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d3js: Return, Cumulative Return, Drawdown, and Drought line graphs with tooltips.
Raw
README.md

d3js: Return, Cumulative Return, Drawdown, and Drought line graphs with tooltips.

Raw
data.json
[
{
"date" : "1997-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 0.0119,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0123,
"Cumulative Return" : 0.024346,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0078,
"Cumulative Return" : 0.032336,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0086,
"Cumulative Return" : 0.041214,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0156,
"Cumulative Return" : 0.057457,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0212,
"Cumulative Return" : 0.079875,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0193,
"Cumulative Return" : 0.10072,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0134,
"Cumulative Return" : 0.11547,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0122,
"Cumulative Return" : 0.12908,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.01,
"Cumulative Return" : 0.14037,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0,
"Cumulative Return" : 0.14037,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0068,
"Cumulative Return" : 0.14812,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0145,
"Cumulative Return" : 0.16477,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 0.18177,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0144,
"Cumulative Return" : 0.19879,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0126,
"Cumulative Return" : 0.2139,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0056,
"Cumulative Return" : 0.22069,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-06-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0006,
"Cumulative Return" : 0.21996,
"Drawdown" : -0.0006,
"Drought" : 1
},
{
"date" : "1998-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.006,
"Cumulative Return" : 0.22728,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-08-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0319,
"Cumulative Return" : 0.18813,
"Drawdown" : -0.0319,
"Drought" : 5
},
{
"date" : "1998-09-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0196,
"Cumulative Return" : 0.16484,
"Drawdown" : -0.050875,
"Drought" : 7
},
{
"date" : "1998-10-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0214,
"Cumulative Return" : 0.13992,
"Drawdown" : -0.071186,
"Drought" : 12
},
{
"date" : "1998-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0269,
"Cumulative Return" : 0.17058,
"Drawdown" : -0.046201,
"Drought" : 9
},
{
"date" : "1998-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0113,
"Cumulative Return" : 0.18381,
"Drawdown" : -0.035423,
"Drought" : 9
},
{
"date" : "1999-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0219,
"Cumulative Return" : 0.20973,
"Drawdown" : -0.014299,
"Drought" : 9
},
{
"date" : "1999-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0082,
"Cumulative Return" : 0.21965,
"Drawdown" : -0.006216,
"Drought" : 9
},
{
"date" : "1999-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0136,
"Cumulative Return" : 0.23624,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0243,
"Cumulative Return" : 0.26628,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0166,
"Cumulative Return" : 0.2873,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0102,
"Cumulative Return" : 0.30043,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0101,
"Cumulative Return" : 0.31357,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0048,
"Cumulative Return" : 0.31987,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0096,
"Cumulative Return" : 0.33254,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0045,
"Cumulative Return" : 0.33854,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0124,
"Cumulative Return" : 0.35514,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.014,
"Cumulative Return" : 0.37411,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0227,
"Cumulative Return" : 0.4053,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Convertible Arbitrage",
"Return" : 0.0267,
"Cumulative Return" : 0.44282,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0243,
"Cumulative Return" : 0.47788,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0223,
"Cumulative Return" : 0.51084,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0149,
"Cumulative Return" : 0.53335,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0179,
"Cumulative Return" : 0.5608,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0093,
"Cumulative Return" : 0.57531,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0162,
"Cumulative Return" : 0.60083,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0141,
"Cumulative Return" : 0.6234,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0052,
"Cumulative Return" : 0.63185,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-11-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0081,
"Cumulative Return" : 0.61863,
"Drawdown" : -0.0081,
"Drought" : 2
},
{
"date" : "2000-12-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0002,
"Cumulative Return" : 0.6183,
"Drawdown" : -0.0082984,
"Drought" : 3
},
{
"date" : "2001-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0344,
"Cumulative Return" : 0.67397,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0182,
"Cumulative Return" : 0.70444,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0162,
"Cumulative Return" : 0.73205,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0157,
"Cumulative Return" : 0.75925,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0033,
"Cumulative Return" : 0.76505,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0012,
"Cumulative Return" : 0.76717,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0091,
"Cumulative Return" : 0.78325,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0142,
"Cumulative Return" : 0.80857,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0078,
"Cumulative Return" : 0.82268,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0117,
"Cumulative Return" : 0.844,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.008,
"Cumulative Return" : 0.85876,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-12-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0094,
"Cumulative Return" : 0.84128,
"Drawdown" : -0.0094,
"Drought" : 2
},
{
"date" : "2002-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0148,
"Cumulative Return" : 0.86854,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-02-28",
"variable" : "Convertible Arbitrage",
"Return" : -0.0049,
"Cumulative Return" : 0.85938,
"Drawdown" : -0.0049,
"Drought" : 1
},
{
"date" : "2002-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.86923,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0096,
"Cumulative Return" : 0.88718,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0033,
"Cumulative Return" : 0.89341,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0004,
"Cumulative Return" : 0.89416,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-07-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0159,
"Cumulative Return" : 0.86405,
"Drawdown" : -0.0159,
"Drought" : 6
},
{
"date" : "2002-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.005,
"Cumulative Return" : 0.87337,
"Drawdown" : -0.01098,
"Drought" : 4
},
{
"date" : "2002-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 0.90072,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0104,
"Cumulative Return" : 0.92049,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0251,
"Cumulative Return" : 0.96869,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0157,
"Cumulative Return" : 0.9996,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0283,
"Cumulative Return" : 1.0562,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 1.0835,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0089,
"Cumulative Return" : 1.1021,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.015,
"Cumulative Return" : 1.1336,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0136,
"Cumulative Return" : 1.1626,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0058,
"Cumulative Return" : 1.1501,
"Drawdown" : -0.0058,
"Drought" : 1
},
{
"date" : "2003-07-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0072,
"Cumulative Return" : 1.1346,
"Drawdown" : -0.012958,
"Drought" : 2
},
{
"date" : "2003-08-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0087,
"Cumulative Return" : 1.116,
"Drawdown" : -0.021546,
"Drought" : 4
},
{
"date" : "2003-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0171,
"Cumulative Return" : 1.1522,
"Drawdown" : -0.0048139,
"Drought" : 4
},
{
"date" : "2003-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 1.1836,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0092,
"Cumulative Return" : 1.2037,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 1.2156,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 1.242,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "Convertible Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 1.2458,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0061,
"Cumulative Return" : 1.2595,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.002,
"Cumulative Return" : 1.264,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-05-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0128,
"Cumulative Return" : 1.235,
"Drawdown" : -0.0128,
"Drought" : 4
},
{
"date" : "2004-06-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0106,
"Cumulative Return" : 1.2114,
"Drawdown" : -0.023264,
"Drought" : 6
},
{
"date" : "2004-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0013,
"Cumulative Return" : 1.2142,
"Drawdown" : -0.021995,
"Drought" : 7
},
{
"date" : "2004-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.004,
"Cumulative Return" : 1.2231,
"Drawdown" : -0.018083,
"Drought" : 7
},
{
"date" : "2004-09-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0017,
"Cumulative Return" : 1.2193,
"Drawdown" : -0.019752,
"Drought" : 8
},
{
"date" : "2004-10-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0044,
"Cumulative Return" : 1.2095,
"Drawdown" : -0.024065,
"Drought" : 10
},
{
"date" : "2004-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0081,
"Cumulative Return" : 1.2274,
"Drawdown" : -0.01616,
"Drought" : 10
},
{
"date" : "2004-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0056,
"Cumulative Return" : 1.2399,
"Drawdown" : -0.01065,
"Drought" : 11
},
{
"date" : "2005-01-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0096,
"Cumulative Return" : 1.2184,
"Drawdown" : -0.020148,
"Drought" : 12
},
{
"date" : "2005-02-28",
"variable" : "Convertible Arbitrage",
"Return" : -0.0058,
"Cumulative Return" : 1.2055,
"Drawdown" : -0.025831,
"Drought" : 14
},
{
"date" : "2005-03-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.014,
"Cumulative Return" : 1.1747,
"Drawdown" : -0.03947,
"Drought" : 17
},
{
"date" : "2005-04-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0316,
"Cumulative Return" : 1.1059,
"Drawdown" : -0.069822,
"Drought" : 24
},
{
"date" : "2005-05-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0133,
"Cumulative Return" : 1.0779,
"Drawdown" : -0.082194,
"Drought" : 27
},
{
"date" : "2005-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0107,
"Cumulative Return" : 1.1002,
"Drawdown" : -0.072373,
"Drought" : 27
},
{
"date" : "2005-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0164,
"Cumulative Return" : 1.1346,
"Drawdown" : -0.05716,
"Drought" : 26
},
{
"date" : "2005-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0066,
"Cumulative Return" : 1.1487,
"Drawdown" : -0.050937,
"Drought" : 27
},
{
"date" : "2005-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0142,
"Cumulative Return" : 1.1792,
"Drawdown" : -0.037461,
"Drought" : 23
},
{
"date" : "2005-10-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0015,
"Cumulative Return" : 1.1759,
"Drawdown" : -0.038904,
"Drought" : 24
},
{
"date" : "2005-11-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2005-12-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2006-01-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2006-02-28",
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},
{
"date" : "2006-03-31",
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},
{
"date" : "2006-04-30",
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},
{
"date" : "2006-05-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2006-06-30",
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},
{
"date" : "2006-07-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2006-08-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2006-09-30",
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},
{
"date" : "2006-10-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2006-11-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2006-12-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-01-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-02-28",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-03-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-04-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-05-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-06-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-07-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-08-31",
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},
{
"date" : "2007-09-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-10-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-11-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-12-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-01-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-02-29",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-03-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-04-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-05-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-06-30",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-07-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2008-08-31",
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},
{
"date" : "2008-09-30",
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"Drawdown" : -0.16993,
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},
{
"date" : "2008-10-31",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.27261,
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},
{
"date" : "2008-11-30",
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"Drawdown" : -0.29269,
"Drought" : 84
},
{
"date" : "2008-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0177,
"Cumulative Return" : 0.88382,
"Drawdown" : -0.28017,
"Drought" : 80
},
{
"date" : "2009-01-31",
"variable" : "Convertible Arbitrage",
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"Cumulative Return" : 0.97632,
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"Drought" : 73
},
{
"date" : "2009-02-28",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.23244,
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},
{
"date" : "2009-03-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2009-04-30",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.17512,
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},
{
"date" : "2009-05-31",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.12745,
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},
{
"date" : "2009-06-30",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.10642,
"Drought" : 36
},
{
"date" : "2009-07-31",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.051818,
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},
{
"date" : "2009-08-31",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.021951,
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},
{
"date" : "1997-01-31",
"variable" : "CTA Global",
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"Drawdown" : -0,
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},
{
"date" : "1997-02-28",
"variable" : "CTA Global",
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},
{
"date" : "1997-03-31",
"variable" : "CTA Global",
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},
{
"date" : "1997-04-30",
"variable" : "CTA Global",
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},
{
"date" : "1997-05-31",
"variable" : "CTA Global",
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},
{
"date" : "1997-06-30",
"variable" : "CTA Global",
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},
{
"date" : "1997-07-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.11968,
"Drawdown" : -0,
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},
{
"date" : "1997-08-31",
"variable" : "CTA Global",
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},
{
"date" : "1997-09-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.087844,
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},
{
"date" : "1997-10-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.077183,
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},
{
"date" : "1997-11-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.091509,
"Drawdown" : -0.025163,
"Drought" : 4
},
{
"date" : "1997-12-31",
"variable" : "CTA Global",
"Return" : 0.0286,
"Cumulative Return" : 0.12273,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-01-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.1344,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-02-28",
"variable" : "CTA Global",
"Return" : -0.0065,
"Cumulative Return" : 0.12703,
"Drawdown" : -0.0065,
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},
{
"date" : "1998-03-31",
"variable" : "CTA Global",
"Return" : 0.0122,
"Cumulative Return" : 0.14078,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.10701,
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},
{
"date" : "1998-05-31",
"variable" : "CTA Global",
"Return" : 0.0193,
"Cumulative Return" : 0.12838,
"Drawdown" : -0.010871,
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},
{
"date" : "1998-06-30",
"variable" : "CTA Global",
"Return" : 0.0051,
"Cumulative Return" : 0.13413,
"Drawdown" : -0.0058267,
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},
{
"date" : "1998-07-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.133,
"Drawdown" : -0.0068209,
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},
{
"date" : "1998-08-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.21129,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-09-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.26628,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-10-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.26679,
"Drawdown" : -0,
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},
{
"date" : "1998-11-30",
"variable" : "CTA Global",
"Return" : -0.0089,
"Cumulative Return" : 0.25551,
"Drawdown" : -0.0089,
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},
{
"date" : "1998-12-31",
"variable" : "CTA Global",
"Return" : 0.0221,
"Cumulative Return" : 0.28326,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-01-31",
"variable" : "CTA Global",
"Return" : -0.0167,
"Cumulative Return" : 0.26183,
"Drawdown" : -0.0167,
"Drought" : 4
},
{
"date" : "1999-02-28",
"variable" : "CTA Global",
"Return" : 0.0197,
"Cumulative Return" : 0.28669,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-03-31",
"variable" : "CTA Global",
"Return" : -0.0065,
"Cumulative Return" : 0.27832,
"Drawdown" : -0.0065,
"Drought" : 3
},
{
"date" : "1999-04-30",
"variable" : "CTA Global",
"Return" : 0.021,
"Cumulative Return" : 0.30517,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.28559,
"Drawdown" : -0.015,
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},
{
"date" : "1999-06-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.31567,
"Drawdown" : -0,
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},
{
"date" : "1999-07-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.30896,
"Drawdown" : -0.0051,
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},
{
"date" : "1999-08-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.30543,
"Drawdown" : -0.0077862,
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},
{
"date" : "1999-09-30",
"variable" : "CTA Global",
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},
{
"date" : "1999-10-31",
"variable" : "CTA Global",
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},
{
"date" : "1999-11-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.28831,
"Drawdown" : -0.020796,
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},
{
"date" : "1999-12-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.30661,
"Drawdown" : -0.0068912,
"Drought" : 6
},
{
"date" : "2000-01-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.32333,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "CTA Global",
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"Cumulative Return" : 0.32042,
"Drawdown" : -0.0022,
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},
{
"date" : "2000-03-31",
"variable" : "CTA Global",
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"Drawdown" : -0.01597,
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},
{
"date" : "2000-04-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.27082,
"Drawdown" : -0.039685,
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},
{
"date" : "2000-05-31",
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},
{
"date" : "2000-06-30",
"variable" : "CTA Global",
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},
{
"date" : "2000-07-31",
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},
{
"date" : "2000-08-31",
"variable" : "CTA Global",
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},
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},
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},
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"date" : "2000-11-30",
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},
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},
{
"date" : "2001-01-31",
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},
{
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},
{
"date" : "2001-03-31",
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"Cumulative Return" : 0.46502,
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},
{
"date" : "2001-04-30",
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},
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"date" : "2001-05-31",
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},
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"date" : "2001-06-30",
"variable" : "CTA Global",
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},
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"date" : "2001-07-31",
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},
{
"date" : "2001-08-31",
"variable" : "CTA Global",
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},
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"date" : "2001-09-30",
"variable" : "CTA Global",
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},
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"date" : "2001-10-31",
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"Drawdown" : -0,
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},
{
"date" : "2001-11-30",
"variable" : "CTA Global",
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"Cumulative Return" : 0.43051,
"Drawdown" : -0.0543,
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},
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"date" : "2001-12-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.45168,
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},
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"date" : "2002-01-31",
"variable" : "CTA Global",
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"Cumulative Return" : 0.44123,
"Drawdown" : -0.047213,
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},
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"date" : "2002-02-28",
"variable" : "CTA Global",
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"Cumulative Return" : 0.41211,
"Drawdown" : -0.06646,
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},
{
"date" : "2002-03-31",
"variable" : "CTA Global",
"Return" : 0.0009,
"Cumulative Return" : 0.41338,
"Drawdown" : -0.06562,
"Drought" : 12
},
{
"date" : "2002-04-30",
"variable" : "CTA Global",
"Return" : -0.0104,
"Cumulative Return" : 0.39869,
"Drawdown" : -0.075337,
"Drought" : 16
},
{
"date" : "2002-05-31",
"variable" : "CTA Global",
"Return" : 0.027,
"Cumulative Return" : 0.43645,
"Drawdown" : -0.050371,
"Drought" : 14
},
{
"date" : "2002-06-30",
"variable" : "CTA Global",
"Return" : 0.0655,
"Cumulative Return" : 0.53054,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-07-31",
"variable" : "CTA Global",
"Return" : 0.0413,
"Cumulative Return" : 0.59375,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-08-31",
"variable" : "CTA Global",
"Return" : 0.022,
"Cumulative Return" : 0.62881,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-09-30",
"variable" : "CTA Global",
"Return" : 0.0284,
"Cumulative Return" : 0.67507,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-10-31",
"variable" : "CTA Global",
"Return" : -0.0376,
"Cumulative Return" : 0.61209,
"Drawdown" : -0.0376,
"Drought" : 2
},
{
"date" : "2002-11-30",
"variable" : "CTA Global",
"Return" : -0.0164,
"Cumulative Return" : 0.58565,
"Drawdown" : -0.053383,
"Drought" : 4
},
{
"date" : "2002-12-31",
"variable" : "CTA Global",
"Return" : 0.0489,
"Cumulative Return" : 0.66319,
"Drawdown" : -0.0070938,
"Drought" : 3
},
{
"date" : "2003-01-31",
"variable" : "CTA Global",
"Return" : 0.0441,
"Cumulative Return" : 0.73653,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-02-28",
"variable" : "CTA Global",
"Return" : 0.0402,
"Cumulative Return" : 0.80634,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-03-31",
"variable" : "CTA Global",
"Return" : -0.0445,
"Cumulative Return" : 0.72596,
"Drawdown" : -0.0445,
"Drought" : 2
},
{
"date" : "2003-04-30",
"variable" : "CTA Global",
"Return" : 0.0065,
"Cumulative Return" : 0.73718,
"Drawdown" : -0.038289,
"Drought" : 2
},
{
"date" : "2003-05-31",
"variable" : "CTA Global",
"Return" : 0.049,
"Cumulative Return" : 0.8223,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "CTA Global",
"Return" : -0.0192,
"Cumulative Return" : 0.78731,
"Drawdown" : -0.0192,
"Drought" : 4
},
{
"date" : "2003-07-31",
"variable" : "CTA Global",
"Return" : -0.0171,
"Cumulative Return" : 0.75675,
"Drawdown" : -0.035972,
"Drought" : 5
},
{
"date" : "2003-08-31",
"variable" : "CTA Global",
"Return" : 0.0078,
"Cumulative Return" : 0.77045,
"Drawdown" : -0.028452,
"Drought" : 6
},
{
"date" : "2003-09-30",
"variable" : "CTA Global",
"Return" : -0.0019,
"Cumulative Return" : 0.76709,
"Drawdown" : -0.030298,
"Drought" : 7
},
{
"date" : "2003-10-31",
"variable" : "CTA Global",
"Return" : 0.0104,
"Cumulative Return" : 0.78547,
"Drawdown" : -0.020213,
"Drought" : 8
},
{
"date" : "2003-11-30",
"variable" : "CTA Global",
"Return" : 0.0018,
"Cumulative Return" : 0.78868,
"Drawdown" : -0.01845,
"Drought" : 9
},
{
"date" : "2003-12-31",
"variable" : "CTA Global",
"Return" : 0.0381,
"Cumulative Return" : 0.85683,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "CTA Global",
"Return" : 0.0199,
"Cumulative Return" : 0.89378,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "CTA Global",
"Return" : 0.0529,
"Cumulative Return" : 0.99396,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "CTA Global",
"Return" : -0.0051,
"Cumulative Return" : 0.98379,
"Drawdown" : -0.0051,
"Drought" : 1
},
{
"date" : "2004-04-30",
"variable" : "CTA Global",
"Return" : -0.0532,
"Cumulative Return" : 0.87825,
"Drawdown" : -0.058029,
"Drought" : 3
},
{
"date" : "2004-05-31",
"variable" : "CTA Global",
