.37 % Date: 6/30/2008
Return: 3.26 % Date: 5/31/2008
Return: -0.47 % Date: 4/30/2008
Return: -7.42 % Date: 3/31/2008
Return: -2.11 % Date: 2/29/2008
Return: 29.19 % Date: 1/31/2008
Return: 16.24 % Date: 12/31/2007
Return: 5.01 % Date: 11/30/2007
Return: -3.17 % Date: 10/31/2007
Return: 9.40 % Date: 9/30/2007
Return: 15.59 % Date: 8/31/2007
Return: -3.39 % Date: 7/31/2007
Return: -16.70 % Date: 6/30/2007
Return: 4.41 % Date: 5/31/2007
Return: 9.10 % Date: 4/30/2007
Return: 4.58 % Date: 3/31/2007
Return: -8.58 % Date: 2/28/2007
Return: -11.48 % Date: 1/31/2007
Return: 1.41 % Date: 12/31/2006
Return: 2.21 % Date: 11/30/2006
Return: 5.36 % Date: 10/31/2006
Return: 0.69 % Date: 9/30/2006
Return: 0.30 % Date: 8/31/2006
Return: -1.25 % Date: 7/31/2006
Return: -1.32 % Date: 6/30/2006
Return: -2.80 % Date: 5/31/2006
Return: 0.06 % Date: 4/30/2006
Return: 12.86 % Date: 3/31/2006
Return: 12.65 % Date: 2/28/2006
Return: -2.50 % Date: 1/31/2006
Return: 12.01 % Date: 12/31/2005
Return: 3.55 % Date: 11/30/2005
Return: 13.39 % Date: 10/31/2005
Return: -0.21 % Date: 9/30/2005
Return: 15.96 % Date: 8/31/2005
Return: 8.02 % Date: 7/31/2005
Return: 2.02 % Date: 6/30/2005
Return: 3.39 % Date: 5/31/2005
Return: -0.83 % Date: 4/30/2005
Return: -8.14 % Date: 3/31/2005
Return: -6.40 % Date: 2/28/2005
Return: 5.13 % Date: 1/31/2005
Return: -5.51 % Date: 12/31/2004
Return: -3.21 % Date: 11/30/2004
Return: 10.95 % Date: 10/31/2004
Return: -1.06 % Date: 9/30/2004
Return: -0.34 % Date: 8/31/2004
Return: -10.41 % Date: 7/31/2004
Return: -2.35 % Date: 6/30/2004
Return: 0.28 % Date: 5/31/2004
Return: -1.45 % Date: 4/30/2004
Return: -1.26 % Date: 3/31/2004
Return: 0.56 % Date: 2/29/2004
Return: 0.25 % Date: 1/31/2004
Return: -0.12 % Date: 12/31/2003
Return: 0.14 % Date: 11/30/2003
Return: 0.08 % Date: 10/31/2003
Return: 1.21 % Date: 9/30/2003
Return: 15.72 % Date: 8/31/2003
Return: 1.68 % Date: 7/31/2003
Return: -0.24 % Date: 6/30/2003
Return: -0.34 % Date: 5/31/2003
Return: 0.39 % Date: 4/30/2003
Return: 0.09 % Date: 3/31/2003
Return: -0.03 % Date: 2/28/2003
Return: -0.06 % Date: 1/31/2003
Return: 0.13 % Date: 12/31/2002
Return: 0.37 % Date: 11/30/2002
Return: -0.06 % Date: 10/31/2002
Return: -0.04 % Date: 9/30/2002
Return: 0.14 % Date: 8/31/2002
Return: -0.09 % Date: 7/31/2002
Return: 14.86 % Date: 6/30/2002
Return: 16.44 % Date: 5/31/2002
Return: 3.84 % Date: 4/30/2002
Return: -2.87 % Date: 3/31/2002
Return: -8.85 % Date: 2/28/2002
Return: 2.60 % Date: 1/31/2002
Return: -3.28 % Date: 12/31/2001
Return: -3.43 % Date: 11/30/2001
Return: -20.02 % Date: 10/31/2001
Return: 8.94 % Date: 9/30/2001
