 |
 |
 |
 |
 |
 |
INVESTMENT MANAGEMENT
> Program Overview
> Performance Data
-
> Conservative Program
> Moderate Program
> Aggressive Program
Aggressive Program
The chart will appear within this DIV. This text will be replaced by the chart.
Performance Summary
(returns are net of all fees)| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
| 2007 | 9.37 | (1.78) | 7.42% | ||||||||||
| 2008 | 10.01 | (1.57) | 10.99 | 14.41 | (5.40) | 6.35 | (12.76) | 22.74 | 1.76 | 32.73 | (2.92) | 2.09 | 98.28% |
| 2009 | 17.11 | (11.07) | (16.97) | 11.94 | (25.25) | (13.42) | (15.69) | 12.89 | 4.02 | (6.01) | 12.90 | (1.43) | (35.24%) |
| 2010 | (7.29) | (5.75) | 11.28 | (8.29) | 30.23 | 9.09 | (9.56) | 14.59% |
| PERFORMANCE METRICS |
| Monthly | |
| Compound ROR (%) Average Gain (%) Average Loss (%) |
1.40 12.94 -9.08 |
| Annualized | |
|
Compound ROR (%) Standard Deviation (%) Gain Deviation (%) Loss Deviation (%) Sharpe Ratio (4%) Sharpe Ratio (0%) Sortino Ratio (4%) Sortino Ratio (0%) |
18.11 46.88 30.20 22.80 0.49 0.58 0.84 1.01 |
| Since Inception |
Calmar Ratio Max Drawdown |
0.30 59.51 |
Home | Investment Management | The FX Market | Open An Account | About Invariant | Contact Us
Copyright 2009. Invariant Capital Management LLC.
FOR INFORMATION ONLY. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.