Systematic Trading Fund Performance
| YEAR |
2007 |
2008 |
2009 |
2010 |
2011 |
2012 |
2013 |
2014 |
| January |
|
18.39% |
0.37% |
0.43% |
0.00% |
0.52% |
-0.49% |
-2.87% |
| February |
|
-7.20% |
8.37% |
-1.38% |
1.36% |
-3.03% |
0.43% |
3.92% |
| March |
|
13.13% |
-1.47% |
3.58% |
3.22% |
-1.06% |
-2.85% |
2.20% |
| April |
|
4.42% |
-0.89% |
2.61% |
-0.79% |
-1.68% |
1.88% |
-0.30% |
| May |
|
-6.29% |
1.87% |
2.82% |
-2.01% |
3.30% |
-2.01% |
2.96% |
| June |
|
12.78% |
2.68% |
1.37% |
3.05% |
1.73% |
-1.56% |
2.32% |
| July |
|
3.99% |
1.89% |
1.63% |
1.37% |
0.43% |
-1.72% |
1.04% |
| August |
|
-2.15% |
-2.02% |
0.93% |
1.98% |
-5.74% |
-2.80% |
-0.62% |
| September |
|
-9.38% |
1.00% |
0.58% |
1.30% |
2.62% |
-5.23% |
|
| October |
|
18.02% |
2.21% |
1.38% |
0.79% |
-2.86% |
0.81% |
|
| November |
|
1.67% |
-0.78% |
1.11% |
-1.87% |
0.72% |
-2.67% |
|
| December |
1.04% |
-14.14% |
-1.61% |
-0.33% |
-0.23% |
-3.09 |
-0.40% |
|
| YEAR |
1.04% |
30.30% |
11.78% |
15.68% |
8.24% |
-8.26% |
-15.61% |
8.80% |
