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Charts

1. Portfolio Equity

2. Underwater Equity

3. Profit Table

YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
2011-1.6%2.5%10.7%-2.7%5.1%2.0%-4.5%4.4%10.4%1.2%0.1%14.7%48.8%
20124.9%8.0%1.8%4.4%-2.4%3.4%-6.5%-2.4%-4.6%-6.3%7.5%-4.7%1.7%
2013-3.7%2.4%3.4%7.1%10.8%7.0%-2.0%6.4%-0.3%6.3%4.8%2.6%53.6%
20142.4%-2.1%0.4%3.7%-4.0%-0.6%3.0%-2.0%4.1%2.5%-1.1%-0.9%5.0%
20154.3%3.0%7.1%-5.3%6.0%5.0%6.7%7.3%-0.7%-3.8%-1.5%2.1%33.2%
2016-7.2%3.5%-2.7%-0.9%3.9%2.5%1.7%2.0%1.7%4.5%-3.0%-1.9%3.5%
20173.1%1.4%-0.3%2.0%-0.9%-0.8%-2.1%-0.9%-0.8%0.5%1.2%-2.8%-0.5%
20182.1%8.6%0.9%1.5%4.2%-3.6%2.1%-0.2%3.0%3.1%2.9%1.7%29.0%
20191.2%-3.2%3.1%1.5%-3.3%0.0%4.7%2.8%5.8%1.6%0.8%2.2%18.3%
20203.3%-2.1%-5.9%8.1%3.7%1.8%2.4%5.7%3.1%-0.9%1.8%1.2%23.6%
20214.8%8.5%-5.9%1.5%1.8%-4.7%1.4%5.1%2.1%4.0%-1.0%-0.7%17.3%
20222.0%-5.7%0.1%-4.0%-1.2%N/AN/AN/AN/AN/AN/AN/A-8.8%
Avg1.3%2.1%1.1%1.4%2.0%1.1%0.6%2.6%2.2%1.2%1.1%1.2% 

4.Absolute Profit Table (in Thousands)

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution