RL Capital Performance
Assets Under Management: $6.2M
|
Historic Returns
|
Return Statistics
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Quantitative Statistics
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Performance Metrics
|
| RL Capital Managed Account Program | S&P 500 | Newedge CTA Index | |
|---|---|---|---|
| Total Return Since Inception | 45.80% | -2.45% | 18.91% |
| Compound Annual Growth Rate (CAGR) | 7.83% | -0.50% | 3.53% |
| Average 12-Month Rolling Return | 21.92% | -15.41% | 6.87% |
| Winning Months: | 62.16% | 54.05% | 56.76% |
| Average Monthly Return: | 0.78% | 0.11% | 0.32% |
| Losing Months (%): | 37.84% | 45.95% | 43.24% |
| Lowest Monthly Return: | -9.84% | -16.83% | -4.07% |
| Average Winning Month: | 4.61% | 3.48% | 2.19% |
| Average Losing Month: | -3.80% | -5.37% | -1.91% |
| Annual Standard Deviation: | 19.10% | 18.84% | 8.21% |
| Annual Downside Standard Deviation: | 12.29% | 15.43% | 6.79% |
| Sharpe Ratio (5% RFR): | 0.07% | -0.06% | -0.04% |
| Sortino Ratio (5% RFR): | 0.07% | -0.11% | -0.07% |
| Max Drawdown Since Inception: | -13.22% | -52.56% | -6.55% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| 2011 | 1.97% | 0.95% | -2.94% | 5.20% | -6.67% | -3.86% | 3.65% | 2.11% | -8.14% | -6.75% | -4.02% | -0.88% | -18.66% |
| 2010 | -6.00% | -4.10% | 2.15% | -0.34% | -0.24% | -3.81% | -6.64% | 2.39% | 10.74% | 10.22% | -2.32% | 5.02% | 5.40% |
| 2009 | -2.05% | -1.03% | -5.26% | -0.43% | 8.68% | -2.84% | 1.44% | 5.82% | -5.48% | -1.28% | 3.02% | -3.47% | -3.82% |
| 2008 | 7.80% | 16.63% | 2.96% | -4.99% | 0.03% | 1.28% | -9.84% | 1.44% | 0.90% | 12.19% | 0.21% | 1.07% | 30.65% |
| 2007 | 4.22% | 1.45% | -0.49% | 13.70% | -5.52% | 2.47% | 2.21% | -4.46% | 7.19% | 7.31% | 2.62% | 1.37% | 35.33% |
NAV Growth
Trading futures and options involves substantial risk of loss no matter who is managing your money and is not suitable for all investors. Past performance is not indicative of future results.