"Return" : -0.0118,
"Cumulative Return" : 0.85609,
"Drawdown" : -0.069144,
"Drought" : 5
},
{
"date" : "2004-06-30",
"variable" : "CTA Global",
"Return" : -0.0316,
"Cumulative Return" : 0.79744,
"Drawdown" : -0.098559,
"Drought" : 16
},
{
"date" : "2004-07-31",
"variable" : "CTA Global",
"Return" : -0.0119,
"Cumulative Return" : 0.77605,
"Drawdown" : -0.10929,
"Drought" : 17
},
{
"date" : "2004-08-31",
"variable" : "CTA Global",
"Return" : -0.0084,
"Cumulative Return" : 0.76113,
"Drawdown" : -0.11677,
"Drought" : 18
},
{
"date" : "2004-09-30",
"variable" : "CTA Global",
"Return" : 0.022,
"Cumulative Return" : 0.79987,
"Drawdown" : -0.097337,
"Drought" : 19
},
{
"date" : "2004-10-31",
"variable" : "CTA Global",
"Return" : 0.0358,
"Cumulative Return" : 0.86431,
"Drawdown" : -0.065022,
"Drought" : 9
},
{
"date" : "2004-11-30",
"variable" : "CTA Global",
"Return" : 0.0475,
"Cumulative Return" : 0.95286,
"Drawdown" : -0.02061,
"Drought" : 9
},
{
"date" : "2004-12-31",
"variable" : "CTA Global",
"Return" : 0,
"Cumulative Return" : 0.95286,
"Drawdown" : -0.02061,
"Drought" : 10
},
{
"date" : "2005-01-31",
"variable" : "CTA Global",
"Return" : -0.0438,
"Cumulative Return" : 0.86733,
"Drawdown" : -0.063508,
"Drought" : 12
},
{
"date" : "2005-02-28",
"variable" : "CTA Global",
"Return" : 0.0005,
"Cumulative Return" : 0.86826,
"Drawdown" : -0.063039,
"Drought" : 13
},
{
"date" : "2005-03-31",
"variable" : "CTA Global",
"Return" : -0.0006,
"Cumulative Return" : 0.86714,
"Drawdown" : -0.063601,
"Drought" : 14
},
{
"date" : "2005-04-30",
"variable" : "CTA Global",
"Return" : -0.0354,
"Cumulative Return" : 0.80104,
"Drawdown" : -0.09675,
"Drought" : 26
},
{
"date" : "2005-05-31",
"variable" : "CTA Global",
"Return" : 0.0232,
"Cumulative Return" : 0.84283,
"Drawdown" : -0.075795,
"Drought" : 17
},
{
"date" : "2005-06-30",
"variable" : "CTA Global",
"Return" : 0.026,
"Cumulative Return" : 0.89074,
"Drawdown" : -0.051765,
"Drought" : 17
},
{
"date" : "2005-07-31",
"variable" : "CTA Global",
"Return" : -0.0013,
"Cumulative Return" : 0.88828,
"Drawdown" : -0.052998,
"Drought" : 18
},
{
"date" : "2005-08-31",
"variable" : "CTA Global",
"Return" : 0.01,
"Cumulative Return" : 0.90717,
"Drawdown" : -0.043528,
"Drought" : 18
},
{
"date" : "2005-09-30",
"variable" : "CTA Global",
"Return" : 0.0079,
"Cumulative Return" : 0.92223,
"Drawdown" : -0.035972,
"Drought" : 19
},
{
"date" : "2005-10-31",
"variable" : "CTA Global",
"Return" : -0.0092,
"Cumulative Return" : 0.90455,
"Drawdown" : -0.044841,
"Drought" : 20
},
{
"date" : "2005-11-30",
"variable" : "CTA Global",
"Return" : 0.0379,
"Cumulative Return" : 0.97673,
"Drawdown" : -0.0086403,
"Drought" : 21
},
{
"date" : "2005-12-31",
"variable" : "CTA Global",
"Return" : -0.0153,
"Cumulative Return" : 0.94649,
"Drawdown" : -0.023808,
"Drought" : 22
},
{
"date" : "2006-01-31",
"variable" : "CTA Global",
"Return" : 0.0174,
"Cumulative Return" : 0.98036,
"Drawdown" : -0.0068223,
"Drought" : 23
},
{
"date" : "2006-02-28",
"variable" : "CTA Global",
"Return" : -0.0186,
"Cumulative Return" : 0.94352,
"Drawdown" : -0.025295,
"Drought" : 24
},
{
"date" : "2006-03-31",
"variable" : "CTA Global",
"Return" : 0.0284,
"Cumulative Return" : 0.99872,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "CTA Global",
"Return" : 0.0387,
"Cumulative Return" : 1.0761,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-05-31",
"variable" : "CTA Global",
"Return" : -0.0146,
"Cumulative Return" : 1.0458,
"Drawdown" : -0.0146,
"Drought" : 1
},
{
"date" : "2006-06-30",
"variable" : "CTA Global",
"Return" : -0.0142,
"Cumulative Return" : 1.0167,
"Drawdown" : -0.028593,
"Drought" : 2
},
{
"date" : "2006-07-31",
"variable" : "CTA Global",
"Return" : -0.0216,
"Cumulative Return" : 0.97315,
"Drawdown" : -0.049575,
"Drought" : 29
},
{
"date" : "2006-08-31",
"variable" : "CTA Global",
"Return" : 0.002,
"Cumulative Return" : 0.97709,
"Drawdown" : -0.047674,
"Drought" : 30
},
{
"date" : "2006-09-30",
"variable" : "CTA Global",
"Return" : -0.0055,
"Cumulative Return" : 0.96622,
"Drawdown" : -0.052912,
"Drought" : 31
},
{
"date" : "2006-10-31",
"variable" : "CTA Global",
"Return" : 0.0102,
"Cumulative Return" : 0.98627,
"Drawdown" : -0.043252,
"Drought" : 32
},
{
"date" : "2006-11-30",
"variable" : "CTA Global",
"Return" : 0.0226,
"Cumulative Return" : 1.0312,
"Drawdown" : -0.021629,
"Drought" : 7
},
{
"date" : "2006-12-31",
"variable" : "CTA Global",
"Return" : 0.0146,
"Cumulative Return" : 1.0608,
"Drawdown" : -0.007345,
"Drought" : 8
},
{
"date" : "2007-01-31",
"variable" : "CTA Global",
"Return" : 0.0113,
"Cumulative Return" : 1.0841,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-02-28",
"variable" : "CTA Global",
"Return" : -0.0144,
"Cumulative Return" : 1.0541,
"Drawdown" : -0.0144,
"Drought" : 10
},
{
"date" : "2007-03-31",
"variable" : "CTA Global",
"Return" : -0.0141,
"Cumulative Return" : 1.0251,
"Drawdown" : -0.028297,
"Drought" : 11
},
{
"date" : "2007-04-30",
"variable" : "CTA Global",
"Return" : 0.0241,
"Cumulative Return" : 1.0739,
"Drawdown" : -0.0048789,
"Drought" : 12
},
{
"date" : "2007-05-31",
"variable" : "CTA Global",
"Return" : 0.023,
"Cumulative Return" : 1.1216,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "CTA Global",
"Return" : 0.0229,
"Cumulative Return" : 1.1702,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-07-31",
"variable" : "CTA Global",
"Return" : -0.0122,
"Cumulative Return" : 1.1437,
"Drawdown" : -0.0122,
"Drought" : 1
},
{
"date" : "2007-08-31",
"variable" : "CTA Global",
"Return" : -0.028,
"Cumulative Return" : 1.0837,
"Drawdown" : -0.039858,
"Drought" : 7
},
{
"date" : "2007-09-30",
"variable" : "CTA Global",
"Return" : 0.0469,
"Cumulative Return" : 1.1814,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-10-31",
"variable" : "CTA Global",
"Return" : 0.028,
"Cumulative Return" : 1.2425,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "CTA Global",
"Return" : -0.0016,
"Cumulative Return" : 1.2389,
"Drawdown" : -0.0016,
"Drought" : 1
},
{
"date" : "2007-12-31",
"variable" : "CTA Global",
"Return" : 0.0117,
"Cumulative Return" : 1.2651,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-01-31",
"variable" : "CTA Global",
"Return" : 0.0255,
"Cumulative Return" : 1.3229,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-02-29",
"variable" : "CTA Global",
"Return" : 0.062,
"Cumulative Return" : 1.4669,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-03-31",
"variable" : "CTA Global",
"Return" : -0.0056,
"Cumulative Return" : 1.4531,
"Drawdown" : -0.0056,
"Drought" : 1
},
{
"date" : "2008-04-30",
"variable" : "CTA Global",
"Return" : -0.0078,
"Cumulative Return" : 1.434,
"Drawdown" : -0.013356,
"Drought" : 2
},
{
"date" : "2008-05-31",
"variable" : "CTA Global",
"Return" : 0.0162,
"Cumulative Return" : 1.4734,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-06-30",
"variable" : "CTA Global",
"Return" : 0.033,
"Cumulative Return" : 1.555,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-07-31",
"variable" : "CTA Global",
"Return" : -0.0333,
"Cumulative Return" : 1.4699,
"Drawdown" : -0.0333,
"Drought" : 2
},
{
"date" : "2008-08-31",
"variable" : "CTA Global",
"Return" : -0.0114,
"Cumulative Return" : 1.4418,
"Drawdown" : -0.04432,
"Drought" : 6
},
{
"date" : "2008-09-30",
"variable" : "CTA Global",
"Return" : 0.001,
"Cumulative Return" : 1.4442,
"Drawdown" : -0.043365,
"Drought" : 7
},
{
"date" : "2008-10-31",
"variable" : "CTA Global",
"Return" : 0.0345,
"Cumulative Return" : 1.5286,
"Drawdown" : -0.010361,
"Drought" : 4
},
{
"date" : "2008-11-30",
"variable" : "CTA Global",
"Return" : 0.0214,
"Cumulative Return" : 1.5827,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-12-31",
"variable" : "CTA Global",
"Return" : 0.014,
"Cumulative Return" : 1.6188,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2009-01-31",
"variable" : "CTA Global",
"Return" : -0.0016,
"Cumulative Return" : 1.6146,
"Drawdown" : -0.0016,
"Drought" : 1
},
{
"date" : "2009-02-28",
"variable" : "CTA Global",
"Return" : -0.0031,
"Cumulative Return" : 1.6065,
"Drawdown" : -0.004695,
"Drought" : 2
},
{
"date" : "2009-03-31",
"variable" : "CTA Global",
"Return" : -0.018,
"Cumulative Return" : 1.5596,
"Drawdown" : -0.022611,
"Drought" : 4
},
{
"date" : "2009-04-30",
"variable" : "CTA Global",
"Return" : -0.014,
"Cumulative Return" : 1.5238,
"Drawdown" : -0.036294,
"Drought" : 10
},
{
"date" : "2009-05-31",
"variable" : "CTA Global",
"Return" : 0.0213,
"Cumulative Return" : 1.5775,
"Drawdown" : -0.015767,
"Drought" : 6
},
{
"date" : "2009-06-30",
"variable" : "CTA Global",
"Return" : -0.0147,
"Cumulative Return" : 1.5396,
"Drawdown" : -0.030235,
"Drought" : 12
},
{
"date" : "2009-07-31",
"variable" : "CTA Global",
"Return" : -0.0012,
"Cumulative Return" : 1.5366,
"Drawdown" : -0.031399,
"Drought" : 13
},
{
"date" : "2009-08-31",
"variable" : "CTA Global",
"Return" : 0.0054,
"Cumulative Return" : 1.5503,
"Drawdown" : -0.026169,
"Drought" : 14
},
{
"date" : "1997-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0178,
"Cumulative Return" : 0.0178,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0122,
"Cumulative Return" : 0.030217,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Distressed Securities",
"Return" : -0.0012,
"Cumulative Return" : 0.028981,
"Drawdown" : -0.0012,
"Drought" : 1
},
{
"date" : "1997-04-30",
"variable" : "Distressed Securities",
"Return" : 0.003,
"Cumulative Return" : 0.032068,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0233,
"Cumulative Return" : 0.056115,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0217,
"Cumulative Return" : 0.079033,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0234,
"Cumulative Return" : 0.10428,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0147,
"Cumulative Return" : 0.12052,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-09-30",
"variable" : "Distressed Securities",
"Return" : 0.035,
"Cumulative Return" : 0.15973,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Distressed Securities",
"Return" : -0.0064,
"Cumulative Return" : 0.15231,
"Drawdown" : -0.0064,
"Drought" : 1
},
{
"date" : "1997-11-30",
"variable" : "Distressed Securities",
"Return" : 0.0054,
"Cumulative Return" : 0.15853,
"Drawdown" : -0.0010346,
"Drought" : 2
},
{
"date" : "1997-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0073,
"Cumulative Return" : 0.16699,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0095,
"Cumulative Return" : 0.17808,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0227,
"Cumulative Return" : 0.20482,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0252,
"Cumulative Return" : 0.23518,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0165,
"Cumulative Return" : 0.25556,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0006,
"Cumulative Return" : 0.25631,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-06-30",
"variable" : "Distressed Securities",
"Return" : -0.0047,
"Cumulative Return" : 0.25041,
"Drawdown" : -0.0047,
"Drought" : 2
},
{
"date" : "1998-07-31",
"variable" : "Distressed Securities",
"Return" : -0.0069,
"Cumulative Return" : 0.24178,
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},
{
"date" : "1998-08-31",
"variable" : "Distressed Securities",
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},
{
"date" : "1998-09-30",
"variable" : "Distressed Securities",
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},
{
"date" : "1998-10-31",
"variable" : "Distressed Securities",
"Return" : -0.0029,
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},
{
"date" : "1998-11-30",
"variable" : "Distressed Securities",
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"Drawdown" : -0.10175,
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},
{
"date" : "1998-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0108,
"Cumulative Return" : 0.14067,
"Drawdown" : -0.092051,
"Drought" : 15
},
{
"date" : "1999-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0181,
"Cumulative Return" : 0.16132,
"Drawdown" : -0.075617,
"Drought" : 13
},
{
"date" : "1999-02-28",
"variable" : "Distressed Securities",
"Return" : -0.0021,
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"Drawdown" : -0.077558,
"Drought" : 17
},
{
"date" : "1999-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0159,
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"Drawdown" : -0.062891,
"Drought" : 14
},
{
"date" : "1999-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0418,
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"Drawdown" : -0.02372,
"Drought" : 13
},
{
"date" : "1999-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0207,
"Cumulative Return" : 0.2519,
"Drawdown" : -0.0035113,
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},
{
"date" : "1999-06-30",
"variable" : "Distressed Securities",
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.29688,
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"Drought" : 0
},
{
"date" : "1999-08-31",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.29948,
"Drawdown" : -0,
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},
{
"date" : "1999-09-30",
"variable" : "Distressed Securities",
"Return" : -0.0041,
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},
{
"date" : "1999-10-31",
"variable" : "Distressed Securities",
"Return" : 0.0027,
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"Drawdown" : -0.0014111,
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},
{
"date" : "1999-11-30",
"variable" : "Distressed Securities",
"Return" : 0.022,
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"Drawdown" : -0,
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},
{
"date" : "1999-12-31",
"variable" : "Distressed Securities",
"Return" : 0.03,
"Cumulative Return" : 0.36598,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0088,
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"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Distressed Securities",
"Return" : 0.0421,
"Cumulative Return" : 0.43601,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0103,
"Cumulative Return" : 0.4508,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Distressed Securities",
"Return" : -0.0101,
"Cumulative Return" : 0.43615,
"Drawdown" : -0.0101,
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},
{
"date" : "2000-05-31",
"variable" : "Distressed Securities",
"Return" : -0.0132,
"Cumulative Return" : 0.41719,
"Drawdown" : -0.023167,
"Drought" : 3
},
{
"date" : "2000-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0203,
"Cumulative Return" : 0.44596,
"Drawdown" : -0.003337,
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},
{
"date" : "2000-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0064,
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},
{
"date" : "2000-08-31",
"variable" : "Distressed Securities",
"Return" : 0.014,
"Cumulative Return" : 0.47559,
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},
{
"date" : "2000-09-30",
"variable" : "Distressed Securities",
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"Drawdown" : -0.0019,
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},
{
"date" : "2000-10-31",
"variable" : "Distressed Securities",
"Return" : -0.0073,
"Cumulative Return" : 0.46203,
"Drawdown" : -0.0091861,
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},
{
"date" : "2000-11-30",
"variable" : "Distressed Securities",
"Return" : -0.0209,
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"Drawdown" : -0.029894,
"Drought" : 9
},
{
"date" : "2000-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0001,
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"Drawdown" : -0.029797,
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},
{
"date" : "2001-01-31",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.47571,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-02-28",
"variable" : "Distressed Securities",
"Return" : 0.01,
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-03-31",
"variable" : "Distressed Securities",
"Return" : -0.0037,
"Cumulative Return" : 0.48496,
"Drawdown" : -0.0037,
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},
{
"date" : "2001-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0048,
"Cumulative Return" : 0.49208,
"Drawdown" : -0,
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},
{
"date" : "2001-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0235,
"Cumulative Return" : 0.52715,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-06-30",
"variable" : "Distressed Securities",
"Return" : 0.036,
"Cumulative Return" : 0.58213,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0073,
"Cumulative Return" : 0.59368,
"Drawdown" : -0,
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},
{
"date" : "2001-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0106,
"Cumulative Return" : 0.61057,
"Drawdown" : -0,
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},
{
"date" : "2001-09-30",
"variable" : "Distressed Securities",
"Return" : -0.0014,
"Cumulative Return" : 0.60831,
"Drawdown" : -0.0014,
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},
{
"date" : "2001-10-31",
"variable" : "Distressed Securities",
"Return" : 0.0103,
"Cumulative Return" : 0.62488,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-11-30",
"variable" : "Distressed Securities",
"Return" : 0.0086,
"Cumulative Return" : 0.63885,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0015,
"Cumulative Return" : 0.64131,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0186,
"Cumulative Return" : 0.67184,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-02-28",
"variable" : "Distressed Securities",
"Return" : -0.0033,
"Cumulative Return" : 0.66632,
"Drawdown" : -0.0033,
"Drought" : 1
},
{
"date" : "2002-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0052,
"Cumulative Return" : 0.67499,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0139,
"Cumulative Return" : 0.69827,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0091,
"Cumulative Return" : 0.71372,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-06-30",
"variable" : "Distressed Securities",
"Return" : -0.0117,
"Cumulative Return" : 0.69367,
"Drawdown" : -0.0117,
"Drought" : 2
},
{
"date" : "2002-07-31",
"variable" : "Distressed Securities",
"Return" : -0.0133,
"Cumulative Return" : 0.67115,
"Drawdown" : -0.024844,
"Drought" : 6
},
{
"date" : "2002-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0009,
"Cumulative Return" : 0.67265,
"Drawdown" : -0.023967,
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},
{
"date" : "2002-09-30",
"variable" : "Distressed Securities",
"Return" : -0.0044,
"Cumulative Return" : 0.66529,
"Drawdown" : -0.028261,
"Drought" : 8
},
{
"date" : "2002-10-31",
"variable" : "Distressed Securities",
"Return" : -0.0031,
"Cumulative Return" : 0.66013,
"Drawdown" : -0.031274,
"Drought" : 9
},
{
"date" : "2002-11-30",
"variable" : "Distressed Securities",
"Return" : 0.0239,
"Cumulative Return" : 0.69981,
"Drawdown" : -0.0081211,
"Drought" : 6
},
{
"date" : "2002-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0222,
"Cumulative Return" : 0.73754,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0243,
"Cumulative Return" : 0.77976,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0092,
"Cumulative Return" : 0.79614,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0113,
"Cumulative Return" : 0.81643,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0345,
"Cumulative Return" : 0.8791,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-05-31",
"variable" : "Distressed Securities",
"Return" : 0.027,
"Cumulative Return" : 0.92984,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0267,
"Cumulative Return" : 0.98136,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0117,
"Cumulative Return" : 1.0045,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0137,
"Cumulative Return" : 1.032,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-09-30",
"variable" : "Distressed Securities",
"Return" : 0.0242,
"Cumulative Return" : 1.0812,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-10-31",
"variable" : "Distressed Securities",
"Return" : 0.0267,
"Cumulative Return" : 1.1368,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-11-30",
"variable" : "Distressed Securities",
"Return" : 0.0154,
"Cumulative Return" : 1.1697,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0198,
"Cumulative Return" : 1.2126,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0301,
"Cumulative Return" : 1.2792,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "Distressed Securities",
"Return" : 0.0075,
"Cumulative Return" : 1.2963,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0046,
"Cumulative Return" : 1.3069,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0093,
"Cumulative Return" : 1.3283,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-05-31",
"variable" : "Distressed Securities",
"Return" : -0.001,
"Cumulative Return" : 1.326,
"Drawdown" : -0.001,
"Drought" : 1
},
{
"date" : "2004-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0202,
"Cumulative Return" : 1.373,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0019,
"Cumulative Return" : 1.3775,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0088,
"Cumulative Return" : 1.3984,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-09-30",
"variable" : "Distressed Securities",
"Return" : 0.0104,
"Cumulative Return" : 1.4234,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-10-31",
"variable" : "Distressed Securities",
"Return" : 0.0143,
"Cumulative Return" : 1.458,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-11-30",
"variable" : "Distressed Securities",
"Return" : 0.0337,
"Cumulative Return" : 1.5408,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0266,
"Cumulative Return" : 1.6084,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0037,
"Cumulative Return" : 1.6181,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0134,
"Cumulative Return" : 1.6532,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0032,
"Cumulative Return" : 1.6617,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-04-30",
"variable" : "Distressed Securities",
"Return" : -0.0052,
"Cumulative Return" : 1.6478,
"Drawdown" : -0.0052,
"Drought" : 2
},
{
"date" : "2005-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0006,
"Cumulative Return" : 1.6494,
"Drawdown" : -0.0046031,
"Drought" : 3
},
{
"date" : "2005-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0133,
"Cumulative Return" : 1.6846,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0173,
"Cumulative Return" : 1.7311,
"Drawdown" : -0,
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},
{
"date" : "2005-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0124,
"Cumulative Return" : 1.765,
"Drawdown" : -0,
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},
{
"date" : "2005-09-30",
"variable" : "Distressed Securities",
"Return" : 0.0112,
"Cumulative Return" : 1.7959,
"Drawdown" : -0,
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},
{
"date" : "2005-10-31",
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"Return" : -0.0032,
"Cumulative Return" : 1.787,
"Drawdown" : -0.0032,
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},
{
"date" : "2005-11-30",
"variable" : "Distressed Securities",
"Return" : 0.01,
"Cumulative Return" : 1.8148,
"Drawdown" : -0,
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},
{
"date" : "2005-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0122,
"Cumulative Return" : 1.8492,
"Drawdown" : -0,
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},
{
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"variable" : "Distressed Securities",
"Return" : 0.0253,
"Cumulative Return" : 1.9213,
"Drawdown" : -0,
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},
{
"date" : "2006-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0065,
"Cumulative Return" : 1.9403,
"Drawdown" : -0,
"Drought" : 0
},
{
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"variable" : "Distressed Securities",
"Return" : 0.0172,
"Cumulative Return" : 1.9908,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0193,
"Cumulative Return" : 2.0486,
"Drawdown" : -0,
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},
{
"date" : "2006-05-31",
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"Return" : 0.0086,
"Cumulative Return" : 2.0748,
"Drawdown" : -0,
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},
{
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"Return" : -0.0015,
"Cumulative Return" : 2.0702,
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},
{
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"Return" : 0.0009,
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"Drawdown" : -0.00060135,
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},
{
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"variable" : "Distressed Securities",
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"Drawdown" : -0,
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},
{
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"Return" : 0.0033,
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"Drawdown" : -0,
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},
{
"date" : "2006-10-31",
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"Cumulative Return" : 2.174,
"Drawdown" : -0,
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},
{
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"variable" : "Distressed Securities",
"Return" : 0.0179,
"Cumulative Return" : 2.2308,
"Drawdown" : -0,
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},
{
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"variable" : "Distressed Securities",
"Return" : 0.0165,
"Cumulative Return" : 2.2841,
"Drawdown" : -0,
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},
{
"date" : "2007-01-31",
"variable" : "Distressed Securities",
"Return" : 0.015,
"Cumulative Return" : 2.3334,
"Drawdown" : -0,
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},
{
"date" : "2007-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0145,
"Cumulative Return" : 2.3817,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0108,
"Cumulative Return" : 2.4182,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0164,
"Cumulative Return" : 2.4743,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Distressed Securities",
"Return" : 0.018,
"Cumulative Return" : 2.5368,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0027,
"Cumulative Return" : 2.5464,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-07-31",
"variable" : "Distressed Securities",
"Return" : -0.0056,
"Cumulative Return" : 2.5265,
"Drawdown" : -0.0056,
"Drought" : 2
},
{
"date" : "2007-08-31",
"variable" : "Distressed Securities",
"Return" : -0.0118,
"Cumulative Return" : 2.4849,
"Drawdown" : -0.017334,
"Drought" : 3
},
{
"date" : "2007-09-30",
"variable" : "Distressed Securities",
"Return" : 0.0095,
"Cumulative Return" : 2.518,
"Drawdown" : -0.0079986,
"Drought" : 4
},
{
"date" : "2007-10-31",
"variable" : "Distressed Securities",
"Return" : 0.0175,
"Cumulative Return" : 2.5796,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Distressed Securities",
"Return" : -0.0169,
"Cumulative Return" : 2.5191,
"Drawdown" : -0.0169,
"Drought" : 6
},
{
"date" : "2007-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0002,
"Cumulative Return" : 2.5198,
"Drawdown" : -0.016703,
"Drought" : 7
},
{
"date" : "2008-01-31",
"variable" : "Distressed Securities",
"Return" : -0.0233,
"Cumulative Return" : 2.4378,
"Drawdown" : -0.039614,
"Drought" : 9
},
{
"date" : "2008-02-29",
"variable" : "Distressed Securities",
"Return" : 0.0014,
"Cumulative Return" : 2.4426,
"Drawdown" : -0.03827,
"Drought" : 10
},
{
"date" : "2008-03-31",
"variable" : "Distressed Securities",
"Return" : -0.0126,
"Cumulative Return" : 2.3992,
"Drawdown" : -0.050387,
"Drought" : 12
},
{
