Buy NowClass A Performance
Total Performance since July 2001 + 108,07 % *Comparative Statistics*
| Since Inception | HI Varengold CTA Hedge A | Stock Index | Managed Futures Index | Bonds Index |
|---|---|---|---|---|
| Total Performance | 108,07% | 35,04% | 69,70% | 71,95% |
| Annualised Compound Return | 8,24% | 3,30% | 5,88% | 6,03% |
| Annualised Standard Deviation (Risk) | 8,02% | 17,00% | 7,00% | 4,62% |
| Annualised Sharpe Ratio (1%) | 0,91 | 0,22 | 0,71 | 1,08 |
| Monthly Percent Profitable | 62,16% | 59,46% | 57,66% | 65,77% |
| Monthly Maximum Profit | 9,31% | 11,32% | 6,45% | 5,07% |
| Monthly Maximum Loss | -4,7% | -18,93% | -4,62% | -2,15% |
| Maximum Drawdown | -9,01% | -53,65% | -7,74% | -4,48% |
Chart Monthly Returns
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CTA Hedge Class A Monthly Return Data
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | -1,31% | -0,76% | 2,39% | 1,13% | -0,61% | -0,75% | -2,10% | 0,99% | 1,41% | |||
| 2009 | 1,25% | -0,26% | -0,90% | -0,54% | 1,11% | -1,76% | -0,48% | 1,45% | 1,00% | -0,65% | 0,42% | -2,74% |
| 2008 | 0,33% | 4,20% | 0,61% | 1,24% | 0,65% | 1,28% | -2,56% | -0,31% | -1,38% | 9,31% | 1,22% | 0,68% |
| 2007 | 2,70% | -0,76% | -2,89% | 1,88% | 1,01% | 1,21% | 2,06% | -2,52% | 1,27% | 0,75% | 2,64% | 0,46% |
| 2006 | 2,06% | -1,53% | 2,12% | 1,46% | -0,96% | 0,71% | -1,43% | -0,10% | -1,18% | 1,27% | -0,31% | 2,12% |
| 2005 | -1,94% | 1,91% | 1,19% | -1,75% | 2,41% | 2,76% | 0,59% | 1,01% | 1,18% | -0,85% | 2,63% | -0,96% |
| 2004 | 2,10% | 4,59% | -0,19% | -4,38% | 0,41% | -1,57% | -1,06% | 0,62% | 1,39% | 2,12% | 4,90% | 0,51% |
| 2003 | 4,58% | 5,69% | -4,70% | 1,10% | 3,94% | -1,57% | -1,66% | 1,39% | -0,91% | 3,64% | 0,29% | 2,50% |
| 2002 | -4,15% | -2,55% | 1,71% | -1,62% | 2,03% | 6,73% | 3,32% | 2,90% | 3,37% | -2,56% | -1,95% | 5,87% |
| 2001 | % | % | % | % | % | % | 1,11% | 1,37% | 2,34% | 3,57% | -3,08% | 0,51% |
Distribution*
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*The HI Varengold CTA Hedge was initially founded in January 2006, and began actively trading in June 2006. The performance figures from before this date are back calculations with fees included. The stock index (world wide) is represented by the MSCI World Gross Index, the Managed Futures Index is represented by the Barclay CTA Index, and the bond index (world wide) is represented by the Bloomberg Bond Indices. Historical performance is no guarantee of future returns.