Return: 16.35 % Date: 8/31/2001
Return: 1.90 % Date: 7/31/2001
Return: 2.39 % Date: 6/30/2001
Return: -1.34 % Date: 5/31/2001
Return: 0.55 % Date: 4/30/2001
Return: -18.44 % Date: 3/31/2001
Return: 8.51 % Date: 2/28/2001
Return: 4.53 % Date: 1/31/2001
Return: -1.77 % Date: 12/31/2000
Return: 14.71 % Date: 11/30/2000
Return: 12.62 % Date: 10/31/2000
Return: 3.57 % Date: 9/30/2000
Return: -0.84 % Date: 8/31/2000
Return: 9.90 % Date: 7/31/2000
Return: -2.59 % Date: 6/30/2000
Return: -7.23 % Date: 5/31/2000
Return: 9.18 % Date: 4/30/2000
Return: -12.97 % Date: 3/31/2000
Return: -11.14 % Date: 2/29/2000
Return: 5.52 % Date: 1/31/2000
Return: 3.63 % Date: 12/31/1999
Return: 13.91 % Date: 11/30/1999
Return: 16.68 % Date: 10/31/1999
Return: -16.61 % Date: 9/30/1999
Return: 6.92 % Date: 8/31/1999
Return: 5.33 % Date: 7/31/1999
Return: -3.31 % Date: 6/30/1999
Return: 2.74 % Date: 5/31/1999
Return: -16.03 % Date: 4/30/1999
Return: 19.34 % Date: 3/31/1999
Return: -21.29 % Date: 2/28/1999
Return: 7.66 % Date: 1/31/1999
Return: -5.41 % Date: 12/31/1998
Return: 1.57 % Date: 11/30/1998
Return: -7.87 % Date: 10/31/1998
Return: -10.09 % Date: 9/30/1998
Return: -3.29 % Date: 8/31/1998
Return: 16.20 % Date: 7/31/1998
Return: 7.74 % Date: 6/30/1998
Return: 3.77 % Date: 5/31/1998
Return: 6.34 % Date: 4/30/1998
Return: 0.58 % Date: 3/31/1998
Return: 0.05 % Date: 2/28/1998
Return: 1.70 % Date: 1/31/1998
Return: 6.81 % Date: 12/31/1997
Return: 4.42 % Date: 11/30/1997
Return: -6.70 % Date: 10/31/1997
Return: 13.61 % Date: 9/30/1997
Return: 3.20 % Date: 8/31/1997
Return: -4.62 % Date: 7/31/1997
Return: -1.83 % Date: 6/30/1997
Return: -19.13 % Date: 5/31/1997
Return: -7.40 % Date: 4/30/1997
Return: -9.59 % Date: 3/31/1997
Return: -2.66 % Date: 2/28/1997
Return: 11.39 % Date: 1/31/1997
Return: -1.50 % Date: 12/31/1996
Return: 7.58 % Date: 11/30/1996
Return: 15.10 % Date: 10/31/1996
Return: 3.79 % Date: 9/30/1996
Return: 10.09 % Date: 8/31/1996
Return: -2.17 % Date: 7/31/1996
Return: -17.62 % Date: 6/30/1996
Return: 10.60 % Date: 5/31/1996
Return: -8.66 % Date: 4/30/1996
Return: 13.30 % Date: 3/31/1996
Return: 8.41 % Date: 2/29/1996
Return: -11.64 % Date: 1/31/1996
Return: 1.46 % Date: 12/31/1995
Return: 8.84 % Date: 11/30/1995
Return: 9.17 % Date: 10/31/1995
Return: 2.94 % Date: 9/30/1995
Return: -0.30 % Date: 8/31/1995
Return: 4.72 % Date: 7/31/1995
Return: -6.00 % Date: 6/30/1995
Return: 7.45 % Date: 5/31/1995
Return: 1.24 % Date: 4/30/1995
Return: 3.61 % Date: 3/31/1995
Return: 13.66 % Date: 2/28/1995
Return: 9.33 % Date: 1/31/1995
Return: -4.97 % Date: 12/31/1994