"date" : "2008-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0088,
"Cumulative Return" : 2.4291,
"Drawdown" : -0.042031,
"Drought" : 12
},
{
"date" : "2008-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0137,
"Cumulative Return" : 2.4761,
"Drawdown" : -0.028907,
"Drought" : 12
},
{
"date" : "2008-06-30",
"variable" : "Distressed Securities",
"Return" : -0.0031,
"Cumulative Return" : 2.4653,
"Drawdown" : -0.031917,
"Drought" : 14
},
{
"date" : "2008-07-31",
"variable" : "Distressed Securities",
"Return" : -0.0182,
"Cumulative Return" : 2.4023,
"Drawdown" : -0.049536,
"Drought" : 16
},
{
"date" : "2008-08-31",
"variable" : "Distressed Securities",
"Return" : -0.0072,
"Cumulative Return" : 2.3778,
"Drawdown" : -0.05638,
"Drought" : 18
},
{
"date" : "2008-09-30",
"variable" : "Distressed Securities",
"Return" : -0.0518,
"Cumulative Return" : 2.2028,
"Drawdown" : -0.10526,
"Drought" : 22
},
{
"date" : "2008-10-31",
"variable" : "Distressed Securities",
"Return" : -0.0775,
"Cumulative Return" : 1.9546,
"Drawdown" : -0.1746,
"Drought" : 31
},
{
"date" : "2008-11-30",
"variable" : "Distressed Securities",
"Return" : -0.0435,
"Cumulative Return" : 1.826,
"Drawdown" : -0.21051,
"Drought" : 35
},
{
"date" : "2008-12-31",
"variable" : "Distressed Securities",
"Return" : -0.0197,
"Cumulative Return" : 1.7704,
"Drawdown" : -0.22606,
"Drought" : 39
},
{
"date" : "2009-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0082,
"Cumulative Return" : 1.7931,
"Drawdown" : -0.21971,
"Drought" : 40
},
{
"date" : "2009-02-28",
"variable" : "Distressed Securities",
"Return" : -0.0122,
"Cumulative Return" : 1.759,
"Drawdown" : -0.22923,
"Drought" : 42
},
{
"date" : "2009-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0022,
"Cumulative Return" : 1.7651,
"Drawdown" : -0.22754,
"Drought" : 42
},
{
"date" : "2009-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0387,
"Cumulative Return" : 1.8721,
"Drawdown" : -0.19764,
"Drought" : 39
},
{
"date" : "2009-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0504,
"Cumulative Return" : 2.0168,
"Drawdown" : -0.1572,
"Drought" : 37
},
{
"date" : "2009-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0198,
"Cumulative Return" : 2.0766,
"Drawdown" : -0.14052,
"Drought" : 34
},
{
"date" : "2009-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0311,
"Cumulative Return" : 2.1723,
"Drawdown" : -0.11379,
"Drought" : 33
},
{
"date" : "2009-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0244,
"Cumulative Return" : 2.2497,
"Drawdown" : -0.092163,
"Drought" : 32
},
{
"date" : "1997-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0791,
"Cumulative Return" : 0.0791,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0525,
"Cumulative Return" : 0.13575,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Emerging Markets",
"Return" : -0.012,
"Cumulative Return" : 0.12212,
"Drawdown" : -0.012,
"Drought" : 1
},
{
"date" : "1997-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0119,
"Cumulative Return" : 0.13548,
"Drawdown" : -0.0002428,
"Drought" : 2
},
{
"date" : "1997-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0315,
"Cumulative Return" : 0.17124,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0581,
"Cumulative Return" : 0.23929,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Emerging Markets",
"Return" : 0.056,
"Cumulative Return" : 0.30869,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0066,
"Cumulative Return" : 0.30006,
"Drawdown" : -0.0066,
"Drought" : 1
},
{
"date" : "1997-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0229,
"Cumulative Return" : 0.32983,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Emerging Markets",
"Return" : -0.0572,
"Cumulative Return" : 0.25376,
"Drawdown" : -0.0572,
"Drought" : 3
},
{
"date" : "1997-11-30",
"variable" : "Emerging Markets",
"Return" : -0.0378,
"Cumulative Return" : 0.20637,
"Drawdown" : -0.092838,
"Drought" : 5
},
{
"date" : "1997-12-31",
"variable" : "Emerging Markets",
"Return" : 0.016,
"Cumulative Return" : 0.22567,
"Drawdown" : -0.078323,
"Drought" : 6
},
{
"date" : "1998-01-31",
"variable" : "Emerging Markets",
"Return" : -0.0429,
"Cumulative Return" : 0.17309,
"Drawdown" : -0.11786,
"Drought" : 7
},
{
"date" : "1998-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0339,
"Cumulative Return" : 0.21286,
"Drawdown" : -0.087959,
"Drought" : 8
},
{
"date" : "1998-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0318,
"Cumulative Return" : 0.25143,
"Drawdown" : -0.058956,
"Drought" : 8
},
{
"date" : "1998-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0041,
"Cumulative Return" : 0.25656,
"Drawdown" : -0.055098,
"Drought" : 9
},
{
"date" : "1998-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0825,
"Cumulative Return" : 0.15289,
"Drawdown" : -0.13305,
"Drought" : 12
},
{
"date" : "1998-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0422,
"Cumulative Return" : 0.10424,
"Drawdown" : -0.16964,
"Drought" : 16
},
{
"date" : "1998-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0019,
"Cumulative Return" : 0.10634,
"Drawdown" : -0.16806,
"Drought" : 17
},
{
"date" : "1998-08-31",
"variable" : "Emerging Markets",
"Return" : -0.1922,
"Cumulative Return" : -0.1063,
"Drawdown" : -0.32796,
"Drought" : 20
},
{
"date" : "1998-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0395,
"Cumulative Return" : -0.1416,
"Drawdown" : -0.3545,
"Drought" : 21
},
{
"date" : "1998-10-31",
"variable" : "Emerging Markets",
"Return" : 0.014,
"Cumulative Return" : -0.12958,
"Drawdown" : -0.34547,
"Drought" : 22
},
{
"date" : "1998-11-30",
"variable" : "Emerging Markets",
"Return" : 0.043,
"Cumulative Return" : -0.092156,
"Drawdown" : -0.31732,
"Drought" : 23
},
{
"date" : "1998-12-31",
"variable" : "Emerging Markets",
"Return" : -0.0098,
"Cumulative Return" : -0.10105,
"Drawdown" : -0.32401,
"Drought" : 24
},
{
"date" : "1999-01-31",
"variable" : "Emerging Markets",
"Return" : -0.012,
"Cumulative Return" : -0.11184,
"Drawdown" : -0.33212,
"Drought" : 25
},
{
"date" : "1999-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0102,
"Cumulative Return" : -0.10278,
"Drawdown" : -0.32531,
"Drought" : 26
},
{
"date" : "1999-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0585,
"Cumulative Return" : -0.050294,
"Drawdown" : -0.28584,
"Drought" : 27
},
{
"date" : "1999-04-30",
"variable" : "Emerging Markets",
"Return" : 0.063,
"Cumulative Return" : 0.0095379,
"Drawdown" : -0.24085,
"Drought" : 27
},
{
"date" : "1999-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0061,
"Cumulative Return" : 0.015696,
"Drawdown" : -0.23622,
"Drought" : 28
},
{
"date" : "1999-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0654,
"Cumulative Return" : 0.082123,
"Drawdown" : -0.18627,
"Drought" : 28
},
{
"date" : "1999-07-31",
"variable" : "Emerging Markets",
"Return" : -0.0061,
"Cumulative Return" : 0.075522,
"Drawdown" : -0.19123,
"Drought" : 30
},
{
"date" : "1999-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0147,
"Cumulative Return" : 0.059712,
"Drawdown" : -0.20312,
"Drought" : 31
},
{
"date" : "1999-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0069,
"Cumulative Return" : 0.052399,
"Drawdown" : -0.20862,
"Drought" : 32
},
{
"date" : "1999-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0288,
"Cumulative Return" : 0.082709,
"Drawdown" : -0.18583,
"Drought" : 32
},
{
"date" : "1999-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0692,
"Cumulative Return" : 0.15763,
"Drawdown" : -0.12949,
"Drought" : 30
},
{
"date" : "1999-12-31",
"variable" : "Emerging Markets",
"Return" : 0.123,
"Cumulative Return" : 0.30002,
"Drawdown" : -0.022414,
"Drought" : 29
},
{
"date" : "2000-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0077,
"Cumulative Return" : 0.31003,
"Drawdown" : -0.014887,
"Drought" : 28
},
{
"date" : "2000-02-29",
"variable" : "Emerging Markets",
"Return" : 0.0528,
"Cumulative Return" : 0.3792,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0318,
"Cumulative Return" : 0.42306,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Emerging Markets",
"Return" : -0.0541,
"Cumulative Return" : 0.34607,
"Drawdown" : -0.0541,
"Drought" : 2
},
{
"date" : "2000-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0433,
"Cumulative Return" : 0.28779,
"Drawdown" : -0.095057,
"Drought" : 34
},
{
"date" : "2000-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0334,
"Cumulative Return" : 0.3308,
"Drawdown" : -0.064832,
"Drought" : 4
},
{
"date" : "2000-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0025,
"Cumulative Return" : 0.33413,
"Drawdown" : -0.062494,
"Drought" : 5
},
{
"date" : "2000-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0368,
"Cumulative Return" : 0.38322,
"Drawdown" : -0.027994,
"Drought" : 5
},
{
"date" : "2000-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0462,
"Cumulative Return" : 0.31932,
"Drawdown" : -0.072901,
"Drought" : 36
},
{
"date" : "2000-10-31",
"variable" : "Emerging Markets",
"Return" : -0.0256,
"Cumulative Return" : 0.28554,
"Drawdown" : -0.096635,
"Drought" : 39
},
{
"date" : "2000-11-30",
"variable" : "Emerging Markets",
"Return" : -0.0385,
"Cumulative Return" : 0.23605,
"Drawdown" : -0.13141,
"Drought" : 41
},
{
"date" : "2000-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0116,
"Cumulative Return" : 0.25039,
"Drawdown" : -0.12134,
"Drought" : 41
},
{
"date" : "2001-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0586,
"Cumulative Return" : 0.32366,
"Drawdown" : -0.069849,
"Drought" : 40
},
{
"date" : "2001-02-28",
"variable" : "Emerging Markets",
"Return" : -0.0221,
"Cumulative Return" : 0.29441,
"Drawdown" : -0.090405,
"Drought" : 43
},
{
"date" : "2001-03-31",
"variable" : "Emerging Markets",
"Return" : -0.0175,
"Cumulative Return" : 0.27175,
"Drawdown" : -0.10632,
"Drought" : 44
},
{
"date" : "2001-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0114,
"Cumulative Return" : 0.28625,
"Drawdown" : -0.096135,
"Drought" : 45
},
{
"date" : "2001-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0278,
"Cumulative Return" : 0.32201,
"Drawdown" : -0.071008,
"Drought" : 44
},
{
"date" : "2001-06-30",
"variable" : "Emerging Markets",
"Return" : 0.016,
"Cumulative Return" : 0.34316,
"Drawdown" : -0.056144,
"Drought" : 16
},
{
"date" : "2001-07-31",
"variable" : "Emerging Markets",
"Return" : -0.0286,
"Cumulative Return" : 0.30475,
"Drawdown" : -0.083138,
"Drought" : 48
},
{
"date" : "2001-08-31",
"variable" : "Emerging Markets",
"Return" : 0.003,
"Cumulative Return" : 0.30866,
"Drawdown" : -0.080388,
"Drought" : 49
},
{
"date" : "2001-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0425,
"Cumulative Return" : 0.25304,
"Drawdown" : -0.11947,
"Drought" : 50
},
{
"date" : "2001-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0278,
"Cumulative Return" : 0.28788,
"Drawdown" : -0.094993,
"Drought" : 51
},
{
"date" : "2001-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0483,
"Cumulative Return" : 0.35008,
"Drawdown" : -0.051281,
"Drought" : 21
},
{
"date" : "2001-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0421,
"Cumulative Return" : 0.40692,
"Drawdown" : -0.01134,
"Drought" : 21
},
{
"date" : "2002-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0273,
"Cumulative Return" : 0.44533,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0181,
"Cumulative Return" : 0.47149,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0331,
"Cumulative Return" : 0.5202,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0144,
"Cumulative Return" : 0.54209,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0001,
"Cumulative Return" : 0.54224,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0292,
"Cumulative Return" : 0.49721,
"Drawdown" : -0.0292,
"Drought" : 3
},
{
"date" : "2002-07-31",
"variable" : "Emerging Markets",
"Return" : -0.0309,
"Cumulative Return" : 0.45095,
"Drawdown" : -0.059198,
"Drought" : 5
},
{
"date" : "2002-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0119,
"Cumulative Return" : 0.46821,
"Drawdown" : -0.048002,
"Drought" : 6
},
{
"date" : "2002-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0252,
"Cumulative Return" : 0.43121,
"Drawdown" : -0.071993,
"Drought" : 8
},
{
"date" : "2002-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0154,
"Cumulative Return" : 0.45325,
"Drawdown" : -0.057701,
"Drought" : 8
},
{
"date" : "2002-11-30",
"variable" : "Emerging Markets",
"Return" : 0.019,
"Cumulative Return" : 0.48087,
"Drawdown" : -0.039798,
"Drought" : 8
},
{
"date" : "2002-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0048,
"Cumulative Return" : 0.48797,
"Drawdown" : -0.035189,
"Drought" : 9
},
{
"date" : "2003-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0012,
"Cumulative Return" : 0.48976,
"Drawdown" : -0.034031,
"Drought" : 10
},
{
"date" : "2003-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0084,
"Cumulative Return" : 0.50227,
"Drawdown" : -0.025917,
"Drought" : 11
},
{
"date" : "2003-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0019,
"Cumulative Return" : 0.50513,
"Drawdown" : -0.024066,
"Drought" : 12
},
{
"date" : "2003-04-30",
"variable" : "Emerging Markets",
"Return" : 0.045,
"Cumulative Return" : 0.57286,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0433,
"Cumulative Return" : 0.64096,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0268,
"Cumulative Return" : 0.68494,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0104,
"Cumulative Return" : 0.70246,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0374,
"Cumulative Return" : 0.76614,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0264,
"Cumulative Return" : 0.81276,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0259,
"Cumulative Return" : 0.85971,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0096,
"Cumulative Return" : 0.87757,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0403,
"Cumulative Return" : 0.95323,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0251,
"Cumulative Return" : 1.0023,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "Emerging Markets",
"Return" : 0.0253,
"Cumulative Return" : 1.0529,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0172,
"Cumulative Return" : 1.0882,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-04-30",
"variable" : "Emerging Markets",
"Return" : -0.0252,
"Cumulative Return" : 1.0356,
"Drawdown" : -0.0252,
"Drought" : 2
},
{
"date" : "2004-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0181,
"Cumulative Return" : 0.99876,
"Drawdown" : -0.042844,
"Drought" : 4
},
{
"date" : "2004-06-30",
"variable" : "Emerging Markets",
"Return" : 0.002,
"Cumulative Return" : 1.0028,
"Drawdown" : -0.04093,
"Drought" : 4
},
{
"date" : "2004-07-31",
"variable" : "Emerging Markets",
"Return" : -0.0027,
"Cumulative Return" : 0.99735,
"Drawdown" : -0.043519,
"Drought" : 6
},
{
"date" : "2004-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0133,
"Cumulative Return" : 1.0239,
"Drawdown" : -0.030798,
"Drought" : 6
},
{
"date" : "2004-09-30",
"variable" : "Emerging Markets",
"Return" : 0.028,
"Cumulative Return" : 1.0806,
"Drawdown" : -0.0036602,
"Drought" : 6
},
{
"date" : "2004-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0185,
"Cumulative Return" : 1.1191,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0328,
"Cumulative Return" : 1.1886,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0201,
"Cumulative Return" : 1.2326,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0143,
"Cumulative Return" : 1.2645,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0346,
"Cumulative Return" : 1.3428,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-03-31",
"variable" : "Emerging Markets",
"Return" : -0.0197,
"Cumulative Return" : 1.2967,
"Drawdown" : -0.0197,
"Drought" : 1
},
{
"date" : "2005-04-30",
"variable" : "Emerging Markets",
"Return" : -0.0049,
"Cumulative Return" : 1.2854,
"Drawdown" : -0.024503,
"Drought" : 2
},
{
"date" : "2005-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0072,
"Cumulative Return" : 1.3019,
"Drawdown" : -0.01748,
"Drought" : 3
},
{
"date" : "2005-06-30",
"variable" : "Emerging Markets",
"Return" : 0.016,
"Cumulative Return" : 1.3387,
"Drawdown" : -0.0017596,
"Drought" : 4
},
{
"date" : "2005-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0257,
"Cumulative Return" : 1.3988,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0152,
"Cumulative Return" : 1.4353,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0402,
"Cumulative Return" : 1.5332,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-10-31",
"variable" : "Emerging Markets",
"Return" : -0.023,
"Cumulative Return" : 1.4749,
"Drawdown" : -0.023,
"Drought" : 1
},
{
"date" : "2005-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0279,
"Cumulative Return" : 1.544,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0284,
"Cumulative Return" : 1.6162,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0526,
"Cumulative Return" : 1.7538,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0161,
"Cumulative Return" : 1.7982,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0122,
"Cumulative Return" : 1.8323,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0365,
"Cumulative Return" : 1.9357,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0389,
"Cumulative Return" : 1.8215,
"Drawdown" : -0.0389,
"Drought" : 2
},
{
"date" : "2006-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0097,
"Cumulative Return" : 1.7941,
"Drawdown" : -0.048223,
"Drought" : 4
},
{
"date" : "2006-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0067,
"Cumulative Return" : 1.8128,
"Drawdown" : -0.041846,
"Drought" : 4
},
{
"date" : "2006-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0133,
"Cumulative Return" : 1.8503,
"Drawdown" : -0.029102,
"Drought" : 4
},
{
"date" : "2006-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0011,
"Cumulative Return" : 1.8534,
"Drawdown" : -0.028034,
"Drought" : 5
},
{
"date" : "2006-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0257,
"Cumulative Return" : 1.9267,
"Drawdown" : -0.0030548,
"Drought" : 6
},
{
"date" : "2006-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0323,
"Cumulative Return" : 2.0213,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0291,
"Cumulative Return" : 2.1092,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0079,
"Cumulative Return" : 2.1337,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-02-28",
"variable" : "Emerging Markets",
"Return" : 0.01,
"Cumulative Return" : 2.1651,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0185,
"Cumulative Return" : 2.2236,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0255,
"Cumulative Return" : 2.3058,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Emerging Markets",
"Return" : 0.027,
"Cumulative Return" : 2.3951,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0236,
"Cumulative Return" : 2.4752,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0275,
"Cumulative Return" : 2.5708,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0274,
"Cumulative Return" : 2.4729,
"Drawdown" : -0.0274,
"Drought" : 2
},
{
"date" : "2007-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0428,
"Cumulative Return" : 2.6216,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0485,
"Cumulative Return" : 2.7972,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Emerging Markets",
"Return" : -0.0237,
"Cumulative Return" : 2.7072,
"Drawdown" : -0.0237,
"Drought" : 1
},
{
"date" : "2007-12-31",
"variable" : "Emerging Markets",
"Return" : 0.013,
"Cumulative Return" : 2.7554,
"Drawdown" : -0.011008,
"Drought" : 2
},
{
"date" : "2008-01-31",
"variable" : "Emerging Markets",
"Return" : -0.0503,
"Cumulative Return" : 2.5665,
"Drawdown" : -0.060754,
"Drought" : 6
},
{
"date" : "2008-02-29",
"variable" : "Emerging Markets",
"Return" : 0.028,
"Cumulative Return" : 2.6664,
"Drawdown" : -0.034456,
"Drought" : 4
},
{
"date" : "2008-03-31",
"variable" : "Emerging Markets",
"Return" : -0.0379,
"Cumulative Return" : 2.5274,
"Drawdown" : -0.07105,
"Drought" : 8
},
{
"date" : "2008-04-30",
"variable" : "Emerging Markets",
"Return" : 0.019,
"Cumulative Return" : 2.5945,
"Drawdown" : -0.0534,
"Drought" : 7
},
{
"date" : "2008-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0163,
"Cumulative Return" : 2.6531,
"Drawdown" : -0.03797,
"Drought" : 7
},
{
"date" : "2008-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0274,
"Cumulative Return" : 2.553,
"Drawdown" : -0.06433,
"Drought" : 11
},
{
"date" : "2008-07-31",
"variable" : "Emerging Markets",
"Return" : -0.033,
"Cumulative Return" : 2.4357,
"Drawdown" : -0.095207,
"Drought" : 13
},
{
"date" : "2008-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0336,
"Cumulative Return" : 2.3203,
"Drawdown" : -0.12561,
"Drought" : 15
},
{
"date" : "2008-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0982,
"Cumulative Return" : 1.9942,
"Drawdown" : -0.21147,
"Drought" : 22
},
{
"date" : "2008-10-31",
"variable" : "Emerging Markets",
"Return" : -0.1331,
"Cumulative Return" : 1.5957,
"Drawdown" : -0.31643,
"Drought" : 34
},
{
"date" : "2008-11-30",
"variable" : "Emerging Markets",
"Return" : -0.0391,
"Cumulative Return" : 1.4942,
"Drawdown" : -0.34315,
"Drought" : 38
},
{
"date" : "2008-12-31",
"variable" : "Emerging Markets",
"Return" : -0.001,
"Cumulative Return" : 1.4917,
"Drawdown" : -0.34381,
"Drought" : 39
},
{
"date" : "2009-01-31",
"variable" : "Emerging Markets",
"Return" : -0.0112,
"Cumulative Return" : 1.4638,
"Drawdown" : -0.35116,
"Drought" : 40
},
{
"date" : "2009-02-28",
"variable" : "Emerging Markets",
"Return" : -0.0133,
"Cumulative Return" : 1.431,
"Drawdown" : -0.35979,
"Drought" : 42
},
{
"date" : "2009-03-31",
"variable" : "Emerging Markets",
"Return" : 0.035,
"Cumulative Return" : 1.5161,
"Drawdown" : -0.33738,
"Drought" : 42
},
{
"date" : "2009-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0663,
"Cumulative Return" : 1.6829,
"Drawdown" : -0.29345,
"Drought" : 39
},
{
"date" : "2009-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0884,
"Cumulative Return" : 1.9201,
"Drawdown" : -0.23099,
"Drought" : 37
},
{
"date" : "2009-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0013,
"Cumulative Return" : 1.9239,
"Drawdown" : -0.22999,
"Drought" : 38
},
{
"date" : "2009-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0451,
"Cumulative Return" : 2.0558,
"Drawdown" : -0.19526,
"Drought" : 31
},
{
"date" : "2009-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0166,
"Cumulative Return" : 2.1065,
"Drawdown" : -0.18191,
"Drought" : 32
},
{
"date" : "1997-01-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0189,
"Cumulative Return" : 0.0189,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Equity Market Neutral",
"Return" : 0.0101,
"Cumulative Return" : 0.029191,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0016,
"Cumulative Return" : 0.030838,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-04-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0119,
"Cumulative Return" : 0.043105,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0189,
"Cumulative Return" : 0.062819,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0165,
"Cumulative Return" : 0.080356,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0247,
"Cumulative Return" : 0.10704,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0017,
"Cumulative Return" : 0.10892,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-09-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0202,
"Cumulative Return" : 0.13132,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0095,
"Cumulative Return" : 0.14207,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-11-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0041,
"Cumulative Return" : 0.14675,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-12-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0066,
"Cumulative Return" : 0.15432,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-01-31",
"variable" : "Equity Market Neutral",
"Return" : 0.006,
"Cumulative Return" : 0.16125,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-02-28",
"variable" : "Equity Market Neutral",
"Return" : 0.0135,
"Cumulative Return" : 0.17692,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0179,
"Cumulative Return" : 0.19799,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0067,
"Cumulative Return" : 0.20602,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.008,
"Cumulative Return" : 0.21567,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0108,
"Cumulative Return" : 0.22879,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-07-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0012,
"Cumulative Return" : 0.23027,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-08-31",
"variable" : "Equity Market Neutral",
"Return" : -0.0107,
"Cumulative Return" : 0.21711,
"Drawdown" : -0.0107,
"Drought" : 2
},
{
"date" : "1998-09-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0061,
"Cumulative Return" : 0.22453,
"Drawdown" : -0.0046653,
"Drought" : 3
},
{
"date" : "1998-10-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0052,
"Cumulative Return" : 0.2309,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-11-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0158,
"Cumulative Return" : 0.25035,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-12-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0209,
"Cumulative Return" : 0.27648,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-01-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0101,
"Cumulative Return" : 0.28937,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-02-28",
"variable" : "Equity Market Neutral",
"Return" : 0.0023,
"Cumulative Return" : 0.29234,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0033,
"Cumulative Return" : 0.2966,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-04-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0107,
"Cumulative Return" : 0.31047,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0089,
"Cumulative Return" : 0.32214,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0168,
"Cumulative Return" : 0.34435,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0135,
"Cumulative Return" : 0.3625,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-08-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0095,
"Cumulative Return" : 0.37544,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-09-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0095,
"Cumulative Return" : 0.38851,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-10-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0066,
"Cumulative Return" : 0.39767,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-11-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0133,
"Cumulative Return" : 0.41626,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-12-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0198,
"Cumulative Return" : 0.4443,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0075,
"Cumulative Return" : 0.45514,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Equity Market Neutral",
"Return" : 0.0253,
"Cumulative Return" : 0.49195,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0134,
"Cumulative Return" : 0.51194,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0168,
"Cumulative Return" : 0.53734,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0062,
"Cumulative Return" : 0.54688,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0171,
"Cumulative Return" : 0.57333,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-07-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.58324,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-08-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2000-09-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.62586,
"Drawdown" : -0,
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},
{
