Kottke-Strategic Ag - Grains Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD |
| 2012 | 0.50 | | | | | | | | | | | | 0.50 |
| 2011 | -2.91 | 4.10 | 2.06 | 6.33 | 0.86 | -1.67 | -3.39 | 0.17 | -2.70 | 2.92 | -2.92 | -0.53 | 2.32 |
| 2010 | 1.54 | -2.56 | -4.31 | -1.93 | -1.47 | 2.12 | -2.72 | -2.51 | 3.67 | 2.65 | 1.39 | 2.15 | -1.99 |
| 2009 | 3.86 | 2.27 | -3.59 | 9.60 | 2.97 | 2.00 | -4.76 | -1.38 | 1.94 | -1.20 | -1.40 | -2.03 | 8.28 |
| 2008 | 4.49 | 12.08 | -0.07 | -2.58 | -3.14 | 9.31 | -6.88 | 6.77 | -2.37 | -0.40 | 1.68 | 4.00 | 22.89 |
| 2007 | -4.06 | -8.84 | 1.48 | 6.22 | 0.66 | 7.84 | 1.79 | 7.72 | 17.54 | -6.14 | -1.38 | 1.13 | 23.95 |
| 2006 | 0.11 | 5.21 | 3.03 | 0.18 | -2.54 | -5.37 | 0.87 | -1.70 | -0.48 | 6.22 | 8.93 | -2.36 | 12.09 |
| 2005 | | | | | | | | -6.00 | 5.08 | -5.46 | 1.13 | -2.96 | -8.20 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURES RESULTS.
Risks and Returns *
| Winning Months |
42 |
| Losing Months |
36 |
| % of Profitable Months |
54% |
| Average Winning months |
3.97% |
| Average Losing months |
-2.96% |
| Max peak-to-valley (%) |
-14.36% |
| Max peak-to-valley (months) |
31 |
| Monthly Standard Deviation |
4.58% |
*All numbers above as of 1/31/2012
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
|
Correlations *
| Annual Sharpe Ratio |
0.46 |
| S&P |
0.048 |
| Barclay |
0.420 |
*All numbers above as of 1/31/2012
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURES RESULTS.
|