Return: 4.46 % Date: 11/30/1994
Return: 10.10 % Date: 10/31/1994
Return: -4.89 % Date: 9/30/1994
Return: 9.16 % Date: 8/31/1994
Return: 0.41 % Date: 7/31/1994
Return: -2.05 % Date: 6/30/1994
Return: 10.41 % Date: 5/31/1994
Return: 13.87 % Date: 4/30/1994
Return: -7.23 % Date: 3/31/1994
Return: 1.80 % Date: 2/28/1994
Return: 1.69 % Date: 1/31/1994
Return: -2.62 % Date: 12/31/1993
Return: 10.24 % Date: 11/30/1993
Return: -2.41 % Date: 10/31/1993
Return: 3.67 % Date: 9/30/1993
Return: -5.62 % Date: 8/31/1993
Return: -3.56 % Date: 7/31/1993
Return: 1.54 % Date: 6/30/1993
Return: 2.19 % Date: 5/31/1993
Return: 2.79 % Date: 4/30/1993
Return: 18.14 % Date: 3/31/1993
Return: 0.66 % Date: 2/28/1993
Return: 1.96 % Date: 1/31/1993
Return: 3.79 % Date: 12/31/1992
Return: 1.45 % Date: 11/30/1992
Return: 2.52 % Date: 10/31/1992
Return: -5.10 % Date: 9/30/1992
Return: -2.95 % Date: 8/31/1992
Return: 0.72 % Date: 7/31/1992
Return: 16.60 % Date: 6/30/1992
Return: 3.65 % Date: 5/31/1992
Return: 0.55 % Date: 4/30/1992
Return: -5.48 % Date: 3/31/1992
Return: -3.70 % Date: 2/29/1992
Return: -8.36 % Date: 1/31/1992
Return: -5.95 % Date: 12/31/1991
Return: 9.90 % Date: 11/30/1991
Return: 2.04 % Date: 10/31/1991
Return: -1.05 % Date: 9/30/1991
Return: 0.81 % Date: 8/31/1991
Return: -7.01 % Date: 7/31/1991
Return: -0.46 % Date: 6/30/1991
Return: 0.91 % Date: 5/31/1991
Return: 2.92 % Date: 4/30/1991
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 04/91 - 02/17
Return: 21.00 %
Count: 1 Return: -23.00 %
Count: 1 Return: 45.00 %
Count: 1 Return: 29.00 %
Count: 1 Return: 12.00 %
Count: 3 Return: -20.00 %
Count: 1 Return: -13.00 %
Count: 1 Return: -11.00 %
Count: 4 Return: -17.00 %
Count: 2 Return: -16.00 %
Count: 1 Return: 19.00 %
Count: 3 Return: -21.00 %
Count: 2 Return: 16.00 %
Count: 8 Return: 6.00 %
Count: 5 Return: -19.00 %
Count: 1 Return: -10.00 %
Count: 6 Return: 15.00 %
Count: 4 Return: -18.00 %
Count: 5 Return: 11.00 %
Count: 5 Return: -9.00 %
Count: 7 Return: 13.00 %
Count: 9 Return: 8.00 %
Count: 7 Return: -12.00 %
Count: 3 Return: 5.00 %
Count: 15 Return: 7.00 %
Count: 8 Return: 9.00 %
Count: 14 Return: 14.00 %
Count: 5 Return: -2.00 %
Count: 12 Return: 18.00 %
Count: 3 Return: -3.00 %
Count: 17 Return: 17.00 %
Count: 2 Return: 4.00 %
Count: 19 Return: -5.00 %
Count: 9 Return: -4.00 %
Count: 5 Return: -8.00 %
Count: 5 Return: -6.00 %
Count: 9 Return: 10.00 %
Count: 7 Return: 2.00 %
Count: 14 Return: -1.00 %
Count: 17 Return: -7.00 %
Count: 7 Return: 1.00 %
Count: 20 Return: 3.00 %
Count: 10 Return: 0.00 %
Count: 32
Note: All performance data is since program inception.