"date" : "2000-10-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2000-11-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2000-12-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.66595,
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},
{
"date" : "2001-01-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-02-28",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.69858,
"Drawdown" : -0,
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},
{
"date" : "2001-03-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-04-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-05-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-06-30",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2001-07-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-08-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-09-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-10-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-11-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2001-12-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-01-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-02-28",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0047,
"Cumulative Return" : 0.82111,
"Drawdown" : -0,
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},
{
"date" : "2002-04-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0076,
"Cumulative Return" : 0.83495,
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},
{
"date" : "2002-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0053,
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},
{
"date" : "2002-06-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-07-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-08-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-09-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-10-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-11-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2002-12-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2003-01-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2003-02-28",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.9073,
"Drawdown" : -0,
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},
{
"date" : "2003-03-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.91016,
"Drawdown" : -0,
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},
{
"date" : "2003-04-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.91609,
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},
{
"date" : "2003-05-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2003-06-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2003-07-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2003-08-31",
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},
{
"date" : "2003-09-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2003-10-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 0.9858,
"Drawdown" : -0,
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},
{
"date" : "2003-11-30",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2003-12-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.0057,
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},
{
"date" : "2004-01-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.0276,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "Equity Market Neutral",
"Return" : 0.0063,
"Cumulative Return" : 1.0403,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0032,
"Cumulative Return" : 1.0469,
"Drawdown" : -0,
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},
{
"date" : "2004-04-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.0301,
"Drawdown" : -0.0082,
"Drought" : 2
},
{
"date" : "2004-05-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.035,
"Drawdown" : -0.0058197,
"Drought" : 3
},
{
"date" : "2004-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0042,
"Cumulative Return" : 1.0435,
"Drawdown" : -0.0016441,
"Drought" : 3
},
{
"date" : "2004-07-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.0010451,
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},
{
"date" : "2004-08-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2004-09-30",
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"Cumulative Return" : 1.0603,
"Drawdown" : -0,
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},
{
"date" : "2004-10-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.0005,
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},
{
"date" : "2004-11-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.0881,
"Drawdown" : -0,
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},
{
"date" : "2004-12-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0058,
"Cumulative Return" : 1.1002,
"Drawdown" : -0,
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},
{
"date" : "2005-01-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.1172,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-02-28",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.1341,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0019,
"Cumulative Return" : 1.1382,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-04-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.1318,
"Drawdown" : -0.003,
"Drought" : 2
},
{
"date" : "2005-05-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.1418,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-06-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.1591,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-07-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2005-08-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2005-09-30",
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"Drawdown" : -0,
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},
{
"date" : "2005-10-31",
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"Drawdown" : -0,
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},
{
"date" : "2005-11-30",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2005-12-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-01-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.263,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-02-28",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.2734,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-03-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.2957,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.3191,
"Drawdown" : -0,
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},
{
"date" : "2006-05-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.3196,
"Drawdown" : -0,
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},
{
"date" : "2006-06-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.3342,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-07-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.3461,
"Drawdown" : -0,
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},
{
"date" : "2006-08-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.0009,
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},
{
"date" : "2006-09-30",
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"Drawdown" : -8.1e-07,
"Drought" : 2
},
{
"date" : "2006-10-31",
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"Cumulative Return" : 1.3614,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-11-30",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2006-12-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.4045,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-01-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.4245,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-02-28",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.4369,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.4615,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.4834,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-07-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
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},
{
"date" : "2007-08-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.0094,
"Drought" : 2
},
{
"date" : "2007-09-30",
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"Cumulative Return" : 1.5528,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-10-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.0018,
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},
{
"date" : "2007-12-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-01-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.5758,
"Drawdown" : -0.0112,
"Drought" : 3
},
{
"date" : "2008-02-29",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.6067,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-03-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.594,
"Drawdown" : -0.0049,
"Drought" : 5
},
{
"date" : "2008-04-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.6093,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-05-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.6421,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-06-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.6834,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2008-07-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.01,
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},
{
"date" : "2008-08-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.6207,
"Drawdown" : -0.023365,
"Drought" : 3
},
{
"date" : "2008-09-30",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.051199,
"Drought" : 12
},
{
"date" : "2008-10-31",
"variable" : "Equity Market Neutral",
"Return" : -0.0044,
"Cumulative Return" : 1.5348,
"Drawdown" : -0.055374,
"Drought" : 15
},
{
"date" : "2008-11-30",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.11082,
"Drought" : 23
},
{
"date" : "2008-12-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0.11038,
"Drought" : 24
},
{
"date" : "2009-01-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.406,
"Drawdown" : -0.10335,
"Drought" : 24
},
{
"date" : "2009-02-28",
"variable" : "Equity Market Neutral",
"Return" : -0.0046,
"Cumulative Return" : 1.395,
"Drawdown" : -0.10748,
"Drought" : 26
},
{
"date" : "2009-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0021,
"Cumulative Return" : 1.4,
"Drawdown" : -0.1056,
"Drought" : 27
},
{
"date" : "2009-04-30",
"variable" : "Equity Market Neutral",
"Return" : -0.0012,
"Cumulative Return" : 1.3971,
"Drawdown" : -0.10667,
"Drought" : 28
},
{
"date" : "2009-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0146,
"Cumulative Return" : 1.4321,
"Drawdown" : -0.093632,
"Drought" : 27
},
{
"date" : "2009-06-30",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.4409,
"Drawdown" : -0.090369,
"Drought" : 27
},
{
"date" : "2009-07-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0042,
"Cumulative Return" : 1.4511,
"Drawdown" : -0.086548,
"Drought" : 28
},
{
"date" : "2009-08-31",
"variable" : "Equity Market Neutral",
"Return" : 0.007,
"Cumulative Return" : 1.4683,
"Drawdown" : -0.080154,
"Drought" : 28
},
{
"date" : "1997-01-31",
"variable" : "Event Driven",
"Return" : 0.0213,
"Cumulative Return" : 0.0213,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Event Driven",
"Return" : 0.0084,
"Cumulative Return" : 0.029879,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Event Driven",
"Return" : -0.0023,
"Cumulative Return" : 0.02751,
"Drawdown" : -0.0023,
"Drought" : 1
},
{
"date" : "1997-04-30",
"variable" : "Event Driven",
"Return" : -0.0005,
"Cumulative Return" : 0.026996,
"Drawdown" : -0.0027989,
"Drought" : 2
},
{
"date" : "1997-05-31",
"variable" : "Event Driven",
"Return" : 0.0346,
"Cumulative Return" : 0.062531,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Event Driven",
"Return" : 0.0258,
"Cumulative Return" : 0.089944,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Event Driven",
"Return" : 0.0307,
"Cumulative Return" : 0.12341,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Event Driven",
"Return" : 0.0071,
"Cumulative Return" : 0.13138,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-09-30",
"variable" : "Event Driven",
"Return" : 0.0329,
"Cumulative Return" : 0.1686,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Event Driven",
"Return" : 0.0061,
"Cumulative Return" : 0.17573,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-11-30",
"variable" : "Event Driven",
"Return" : 0.0134,
"Cumulative Return" : 0.19149,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-12-31",
"variable" : "Event Driven",
"Return" : 0.0154,
"Cumulative Return" : 0.20984,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-01-31",
"variable" : "Event Driven",
"Return" : 0.0055,
"Cumulative Return" : 0.21649,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-02-28",
"variable" : "Event Driven",
"Return" : 0.0294,
"Cumulative Return" : 0.25225,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-03-31",
"variable" : "Event Driven",
"Return" : 0.0263,
"Cumulative Return" : 0.28519,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Event Driven",
"Return" : 0.0104,
"Cumulative Return" : 0.29856,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Event Driven",
"Return" : -0.0083,
"Cumulative Return" : 0.28778,
"Drawdown" : -0.0083,
"Drought" : 1
},
{
"date" : "1998-06-30",
"variable" : "Event Driven",
"Return" : 0.0002,
"Cumulative Return" : 0.28803,
"Drawdown" : -0.0081017,
"Drought" : 2
},
{
"date" : "1998-07-31",
"variable" : "Event Driven",
"Return" : -0.0037,
"Cumulative Return" : 0.28327,
"Drawdown" : -0.011772,
"Drought" : 4
},
{
"date" : "1998-08-31",
"variable" : "Event Driven",
"Return" : -0.0886,
"Cumulative Return" : 0.16957,
"Drawdown" : -0.099329,
"Drought" : 10
},
{
"date" : "1998-09-30",
"variable" : "Event Driven",
"Return" : -0.011,
"Cumulative Return" : 0.15671,
"Drawdown" : -0.10924,
"Drought" : 12
},
{
"date" : "1998-10-31",
"variable" : "Event Driven",
"Return" : 0.0091,
"Cumulative Return" : 0.16723,
"Drawdown" : -0.10113,
"Drought" : 13
},
{
"date" : "1998-11-30",
"variable" : "Event Driven",
"Return" : 0.0244,
"Cumulative Return" : 0.19571,
"Drawdown" : -0.079198,
"Drought" : 11
},
{
"date" : "1998-12-31",
"variable" : "Event Driven",
"Return" : 0.0219,
"Cumulative Return" : 0.2219,
"Drawdown" : -0.059032,
"Drought" : 10
},
{
"date" : "1999-01-31",
"variable" : "Event Driven",
"Return" : 0.0201,
"Cumulative Return" : 0.24646,
"Drawdown" : -0.040119,
"Drought" : 11
},
{
"date" : "1999-02-28",
"variable" : "Event Driven",
"Return" : -0.0042,
"Cumulative Return" : 0.24122,
"Drawdown" : -0.04415,
"Drought" : 12
},
{
"date" : "1999-03-31",
"variable" : "Event Driven",
"Return" : 0.0193,
"Cumulative Return" : 0.26518,
"Drawdown" : -0.025702,
"Drought" : 12
},
{
"date" : "1999-04-30",
"variable" : "Event Driven",
"Return" : 0.0429,
"Cumulative Return" : 0.31946,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "Event Driven",
"Return" : 0.0215,
"Cumulative Return" : 0.34782,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-06-30",
"variable" : "Event Driven",
"Return" : 0.0297,
"Cumulative Return" : 0.38785,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Event Driven",
"Return" : 0.0096,
"Cumulative Return" : 0.40118,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-08-31",
"variable" : "Event Driven",
"Return" : -0.0027,
"Cumulative Return" : 0.39739,
"Drawdown" : -0.0027,
"Drought" : 1
},
{
"date" : "1999-09-30",
"variable" : "Event Driven",
"Return" : 0.009,
"Cumulative Return" : 0.40997,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-10-31",
"variable" : "Event Driven",
"Return" : 0.0054,
"Cumulative Return" : 0.41758,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-11-30",
"variable" : "Event Driven",
"Return" : 0.0284,
"Cumulative Return" : 0.45784,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-12-31",
"variable" : "Event Driven",
"Return" : 0.0286,
"Cumulative Return" : 0.49954,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Event Driven",
"Return" : 0.0088,
"Cumulative Return" : 0.51273,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Event Driven",
"Return" : 0.0346,
"Cumulative Return" : 0.56507,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Event Driven",
"Return" : 0.0069,
"Cumulative Return" : 0.57587,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Event Driven",
"Return" : -0.0059,
"Cumulative Return" : 0.56658,
"Drawdown" : -0.0059,
"Drought" : 1
},
{
"date" : "2000-05-31",
"variable" : "Event Driven",
"Return" : -0.0034,
"Cumulative Return" : 0.56125,
"Drawdown" : -0.0092799,
"Drought" : 3
},
{
"date" : "2000-06-30",
"variable" : "Event Driven",
"Return" : 0.0268,
"Cumulative Return" : 0.60309,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-07-31",
"variable" : "Event Driven",
"Return" : 0.0057,
"Cumulative Return" : 0.61223,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-08-31",
"variable" : "Event Driven",
"Return" : 0.0173,
"Cumulative Return" : 0.64012,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-09-30",
"variable" : "Event Driven",
"Return" : 0.0048,
"Cumulative Return" : 0.64799,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-10-31",
"variable" : "Event Driven",
"Return" : -0.0068,
"Cumulative Return" : 0.63679,
"Drawdown" : -0.0068,
"Drought" : 2
},
{
"date" : "2000-11-30",
"variable" : "Event Driven",
"Return" : -0.0136,
"Cumulative Return" : 0.61453,
"Drawdown" : -0.020308,
"Drought" : 3
},
{
"date" : "2000-12-31",
"variable" : "Event Driven",
"Return" : 0.0127,
"Cumulative Return" : 0.63503,
"Drawdown" : -0.0078654,
"Drought" : 4
},
{
"date" : "2001-01-31",
"variable" : "Event Driven",
"Return" : 0.0298,
"Cumulative Return" : 0.68375,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-02-28",
"variable" : "Event Driven",
"Return" : 0.0045,
"Cumulative Return" : 0.69133,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-03-31",
"variable" : "Event Driven",
"Return" : -0.0042,
"Cumulative Return" : 0.68423,
"Drawdown" : -0.0042,
"Drought" : 1
},
{
"date" : "2001-04-30",
"variable" : "Event Driven",
"Return" : 0.011,
"Cumulative Return" : 0.70275,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-05-31",
"variable" : "Event Driven",
"Return" : 0.0185,
"Cumulative Return" : 0.73426,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-06-30",
"variable" : "Event Driven",
"Return" : 0.0063,
"Cumulative Return" : 0.74518,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-07-31",
"variable" : "Event Driven",
"Return" : 0.0049,
"Cumulative Return" : 0.75373,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-08-31",
"variable" : "Event Driven",
"Return" : 0.009,
"Cumulative Return" : 0.76952,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-09-30",
"variable" : "Event Driven",
"Return" : -0.0254,
"Cumulative Return" : 0.72457,
"Drawdown" : -0.0254,
"Drought" : 4
},
{
"date" : "2001-10-31",
"variable" : "Event Driven",
"Return" : 0.0148,
"Cumulative Return" : 0.75009,
"Drawdown" : -0.010976,
"Drought" : 3
},
{
"date" : "2001-11-30",
"variable" : "Event Driven",
"Return" : 0.0105,
"Cumulative Return" : 0.76847,
"Drawdown" : -0.00059117,
"Drought" : 3
},
{
"date" : "2001-12-31",
"variable" : "Event Driven",
"Return" : 0.0107,
"Cumulative Return" : 0.78739,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-01-31",
"variable" : "Event Driven",
"Return" : 0.0078,
"Cumulative Return" : 0.80133,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-02-28",
"variable" : "Event Driven",
"Return" : -0.0071,
"Cumulative Return" : 0.78855,
"Drawdown" : -0.0071,
"Drought" : 1
},
{
"date" : "2002-03-31",
"variable" : "Event Driven",
"Return" : 0.0153,
"Cumulative Return" : 0.81591,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-04-30",
"variable" : "Event Driven",
"Return" : 0.0046,
"Cumulative Return" : 0.82426,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-05-31",
"variable" : "Event Driven",
"Return" : 0.0001,
"Cumulative Return" : 0.82445,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-06-30",
"variable" : "Event Driven",
"Return" : -0.0283,
"Cumulative Return" : 0.77281,
"Drawdown" : -0.0283,
"Drought" : 6
},
{
"date" : "2002-07-31",
"variable" : "Event Driven",
"Return" : -0.03,
"Cumulative Return" : 0.71963,
"Drawdown" : -0.057451,
"Drought" : 14
},
{
"date" : "2002-08-31",
"variable" : "Event Driven",
"Return" : 0.006,
"Cumulative Return" : 0.72995,
"Drawdown" : -0.051796,
"Drought" : 15
},
{
"date" : "2002-09-30",
"variable" : "Event Driven",
"Return" : -0.007,
"Cumulative Return" : 0.71784,
"Drawdown" : -0.058433,
"Drought" : 16
},
{
"date" : "2002-10-31",
"variable" : "Event Driven",
"Return" : 0.0031,
"Cumulative Return" : 0.72316,
"Drawdown" : -0.055514,
"Drought" : 17
},
{
"date" : "2002-11-30",
"variable" : "Event Driven",
"Return" : 0.0216,
"Cumulative Return" : 0.76038,
"Drawdown" : -0.035113,
"Drought" : 15
},
{
"date" : "2002-12-31",
"variable" : "Event Driven",
"Return" : 0.0044,
"Cumulative Return" : 0.76813,
"Drawdown" : -0.030868,
"Drought" : 16
},
{
"date" : "2003-01-31",
"variable" : "Event Driven",
"Return" : 0.0154,
"Cumulative Return" : 0.79536,
"Drawdown" : -0.015943,
"Drought" : 12
},
{
"date" : "2003-02-28",
"variable" : "Event Driven",
"Return" : 0.0026,
"Cumulative Return" : 0.80003,
"Drawdown" : -0.013385,
"Drought" : 13
},
{
"date" : "2003-03-31",
"variable" : "Event Driven",
"Return" : 0.0083,
"Cumulative Return" : 0.81497,
"Drawdown" : -0.0051958,
"Drought" : 12
},
{
"date" : "2003-04-30",
"variable" : "Event Driven",
"Return" : 0.0272,
"Cumulative Return" : 0.86433,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-05-31",
"variable" : "Event Driven",
"Return" : 0.0301,
"Cumulative Return" : 0.92045,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "Event Driven",
"Return" : 0.0181,
"Cumulative Return" : 0.95521,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-07-31",
"variable" : "Event Driven",
"Return" : 0.0119,
"Cumulative Return" : 0.97848,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-08-31",
"variable" : "Event Driven",
"Return" : 0.0133,
"Cumulative Return" : 1.0048,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-09-30",
"variable" : "Event Driven",
"Return" : 0.0133,
"Cumulative Return" : 1.0315,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-10-31",
"variable" : "Event Driven",
"Return" : 0.0191,
"Cumulative Return" : 1.0703,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-11-30",
"variable" : "Event Driven",
"Return" : 0.0116,
"Cumulative Return" : 1.0943,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Event Driven",
"Return" : 0.0172,
"Cumulative Return" : 1.1303,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Event Driven",
"Return" : 0.0234,
"Cumulative Return" : 1.1801,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "Event Driven",
"Return" : 0.0113,
"Cumulative Return" : 1.2048,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Event Driven",
"Return" : 0.0016,
"Cumulative Return" : 1.2083,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-04-30",
"variable" : "Event Driven",
"Return" : 0.0002,
"Cumulative Return" : 1.2087,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-05-31",
"variable" : "Event Driven",
"Return" : -0.0023,
"Cumulative Return" : 1.2037,
"Drawdown" : -0.0023,
"Drought" : 3
},
{
"date" : "2004-06-30",
"variable" : "Event Driven",
"Return" : 0.0113,
"Cumulative Return" : 1.2286,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-07-31",
"variable" : "Event Driven",
"Return" : -0.0082,
"Cumulative Return" : 1.2103,
"Drawdown" : -0.0082,
"Drought" : 1
},
{
"date" : "2004-08-31",
"variable" : "Event Driven",
"Return" : 0.0035,
"Cumulative Return" : 1.218,
"Drawdown" : -0.0047287,
"Drought" : 2
},
{
"date" : "2004-09-30",
"variable" : "Event Driven",
"Return" : 0.0103,
"Cumulative Return" : 1.2409,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-10-31",
"variable" : "Event Driven",
"Return" : 0.0124,
"Cumulative Return" : 1.2687,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-11-30",
"variable" : "Event Driven",
"Return" : 0.0306,
"Cumulative Return" : 1.3381,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-12-31",
"variable" : "Event Driven",
"Return" : 0.0244,
"Cumulative Return" : 1.3951,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-01-31",
"variable" : "Event Driven",
"Return" : 0.0004,
"Cumulative Return" : 1.3961,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-02-28",
"variable" : "Event Driven",
"Return" : 0.0144,
"Cumulative Return" : 1.4306,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-03-31",
"variable" : "Event Driven",
"Return" : -0.0004,
"Cumulative Return" : 1.4296,
"Drawdown" : -0.0004,
"Drought" : 1
},
{
"date" : "2005-04-30",
"variable" : "Event Driven",
"Return" : -0.0128,
"Cumulative Return" : 1.3985,
"Drawdown" : -0.013195,
"Drought" : 2
},
{
"date" : "2005-05-31",
"variable" : "Event Driven",
"Return" : 0.0065,
"Cumulative Return" : 1.4141,
"Drawdown" : -0.0067806,
"Drought" : 3
},
{
"date" : "2005-06-30",
"variable" : "Event Driven",
"Return" : 0.0133,
"Cumulative Return" : 1.4462,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-07-31",
"variable" : "Event Driven",
"Return" : 0.0215,
"Cumulative Return" : 1.4988,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-08-31",
"variable" : "Event Driven",
"Return" : 0.0092,
"Cumulative Return" : 1.5218,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-09-30",
"variable" : "Event Driven",
"Return" : 0.01,
"Cumulative Return" : 1.547,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-10-31",
"variable" : "Event Driven",
"Return" : -0.0173,
"Cumulative Return" : 1.503,
"Drawdown" : -0.0173,
"Drought" : 2
},
{
"date" : "2005-11-30",
"variable" : "Event Driven",
"Return" : 0.0125,
"Cumulative Return" : 1.5342,
"Drawdown" : -0.0050163,
"Drought" : 2
},
{
"date" : "2005-12-31",
"variable" : "Event Driven",
"Return" : 0.0142,
"Cumulative Return" : 1.5702,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-01-31",
"variable" : "Event Driven",
"Return" : 0.0341,
"Cumulative Return" : 1.6579,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-02-28",
"variable" : "Event Driven",
"Return" : 0.0051,
"Cumulative Return" : 1.6714,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-03-31",
"variable" : "Event Driven",
"Return" : 0.0185,
"Cumulative Return" : 1.7209,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "Event Driven",
"Return" : 0.0164,
"Cumulative Return" : 1.7655,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-05-31",
"variable" : "Event Driven",
"Return" : 0.0008,
"Cumulative Return" : 1.7677,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-06-30",
"variable" : "Event Driven",
"Return" : 0.0012,
"Cumulative Return" : 1.771,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-07-31",
"variable" : "Event Driven",
"Return" : -0.0011,
"Cumulative Return" : 1.768,
"Drawdown" : -0.0011,
"Drought" : 1
},
{
"date" : "2006-08-31",
"variable" : "Event Driven",
"Return" : 0.0112,
"Cumulative Return" : 1.799,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-09-30",
"variable" : "Event Driven",
"Return" : 0.0035,
"Cumulative Return" : 1.8088,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-10-31",
"variable" : "Event Driven",
"Return" : 0.0206,
"Cumulative Return" : 1.8666,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-11-30",
"variable" : "Event Driven",
"Return" : 0.0182,
"Cumulative Return" : 1.9188,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-12-31",
"variable" : "Event Driven",
"Return" : 0.0168,
"Cumulative Return" : 1.9678,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-01-31",
"variable" : "Event Driven",
"Return" : 0.0201,
"Cumulative Return" : 2.0275,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-02-28",
"variable" : "Event Driven",
"Return" : 0.0207,
"Cumulative Return" : 2.0901,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Event Driven",
"Return" : 0.0146,
"Cumulative Return" : 2.1353,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Event Driven",
"Return" : 0.0197,
"Cumulative Return" : 2.197,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Event Driven",
