Performance
Monthly percentage composite performance since inception:
Volatility Arbitrage Program:
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | - | (10.93) | 1.35 | (4.05) | (2.03) | 8.71 | 6.59 | (1.66) |
| 2010 | (1.37) | 0.47 | 2.31 | (1.75) | (11.55) | 8.32 | (7.79) | 7.82 | (4.90) | (3.39) | (1.36) | 3.17 | (12.05) |
| 2011 | (7.83) | (4.33) | 2.65 |
VIX Portfolio Hedging (VXH) Program:
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | - | - | - | - | - | - | - | - | - | - | - | 0.22 | 0.22 |
| 2011 | (5.26) | (7.66) | (9.76) | - | - | - | - | - | - | - | - | - | - |
Performance calculations are net of all fees and commissions.