Underwater Curve
Date Range: 04/91 - 02/17
Date: 2/28/2017
Drawdown: -15.73 % Date: 1/31/2017
Drawdown: -10.52 % Date: 12/31/2016
Drawdown: -10.46 % Date: 11/30/2016
Drawdown: 0.00 % Date: 10/31/2016
Drawdown: -4.10 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -5.45 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: -3.15 % Date: 5/31/2016
Drawdown: -18.31 % Date: 4/30/2016
Drawdown: -12.78 % Date: 3/31/2016
Drawdown: -16.23 % Date: 2/29/2016
Drawdown: -7.76 % Date: 1/31/2016
Drawdown: -15.11 % Date: 12/31/2015
Drawdown: -14.54 % Date: 11/30/2015
Drawdown: -6.49 % Date: 10/31/2015
Drawdown: -22.81 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: -6.65 % Date: 7/31/2015
Drawdown: -2.60 % Date: 6/30/2015
Drawdown: -9.84 % Date: 5/31/2015
Drawdown: -4.94 % Date: 4/30/2015
Drawdown: -4.49 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.12 % 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: -10.92 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: -0.62 % Date: 7/31/2014
Drawdown: 0.00 % Date: 6/30/2014
Drawdown: -2.16 % Date: 5/31/2014
Drawdown: -10.52 % Date: 4/30/2014
Drawdown: -16.35 % Date: 3/31/2014
Drawdown: -25.69 % Date: 2/28/2014
Drawdown: -28.53 % Date: 1/31/2014
Drawdown: -34.71 % Date: 12/31/2013
Drawdown: -35.28 % Date: 11/30/2013
Drawdown: -38.16 % Date: 10/31/2013
Drawdown: -43.93 % Date: 9/30/2013
Drawdown: -45.50 % Date: 8/31/2013
Drawdown: -47.36 % Date: 7/31/2013
Drawdown: -41.62 % Date: 6/30/2013
Drawdown: -33.87 % Date: 5/31/2013
Drawdown: -36.43 % Date: 4/30/2013
Drawdown: -41.79 % Date: 3/31/2013
Drawdown: -41.48 % Date: 2/28/2013
Drawdown: -45.16 % Date: 1/31/2013
Drawdown: -38.35 % Date: 12/31/2012
Drawdown: -45.28 % Date: 11/30/2012
Drawdown: -48.94 % Date: 10/31/2012
Drawdown: -51.44 % Date: 9/30/2012
Drawdown: -41.00 % Date: 8/31/2012
Drawdown: -34.20 % Date: 7/31/2012
Drawdown: -27.46 % Date: 6/30/2012
Drawdown: -36.90 % Date: 5/31/2012
Drawdown: -23.29 % Date: 4/30/2012
Drawdown: -24.36 % Date: 3/31/2012
Drawdown: -23.41 % Date: 2/29/2012
Drawdown: -21.73 % Date: 1/31/2012
Drawdown: -19.98 % Date: 12/31/2011
Drawdown: -14.96 % Date: 11/30/2011
Drawdown: -13.67 % Date: 10/31/2011
Drawdown: -26.81 % Date: 9/30/2011
Drawdown: -6.85 % Date: 8/31/2011
Drawdown: -17.83 % Date: 7/31/2011
Drawdown: -15.07 % Date: 6/30/2011
Drawdown: -16.39 % Date: 5/31/2011
Drawdown: -9.48 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -3.29 % 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: -7.24 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -14.14 % Date: 8/31/2010
Drawdown: -24.50 % Date: 7/31/2010
Drawdown: -32.17 % Date: 6/30/2010
Drawdown: -27.49 % Date: 5/31/2010
Drawdown: -28.50 % Date: 4/30/2010
Drawdown: -12.31 % Date: 3/31/2010
Drawdown: -16.80 % Date: 2/28/2010
Drawdown: -20.09 % Date: 1/31/2010
Drawdown: -18.92 % Date: 12/31/2009
Drawdown: -7.83 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -4.64 % Date: 9/30/2009
Drawdown: -1.29 % Date: 8/31/2009
Drawdown: 0.00 % Date: 7/31/2009
Drawdown: -2.16 % Date: 6/30/2009
Drawdown: -2.65 % Date: 5/31/2009
Drawdown: -2.37 % Date: 4/30/2009
Drawdown: -0.44 % Date: 3/31/2009
Drawdown: -1.65 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: -0.76 % 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: -7.42 % Date: 8/31/2008
Drawdown: -11.83 % Date: 7/31/2008
Drawdown: -11.86 % Date: 6/30/2008
Drawdown: -6.86 % Date: 5/31/2008
Drawdown: -9.80 % Date: 4/30/2008