"Return" : 0.0213,
"Cumulative Return" : 2.2651,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Event Driven",
"Return" : -0.0007,
"Cumulative Return" : 2.2628,
"Drawdown" : -0.0007,
"Drought" : 1
},
{
"date" : "2007-07-31",
"variable" : "Event Driven",
"Return" : -0.0032,
"Cumulative Return" : 2.2524,
"Drawdown" : -0.0038978,
"Drought" : 2
},
{
"date" : "2007-08-31",
"variable" : "Event Driven",
"Return" : -0.0144,
"Cumulative Return" : 2.2056,
"Drawdown" : -0.018242,
"Drought" : 3
},
{
"date" : "2007-09-30",
"variable" : "Event Driven",
"Return" : 0.0134,
"Cumulative Return" : 2.2485,
"Drawdown" : -0.0050861,
"Drought" : 4
},
{
"date" : "2007-10-31",
"variable" : "Event Driven",
"Return" : 0.0214,
"Cumulative Return" : 2.318,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Event Driven",
"Return" : -0.0202,
"Cumulative Return" : 2.251,
"Drawdown" : -0.0202,
"Drought" : 6
},
{
"date" : "2007-12-31",
"variable" : "Event Driven",
"Return" : 0.0007,
"Cumulative Return" : 2.2533,
"Drawdown" : -0.019514,
"Drought" : 7
},
{
"date" : "2008-01-31",
"variable" : "Event Driven",
"Return" : -0.0271,
"Cumulative Return" : 2.1651,
"Drawdown" : -0.046085,
"Drought" : 9
},
{
"date" : "2008-02-29",
"variable" : "Event Driven",
"Return" : 0.0084,
"Cumulative Return" : 2.1917,
"Drawdown" : -0.038072,
"Drought" : 10
},
{
"date" : "2008-03-31",
"variable" : "Event Driven",
"Return" : -0.0168,
"Cumulative Return" : 2.1381,
"Drawdown" : -0.054233,
"Drought" : 11
},
{
"date" : "2008-04-30",
"variable" : "Event Driven",
"Return" : 0.0118,
"Cumulative Return" : 2.1751,
"Drawdown" : -0.043073,
"Drought" : 12
},
{
"date" : "2008-05-31",
"variable" : "Event Driven",
"Return" : 0.0176,
"Cumulative Return" : 2.231,
"Drawdown" : -0.026231,
"Drought" : 12
},
{
"date" : "2008-06-30",
"variable" : "Event Driven",
"Return" : -0.0113,
"Cumulative Return" : 2.1945,
"Drawdown" : -0.037234,
"Drought" : 14
},
{
"date" : "2008-07-31",
"variable" : "Event Driven",
"Return" : -0.0166,
"Cumulative Return" : 2.1415,
"Drawdown" : -0.053216,
"Drought" : 15
},
{
"date" : "2008-08-31",
"variable" : "Event Driven",
"Return" : -0.0025,
"Cumulative Return" : 2.1336,
"Drawdown" : -0.055583,
"Drought" : 17
},
{
"date" : "2008-09-30",
"variable" : "Event Driven",
"Return" : -0.0627,
"Cumulative Return" : 1.9371,
"Drawdown" : -0.1148,
"Drought" : 21
},
{
"date" : "2008-10-31",
"variable" : "Event Driven",
"Return" : -0.0625,
"Cumulative Return" : 1.7536,
"Drawdown" : -0.17012,
"Drought" : 30
},
{
"date" : "2008-11-30",
"variable" : "Event Driven",
"Return" : -0.0301,
"Cumulative Return" : 1.6707,
"Drawdown" : -0.1951,
"Drought" : 33
},
{
"date" : "2008-12-31",
"variable" : "Event Driven",
"Return" : -0.0071,
"Cumulative Return" : 1.6517,
"Drawdown" : -0.20082,
"Drought" : 35
},
{
"date" : "2009-01-31",
"variable" : "Event Driven",
"Return" : 0.0132,
"Cumulative Return" : 1.6867,
"Drawdown" : -0.19027,
"Drought" : 34
},
{
"date" : "2009-02-28",
"variable" : "Event Driven",
"Return" : -0.0091,
"Cumulative Return" : 1.6623,
"Drawdown" : -0.19764,
"Drought" : 36
},
{
"date" : "2009-03-31",
"variable" : "Event Driven",
"Return" : 0.0117,
"Cumulative Return" : 1.6934,
"Drawdown" : -0.18825,
"Drought" : 36
},
{
"date" : "2009-04-30",
"variable" : "Event Driven",
"Return" : 0.0337,
"Cumulative Return" : 1.7842,
"Drawdown" : -0.16089,
"Drought" : 32
},
{
"date" : "2009-05-31",
"variable" : "Event Driven",
"Return" : 0.0442,
"Cumulative Return" : 1.9072,
"Drawdown" : -0.1238,
"Drought" : 30
},
{
"date" : "2009-06-30",
"variable" : "Event Driven",
"Return" : 0.0123,
"Cumulative Return" : 1.943,
"Drawdown" : -0.11303,
"Drought" : 30
},
{
"date" : "2009-07-31",
"variable" : "Event Driven",
"Return" : 0.0291,
"Cumulative Return" : 2.0286,
"Drawdown" : -0.087216,
"Drought" : 29
},
{
"date" : "2009-08-31",
"variable" : "Event Driven",
"Return" : 0.0207,
"Cumulative Return" : 2.0913,
"Drawdown" : -0.068322,
"Drought" : 29
},
{
"date" : "1997-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0191,
"Cumulative Return" : 0.0191,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0122,
"Cumulative Return" : 0.031533,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0109,
"Cumulative Return" : 0.042777,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.013,
"Cumulative Return" : 0.056333,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0118,
"Cumulative Return" : 0.068798,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0108,
"Cumulative Return" : 0.080341,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0095,
"Cumulative Return" : 0.090604,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0087,
"Cumulative Return" : 0.10009,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 0.11318,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0032,
"Cumulative Return" : 0.10962,
"Drawdown" : -0.0032,
"Drought" : 1
},
{
"date" : "1997-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.1155,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0079,
"Cumulative Return" : 0.12431,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0026,
"Cumulative Return" : 0.12139,
"Drawdown" : -0.0026,
"Drought" : 1
},
{
"date" : "1998-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0098,
"Cumulative Return" : 0.13238,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0128,
"Cumulative Return" : 0.14688,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0075,
"Cumulative Return" : 0.15548,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.004,
"Cumulative Return" : 0.1601,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.008,
"Cumulative Return" : 0.15082,
"Drawdown" : -0.008,
"Drought" : 2
},
{
"date" : "1998-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0106,
"Cumulative Return" : 0.16302,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0143,
"Cumulative Return" : 0.14639,
"Drawdown" : -0.0143,
"Drought" : 5
},
{
"date" : "1998-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0362,
"Cumulative Return" : 0.10489,
"Drawdown" : -0.049982,
"Drought" : 12
},
{
"date" : "1998-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0801,
"Cumulative Return" : 0.016385,
"Drawdown" : -0.12608,
"Drought" : 21
},
{
"date" : "1998-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0052,
"Cumulative Return" : 0.02167,
"Drawdown" : -0.12153,
"Drought" : 21
},
{
"date" : "1998-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.012,
"Cumulative Return" : 0.03393,
"Drawdown" : -0.11099,
"Drought" : 21
},
{
"date" : "1999-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0158,
"Cumulative Return" : 0.050266,
"Drawdown" : -0.096946,
"Drought" : 21
},
{
"date" : "1999-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0208,
"Cumulative Return" : 0.072112,
"Drawdown" : -0.078163,
"Drought" : 20
},
{
"date" : "1999-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.016,
"Cumulative Return" : 0.089266,
"Drawdown" : -0.063414,
"Drought" : 20
},
{
"date" : "1999-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0106,
"Cumulative Return" : 0.10081,
"Drawdown" : -0.053486,
"Drought" : 19
},
{
"date" : "1999-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0072,
"Cumulative Return" : 0.10874,
"Drawdown" : -0.046671,
"Drought" : 20
},
{
"date" : "1999-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0088,
"Cumulative Return" : 0.11849,
"Drawdown" : -0.038282,
"Drought" : 18
},
{
"date" : "1999-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0051,
"Cumulative Return" : 0.1242,
"Drawdown" : -0.033377,
"Drought" : 19
},
{
"date" : "1999-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0028,
"Cumulative Return" : 0.12105,
"Drawdown" : -0.036083,
"Drought" : 20
},
{
"date" : "1999-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0092,
"Cumulative Return" : 0.13136,
"Drawdown" : -0.027215,
"Drought" : 19
},
{
"date" : "1999-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0087,
"Cumulative Return" : 0.14121,
"Drawdown" : -0.018752,
"Drought" : 19
},
{
"date" : "1999-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0106,
"Cumulative Return" : 0.1533,
"Drawdown" : -0.0083508,
"Drought" : 19
},
{
"date" : "1999-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0097,
"Cumulative Return" : 0.16449,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0041,
"Cumulative Return" : 0.16927,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0097,
"Cumulative Return" : 0.18061,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0061,
"Cumulative Return" : 0.17341,
"Drawdown" : -0.0061,
"Drought" : 1
},
{
"date" : "2000-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0006,
"Cumulative Return" : 0.1727,
"Drawdown" : -0.0066963,
"Drought" : 2
},
{
"date" : "2000-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0107,
"Cumulative Return" : 0.18525,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0058,
"Cumulative Return" : 0.19212,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0018,
"Cumulative Return" : 0.19427,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0107,
"Cumulative Return" : 0.20705,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0076,
"Cumulative Return" : 0.21622,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0006,
"Cumulative Return" : 0.21695,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0066,
"Cumulative Return" : 0.22498,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0048,
"Cumulative Return" : 0.23086,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0163,
"Cumulative Return" : 0.25093,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.25768,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0051,
"Cumulative Return" : 0.2641,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0094,
"Cumulative Return" : 0.27598,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0068,
"Cumulative Return" : 0.28466,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 0.28684,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.29379,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0105,
"Cumulative Return" : 0.30737,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0013,
"Cumulative Return" : 0.30567,
"Drawdown" : -0.0013,
"Drought" : 1
},
{
"date" : "2001-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0134,
"Cumulative Return" : 0.32317,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0024,
"Cumulative Return" : 0.31999,
"Drawdown" : -0.0024,
"Drought" : 1
},
{
"date" : "2001-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.32699,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0086,
"Cumulative Return" : 0.3384,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0056,
"Cumulative Return" : 0.3459,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0045,
"Cumulative Return" : 0.35195,
"Drawdown" : -0,
"Drought" : 0
},
{
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{
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},
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},
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},
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},
{
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},
{
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},
{
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},
{
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{
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},
{
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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},
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"date" : "1998-09-30",
"variable" : "Global Macro",
"Return" : -0.0059,
"Cumulative Return" : 0.31721,
"Drawdown" : -0.032045,
"Drought" : 6
},
{
"date" : "1998-10-31",
"variable" : "Global Macro",
"Return" : -0.0223,
"Cumulative Return" : 0.28784,
"Drawdown" : -0.05363,
"Drought" : 7
},
{
"date" : "1998-11-30",
"variable" : "Global Macro",
"Return" : 0.0194,
"Cumulative Return" : 0.31282,
"Drawdown" : -0.035271,
"Drought" : 8
},
{
"date" : "1998-12-31",
"variable" : "Global Macro",
"Return" : 0.0233,
"Cumulative Return" : 0.34341,
"Drawdown" : -0.012792,
"Drought" : 6
},
{
"date" : "1999-01-31",
"variable" : "Global Macro",
"Return" : 0.0086,
"Cumulative Return" : 0.35496,
"Drawdown" : -0.0043025,
"Drought" : 6
},
{
"date" : "1999-02-28",
"variable" : "Global Macro",
"Return" : -0.0111,
"Cumulative Return" : 0.33992,
"Drawdown" : -0.015355,
"Drought" : 8
},
{
"date" : "1999-03-31",
"variable" : "Global Macro",
"Return" : 0.0024,
"Cumulative Return" : 0.34314,
"Drawdown" : -0.012992,
"Drought" : 9
},
{
"date" : "1999-04-30",
"variable" : "Global Macro",
"Return" : 0.0329,
"Cumulative Return" : 0.38733,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "Global Macro",
"Return" : -0.0055,
"Cumulative Return" : 0.3797,
"Drawdown" : -0.0055,
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},
{
"date" : "1999-06-30",
"variable" : "Global Macro",
"Return" : 0.0214,
"Cumulative Return" : 0.40922,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Global Macro",
"Return" : -0.0018,
"Cumulative Return" : 0.40669,
"Drawdown" : -0.0018,
"Drought" : 1
},
{
"date" : "1999-08-31",
"variable" : "Global Macro",
"Return" : -0.0061,
"Cumulative Return" : 0.39811,
"Drawdown" : -0.007889,
"Drought" : 2
},
{
"date" : "1999-09-30",
"variable" : "Global Macro",
"Return" : -0.0002,
"Cumulative Return" : 0.39783,
"Drawdown" : -0.0080874,
"Drought" : 3
},
{
"date" : "1999-10-31",
"variable" : "Global Macro",
"Return" : 0.0073,
"Cumulative Return" : 0.40803,
"Drawdown" : -0.00084648,
"Drought" : 4
},
{
"date" : "1999-11-30",
"variable" : "Global Macro",
"Return" : 0.0405,
"Cumulative Return" : 0.46506,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-12-31",
"variable" : "Global Macro",
"Return" : 0.0612,
"Cumulative Return" : 0.55472,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Global Macro",
"Return" : 0.0021,
"Cumulative Return" : 0.55798,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Global Macro",
"Return" : 0.0408,
"Cumulative Return" : 0.62155,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Global Macro",
"Return" : -0.0104,
"Cumulative Return" : 0.60468,
"Drawdown" : -0.0104,
"Drought" : 1
},
{
"date" : "2000-04-30",
"variable" : "Global Macro",
"Return" : -0.0304,
"Cumulative Return" : 0.5559,
"Drawdown" : -0.040484,
"Drought" : 3
},
{
"date" : "2000-05-31",
"variable" : "Global Macro",
"Return" : -0.007,
"Cumulative Return" : 0.54501,
"Drawdown" : -0.0472,
"Drought" : 5
},
{
"date" : "2000-06-30",
"variable" : "Global Macro",
"Return" : 0.0154,
"Cumulative Return" : 0.5688,
"Drawdown" : -0.032527,
"Drought" : 4
},
{
"date" : "2000-07-31",
"variable" : "Global Macro",
"Return" : 0.0037,
"Cumulative Return" : 0.57461,
"Drawdown" : -0.028948,
"Drought" : 5
},
{
"date" : "2000-08-31",
"variable" : "Global Macro",
"Return" : 0.0248,
"Cumulative Return" : 0.61366,
"Drawdown" : -0.0048656,
"Drought" : 6
},
{
"date" : "2000-09-30",
"variable" : "Global Macro",
"Return" : -0.0149,
"Cumulative Return" : 0.58962,
"Drawdown" : -0.019693,
"Drought" : 7
},
{
"date" : "2000-10-31",
"variable" : "Global Macro",
"Return" : -0.0024,
"Cumulative Return" : 0.5858,
"Drawdown" : -0.022046,
"Drought" : 8
},
{
"date" : "2000-11-30",
"variable" : "Global Macro",
"Return" : 0.0125,
"Cumulative Return" : 0.60562,
"Drawdown" : -0.0098214,
"Drought" : 9
},
{
"date" : "2000-12-31",
"variable" : "Global Macro",
"Return" : 0.0472,
"Cumulative Return" : 0.68141,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-01-31",
"variable" : "Global Macro",
"Return" : 0.0214,
"Cumulative Return" : 0.71739,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-02-28",
"variable" : "Global Macro",
"Return" : -0.0072,
"Cumulative Return" : 0.70503,
"Drawdown" : -0.0072,
"Drought" : 1
},
{
"date" : "2001-03-31",
"variable" : "Global Macro",
"Return" : 0.0038,
"Cumulative Return" : 0.7115,
"Drawdown" : -0.0034274,
"Drought" : 2
},
{
"date" : "2001-04-30",
"variable" : "Global Macro",
"Return" : 0.0049,
"Cumulative Return" : 0.71989,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-05-31",
"variable" : "Global Macro",
"Return" : 0.0032,
"Cumulative Return" : 0.72539,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-06-30",
"variable" : "Global Macro",
"Return" : 0.0017,
"Cumulative Return" : 0.72833,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-07-31",
"variable" : "Global Macro",
"Return" : -0.004,
"Cumulative Return" : 0.72141,
"Drawdown" : -0.004,
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},
{
"date" : "2001-08-31",
"variable" : "Global Macro",
"Return" : 0.0006,
"Cumulative Return" : 0.72245,
"Drawdown" : -0.0034024,
"Drought" : 3
},
{
"date" : "2001-09-30",
"variable" : "Global Macro",
"Return" : -0.007,
"Cumulative Return" : 0.71039,
"Drawdown" : -0.010379,
"Drought" : 8
},
{
"date" : "2001-10-31",
"variable" : "Global Macro",
"Return" : 0.0208,
"Cumulative Return" : 0.74597,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-11-30",
"variable" : "Global Macro",
"Return" : 0.0021,
"Cumulative Return" : 0.74963,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-12-31",
"variable" : "Global Macro",
"Return" : 0.0138,
"Cumulative Return" : 0.77378,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-01-31",
"variable" : "Global Macro",
"Return" : 0.0069,
"Cumulative Return" : 0.78602,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-02-28",
"variable" : "Global Macro",
"Return" : -0.0035,
"Cumulative Return" : 0.77977,
"Drawdown" : -0.0035,
"Drought" : 1
},
{
"date" : "2002-03-31",
"variable" : "Global Macro",
"Return" : 0.0064,
"Cumulative Return" : 0.79116,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-04-30",
"variable" : "Global Macro",
"Return" : 0.0098,
"Cumulative Return" : 0.80871,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-05-31",
"variable" : "Global Macro",
"Return" : 0.0123,
"Cumulative Return" : 0.83096,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-06-30",
"variable" : "Global Macro",
"Return" : -0.0022,
"Cumulative Return" : 0.82693,
"Drawdown" : -0.0022,
"Drought" : 1
},
{
"date" : "2002-07-31",
"variable" : "Global Macro",
"Return" : -0.0078,
"Cumulative Return" : 0.81268,
"Drawdown" : -0.0099828,
"Drought" : 2
},
{
"date" : "2002-08-31",
"variable" : "Global Macro",
"Return" : 0.0063,
"Cumulative Return" : 0.8241,
"Drawdown" : -0.0037457,
"Drought" : 3
},
{
"date" : "2002-09-30",
"variable" : "Global Macro",
"Return" : 0.0054,
"Cumulative Return" : 0.83395,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-10-31",
"variable" : "Global Macro",
"Return" : -0.0086,
"Cumulative Return" : 0.81818,
"Drawdown" : -0.0086,
"Drought" : 5
},
{
"date" : "2002-11-30",
"variable" : "Global Macro",
"Return" : 0.0047,
"Cumulative Return" : 0.82672,
"Drawdown" : -0.0039404,
"Drought" : 6
},
{
"date" : "2002-12-31",
"variable" : "Global Macro",
"Return" : 0.0192,
"Cumulative Return" : 0.86179,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-01-31",
"variable" : "Global Macro",
"Return" : 0.0182,
"Cumulative Return" : 0.89568,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-02-28",
"variable" : "Global Macro",
"Return" : 0.0166,
"Cumulative Return" : 0.92715,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-03-31",
"variable" : "Global Macro",
"Return" : -0.0122,
"Cumulative Return" : 0.90364,
"Drawdown" : -0.0122,
"Drought" : 1
},
{
"date" : "2003-04-30",
"variable" : "Global Macro",
"Return" : 0.0117,
"Cumulative Return" : 0.92591,
"Drawdown" : -0.00064274,
"Drought" : 2
},
{
"date" : "2003-05-31",
"variable" : "Global Macro",
"Return" : 0.0397,
"Cumulative Return" : 1.0024,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "Global Macro",
"Return" : 0.0056,
"Cumulative Return" : 1.0136,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-07-31",
"variable" : "Global Macro",
"Return" : -0.0035,
"Cumulative Return" : 1.0065,
"Drawdown" : -0.0035,
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},
{
"date" : "2003-08-31",
"variable" : "Global Macro",
"Return" : 0.0202,
"Cumulative Return" : 1.0471,
"Drawdown" : -0,
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},
{
"date" : "2003-09-30",
"variable" : "Global Macro",
"Return" : 0.0215,
"Cumulative Return" : 1.0911,
"Drawdown" : -0,
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},
{
"date" : "2003-10-31",
"variable" : "Global Macro",
"Return" : 0.0111,
"Cumulative Return" : 1.1143,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-11-30",
"variable" : "Global Macro",
"Return" : 0.0031,
"Cumulative Return" : 1.1208,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Global Macro",
"Return" : 0.0293,
"Cumulative Return" : 1.183,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Global Macro",
"Return" : 0.0117,
"Cumulative Return" : 1.2085,
"Drawdown" : -0,
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},
{
"date" : "2004-02-29",
"variable" : "Global Macro",
"Return" : 0.015,
"Cumulative Return" : 1.2417,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Global Macro",
"Return" : 0.0064,
"Cumulative Return" : 1.256,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-04-30",
"variable" : "Global Macro",
"Return" : -0.0178,
"Cumulative Return" : 1.2158,
"Drawdown" : -0.0178,
"Drought" : 2
},
{
"date" : "2004-05-31",
"variable" : "Global Macro",
"Return" : -0.0081,
"Cumulative Return" : 1.1979,
"Drawdown" : -0.025756,
"Drought" : 4
},
{
"date" : "2004-06-30",
"variable" : "Global Macro",
"Return" : -0.0019,
"Cumulative Return" : 1.1937,
"Drawdown" : -0.027607,
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},
{
"date" : "2004-07-31",
"variable" : "Global Macro",
"Return" : -0.0014,
"Cumulative Return" : 1.1906,
"Drawdown" : -0.028968,
"Drought" : 6
},
{
"date" : "2004-08-31",
"variable" : "Global Macro",
"Return" : -0.0039,
"Cumulative Return" : 1.1821,
"Drawdown" : -0.032755,
"Drought" : 8
},
{
"date" : "2004-09-30",
"variable" : "Global Macro",
"Return" : 0.0008,
"Cumulative Return" : 1.1838,
"Drawdown" : -0.031981,
"Drought" : 8
},
{
"date" : "2004-10-31",
"variable" : "Global Macro",
"Return" : 0.0138,
"Cumulative Return" : 1.214,
"Drawdown" : -0.018623,
"Drought" : 8
},
{
"date" : "2004-11-30",
"variable" : "Global Macro",
"Return" : 0.028,
"Cumulative Return" : 1.276,
"Drawdown" : -0,
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},
{
"date" : "2004-12-31",
"variable" : "Global Macro",
"Return" : 0.0033,
"Cumulative Return" : 1.2835,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-01-31",
"variable" : "Global Macro",
"Return" : -0.0047,
"Cumulative Return" : 1.2728,
"Drawdown" : -0.0047,
"Drought" : 2
},
{
"date" : "2005-02-28",
"variable" : "Global Macro",
"Return" : 0.0171,
"Cumulative Return" : 1.3116,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-03-31",
"variable" : "Global Macro",
"Return" : -0.0027,
"Cumulative Return" : 1.3054,
"Drawdown" : -0.0027,
"Drought" : 1
},
{
"date" : "2005-04-30",
"variable" : "Global Macro",
"Return" : -0.008,
"Cumulative Return" : 1.2869,
"Drawdown" : -0.010678,
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},
{
"date" : "2005-05-31",
"variable" : "Global Macro",
"Return" : 0.0088,
"Cumulative Return" : 1.3071,
"Drawdown" : -0.0019724,
"Drought" : 3
},
{
"date" : "2005-06-30",
"variable" : "Global Macro",
"Return" : 0.0116,
"Cumulative Return" : 1.3338,
"Drawdown" : -0,
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},
{
"date" : "2005-07-31",
"variable" : "Global Macro",
"Return" : 0.0119,
"Cumulative Return" : 1.3616,
"Drawdown" : -0,
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},
{
"date" : "2005-08-31",
"variable" : "Global Macro",
"Return" : 0.0083,
"Cumulative Return" : 1.3812,
"Drawdown" : -0,
"Drought" : 0
},
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"date" : "2005-09-30",
"variable" : "Global Macro",
"Return" : 0.0269,
"Cumulative Return" : 1.4453,
"Drawdown" : -0,
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},
{
"date" : "2005-10-31",
"variable" : "Global Macro",
"Return" : -0.0074,
"Cumulative Return" : 1.4272,
"Drawdown" : -0.0074,
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},
{
"date" : "2005-11-30",
"variable" : "Global Macro",
"Return" : 0.0164,
"Cumulative Return" : 1.467,
"Drawdown" : -0,
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},
{
"date" : "2005-12-31",
"variable" : "Global Macro",
"Return" : 0.0135,
"Cumulative Return" : 1.5003,
"Drawdown" : -0,
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},
{
"date" : "2006-01-31",
"variable" : "Global Macro",
"Return" : 0.0258,
"Cumulative Return" : 1.5648,
"Drawdown" : -0,
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},
{
"date" : "2006-02-28",
"variable" : "Global Macro",
"Return" : 0.0002,
"Cumulative Return" : 1.5653,
"Drawdown" : -0,
"Drought" : 0
},
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"date" : "2006-03-31",
"variable" : "Global Macro",
"Return" : 0.0094,
"Cumulative Return" : 1.5894,
"Drawdown" : -0,
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},
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"date" : "2006-04-30",
"variable" : "Global Macro",
"Return" : 0.0238,
"Cumulative Return" : 1.651,
"Drawdown" : -0,
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},
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"date" : "2006-05-31",
"variable" : "Global Macro",
"Return" : -0.0155,
"Cumulative Return" : 1.6099,
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},
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"date" : "2006-06-30",
"variable" : "Global Macro",
"Return" : -0.0015,
"Cumulative Return" : 1.606,
"Drawdown" : -0.016977,
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},
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"date" : "2006-07-31",
"variable" : "Global Macro",
"Return" : 0.0006,
"Cumulative Return" : 1.6076,
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},
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"date" : "2006-08-31",
"variable" : "Global Macro",
"Return" : -0.0039,
"Cumulative Return" : 1.5974,
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},
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"date" : "2006-09-30",
"variable" : "Global Macro",
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},
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"date" : "2006-10-31",
"variable" : "Global Macro",
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"Cumulative Return" : 1.605,
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},
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"date" : "2006-11-30",
"variable" : "Global Macro",
"Return" : 0.0199,
"Cumulative Return" : 1.6569,
"Drawdown" : -0,
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},
{
"date" : "2006-12-31",
"variable" : "Global Macro",
"Return" : 0.0116,
"Cumulative Return" : 1.6877,
"Drawdown" : -0,
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},
{
"date" : "2007-01-31",
"variable" : "Global Macro",
"Return" : 0.0061,
"Cumulative Return" : 1.7041,
"Drawdown" : -0,
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},
{
"date" : "2007-02-28",
"variable" : "Global Macro",
"Return" : 0.0018,
"Cumulative Return" : 1.709,
"Drawdown" : -0,
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},
{
"date" : "2007-03-31",
"variable" : "Global Macro",
"Return" : 0.0027,
"Cumulative Return" : 1.7163,
"Drawdown" : -0,
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},
{
"date" : "2007-04-30",
"variable" : "Global Macro",
"Return" : 0.0152,
"Cumulative Return" : 1.7576,
"Drawdown" : -0,
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},
{
"date" : "2007-05-31",
"variable" : "Global Macro",
"Return" : 0.0192,
"Cumulative Return" : 1.8105,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Global Macro",
"Return" : 0.0107,
"Cumulative Return" : 1.8406,
"Drawdown" : -0,
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},
{
"date" : "2007-07-31",
"variable" : "Global Macro",
"Return" : 0.0116,
