Long Term Currency Program Rolling Returns Analysis
Rolling Returns Performance
(returns are net of all fees)
| 1 Month | 6 Month | 1 Year | 3 Year | 5 Year | 10 Year | |
| Number of Periods | 245 | 240 | 234 | 210 | 186 | 126 |
| Percentage Profitable | 58.78% | 73.75% | 79.91% | 89.05% | 100.00% | 100.00% |
| Average Period Return | 1.14% | 7.72% | 16.12% | 54.36% | 111.56% | 274.30% |
| Average Gain | 3.00% | 11.79% | 21.32% | 61.46% | 111.56% | 274.30% |
| Average Loss | -1.38% | -3.72% | -4.54% | -3.41% | n/a | n/a |
| Best Period | 18.91% | 55.62% | 85.00% | 191.79% | 348.17% | 1141.53% |
| Worst Period | -5.24% | -9.76% | -10.94% | 11.47% | 3.41% | 27.83% |
The consistency and asymmetry of the Long Term Currency program’s returns over different market cycles and time periods is evidenced by rolling returns.
Distribution of Annualized Rolling Returns
FOR INFORMATION ONLY. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