Drawdown: -9.37 % Date: 3/31/2008
Drawdown: -2.11 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: 0.00 % Date: 12/31/2007
Drawdown: -0.24 % Date: 11/30/2007
Drawdown: -5.00 % Date: 10/31/2007
Drawdown: -1.89 % Date: 9/30/2007
Drawdown: -10.32 % Date: 8/31/2007
Drawdown: -22.42 % Date: 7/31/2007
Drawdown: -19.69 % Date: 6/30/2007
Drawdown: -3.60 % Date: 5/31/2007
Drawdown: -7.67 % Date: 4/30/2007
Drawdown: -15.37 % Date: 3/31/2007
Drawdown: -19.08 % Date: 2/28/2007
Drawdown: -11.48 % Date: 1/31/2007
Drawdown: 0.00 % Date: 12/31/2006
Drawdown: 0.00 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: -4.34 % Date: 9/30/2006
Drawdown: -5.00 % Date: 8/31/2006
Drawdown: -5.28 % Date: 7/31/2006
Drawdown: -4.08 % Date: 6/30/2006
Drawdown: -2.80 % Date: 5/31/2006
Drawdown: 0.00 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: 0.00 % Date: 2/28/2006
Drawdown: -2.50 % Date: 1/31/2006
Drawdown: 0.00 % Date: 12/31/2005
Drawdown: 0.00 % Date: 11/30/2005
Drawdown: 0.00 % Date: 10/31/2005
Drawdown: -0.21 % Date: 9/30/2005
Drawdown: 0.00 % Date: 8/31/2005
Drawdown: -12.76 % Date: 7/31/2005
Drawdown: -19.24 % Date: 6/30/2005
Drawdown: -20.84 % Date: 5/31/2005
Drawdown: -23.43 % Date: 4/30/2005
Drawdown: -22.79 % Date: 3/31/2005
Drawdown: -15.95 % Date: 2/28/2005
Drawdown: -10.20 % Date: 1/31/2005
Drawdown: -14.59 % Date: 12/31/2004
Drawdown: -9.60 % Date: 11/30/2004
Drawdown: -6.61 % Date: 10/31/2004
Drawdown: -15.82 % Date: 9/30/2004
Drawdown: -14.92 % Date: 8/31/2004
Drawdown: -14.63 % Date: 7/31/2004
Drawdown: -4.71 % Date: 6/30/2004
Drawdown: -2.42 % Date: 5/31/2004
Drawdown: -2.69 % Date: 4/30/2004
Drawdown: -1.26 % Date: 3/31/2004
Drawdown: 0.00 % Date: 2/29/2004
Drawdown: 0.00 % Date: 1/31/2004
Drawdown: -0.12 % Date: 12/31/2003
Drawdown: 0.00 % Date: 11/30/2003
Drawdown: 0.00 % Date: 10/31/2003
Drawdown: 0.00 % Date: 9/30/2003
Drawdown: 0.00 % Date: 8/31/2003
Drawdown: -3.93 % Date: 7/31/2003
Drawdown: -5.52 % Date: 6/30/2003
Drawdown: -5.29 % Date: 5/31/2003
Drawdown: -4.97 % Date: 4/30/2003
Drawdown: -5.34 % Date: 3/31/2003
Drawdown: -5.42 % Date: 2/28/2003
Drawdown: -5.39 % Date: 1/31/2003
Drawdown: -5.34 % Date: 12/31/2002
Drawdown: -5.46 % Date: 11/30/2002
Drawdown: -5.81 % Date: 10/31/2002
Drawdown: -5.75 % Date: 9/30/2002
Drawdown: -5.71 % Date: 8/31/2002
Drawdown: -5.85 % Date: 7/31/2002
Drawdown: -5.76 % Date: 6/30/2002
Drawdown: -17.95 % Date: 5/31/2002
Drawdown: -29.54 % Date: 4/30/2002
Drawdown: -32.14 % Date: 3/31/2002
Drawdown: -30.14 % Date: 2/28/2002
Drawdown: -23.35 % Date: 1/31/2002
Drawdown: -25.30 % Date: 12/31/2001
Drawdown: -22.76 % Date: 11/30/2001
Drawdown: -20.02 % Date: 10/31/2001
Drawdown: 0.00 % Date: 9/30/2001
Drawdown: -1.78 % Date: 8/31/2001
Drawdown: -15.58 % Date: 7/31/2001
Drawdown: -17.16 % Date: 6/30/2001
Drawdown: -19.09 % Date: 5/31/2001
Drawdown: -17.99 % Date: 4/30/2001
Drawdown: -18.44 % Date: 3/31/2001
Drawdown: 0.00 % Date: 2/28/2001
Drawdown: 0.00 % Date: 1/31/2001
Drawdown: -3.16 % Date: 12/31/2000
Drawdown: -1.41 % Date: 11/30/2000
Drawdown: -14.05 % Date: 10/31/2000
Drawdown: -23.69 % Date: 9/30/2000
Drawdown: -26.32 % Date: 8/31/2000
Drawdown: -25.69 % Date: 7/31/2000
Drawdown: -32.39 % Date: 6/30/2000
Drawdown: -30.59 % Date: 5/31/2000
Drawdown: -25.18 % Date: 4/30/2000
Drawdown: -31.47 % Date: 3/31/2000
Drawdown: -21.26 % Date: 2/29/2000
Drawdown: -11.38 % Date: 1/31/2000
Drawdown: -16.02 % Date: 12/31/1999