"Cumulative Return" : 1.8735,
"Drawdown" : -0,
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},
{
"date" : "2007-08-31",
"variable" : "Global Macro",
"Return" : -0.0116,
"Cumulative Return" : 1.8402,
"Drawdown" : -0.0116,
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},
{
"date" : "2007-09-30",
"variable" : "Global Macro",
"Return" : 0.033,
"Cumulative Return" : 1.9339,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-10-31",
"variable" : "Global Macro",
"Return" : 0.0304,
"Cumulative Return" : 2.0231,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
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},
{
"date" : "2007-12-31",
"variable" : "Global Macro",
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},
{
"date" : "2008-01-31",
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},
{
"date" : "2008-02-29",
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},
{
"date" : "2008-03-31",
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},
{
"date" : "2008-04-30",
"variable" : "Global Macro",
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},
{
"date" : "2008-05-31",
"variable" : "Global Macro",
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},
{
"date" : "2008-06-30",
"variable" : "Global Macro",
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},
{
"date" : "2008-07-31",
"variable" : "Global Macro",
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},
{
"date" : "2008-08-31",
"variable" : "Global Macro",
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},
{
"date" : "2008-09-30",
"variable" : "Global Macro",
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"Drawdown" : -0.064543,
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},
{
"date" : "2008-10-31",
"variable" : "Global Macro",
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"Drawdown" : -0.079229,
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},
{
"date" : "2008-11-30",
"variable" : "Global Macro",
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"Drawdown" : -0.076191,
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},
{
"date" : "2008-12-31",
"variable" : "Global Macro",
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"Drawdown" : -0.06529,
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},
{
"date" : "2009-01-31",
"variable" : "Global Macro",
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"Drawdown" : -0.062579,
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},
{
"date" : "2009-02-28",
"variable" : "Global Macro",
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"Drawdown" : -0.067735,
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},
{
"date" : "2009-03-31",
"variable" : "Global Macro",
"Return" : 0.0048,
"Cumulative Return" : 1.9439,
"Drawdown" : -0.06326,
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},
{
"date" : "2009-04-30",
"variable" : "Global Macro",
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"Drawdown" : -0.051363,
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},
{
"date" : "2009-05-31",
"variable" : "Global Macro",
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"Drawdown" : -0.018351,
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},
{
"date" : "2009-06-30",
"variable" : "Global Macro",
"Return" : -0.0076,
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"Drawdown" : -0.025811,
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},
{
"date" : "2009-07-31",
"variable" : "Global Macro",
"Return" : 0.0166,
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"Drawdown" : -0.0096399,
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},
{
"date" : "2009-08-31",
"variable" : "Global Macro",
"Return" : 0.005,
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"Drought" : 15
},
{
"date" : "1997-01-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "1997-02-28",
"variable" : "Long/Short Equity",
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"Drawdown" : -0.0006,
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},
{
"date" : "1997-03-31",
"variable" : "Long/Short Equity",
"Return" : -0.0084,
"Cumulative Return" : 0.018852,
"Drawdown" : -0.008995,
"Drought" : 2
},
{
"date" : "1997-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.0084,
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"Drawdown" : -0.00067052,
"Drought" : 3
},
{
"date" : "1997-05-31",
"variable" : "Long/Short Equity",
"Return" : 0.0394,
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"Drawdown" : -0,
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},
{
"date" : "1997-06-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "1997-07-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "1997-08-31",
"variable" : "Long/Short Equity",
"Return" : 0.0107,
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"Drawdown" : -0,
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},
{
"date" : "1997-09-30",
"variable" : "Long/Short Equity",
"Return" : 0.0429,
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"Drawdown" : -0,
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},
{
"date" : "1997-10-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "1997-11-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "1997-12-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.21353,
"Drawdown" : -0,
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},
{
"date" : "1998-01-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.2151,
"Drawdown" : -0,
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},
{
"date" : "1998-02-28",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.25666,
"Drawdown" : -0,
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},
{
"date" : "1998-03-31",
"variable" : "Long/Short Equity",
"Return" : 0.0336,
"Cumulative Return" : 0.29888,
"Drawdown" : -0,
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},
{
"date" : "1998-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.012,
"Cumulative Return" : 0.31447,
"Drawdown" : -0,
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},
{
"date" : "1998-05-31",
"variable" : "Long/Short Equity",
"Return" : -0.0087,
"Cumulative Return" : 0.30304,
"Drawdown" : -0.0087,
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},
{
"date" : "1998-06-30",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.3248,
"Drawdown" : -0,
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},
{
"date" : "1998-07-31",
"variable" : "Long/Short Equity",
"Return" : -0.0006,
"Cumulative Return" : 0.324,
"Drawdown" : -0.0006,
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},
{
"date" : "1998-08-31",
"variable" : "Long/Short Equity",
"Return" : -0.0552,
"Cumulative Return" : 0.25092,
"Drawdown" : -0.055767,
"Drought" : 6
},
{
"date" : "1998-09-30",
"variable" : "Long/Short Equity",
"Return" : 0.0206,
"Cumulative Return" : 0.27669,
"Drawdown" : -0.036316,
"Drought" : 6
},
{
"date" : "1998-10-31",
"variable" : "Long/Short Equity",
"Return" : 0.0169,
"Cumulative Return" : 0.29826,
"Drawdown" : -0.020029,
"Drought" : 7
},
{
"date" : "1998-11-30",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.33604,
"Drawdown" : -0,
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},
{
"date" : "1998-12-31",
"variable" : "Long/Short Equity",
"Return" : 0.0408,
"Cumulative Return" : 0.39055,
"Drawdown" : -0,
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},
{
"date" : "1999-01-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.42643,
"Drawdown" : -0,
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},
{
"date" : "1999-02-28",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.40232,
"Drawdown" : -0.0169,
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},
{
"date" : "1999-03-31",
"variable" : "Long/Short Equity",
"Return" : 0.0229,
"Cumulative Return" : 0.43443,
"Drawdown" : -0,
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},
{
"date" : "1999-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.0312,
"Cumulative Return" : 0.47919,
"Drawdown" : -0,
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},
{
"date" : "1999-05-31",
"variable" : "Long/Short Equity",
"Return" : 0.0095,
"Cumulative Return" : 0.49324,
"Drawdown" : -0,
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},
{
"date" : "1999-06-30",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.54028,
"Drawdown" : -0,
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},
{
"date" : "1999-07-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.56754,
"Drawdown" : -0,
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},
{
"date" : "1999-08-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.57099,
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},
{
"date" : "1999-09-30",
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},
{
"date" : "1999-10-31",
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},
{
"date" : "1999-11-30",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.70046,
"Drawdown" : -0,
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},
{
"date" : "1999-12-31",
"variable" : "Long/Short Equity",
"Return" : 0.0745,
"Cumulative Return" : 0.82715,
"Drawdown" : -0,
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},
{
"date" : "2000-01-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.84085,
"Drawdown" : -0,
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},
{
"date" : "2000-02-29",
"variable" : "Long/Short Equity",
"Return" : 0.0699,
"Cumulative Return" : 0.96952,
"Drawdown" : -0,
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},
{
"date" : "2000-03-31",
"variable" : "Long/Short Equity",
"Return" : 0.0006,
"Cumulative Return" : 0.97071,
"Drawdown" : -0,
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},
{
"date" : "2000-04-30",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 0.93109,
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},
{
"date" : "2000-05-31",
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"Cumulative Return" : 0.91236,
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},
{
"date" : "2000-06-30",
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"Cumulative Return" : 0.9791,
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},
{
"date" : "2000-07-31",
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},
{
"date" : "2000-08-31",
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},
{
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},
{
"date" : "2000-10-31",
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},
{
"date" : "2000-11-30",
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},
{
"date" : "2000-12-31",
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},
{
"date" : "2001-01-31",
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},
{
"date" : "2001-02-28",
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},
{
"date" : "2001-03-31",
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},
{
"date" : "2001-04-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "2001-05-31",
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},
{
"date" : "2001-06-30",
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},
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"date" : "2001-07-31",
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},
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"date" : "2001-08-31",
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},
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"date" : "2001-09-30",
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},
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},
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"date" : "2001-11-30",
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},
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},
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},
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},
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},
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},
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"date" : "2002-05-31",
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},
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},
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"date" : "2002-07-31",
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},
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},
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},
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},
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},
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},
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},
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},
{
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},
{
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},
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"date" : "2003-05-31",
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},
{
"date" : "2003-06-30",
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},
{
"date" : "2003-07-31",
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"Cumulative Return" : 1.0677,
"Drawdown" : -0.0061377,
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},
{
"date" : "2003-08-31",
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"Cumulative Return" : 1.1047,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-09-30",
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"Drawdown" : -0,
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},
{
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"Drawdown" : -0,
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},
{
"date" : "2003-11-30",
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"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 1.2587,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 1.3021,
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},
{
"date" : "2004-02-29",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-03-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-04-30",
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},
{
"date" : "2004-05-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-06-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-07-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-08-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-09-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-10-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0.00065167,
"Drought" : 7
},
{
"date" : "2004-11-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "2004-12-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-01-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-02-28",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "2005-03-31",
"variable" : "Long/Short Equity",
"Return" : -0.0096,
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"Drawdown" : -0.0096,
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},
{
"date" : "2005-04-30",
"variable" : "Long/Short Equity",
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"Drawdown" : -0.027823,
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},
{
"date" : "2005-05-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-06-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-07-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-08-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-09-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-10-31",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-11-30",
"variable" : "Long/Short Equity",
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},
{
"date" : "2005-12-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "2006-01-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "2006-02-28",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "2006-03-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "2006-04-30",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "2006-05-31",
"variable" : "Long/Short Equity",
"Return" : -0.0248,
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"Drawdown" : -0.0248,
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},
{
"date" : "2006-06-30",
"variable" : "Long/Short Equity",
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"Drawdown" : -0.030846,
"Drought" : 3
},
{
"date" : "2006-07-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0.033851,
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},
{
"date" : "2006-08-31",
"variable" : "Long/Short Equity",
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"Drawdown" : -0.022837,
"Drought" : 5
},
{
"date" : "2006-09-30",
"variable" : "Long/Short Equity",
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"Drawdown" : -0.022348,
"Drought" : 6
},
{
"date" : "2006-10-31",
"variable" : "Long/Short Equity",
"Return" : 0.0194,
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"Drawdown" : -0.0033815,
"Drought" : 6
},
{
"date" : "2006-11-30",
"variable" : "Long/Short Equity",
"Return" : 0.02,
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"Drawdown" : -0,
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},
{
"date" : "2006-12-31",
"variable" : "Long/Short Equity",
"Return" : 0.0153,
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"Drawdown" : -0,
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},
{
"date" : "2007-01-31",
"variable" : "Long/Short Equity",
"Return" : 0.0121,
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"Drawdown" : -0,
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},
{
"date" : "2007-02-28",
"variable" : "Long/Short Equity",
"Return" : 0.0082,
"Cumulative Return" : 2.1147,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Long/Short Equity",
"Return" : 0.0115,
"Cumulative Return" : 2.1505,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 2.2129,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 2.2849,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Long/Short Equity",
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"Drawdown" : -0,
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},
{
"date" : "2007-07-31",
"variable" : "Long/Short Equity",
"Return" : 0.0009,
"Cumulative Return" : 2.3131,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-08-31",
"variable" : "Long/Short Equity",
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"Cumulative Return" : 2.2601,
"Drawdown" : -0.016,
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},
{
"date" : "2007-09-30",
"variable" : "Long/Short Equity",
"Return" : 0.0256,
"Cumulative Return" : 2.3436,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-10-31",
"variable" : "Long/Short Equity",
"Return" : 0.0281,
"Cumulative Return" : 2.4375,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Long/Short Equity",
"Return" : -0.0225,
"Cumulative Return" : 2.3602,
"Drawdown" : -0.0225,
"Drought" : 1
},
{
"date" : "2007-12-31",
"variable" : "Long/Short Equity",
"Return" : 0.0043,
"Cumulative Return" : 2.3746,
"Drawdown" : -0.018297,
"Drought" : 2
},
{
"date" : "2008-01-31",
"variable" : "Long/Short Equity",
"Return" : -0.04,
"Cumulative Return" : 2.2396,
"Drawdown" : -0.057565,
"Drought" : 8
},
{
"date" : "2008-02-29",
"variable" : "Long/Short Equity",
"Return" : 0.014,
"Cumulative Return" : 2.285,
"Drawdown" : -0.044371,
"Drought" : 8
},
{
"date" : "2008-03-31",
"variable" : "Long/Short Equity",
"Return" : -0.0236,
"Cumulative Return" : 2.2075,
"Drawdown" : -0.066924,
"Drought" : 11
},
{
"date" : "2008-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.0223,
"Cumulative Return" : 2.279,
"Drawdown" : -0.046116,
"Drought" : 11
},
{
"date" : "2008-05-31",
"variable" : "Long/Short Equity",
"Return" : 0.0227,
"Cumulative Return" : 2.3534,
"Drawdown" : -0.024463,
"Drought" : 7
},
{
"date" : "2008-06-30",
"variable" : "Long/Short Equity",
"Return" : -0.0164,
"Cumulative Return" : 2.2984,
"Drawdown" : -0.040462,
"Drought" : 12
},
{
"date" : "2008-07-31",
"variable" : "Long/Short Equity",
"Return" : -0.0261,
"Cumulative Return" : 2.2123,
"Drawdown" : -0.065506,
"Drought" : 15
},
{
"date" : "2008-08-31",
"variable" : "Long/Short Equity",
"Return" : -0.0146,
"Cumulative Return" : 2.1654,
"Drawdown" : -0.079149,
"Drought" : 16
},
{
"date" : "2008-09-30",
"variable" : "Long/Short Equity",
"Return" : -0.0675,
"Cumulative Return" : 1.9518,
"Drawdown" : -0.14131,
"Drought" : 29
},
{
"date" : "2008-10-31",
"variable" : "Long/Short Equity",
"Return" : -0.0629,
"Cumulative Return" : 1.7661,
"Drawdown" : -0.19532,
"Drought" : 33
},
{
"date" : "2008-11-30",
"variable" : "Long/Short Equity",
"Return" : -0.0188,
"Cumulative Return" : 1.7141,
"Drawdown" : -0.21045,
"Drought" : 35
},
{
"date" : "2008-12-31",
"variable" : "Long/Short Equity",
"Return" : 0.0081,
"Cumulative Return" : 1.7361,
"Drawdown" : -0.20405,
"Drought" : 35
},
{
"date" : "2009-01-31",
"variable" : "Long/Short Equity",
"Return" : -0.0017,
"Cumulative Return" : 1.7314,
"Drawdown" : -0.2054,
"Drought" : 36
},
{
"date" : "2009-02-28",
"variable" : "Long/Short Equity",
"Return" : -0.0161,
"Cumulative Return" : 1.6875,
"Drawdown" : -0.2182,
"Drought" : 38
},
{
"date" : "2009-03-31",
"variable" : "Long/Short Equity",
"Return" : 0.0188,
"Cumulative Return" : 1.738,
"Drawdown" : -0.2035,
"Drought" : 38
},
{
"date" : "2009-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.0375,
"Cumulative Return" : 1.8407,
"Drawdown" : -0.17363,
"Drought" : 37
},
{
"date" : "2009-05-31",
"variable" : "Long/Short Equity",
"Return" : 0.0516,
"Cumulative Return" : 1.9872,
"Drawdown" : -0.13099,
"Drought" : 30
},
{
"date" : "2009-06-30",
"variable" : "Long/Short Equity",
"Return" : 0.0009,
"Cumulative Return" : 1.9899,
"Drawdown" : -0.13021,
"Drought" : 31
},
{
"date" : "2009-07-31",
"variable" : "Long/Short Equity",
"Return" : 0.0277,
"Cumulative Return" : 2.0728,
"Drawdown" : -0.10611,
"Drought" : 30
},
{
"date" : "2009-08-31",
"variable" : "Long/Short Equity",
"Return" : 0.0157,
"Cumulative Return" : 2.121,
"Drawdown" : -0.092081,
"Drought" : 29
},
{
"date" : "1997-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.015,
"Cumulative Return" : 0.015,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0034,
"Cumulative Return" : 0.018451,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.006,
"Cumulative Return" : 0.024562,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0001,
"Cumulative Return" : 0.024459,
"Drawdown" : -1e-04,
"Drought" : 1
},
{
"date" : "1997-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0197,
"Cumulative Return" : 0.044641,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0231,
"Cumulative Return" : 0.068772,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.02,
"Cumulative Return" : 0.090148,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0079,
"Cumulative Return" : 0.09876,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0197,
"Cumulative Return" : 0.12041,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0094,
"Cumulative Return" : 0.13094,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0223,
"Cumulative Return" : 0.15616,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0158,
"Cumulative Return" : 0.17442,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0055,
"Cumulative Return" : 0.18088,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0212,
"Cumulative Return" : 0.20592,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0164,
"Cumulative Return" : 0.2257,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0139,
"Cumulative Return" : 0.24273,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0009,
"Cumulative Return" : 0.24161,
"Drawdown" : -0.0009,
"Drought" : 1
},
{
"date" : "1998-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0072,
"Cumulative Return" : 0.25055,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0007,
"Cumulative Return" : 0.25143,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-08-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0544,
"Cumulative Return" : 0.18335,
"Drawdown" : -0.0544,
"Drought" : 6
},
{
"date" : "1998-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0076,
"Cumulative Return" : 0.19235,
"Drawdown" : -0.047213,
"Drought" : 7
},
{
"date" : "1998-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0159,
"Cumulative Return" : 0.2113,
"Drawdown" : -0.032064,
"Drought" : 7
},
{
"date" : "1998-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.022,
"Cumulative Return" : 0.23795,
"Drawdown" : -0.01077,
"Drought" : 7
},
{
"date" : "1998-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0224,
"Cumulative Return" : 0.26568,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0112,
"Cumulative Return" : 0.27986,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0036,
"Cumulative Return" : 0.28447,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 0.30155,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0218,
"Cumulative Return" : 0.32992,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.021,
"Cumulative Return" : 0.35785,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0222,
"Cumulative Return" : 0.388,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0147,
"Cumulative Return" : 0.4084,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.005,
"Cumulative Return" : 0.41544,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0116,
"Cumulative Return" : 0.43186,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0096,
"Cumulative Return" : 0.44561,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0237,
"Cumulative Return" : 0.47987,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.009,
"Cumulative Return" : 0.49319,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0143,
"Cumulative Return" : 0.51454,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Merger Arbitrage",
"Return" : 0.0239,
"Cumulative Return" : 0.55074,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0131,
"Cumulative Return" : 0.57105,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0188,
"Cumulative Return" : 0.60059,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 0.62395,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0167,
"Cumulative Return" : 0.65107,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0116,
"Cumulative Return" : 0.67023,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0157,
"Cumulative Return" : 0.69645,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0137,
"Cumulative Return" : 0.71969,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0026,
"Cumulative Return" : 0.72416,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0102,
"Cumulative Return" : 0.74175,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0125,
"Cumulative Return" : 0.76352,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0111,
"Cumulative Return" : 0.7831,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.79272,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-03-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0061,
"Cumulative Return" : 0.78179,
"Drawdown" : -0.0061,
"Drought" : 2
},
{
"date" : "2001-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0058,
"Cumulative Return" : 0.79212,
"Drawdown" : -0.00033538,
"Drought" : 2
},
{
"date" : "2001-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0161,
"Cumulative Return" : 0.82098,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-06-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0087,
"Cumulative Return" : 0.80513,
"Drawdown" : -0.0087,
"Drought" : 1
},
{
"date" : "2001-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0079,
"Cumulative Return" : 0.81939,
"Drawdown" : -0.00086873,
"Drought" : 2
},
{
"date" : "2001-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0099,
"Cumulative Return" : 0.83741,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-09-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0267,
"Cumulative Return" : 0.78835,
"Drawdown" : -0.0267,
"Drought" : 7
},
{
"date" : "2001-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0085,
"Cumulative Return" : 0.80355,
"Drawdown" : -0.018427,