Drawdown: -18.96 % Date: 11/30/1999
Drawdown: -28.86 % Date: 10/31/1999
Drawdown: -39.03 % Date: 9/30/1999
Drawdown: -26.88 % Date: 8/31/1999
Drawdown: -31.62 % Date: 7/31/1999
Drawdown: -35.08 % Date: 6/30/1999
Drawdown: -32.85 % Date: 5/31/1999
Drawdown: -34.64 % Date: 4/30/1999
Drawdown: -22.17 % Date: 3/31/1999
Drawdown: -34.78 % Date: 2/28/1999
Drawdown: -17.14 % Date: 1/31/1999
Drawdown: -23.04 % Date: 12/31/1998
Drawdown: -18.63 % Date: 11/30/1998
Drawdown: -19.89 % Date: 10/31/1998
Drawdown: -13.05 % Date: 9/30/1998
Drawdown: -3.29 % Date: 8/31/1998
Drawdown: 0.00 % Date: 7/31/1998
Drawdown: -8.40 % Date: 6/30/1998
Drawdown: -14.98 % Date: 5/31/1998
Drawdown: -18.07 % Date: 4/30/1998
Drawdown: -22.95 % Date: 3/31/1998
Drawdown: -23.40 % Date: 2/28/1998
Drawdown: -23.43 % Date: 1/31/1998
Drawdown: -24.71 % Date: 12/31/1997
Drawdown: -29.51 % Date: 11/30/1997
Drawdown: -32.50 % Date: 10/31/1997
Drawdown: -27.65 % Date: 9/30/1997
Drawdown: -36.32 % Date: 8/31/1997
Drawdown: -38.29 % Date: 7/31/1997
Drawdown: -35.30 % Date: 6/30/1997
Drawdown: -34.10 % Date: 5/31/1997
Drawdown: -18.51 % Date: 4/30/1997
Drawdown: -11.99 % Date: 3/31/1997
Drawdown: -2.66 % Date: 2/28/1997
Drawdown: 0.00 % Date: 1/31/1997
Drawdown: -1.50 % Date: 12/31/1996
Drawdown: 0.00 % Date: 11/30/1996
Drawdown: 0.00 % Date: 10/31/1996
Drawdown: -7.91 % Date: 9/30/1996
Drawdown: -11.28 % Date: 8/31/1996
Drawdown: -19.41 % Date: 7/31/1996
Drawdown: -17.62 % Date: 6/30/1996
Drawdown: 0.00 % Date: 5/31/1996
Drawdown: -8.66 % Date: 4/30/1996
Drawdown: 0.00 % Date: 3/31/1996
Drawdown: -4.21 % Date: 2/29/1996
Drawdown: -11.64 % Date: 1/31/1996
Drawdown: 0.00 % Date: 12/31/1995
Drawdown: 0.00 % Date: 11/30/1995
Drawdown: 0.00 % Date: 10/31/1995
Drawdown: 0.00 % Date: 9/30/1995
Drawdown: -1.86 % Date: 8/31/1995
Drawdown: -1.56 % Date: 7/31/1995
Drawdown: -6.00 % 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: 0.00 % Date: 2/28/1995
Drawdown: 0.00 % Date: 1/31/1995
Drawdown: -4.97 % Date: 12/31/1994
Drawdown: 0.00 % Date: 11/30/1994
Drawdown: 0.00 % Date: 10/31/1994
Drawdown: -4.89 % Date: 9/30/1994
Drawdown: 0.00 % Date: 8/31/1994
Drawdown: -1.65 % Date: 7/31/1994
Drawdown: -2.05 % Date: 6/30/1994
Drawdown: 0.00 % Date: 5/31/1994
Drawdown: 0.00 % Date: 4/30/1994
Drawdown: -7.23 % Date: 3/31/1994
Drawdown: 0.00 % Date: 2/28/1994
Drawdown: -0.97 % Date: 1/31/1994
Drawdown: -2.62 % Date: 12/31/1993
Drawdown: 0.00 % Date: 11/30/1993
Drawdown: -7.91 % Date: 10/31/1993
Drawdown: -5.64 % Date: 9/30/1993
Drawdown: -8.98 % Date: 8/31/1993
Drawdown: -3.56 % Date: 7/31/1993
Drawdown: 0.00 % Date: 6/30/1993
Drawdown: 0.00 % Date: 5/31/1993
Drawdown: 0.00 % Date: 4/30/1993
Drawdown: 0.00 % Date: 3/31/1993
Drawdown: -2.02 % Date: 2/28/1993
Drawdown: -2.67 % Date: 1/31/1993
Drawdown: -4.54 % Date: 12/31/1992
Drawdown: -8.02 % Date: 11/30/1992
Drawdown: -9.34 % Date: 10/31/1992
Drawdown: -11.57 % Date: 9/30/1992
Drawdown: -6.81 % Date: 8/31/1992
Drawdown: -3.98 % Date: 7/31/1992
Drawdown: -4.67 % Date: 6/30/1992
Drawdown: -18.24 % Date: 5/31/1992
Drawdown: -21.12 % Date: 4/30/1992
Drawdown: -21.55 % Date: 3/31/1992
Drawdown: -17.00 % Date: 2/29/1992
Drawdown: -13.81 % Date: 1/31/1992
Drawdown: -5.95 % Date: 12/31/1991
Drawdown: 0.00 % Date: 11/30/1991
Drawdown: -5.78 % Date: 10/31/1991
Drawdown: -7.67 % Date: 9/30/1991
Drawdown: -6.69 % Date: 8/31/1991
Drawdown: -7.44 % Date: 7/31/1991
Drawdown: -0.46 % Date: 6/30/1991
Drawdown: 0.00 % Date: 5/31/1991