"Drought" : 5
},
{
"date" : "2001-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0014,
"Cumulative Return" : 0.80607,
"Drawdown" : -0.017053,
"Drought" : 6
},
{
"date" : "2001-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0045,
"Cumulative Return" : 0.8142,
"Drawdown" : -0.012629,
"Drought" : 7
},
{
"date" : "2002-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0077,
"Cumulative Return" : 0.82817,
"Drawdown" : -0.0050267,
"Drought" : 5
},
{
"date" : "2002-02-28",
"variable" : "Merger Arbitrage",
"Return" : -0.0044,
"Cumulative Return" : 0.82013,
"Drawdown" : -0.0094046,
"Drought" : 9
},
{
"date" : "2002-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0073,
"Cumulative Return" : 0.83341,
"Drawdown" : -0.0021733,
"Drought" : 7
},
{
"date" : "2002-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0013,
"Cumulative Return" : 0.83103,
"Drawdown" : -0.0034704,
"Drought" : 8
},
{
"date" : "2002-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0,
"Cumulative Return" : 0.83103,
"Drawdown" : -0.0034704,
"Drought" : 9
},
{
"date" : "2002-06-30",
"variable" : "Merger Arbitrage",
"Return" : -0.017,
"Cumulative Return" : 0.7999,
"Drawdown" : -0.020411,
"Drought" : 13
},
{
"date" : "2002-07-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0174,
"Cumulative Return" : 0.76858,
"Drawdown" : -0.037456,
"Drought" : 18
},
{
"date" : "2002-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0061,
"Cumulative Return" : 0.77937,
"Drawdown" : -0.031585,
"Drought" : 19
},
{
"date" : "2002-09-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0028,
"Cumulative Return" : 0.77439,
"Drawdown" : -0.034296,
"Drought" : 20
},
{
"date" : "2002-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0032,
"Cumulative Return" : 0.78007,
"Drawdown" : -0.031206,
"Drought" : 21
},
{
"date" : "2002-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.78968,
"Drawdown" : -0.025975,
"Drought" : 21
},
{
"date" : "2002-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0046,
"Cumulative Return" : 0.79791,
"Drawdown" : -0.021494,
"Drought" : 19
},
{
"date" : "2003-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.004,
"Cumulative Return" : 0.8051,
"Drawdown" : -0.01758,
"Drought" : 20
},
{
"date" : "2003-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0018,
"Cumulative Return" : 0.80835,
"Drawdown" : -0.015812,
"Drought" : 21
},
{
"date" : "2003-03-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0007,
"Cumulative Return" : 0.80709,
"Drawdown" : -0.016501,
"Drought" : 22
},
{
"date" : "2003-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0099,
"Cumulative Return" : 0.82498,
"Drawdown" : -0.006764,
"Drought" : 20
},
{
"date" : "2003-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0154,
"Cumulative Return" : 0.85308,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0048,
"Cumulative Return" : 0.86198,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.87185,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.007,
"Cumulative Return" : 0.88495,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0077,
"Cumulative Return" : 0.89946,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0111,
"Cumulative Return" : 0.92055,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0044,
"Cumulative Return" : 0.929,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0098,
"Cumulative Return" : 0.9479,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0097,
"Cumulative Return" : 0.9668,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "Merger Arbitrage",
"Return" : 0.0051,
"Cumulative Return" : 0.97683,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 0.98019,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0039,
"Cumulative Return" : 0.97246,
"Drawdown" : -0.0039,
"Drought" : 2
},
{
"date" : "2004-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0,
"Cumulative Return" : 0.97246,
"Drawdown" : -0.0039,
"Drought" : 3
},
{
"date" : "2004-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 0.97582,
"Drawdown" : -0.0022066,
"Drought" : 4
},
{
"date" : "2004-07-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0092,
"Cumulative Return" : 0.95764,
"Drawdown" : -0.011386,
"Drought" : 6
},
{
"date" : "2004-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0011,
"Cumulative Return" : 0.95979,
"Drawdown" : -0.010299,
"Drought" : 7
},
{
"date" : "2004-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0042,
"Cumulative Return" : 0.96802,
"Drawdown" : -0.0061421,
"Drought" : 7
},
{
"date" : "2004-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0074,
"Cumulative Return" : 0.98259,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0164,
"Cumulative Return" : 1.0151,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 1.0419,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0,
"Cumulative Return" : 1.0419,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0065,
"Cumulative Return" : 1.0552,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0032,
"Cumulative Return" : 1.0618,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0105,
"Cumulative Return" : 1.0401,
"Drawdown" : -0.0105,
"Drought" : 4
},
{
"date" : "2005-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0095,
"Cumulative Return" : 1.0595,
"Drawdown" : -0.0010997,
"Drought" : 2
},
{
"date" : "2005-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0085,
"Cumulative Return" : 1.077,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0115,
"Cumulative Return" : 1.1009,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0061,
"Cumulative Return" : 1.1137,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0035,
"Cumulative Return" : 1.1211,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-10-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0145,
"Cumulative Return" : 1.0903,
"Drawdown" : -0.0145,
"Drought" : 3
},
{
"date" : "2005-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0112,
"Cumulative Return" : 1.1137,
"Drawdown" : -0.0034624,
"Drought" : 2
},
{
"date" : "2005-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0138,
"Cumulative Return" : 1.1429,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0272,
"Cumulative Return" : 1.2012,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0104,
"Cumulative Return" : 1.2241,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0144,
"Cumulative Return" : 1.2561,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 1.283,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0009,
"Cumulative Return" : 1.285,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0087,
"Cumulative Return" : 1.3049,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0058,
"Cumulative Return" : 1.3183,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 1.3306,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0041,
"Cumulative Return" : 1.3401,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0132,
"Cumulative Return" : 1.371,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0142,
"Cumulative Return" : 1.4047,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 1.4367,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0191,
"Cumulative Return" : 1.4832,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0255,
"Cumulative Return" : 1.5465,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0063,
"Cumulative Return" : 1.5626,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.016,
"Cumulative Return" : 1.6036,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0171,
"Cumulative Return" : 1.6481,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0053,
"Cumulative Return" : 1.634,
"Drawdown" : -0.0053,
"Drought" : 1
},
{
"date" : "2007-07-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0054,
"Cumulative Return" : 1.6198,
"Drawdown" : -0.010671,
"Drought" : 2
},
{
"date" : "2007-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0001,
"Cumulative Return" : 1.6201,
"Drawdown" : -0.010572,
"Drought" : 3
},
{
"date" : "2007-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0131,
"Cumulative Return" : 1.6544,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0191,
"Cumulative Return" : 1.7051,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0149,
"Cumulative Return" : 1.6648,
"Drawdown" : -0.0149,
"Drought" : 1
},
{
"date" : "2007-12-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0025,
"Cumulative Return" : 1.6581,
"Drawdown" : -0.017363,
"Drought" : 2
},
{
"date" : "2008-01-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0126,
"Cumulative Return" : 1.6246,
"Drawdown" : -0.029744,
"Drought" : 8
},
{
"date" : "2008-02-29",
"variable" : "Merger Arbitrage",
"Return" : 0.006,
"Cumulative Return" : 1.6404,
"Drawdown" : -0.023922,
"Drought" : 9
},
{
"date" : "2008-03-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0045,
"Cumulative Return" : 1.6285,
"Drawdown" : -0.028315,
"Drought" : 10
},
{
"date" : "2008-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0149,
"Cumulative Return" : 1.6677,
"Drawdown" : -0.013837,
"Drought" : 6
},
{
"date" : "2008-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0136,
"Cumulative Return" : 1.704,
"Drawdown" : -0.00042486,
"Drought" : 7
},
{
"date" : "2008-06-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0109,
"Cumulative Return" : 1.6745,
"Drawdown" : -0.01132,
"Drought" : 8
},
{
"date" : "2008-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0011,
"Cumulative Return" : 1.6774,
"Drawdown" : -0.010233,
"Drought" : 9
},
{
"date" : "2008-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0051,
"Cumulative Return" : 1.6911,
"Drawdown" : -0.0051849,
"Drought" : 10
},
{
"date" : "2008-09-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0276,
"Cumulative Return" : 1.6168,
"Drawdown" : -0.032642,
"Drought" : 16
},
{
"date" : "2008-10-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0245,
"Cumulative Return" : 1.5527,
"Drawdown" : -0.056342,
"Drought" : 19
},
{
"date" : "2008-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0006,
"Cumulative Return" : 1.5542,
"Drawdown" : -0.055776,
"Drought" : 20
},
{
"date" : "2008-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0162,
"Cumulative Return" : 1.5956,
"Drawdown" : -0.040479,
"Drought" : 20
},
{
"date" : "2009-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0056,
"Cumulative Return" : 1.6101,
"Drawdown" : -0.035106,
"Drought" : 20
},
{
"date" : "2009-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0006,
"Cumulative Return" : 1.6117,
"Drawdown" : -0.034527,
"Drought" : 21
},
{
"date" : "2009-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0125,
"Cumulative Return" : 1.6444,
"Drawdown" : -0.022459,
"Drought" : 22
},
{
"date" : "2009-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0081,
"Cumulative Return" : 1.6658,
"Drawdown" : -0.014541,
"Drought" : 18
},
{
"date" : "2009-05-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2009-06-30",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2009-07-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2009-08-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "1997-01-31",
"variable" : "Relative Value",
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},
{
"date" : "1997-02-28",
"variable" : "Relative Value",
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"Drawdown" : -0,
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},
{
"date" : "1997-03-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.031042,
"Drawdown" : -0,
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},
{
"date" : "1997-04-30",
"variable" : "Relative Value",
"Return" : 0.0122,
"Cumulative Return" : 0.043621,
"Drawdown" : -0,
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},
{
"date" : "1997-05-31",
"variable" : "Relative Value",
"Return" : 0.0173,
"Cumulative Return" : 0.061676,
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},
{
"date" : "1997-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.082697,
"Drawdown" : -0,
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},
{
"date" : "1997-07-31",
"variable" : "Relative Value",
"Return" : 0.0181,
"Cumulative Return" : 0.10229,
"Drawdown" : -0,
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},
{
"date" : "1997-08-31",
"variable" : "Relative Value",
"Return" : 0.0103,
"Cumulative Return" : 0.11365,
"Drawdown" : -0,
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},
{
"date" : "1997-09-30",
"variable" : "Relative Value",
"Return" : 0.0183,
"Cumulative Return" : 0.13403,
"Drawdown" : -0,
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},
{
"date" : "1997-10-31",
"variable" : "Relative Value",
"Return" : 0.0079,
"Cumulative Return" : 0.14299,
"Drawdown" : -0,
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},
{
"date" : "1997-11-30",
"variable" : "Relative Value",
"Return" : 0.0111,
"Cumulative Return" : 0.15567,
"Drawdown" : -0,
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},
{
"date" : "1997-12-31",
"variable" : "Relative Value",
"Return" : 0.0082,
"Cumulative Return" : 0.16515,
"Drawdown" : -0,
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},
{
"date" : "1998-01-31",
"variable" : "Relative Value",
"Return" : 0.0132,
"Cumulative Return" : 0.18053,
"Drawdown" : -0,
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},
{
"date" : "1998-02-28",
"variable" : "Relative Value",
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"Cumulative Return" : 0.19588,
"Drawdown" : -0,
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},
{
"date" : "1998-03-31",
"variable" : "Relative Value",
"Return" : 0.0145,
"Cumulative Return" : 0.21322,
"Drawdown" : -0,
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},
{
"date" : "1998-04-30",
"variable" : "Relative Value",
"Return" : 0.0145,
"Cumulative Return" : 0.23081,
"Drawdown" : -0,
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},
{
"date" : "1998-05-31",
"variable" : "Relative Value",
"Return" : 0.0053,
"Cumulative Return" : 0.23733,
"Drawdown" : -0,
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},
{
"date" : "1998-06-30",
"variable" : "Relative Value",
"Return" : 0.0026,
"Cumulative Return" : 0.24055,
"Drawdown" : -0,
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},
{
"date" : "1998-07-31",
"variable" : "Relative Value",
"Return" : 0.0011,
"Cumulative Return" : 0.24191,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-08-31",
"variable" : "Relative Value",
"Return" : -0.0341,
"Cumulative Return" : 0.19956,
"Drawdown" : -0.0341,
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},
{
"date" : "1998-09-30",
"variable" : "Relative Value",
"Return" : 0.0005,
"Cumulative Return" : 0.20016,
"Drawdown" : -0.033617,
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},
{
"date" : "1998-10-31",
"variable" : "Relative Value",
"Return" : -0.014,
"Cumulative Return" : 0.18336,
"Drawdown" : -0.047146,
"Drought" : 8
},
{
"date" : "1998-11-30",
"variable" : "Relative Value",
"Return" : 0.0198,
"Cumulative Return" : 0.20679,
"Drawdown" : -0.02828,
"Drought" : 8
},
{
"date" : "1998-12-31",
"variable" : "Relative Value",
"Return" : 0.0164,
"Cumulative Return" : 0.22658,
"Drawdown" : -0.012344,
"Drought" : 8
},
{
"date" : "1999-01-31",
"variable" : "Relative Value",
"Return" : 0.0195,
"Cumulative Return" : 0.2505,
"Drawdown" : -0,
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},
{
"date" : "1999-02-28",
"variable" : "Relative Value",
"Return" : 0.0085,
"Cumulative Return" : 0.26113,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-03-31",
"variable" : "Relative Value",
"Return" : 0.0116,
"Cumulative Return" : 0.27576,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-04-30",
"variable" : "Relative Value",
"Return" : 0.0238,
"Cumulative Return" : 0.30612,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "Relative Value",
"Return" : 0.0146,
"Cumulative Return" : 0.32519,
"Drawdown" : -0,
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},
{
"date" : "1999-06-30",
"variable" : "Relative Value",
"Return" : 0.0148,
"Cumulative Return" : 0.34481,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Relative Value",
"Return" : 0.011,
"Cumulative Return" : 0.3596,
"Drawdown" : -0,
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},
{
"date" : "1999-08-31",
"variable" : "Relative Value",
"Return" : 0.0062,
"Cumulative Return" : 0.36803,
"Drawdown" : -0,
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},
{
"date" : "1999-09-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.38239,
"Drawdown" : -0,
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},
{
"date" : "1999-10-31",
"variable" : "Relative Value",
"Return" : 0.007,
"Cumulative Return" : 0.39207,
"Drawdown" : -0,
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},
{
"date" : "1999-11-30",
"variable" : "Relative Value",
"Return" : 0.0137,
"Cumulative Return" : 0.41114,
"Drawdown" : -0,
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},
{
"date" : "1999-12-31",
"variable" : "Relative Value",
"Return" : 0.0183,
"Cumulative Return" : 0.43696,
"Drawdown" : -0,
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},
{
"date" : "2000-01-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.46182,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Relative Value",
"Return" : 0.0185,
"Cumulative Return" : 0.48887,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Relative Value",
"Return" : 0.0163,
"Cumulative Return" : 0.51314,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Relative Value",
"Return" : 0.0092,
"Cumulative Return" : 0.52706,
"Drawdown" : -0,
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},
{
"date" : "2000-05-31",
"variable" : "Relative Value",
"Return" : 0.008,
"Cumulative Return" : 0.53927,
"Drawdown" : -0,
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},
{
"date" : "2000-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.56636,
"Drawdown" : -0,
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},
{
"date" : "2000-07-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.57952,
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},
{
"date" : "2000-08-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.60432,
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},
{
"date" : "2000-09-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.61635,
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},
{
"date" : "2000-10-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.61571,
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},
{
"date" : "2000-11-30",
"variable" : "Relative Value",
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},
{
"date" : "2000-12-31",
"variable" : "Relative Value",
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},
{
"date" : "2001-01-31",
"variable" : "Relative Value",
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},
{
"date" : "2001-02-28",
"variable" : "Relative Value",
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"Cumulative Return" : 0.68809,
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},
{
"date" : "2001-03-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.68623,
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},
{
"date" : "2001-04-30",
"variable" : "Relative Value",
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},
{
"date" : "2001-05-31",
"variable" : "Relative Value",
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},
{
"date" : "2001-06-30",
"variable" : "Relative Value",
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},
{
"date" : "2001-07-31",
"variable" : "Relative Value",
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},
{
"date" : "2001-08-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.7394,
"Drawdown" : -0.0031,
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},
{
"date" : "2001-09-30",
"variable" : "Relative Value",
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},
{
"date" : "2001-10-31",
"variable" : "Relative Value",
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},
{
"date" : "2001-11-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.75237,
"Drawdown" : -0,
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},
{
"date" : "2001-12-31",
"variable" : "Relative Value",
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},
{
"date" : "2002-01-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.78653,
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},
{
"date" : "2002-02-28",
"variable" : "Relative Value",
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"Cumulative Return" : 0.78456,
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},
{
"date" : "2002-03-31",
"variable" : "Relative Value",
"Return" : 0.0145,
"Cumulative Return" : 0.81044,
"Drawdown" : -0,
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},
{
"date" : "2002-04-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.82311,
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},
{
"date" : "2002-05-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.82877,
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},
{
"date" : "2002-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.8092,
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},
{
"date" : "2002-07-31",
"variable" : "Relative Value",
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},
{
"date" : "2002-08-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.78603,
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},
{
"date" : "2002-09-30",
"variable" : "Relative Value",
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},
{
"date" : "2002-10-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.78122,
"Drawdown" : -0.026,
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},
{
"date" : "2002-11-30",
"variable" : "Relative Value",
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},
{
"date" : "2002-12-31",
"variable" : "Relative Value",
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},
{
"date" : "2003-01-31",
"variable" : "Relative Value",
"Return" : 0.0067,
"Cumulative Return" : 0.83053,
"Drawdown" : -0,
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},
{
"date" : "2003-02-28",
"variable" : "Relative Value",
"Return" : -0.0004,
"Cumulative Return" : 0.82979,
"Drawdown" : -0.0004,
"Drought" : 1
},
{
"date" : "2003-03-31",
"variable" : "Relative Value",
"Return" : 0.0049,
"Cumulative Return" : 0.83876,
"Drawdown" : -0,
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},
{
"date" : "2003-04-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.87296,
"Drawdown" : -0,
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},
{
"date" : "2003-05-31",
"variable" : "Relative Value",
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},
{
"date" : "2003-06-30",
"variable" : "Relative Value",
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},
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"variable" : "Relative Value",
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},
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"date" : "2003-08-31",
"variable" : "Relative Value",
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},
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"date" : "2003-09-30",
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},
{
"date" : "2003-10-31",
"variable" : "Relative Value",
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},
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"date" : "2003-11-30",
"variable" : "Relative Value",
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},
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"date" : "2003-12-31",
"variable" : "Relative Value",
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},
{
"date" : "2004-01-31",
"variable" : "Relative Value",
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},
{
"date" : "2004-02-29",
"variable" : "Relative Value",
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},
{
"date" : "2004-03-31",
"variable" : "Relative Value",
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},
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"date" : "2004-04-30",
"variable" : "Relative Value",
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},
{
"date" : "2004-05-31",
"variable" : "Relative Value",
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},
{
"date" : "2004-06-30",
"variable" : "Relative Value",
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},
{
"date" : "2004-07-31",
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},
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"date" : "2004-08-31",
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},
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"date" : "2004-09-30",
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},
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"date" : "2004-10-31",
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},
{
"date" : "2004-11-30",
"variable" : "Relative Value",
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},
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"date" : "2004-12-31",
"variable" : "Relative Value",
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},
{
"date" : "2005-01-31",
"variable" : "Relative Value",
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},
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"date" : "2005-02-28",
"variable" : "Relative Value",
"Return" : 0.0081,
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"Drawdown" : -0,
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},
{
"date" : "2005-03-31",
"variable" : "Relative Value",
"Return" : -0.0042,
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},
{
"date" : "2005-04-30",
"variable" : "Relative Value",
"Return" : -0.0108,
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"Drawdown" : -0.014955,
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},
{
"date" : "2005-05-31",
"variable" : "Relative Value",
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},
{
"date" : "2005-06-30",
"variable" : "Relative Value",
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},
{
"date" : "2005-07-31",
"variable" : "Relative Value",
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"Cumulative Return" : 1.1954,
"Drawdown" : -0,
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},
{
"date" : "2005-08-31",
"variable" : "Relative Value",
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},
{
"date" : "2005-09-30",
"variable" : "Relative Value",
"Return" : 0.0122,
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"Drawdown" : -0,
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},
{
"date" : "2005-10-31",
"variable" : "Relative Value",
"Return" : -0.0038,
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"Drawdown" : -0.0038,
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},
{
"date" : "2005-11-30",
"variable" : "Relative Value",
"Return" : 0.0067,
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"Drawdown" : -0,
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},
{
"date" : "2005-12-31",
"variable" : "Relative Value",
"Return" : 0.0126,
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"Drawdown" : -0,
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},
{
"date" : "2006-01-31",
"variable" : "Relative Value",
"Return" : 0.0238,
"Cumulative Return" : 1.3226,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-02-28",
"variable" : "Relative Value",
"Return" : 0.0073,
"Cumulative Return" : 1.3396,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-03-31",
"variable" : "Relative Value",
"Return" : 0.0157,
"Cumulative Return" : 1.3763,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "Relative Value",
"Return" : 0.0126,
"Cumulative Return" : 1.4062,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-05-31",
"variable" : "Relative Value",
"Return" : -0.0025,
"Cumulative Return" : 1.4002,
"Drawdown" : -0.0025,
"Drought" : 1
},
{
"date" : "2006-06-30",
"variable" : "Relative Value",
"Return" : 0.0021,
"Cumulative Return" : 1.4053,
"Drawdown" : -0.00040525,