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Dreiss Research Corporation
Address: 47 Colony Park Circle
City: Galveston
State: HI
Zip: 77551
Country: USA
Key People
Name:  Edward William Dreiss
Position:  Principal
Biography: 

Edward William Dreiss graduated from the Massachusetts Institute of Technology in 1964 with a Bachelor of Science in electrical engineering. In 1966 he received an MBA from Harvard Business School, with a concentration in Bayesian decision theory. He worked for several years after graduation in mathematical and financial modeling, specializing in game theory. During this time he became interested in commodity futures, using pattern recognition and Fourier analysis to explore the markets. In 1973, after five years of research into technical trading systems for commodities, he took a position with E.F. Hutton & Co. in San Francisco as a commodity broker. In 1975, he left to become a principal of and the chief trader for Commodity Consultants, Inc., one of the first firms to manage large amounts of risk capital using mechanical trading methods. In 1976, Mr. Dreiss established San Miguel Associates, of which he is President and sole shareholder. From 1976 to 1984, San Miguel Associates was an active Commodity Trading Advisor managing commodity accounts marketed through major brokerage firms. In 1984, Mr. Dreiss turned his attention to computer consulting and commercial software development, while continuing to trade commodities for his own account. Mr. Dreiss is one of the pioneers of the commodity managed account industry and is responsible for a number of technological innovations related to trading managed commodity accounts. He was the first Commodity Trading Advisor to balance diversified portfolios on the basis of expected risk per trade and originated the concept of trading a short term system only in the direction of the longer term trend. He has continued his research into innovative approaches to commodity trading, including original research on artificial intelligence and the development of an expert systems shell which uses a Holland classifier as the decision engine. He is currently involved in the refinement of trading methods based on his research on the application of fractal geometry to market analysis. This work has led to the development of mechanical systems based on pure pattern recognition and the formulation of the Choppiness Index, a unique indicator which attempts to distinguish orderly (trending) from choppy (consolidating) markets without regard to market direction.


Additional Information

The Program Performance information presented in this and other areas of the www.managedfutures.com website was prepared by Altegris Clearing Solutions, LLC, an affiliate within the Altegris Group of Companies, based upon information provided by each respective manager of commodity futures and foreign currency trading programs tracked by Altegris Clearing Solutions and its affiliates. The Program Performance information does not contain opinion or analysis of Altegris Clearing Solutions or any of its affiliates, and the completeness and accuracy of performance information reported to Altegris Clearing Solutions cannot in all cases be independently verified. See “Additional Information” at the end of this page for further details regarding the presentation of performance. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.