"Drought" : 2
},
{
"date" : "2006-07-31",
"variable" : "Relative Value",
"Return" : 0.0017,
"Cumulative Return" : 1.4094,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-08-31",
"variable" : "Relative Value",
"Return" : 0.0092,
"Cumulative Return" : 1.4315,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-09-30",
"variable" : "Relative Value",
"Return" : 0.004,
"Cumulative Return" : 1.4412,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-10-31",
"variable" : "Relative Value",
"Return" : 0.0132,
"Cumulative Return" : 1.4735,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-11-30",
"variable" : "Relative Value",
"Return" : 0.0129,
"Cumulative Return" : 1.5054,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-12-31",
"variable" : "Relative Value",
"Return" : 0.0128,
"Cumulative Return" : 1.5374,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-01-31",
"variable" : "Relative Value",
"Return" : 0.0135,
"Cumulative Return" : 1.5717,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-02-28",
"variable" : "Relative Value",
"Return" : 0.0114,
"Cumulative Return" : 1.601,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Relative Value",
"Return" : 0.0081,
"Cumulative Return" : 1.6221,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Relative Value",
"Return" : 0.0134,
"Cumulative Return" : 1.6572,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Relative Value",
"Return" : 0.0156,
"Cumulative Return" : 1.6987,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Relative Value",
"Return" : 0.01,
"Cumulative Return" : 1.7257,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-07-31",
"variable" : "Relative Value",
"Return" : 0.0004,
"Cumulative Return" : 1.7268,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-08-31",
"variable" : "Relative Value",
"Return" : -0.0077,
"Cumulative Return" : 1.7058,
"Drawdown" : -0.0077,
"Drought" : 2
},
{
"date" : "2007-09-30",
"variable" : "Relative Value",
"Return" : 0.0153,
"Cumulative Return" : 1.7472,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-10-31",
"variable" : "Relative Value",
"Return" : 0.02,
"Cumulative Return" : 1.8021,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Relative Value",
"Return" : -0.0112,
"Cumulative Return" : 1.7707,
"Drawdown" : -0.0112,
"Drought" : 1
},
{
"date" : "2007-12-31",
"variable" : "Relative Value",
"Return" : 0.0022,
"Cumulative Return" : 1.7768,
"Drawdown" : -0.0090246,
"Drought" : 2
},
{
"date" : "2008-01-31",
"variable" : "Relative Value",
"Return" : -0.0118,
"Cumulative Return" : 1.744,
"Drawdown" : -0.020718,
"Drought" : 4
},
{
"date" : "2008-02-29",
"variable" : "Relative Value",
"Return" : 0.0064,
"Cumulative Return" : 1.7616,
"Drawdown" : -0.014451,
"Drought" : 4
},
{
"date" : "2008-03-31",
"variable" : "Relative Value",
"Return" : -0.0162,
"Cumulative Return" : 1.7169,
"Drawdown" : -0.030417,
"Drought" : 9
},
{
"date" : "2008-04-30",
"variable" : "Relative Value",
"Return" : 0.013,
"Cumulative Return" : 1.7522,
"Drawdown" : -0.017812,
"Drought" : 6
},
{
"date" : "2008-05-31",
"variable" : "Relative Value",
"Return" : 0.0159,
"Cumulative Return" : 1.7959,
"Drawdown" : -0.0021953,
"Drought" : 7
},
{
"date" : "2008-06-30",
"variable" : "Relative Value",
"Return" : -0.0084,
"Cumulative Return" : 1.7725,
"Drawdown" : -0.010577,
"Drought" : 8
},
{
"date" : "2008-07-31",
"variable" : "Relative Value",
"Return" : -0.0125,
"Cumulative Return" : 1.7378,
"Drawdown" : -0.022945,
"Drought" : 10
},
{
"date" : "2008-08-31",
"variable" : "Relative Value",
"Return" : -0.0023,
"Cumulative Return" : 1.7315,
"Drawdown" : -0.025192,
"Drought" : 11
},
{
"date" : "2008-09-30",
"variable" : "Relative Value",
"Return" : -0.0538,
"Cumulative Return" : 1.5846,
"Drawdown" : -0.077637,
"Drought" : 19
},
{
"date" : "2008-10-31",
"variable" : "Relative Value",
"Return" : -0.0692,
"Cumulative Return" : 1.4057,
"Drawdown" : -0.14146,
"Drought" : 30
},
{
"date" : "2008-11-30",
"variable" : "Relative Value",
"Return" : -0.0209,
"Cumulative Return" : 1.3554,
"Drawdown" : -0.15941,
"Drought" : 32
},
{
"date" : "2008-12-31",
"variable" : "Relative Value",
"Return" : 0.0031,
"Cumulative Return" : 1.3627,
"Drawdown" : -0.1568,
"Drought" : 33
},
{
"date" : "2009-01-31",
"variable" : "Relative Value",
"Return" : 0.01,
"Cumulative Return" : 1.3863,
"Drawdown" : -0.14837,
"Drought" : 33
},
{
"date" : "2009-02-28",
"variable" : "Relative Value",
"Return" : -0.0016,
"Cumulative Return" : 1.3825,
"Drawdown" : -0.14973,
"Drought" : 34
},
{
"date" : "2009-03-31",
"variable" : "Relative Value",
"Return" : 0.01,
"Cumulative Return" : 1.4064,
"Drawdown" : -0.14123,
"Drought" : 32
},
{
"date" : "2009-04-30",
"variable" : "Relative Value",
"Return" : 0.0342,
"Cumulative Return" : 1.4887,
"Drawdown" : -0.11186,
"Drought" : 29
},
{
"date" : "2009-05-31",
"variable" : "Relative Value",
"Return" : 0.0392,
"Cumulative Return" : 1.5862,
"Drawdown" : -0.077045,
"Drought" : 27
},
{
"date" : "2009-06-30",
"variable" : "Relative Value",
"Return" : 0.0101,
"Cumulative Return" : 1.6123,
"Drawdown" : -0.067723,
"Drought" : 27
},
{
"date" : "2009-07-31",
"variable" : "Relative Value",
"Return" : 0.026,
"Cumulative Return" : 1.6803,
"Drawdown" : -0.043483,
"Drought" : 26
},
{
"date" : "2009-08-31",
"variable" : "Relative Value",
"Return" : 0.0162,
"Cumulative Return" : 1.7237,
"Drawdown" : -0.027988,
"Drought" : 26
},
{
"date" : "1997-01-31",
"variable" : "Short Selling",
"Return" : -0.0166,
"Cumulative Return" : -0.0166,
"Drawdown" : -0.0166,
"Drought" : 1
},
{
"date" : "1997-02-28",
"variable" : "Short Selling",
"Return" : 0.0426,
"Cumulative Return" : 0.025293,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Short Selling",
"Return" : 0.0778,
"Cumulative Return" : 0.10506,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-04-30",
"variable" : "Short Selling",
"Return" : -0.0129,
"Cumulative Return" : 0.090805,
"Drawdown" : -0.0129,
"Drought" : 1
},
{
"date" : "1997-05-31",
"variable" : "Short Selling",
"Return" : -0.0737,
"Cumulative Return" : 0.010413,
"Drawdown" : -0.085649,
"Drought" : 3
},
{
"date" : "1997-06-30",
"variable" : "Short Selling",
"Return" : -0.0065,
"Cumulative Return" : 0.0038453,
"Drawdown" : -0.091593,
"Drought" : 4
},
{
"date" : "1997-07-31",
"variable" : "Short Selling",
"Return" : -0.0429,
"Cumulative Return" : -0.03922,
"Drawdown" : -0.13056,
"Drought" : 7
},
{
"date" : "1997-08-31",
"variable" : "Short Selling",
"Return" : -0.0072,
"Cumulative Return" : -0.046137,
"Drawdown" : -0.13682,
"Drought" : 8
},
{
"date" : "1997-09-30",
"variable" : "Short Selling",
"Return" : -0.0155,
"Cumulative Return" : -0.060922,
"Drawdown" : -0.1502,
"Drought" : 9
},
{
"date" : "1997-10-31",
"variable" : "Short Selling",
"Return" : 0.0572,
"Cumulative Return" : -0.0072069,
"Drawdown" : -0.10159,
"Drought" : 10
},
{
"date" : "1997-11-30",
"variable" : "Short Selling",
"Return" : 0.0217,
"Cumulative Return" : 0.014337,
"Drawdown" : -0.082099,
"Drought" : 9
},
{
"date" : "1997-12-31",
"variable" : "Short Selling",
"Return" : 0.0161,
"Cumulative Return" : 0.030668,
"Drawdown" : -0.06732,
"Drought" : 9
},
{
"date" : "1998-01-31",
"variable" : "Short Selling",
"Return" : 0.0014,
"Cumulative Return" : 0.03211,
"Drawdown" : -0.066015,
"Drought" : 10
},
{
"date" : "1998-02-28",
"variable" : "Short Selling",
"Return" : 0.0155,
"Cumulative Return" : 0.048108,
"Drawdown" : -0.051538,
"Drought" : 11
},
{
"date" : "1998-03-31",
"variable" : "Short Selling",
"Return" : 0.0637,
"Cumulative Return" : 0.11487,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Short Selling",
"Return" : 0.0657,
"Cumulative Return" : 0.18812,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Short Selling",
"Return" : 0.1437,
"Cumulative Return" : 0.35885,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-06-30",
"variable" : "Short Selling",
"Return" : -0.0053,
"Cumulative Return" : 0.35165,
"Drawdown" : -0.0053,
"Drought" : 1
},
{
"date" : "1998-07-31",
"variable" : "Short Selling",
"Return" : 0.0343,
"Cumulative Return" : 0.39801,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-08-31",
"variable" : "Short Selling",
"Return" : 0.2463,
"Cumulative Return" : 0.74234,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-09-30",
"variable" : "Short Selling",
"Return" : -0.0376,
"Cumulative Return" : 0.67683,
"Drawdown" : -0.0376,
"Drought" : 1
},
{
"date" : "1998-10-31",
"variable" : "Short Selling",
"Return" : -0.1077,
"Cumulative Return" : 0.49624,
"Drawdown" : -0.14125,
"Drought" : 2
},
{
"date" : "1998-11-30",
"variable" : "Short Selling",
"Return" : -0.0756,
"Cumulative Return" : 0.38312,
"Drawdown" : -0.20617,
"Drought" : 4
},
{
"date" : "1998-12-31",
"variable" : "Short Selling",
"Return" : -0.0531,
"Cumulative Return" : 0.30968,
"Drawdown" : -0.24832,
"Drought" : 7
},
{
"date" : "1999-01-31",
"variable" : "Short Selling",
"Return" : -0.0665,
"Cumulative Return" : 0.22258,
"Drawdown" : -0.29831,
"Drought" : 8
},
{
"date" : "1999-02-28",
"variable" : "Short Selling",
"Return" : 0.0833,
"Cumulative Return" : 0.32442,
"Drawdown" : -0.23986,
"Drought" : 9
},
{
"date" : "1999-03-31",
"variable" : "Short Selling",
"Return" : -0.0154,
"Cumulative Return" : 0.30403,
"Drawdown" : -0.25157,
"Drought" : 10
},
{
"date" : "1999-04-30",
"variable" : "Short Selling",
"Return" : -0.0375,
"Cumulative Return" : 0.25513,
"Drawdown" : -0.27963,
"Drought" : 11
},
{
"date" : "1999-05-31",
"variable" : "Short Selling",
"Return" : 0.0009,
"Cumulative Return" : 0.25626,
"Drawdown" : -0.27898,
"Drought" : 12
},
{
"date" : "1999-06-30",
"variable" : "Short Selling",
"Return" : -0.0412,
"Cumulative Return" : 0.2045,
"Drawdown" : -0.30869,
"Drought" : 13
},
{
"date" : "1999-07-31",
"variable" : "Short Selling",
"Return" : 0.0092,
"Cumulative Return" : 0.21558,
"Drawdown" : -0.30233,
"Drought" : 14
},
{
"date" : "1999-08-31",
"variable" : "Short Selling",
"Return" : 0.0468,
"Cumulative Return" : 0.27247,
"Drawdown" : -0.26968,
"Drought" : 15
},
{
"date" : "1999-09-30",
"variable" : "Short Selling",
"Return" : 0.0401,
"Cumulative Return" : 0.3235,
"Drawdown" : -0.24039,
"Drought" : 16
},
{
"date" : "1999-10-31",
"variable" : "Short Selling",
"Return" : -0.013,
"Cumulative Return" : 0.30629,
"Drawdown" : -0.25027,
"Drought" : 17
},
{
"date" : "1999-11-30",
"variable" : "Short Selling",
"Return" : -0.1239,
"Cumulative Return" : 0.14444,
"Drawdown" : -0.34316,
"Drought" : 19
},
{
"date" : "1999-12-31",
"variable" : "Short Selling",
"Return" : -0.1137,
"Cumulative Return" : 0.014318,
"Drawdown" : -0.41784,
"Drought" : 34
},
{
"date" : "2000-01-31",
"variable" : "Short Selling",
"Return" : 0.0427,
"Cumulative Return" : 0.057629,
"Drawdown" : -0.39298,
"Drought" : 34
},
{
"date" : "2000-02-29",
"variable" : "Short Selling",
"Return" : -0.134,
"Cumulative Return" : -0.084093,
"Drawdown" : -0.47432,
"Drought" : 38
},
{
"date" : "2000-03-31",
"variable" : "Short Selling",
"Return" : -0.023,
"Cumulative Return" : -0.10516,
"Drawdown" : -0.48641,
"Drought" : 39
},
{
"date" : "2000-04-30",
"variable" : "Short Selling",
"Return" : 0.1028,
"Cumulative Return" : -0.013169,
"Drawdown" : -0.43362,
"Drought" : 40
},
{
"date" : "2000-05-31",
"variable" : "Short Selling",
"Return" : 0.0704,
"Cumulative Return" : 0.056304,
"Drawdown" : -0.39375,
"Drought" : 38
},
{
"date" : "2000-06-30",
"variable" : "Short Selling",
"Return" : -0.1107,
"Cumulative Return" : -0.060629,
"Drawdown" : -0.46086,
"Drought" : 42
},
{
"date" : "2000-07-31",
"variable" : "Short Selling",
"Return" : 0.0553,
"Cumulative Return" : -0.0086819,
"Drawdown" : -0.43104,
"Drought" : 43
},
{
"date" : "2000-08-31",
"variable" : "Short Selling",
"Return" : -0.1135,
"Cumulative Return" : -0.1212,
"Drawdown" : -0.49562,
"Drought" : 44
},
{
"date" : "2000-09-30",
"variable" : "Short Selling",
"Return" : 0.1204,
"Cumulative Return" : -0.015389,
"Drawdown" : -0.43489,
"Drought" : 45
},
{
"date" : "2000-10-31",
"variable" : "Short Selling",
"Return" : 0.0784,
"Cumulative Return" : 0.061805,
"Drawdown" : -0.39059,
"Drought" : 43
},
{
"date" : "2000-11-30",
"variable" : "Short Selling",
"Return" : 0.1657,
"Cumulative Return" : 0.23775,
"Drawdown" : -0.28961,
"Drought" : 30
},
{
"date" : "2000-12-31",
"variable" : "Short Selling",
"Return" : 0.0063,
"Cumulative Return" : 0.24554,
"Drawdown" : -0.28513,
"Drought" : 31
},
{
"date" : "2001-01-31",
"variable" : "Short Selling",
"Return" : -0.0271,
"Cumulative Return" : 0.21179,
"Drawdown" : -0.30451,
"Drought" : 32
},
{
"date" : "2001-02-28",
"variable" : "Short Selling",
"Return" : 0.1021,
"Cumulative Return" : 0.33551,
"Drawdown" : -0.2335,
"Drought" : 33
},
{
"date" : "2001-03-31",
"variable" : "Short Selling",
"Return" : 0.062,
"Cumulative Return" : 0.41832,
"Drawdown" : -0.18597,
"Drought" : 31
},
{
"date" : "2001-04-30",
"variable" : "Short Selling",
"Return" : -0.0991,
"Cumulative Return" : 0.27776,
"Drawdown" : -0.26664,
"Drought" : 35
},
{
"date" : "2001-05-31",
"variable" : "Short Selling",
"Return" : -0.013,
"Cumulative Return" : 0.26115,
"Drawdown" : -0.27618,
"Drought" : 36
},
{
"date" : "2001-06-30",
"variable" : "Short Selling",
"Return" : 0.011,
"Cumulative Return" : 0.27502,
"Drawdown" : -0.26821,
"Drought" : 37
},
{
"date" : "2001-07-31",
"variable" : "Short Selling",
"Return" : 0.0353,
"Cumulative Return" : 0.32003,
"Drawdown" : -0.24238,
"Drought" : 38
},
{
"date" : "2001-08-31",
"variable" : "Short Selling",
"Return" : 0.0752,
"Cumulative Return" : 0.4193,
"Drawdown" : -0.18541,
"Drought" : 36
},
{
"date" : "2001-09-30",
"variable" : "Short Selling",
"Return" : 0.0941,
"Cumulative Return" : 0.55285,
"Drawdown" : -0.10876,
"Drought" : 37
},
{
"date" : "2001-10-31",
"variable" : "Short Selling",
"Return" : -0.0298,
"Cumulative Return" : 0.50658,
"Drawdown" : -0.13532,
"Drought" : 38
},
{
"date" : "2001-11-30",
"variable" : "Short Selling",
"Return" : -0.0655,
"Cumulative Return" : 0.4079,
"Drawdown" : -0.19195,
"Drought" : 39
},
{
"date" : "2001-12-31",
"variable" : "Short Selling",
"Return" : -0.0251,
"Cumulative Return" : 0.37256,
"Drawdown" : -0.21223,
"Drought" : 41
},
{
"date" : "2002-01-31",
"variable" : "Short Selling",
"Return" : 0.0343,
"Cumulative Return" : 0.41964,
"Drawdown" : -0.18521,
"Drought" : 41
},
{
"date" : "2002-02-28",
"variable" : "Short Selling",
"Return" : 0.039,
"Cumulative Return" : 0.475,
"Drawdown" : -0.15344,
"Drought" : 42
},
{
"date" : "2002-03-31",
"variable" : "Short Selling",
"Return" : -0.0446,
"Cumulative Return" : 0.40922,
"Drawdown" : -0.19119,
"Drought" : 43
},
{
"date" : "2002-04-30",
"variable" : "Short Selling",
"Return" : 0.0483,
"Cumulative Return" : 0.47728,
"Drawdown" : -0.15213,
"Drought" : 44
},
{
"date" : "2002-05-31",
"variable" : "Short Selling",
"Return" : 0.0346,
"Cumulative Return" : 0.5284,
"Drawdown" : -0.12279,
"Drought" : 45
},
{
"date" : "2002-06-30",
"variable" : "Short Selling",
"Return" : 0.0548,
"Cumulative Return" : 0.61215,
"Drawdown" : -0.074721,
"Drought" : 46
},
{
"date" : "2002-07-31",
"variable" : "Short Selling",
"Return" : 0.0644,
"Cumulative Return" : 0.71598,
"Drawdown" : -0.015133,
"Drought" : 47
},
{
"date" : "2002-08-31",
"variable" : "Short Selling",
"Return" : 0.0015,
"Cumulative Return" : 0.71855,
"Drawdown" : -0.013656,
"Drought" : 48
},
{
"date" : "2002-09-30",
"variable" : "Short Selling",
"Return" : 0.0731,
"Cumulative Return" : 0.84418,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-10-31",
"variable" : "Short Selling",
"Return" : -0.0405,
"Cumulative Return" : 0.76949,
"Drawdown" : -0.0405,
"Drought" : 1
},
{
"date" : "2002-11-30",
"variable" : "Short Selling",
"Return" : -0.0547,
"Cumulative Return" : 0.6727,
"Drawdown" : -0.092985,
"Drought" : 51
},
{
"date" : "2002-12-31",
"variable" : "Short Selling",
"Return" : 0.0443,
"Cumulative Return" : 0.7468,
"Drawdown" : -0.052804,
"Drought" : 3
},
{
"date" : "2003-01-31",
"variable" : "Short Selling",
"Return" : 0.0162,
"Cumulative Return" : 0.77509,
"Drawdown" : -0.037459,
"Drought" : 4
},
{
"date" : "2003-02-28",
"variable" : "Short Selling",
"Return" : 0.013,
"Cumulative Return" : 0.79817,
"Drawdown" : -0.024946,
"Drought" : 5
},
{
"date" : "2003-03-31",
"variable" : "Short Selling",
"Return" : -0.0075,
"Cumulative Return" : 0.78468,
"Drawdown" : -0.032259,
"Drought" : 6
},
{
"date" : "2003-04-30",
"variable" : "Short Selling",
"Return" : -0.0656,
"Cumulative Return" : 0.66761,
"Drawdown" : -0.095743,
"Drought" : 56
},
{
"date" : "2003-05-31",
"variable" : "Short Selling",
"Return" : -0.0499,
"Cumulative Return" : 0.5844,
"Drawdown" : -0.14087,
"Drought" : 57
},
{
"date" : "2003-06-30",
"variable" : "Short Selling",
"Return" : -0.0162,
"Cumulative Return" : 0.55873,
"Drawdown" : -0.15478,
"Drought" : 58
},
{
"date" : "2003-07-31",
"variable" : "Short Selling",
"Return" : -0.0361,
"Cumulative Return" : 0.50246,
"Drawdown" : -0.1853,
"Drought" : 59
},
{
"date" : "2003-08-31",
"variable" : "Short Selling",
"Return" : -0.0354,
"Cumulative Return" : 0.44927,
"Drawdown" : -0.21414,
"Drought" : 60
},
{
"date" : "2003-09-30",
"variable" : "Short Selling",
"Return" : 0.0136,
"Cumulative Return" : 0.46898,
"Drawdown" : -0.20345,
"Drought" : 61
},
{
"date" : "2003-10-31",
"variable" : "Short Selling",
"Return" : -0.0656,
"Cumulative Return" : 0.37262,
"Drawdown" : -0.2557,
"Drought" : 63
},
{
"date" : "2003-11-30",
"variable" : "Short Selling",
"Return" : -0.0136,
"Cumulative Return" : 0.35395,
"Drawdown" : -0.26582,
"Drought" : 66
},
{
"date" : "2003-12-31",
"variable" : "Short Selling",
"Return" : -0.0178,
"Cumulative Return" : 0.32985,
"Drawdown" : -0.27889,
"Drought" : 67
},
{
"date" : "2004-01-31",
"variable" : "Short Selling",
"Return" : -0.009,
"Cumulative Return" : 0.31788,
"Drawdown" : -0.28538,
"Drought" : 68
},
{
"date" : "2004-02-29",
"variable" : "Short Selling",
"Return" : 0.0018,
"Cumulative Return" : 0.32025,
"Drawdown" : -0.2841,
"Drought" : 69
},
{
"date" : "2004-03-31",
"variable" : "Short Selling",
"Return" : -0.0148,
"Cumulative Return" : 0.30071,
"Drawdown" : -0.29469,
"Drought" : 70
},
{
"date" : "2004-04-30",
"variable" : "Short Selling",
"Return" : 0.0384,
"Cumulative Return" : 0.35066,
"Drawdown" : -0.26761,
"Drought" : 71
},
{
"date" : "2004-05-31",
"variable" : "Short Selling",
"Return" : -0.0024,
"Cumulative Return" : 0.34742,
"Drawdown" : -0.26937,
"Drought" : 72
},
{
"date" : "2004-06-30",
"variable" : "Short Selling",
"Return" : -0.0051,
"Cumulative Return" : 0.34055,
"Drawdown" : -0.27309,
"Drought" : 73
},
{
"date" : "2004-07-31",
"variable" : "Short Selling",
"Return" : 0.0638,
"Cumulative Return" : 0.42607,
"Drawdown" : -0.22672,
"Drought" : 71
},
{
"date" : "2004-08-31",
"variable" : "Short Selling",
"Return" : 0.0126,
"Cumulative Return" : 0.44404,
"Drawdown" : -0.21697,
"Drought" : 72
},
{
"date" : "2004-09-30",
"variable" : "Short Selling",
"Return" : -0.0216,
"Cumulative Return" : 0.41285,
"Drawdown" : -0.23389,
"Drought" : 73
},
{
"date" : "2004-10-31",
"variable" : "Short Selling",
"Return" : -0.0092,
"Cumulative Return" : 0.39985,
"Drawdown" : -0.24093,
"Drought" : 74
},
{
"date" : "2004-11-30",
"variable" : "Short Selling",
"Return" : -0.0574,
"Cumulative Return" : 0.3195,
"Drawdown" : -0.2845,
"Drought" : 78
},
{
"date" : "2004-12-31",
"variable" : "Short Selling",
"Return" : -0.0391,
"Cumulative Return" : 0.26791,
"Drawdown" : -0.31248,
"Drought" : 79
},
{
"date" : "2005-01-31",
"variable" : "Short Selling",
"Return" : 0.0387,
"Cumulative Return" : 0.31698,
"Drawdown" : -0.28587,
"Drought" : 80
},
{
"date" : "2005-02-28",
"variable" : "Short Selling",
"Return" : 0.0118,
"Cumulative Return" : 0.33252,
"Drawdown" : -0.27745,
"Drought" : 81
},
{
"date" : "2005-03-31",
"variable" : "Short Selling",
"Return" : 0.0244,
"Cumulative Return" : 0.36503,
"Drawdown" : -0.25982,
"Drought" : 80
},
{
"date" : "2005-04-30",
"variable" : "Short Selling",
"Return" : 0.0393,
"Cumulative Return" : 0.41868,
"Drawdown" : -0.23073,
"Drought" : 80
},
{
"date" : "2005-05-31",
"variable" : "Short Selling",
"Return" : -0.0475,
"Cumulative Return" : 0.35129,
"Drawdown" : -0.26727,
"Drought" : 84
},
{
"date" : "2005-06-30",
"variable" : "Short Selling",
"Return" : -0.0032,
"Cumulative Return" : 0.34696,
"Drawdown" : -0.26961,
"Drought" : 85
},
{
"date" : "2005-07-31",
"variable" : "Short Selling",
"Return" : -0.0242,
"Cumulative Return" : 0.31437,
"Drawdown" : -0.28729,
"Drought" : 86
},
{
"date" : "2005-08-31",
"variable" : "Short Selling",
"Return" : 0.0259,
"Cumulative Return" : 0.34841,
"Drawdown" : -0.26883,
"Drought" : 87
},
{
"date" : "2005-09-30",
"variable" : "Short Selling",
"Return" : 0.0198,
"Cumulative Return" : 0.37511,
"Drawdown" : -0.25435,
"Drought" : 86
},
{
"date" : "2005-10-31",
"variable" : "Short Selling",
"Return" : 0.0233,
"Cumulative Return" : 0.40715,
"Drawdown" : -0.23698,
"Drought" : 86
},
{
"date" : "2005-11-30",
"variable" : "Short Selling",
"Return" : -0.03,
"Cumulative Return" : 0.36493,
"Drawdown" : -0.25987,
"Drought" : 88
},
{
"date" : "2005-12-31",
"variable" : "Short Selling",
"Return" : -0.0035,
"Cumulative Return" : 0.36016,
"Drawdown" : -0.26246,
"Drought" : 89
},
{
"date" : "2006-01-31",
"variable" : "Short Selling",
"Return" : -0.0288,
"Cumulative Return" : 0.32098,
"Drawdown" : -0.2837,
"Drought" : 92
},
{
"date" : "2006-02-28",
"variable" : "Short Selling",
"Return" : 0.0064,
"Cumulative Return" : 0.32944,
"Drawdown" : -0.27912,
"Drought" : 93
},
{
"date" : "2006-03-31",
"variable" : "Short Selling",
"Return" : -0.0139,
"Cumulative Return" : 0.31096,
"Drawdown" : -0.28914,
"Drought" : 94
},
{
"date" : "2006-04-30",
"variable" : "Short Selling",
"Return" : -0.0012,
"Cumulative Return" : 0.30939,
"Drawdown" : -0.28999,
"Drought" : 95
},
{
"date" : "2006-05-31",
"variable" : "Short Selling",
"Return" : 0.0246,
"Cumulative Return" : 0.3416,
"Drawdown" : -0.27252,
"Drought" : 96
},
{
"date" : "2006-06-30",
"variable" : "Short Selling",
"Return" : 0.0118,
"Cumulative Return" : 0.35743,
"Drawdown" : -0.26394,
"Drought" : 97
},
{
"date" : "2006-07-31",
"variable" : "Short Selling",
"Return" : 0.0173,
"Cumulative Return" : 0.38091,
"Drawdown" : -0.2512,
"Drought" : 96
},
{
"date" : "2006-08-31",
"variable" : "Short Selling",
"Return" : -0.0156,
"Cumulative Return" : 0.35937,
"Drawdown" : -0.26289,
"Drought" : 97
},
{
"date" : "2006-09-30",
"variable" : "Short Selling",
"Return" : -0.0236,
"Cumulative Return" : 0.32729,
"Drawdown" : -0.28028,
"Drought" : 100
},
{
"date" : "2006-10-31",
"variable" : "Short Selling",
"Return" : -0.038,
"Cumulative Return" : 0.27685,
"Drawdown" : -0.30763,
"Drought" : 101
},
{
"date" : "2006-11-30",
"variable" : "Short Selling",
"Return" : -0.0268,
"Cumulative Return" : 0.24263,
"Drawdown" : -0.32619,
"Drought" : 102
},
{
"date" : "2006-12-31",
"variable" : "Short Selling",
"Return" : 0.0039,
"Cumulative Return" : 0.24748,
"Drawdown" : -0.32356,
"Drought" : 103
},
{
"date" : "2007-01-31",
"variable" : "Short Selling",
"Return" : -0.0107,
"Cumulative Return" : 0.23413,
"Drawdown" : -0.3308,
"Drought" : 104
},
{
"date" : "2007-02-28",
"variable" : "Short Selling",
"Return" : 0.0028,
"Cumulative Return" : 0.23758,
"Drawdown" : -0.32892,
"Drought" : 105
},
{
"date" : "2007-03-31",
"variable" : "Short Selling",
"Return" : -0.0051,
"Cumulative Return" : 0.23127,
"Drawdown" : -0.33234,
"Drought" : 106
},
{
"date" : "2007-04-30",
"variable" : "Short Selling",
"Return" : -0.0265,
"Cumulative Return" : 0.19864,
"Drawdown" : -0.35004,
"Drought" : 107
},
{
"date" : "2007-05-31",
"variable" : "Short Selling",
"Return" : -0.0199,
"Cumulative Return" : 0.17479,
"Drawdown" : -0.36297,
"Drought" : 109
},
{
"date" : "2007-06-30",
"variable" : "Short Selling",
"Return" : 0.0236,
"Cumulative Return" : 0.20252,
"Drawdown" : -0.34794,
"Drought" : 109
},
{
"date" : "2007-07-31",
"variable" : "Short Selling",
"Return" : 0.0486,
"Cumulative Return" : 0.26096,
"Drawdown" : -0.31625,
"Drought" : 110
},
{
"date" : "2007-08-31",
"variable" : "Short Selling",
"Return" : 0.0092,
"Cumulative Return" : 0.27256,
"Drawdown" : -0.30996,
"Drought" : 111
},
{
"date" : "2007-09-30",
"variable" : "Short Selling",
"Return" : -0.0207,
"Cumulative Return" : 0.24622,
"Drawdown" : -0.32424,
"Drought" : 112
},
{
"date" : "2007-10-31",
"variable" : "Short Selling",
"Return" : -0.0026,
"Cumulative Return" : 0.24298,
"Drawdown" : -0.326,
"Drought" : 113
},
{
"date" : "2007-11-30",
"variable" : "Short Selling",
"Return" : 0.0719,
"Cumulative Return" : 0.33235,
"Drawdown" : -0.27754,
"Drought" : 114
},
{
"date" : "2007-12-31",
"variable" : "Short Selling",
"Return" : 0.0056,
"Cumulative Return" : 0.33981,
"Drawdown" : -0.27349,
"Drought" : 115
},
{
"date" : "2008-01-31",
"variable" : "Short Selling",
"Return" : 0.0556,
"Cumulative Return" : 0.4143,
"Drawdown" : -0.2331,
"Drought" : 113
},
{
"date" : "2008-02-29",
"variable" : "Short Selling",
"Return" : 0.03,
"Cumulative Return" : 0.45673,
"Drawdown" : -0.21009,
"Drought" : 114
},
{
"date" : "2008-03-31",
"variable" : "Short Selling",
"Return" : 0.0192,
"Cumulative Return" : 0.4847,
"Drawdown" : -0.19492,
"Drought" : 115
},
{
"date" : "2008-04-30",
"variable" : "Short Selling",
"Return" : -0.0461,
"Cumulative Return" : 0.41626,
"Drawdown" : -0.23204,
"Drought" : 116
},
{
"date" : "2008-05-31",
"variable" : "Short Selling",
"Return" : -0.0142,
"Cumulative Return" : 0.39614,
"Drawdown" : -0.24294,
"Drought" : 118
},
{
"date" : "2008-06-30",
"variable" : "Short Selling",
"Return" : 0.0751,
"Cumulative Return" : 0.501,
"Drawdown" : -0.18609,
"Drought" : 118
},
{
"date" : "2008-07-31",
"variable" : "Short Selling",
"Return" : 0.0072,
"Cumulative Return" : 0.5118,
"Drawdown" : -0.18023,
"Drought" : 119
},
{
"date" : "2008-08-31",
"variable" : "Short Selling",
"Return" : -0.0215,
"Cumulative Return" : 0.4793,
"Drawdown" : -0.19785,
"Drought" : 120
},
{
"date" : "2008-09-30",
"variable" : "Short Selling",
"Return" : 0.0378,
"Cumulative Return" : 0.53522,
"Drawdown" : -0.16753,
"Drought" : 121
},
{
"date" : "2008-10-31",
"variable" : "Short Selling",
"Return" : 0.117,
"Cumulative Return" : 0.71484,
"Drawdown" : -0.070134,
"Drought" : 122
},
{
"date" : "2008-11-30",
"variable" : "Short Selling",
"Return" : 0.0428,
"Cumulative Return" : 0.78823,
"Drawdown" : -0.030336,
"Drought" : 74
},
{
"date" : "2008-12-31",
"variable" : "Short Selling",
"Return" : -0.0146,
"Cumulative Return" : 0.76212,
"Drawdown" : -0.044493,
"Drought" : 75
},
{
"date" : "2009-01-31",
"variable" : "Short Selling",
"Return" : 0.0282,
"Cumulative Return" : 0.81182,
"Drawdown" : -0.017547,
"Drought" : 76
},
{
"date" : "2009-02-28",
"variable" : "Short Selling",
"Return" : 0.0328,
"Cumulative Return" : 0.87124,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2009-03-31",
"variable" : "Short Selling",
"Return" : -0.0462,
"Cumulative Return" : 0.78479,
"Drawdown" : -0.0462,
"Drought" : 78
},
{
"date" : "2009-04-30",
"variable" : "Short Selling",
"Return" : -0.082,
"Cumulative Return" : 0.63844,
"Drawdown" : -0.12441,
"Drought" : 128
},
{
"date" : "2009-05-31",
"variable" : "Short Selling",
"Return" : 0.0008,
"Cumulative Return" : 0.63975,
"Drawdown" : -0.12371,
"Drought" : 129
},
{
"date" : "2009-06-30",
"variable" : "Short Selling",
"Return" : -0.0094,
"Cumulative Return" : 0.62434,
"Drawdown" : -0.13195,
"Drought" : 130
},
{
"date" : "2009-07-31",
"variable" : "Short Selling",
"Return" : -0.0596,
"Cumulative Return" : 0.52753,
"Drawdown" : -0.18368,
"Drought" : 131
},
{
"date" : "2009-08-31",
"variable" : "Short Selling",
"Return" : -0.0165,
"Cumulative Return" : 0.50232,
"Drawdown" : -0.19715,
"Drought" : 132
},
{
"date" : "1997-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0317,
"Cumulative Return" : 0.0317,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0106,
"Cumulative Return" : 0.042636,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0077,
"Cumulative Return" : 0.034608,
"Drawdown" : -0.0077,
"Drought" : 1
},
{
"date" : "1997-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0009,
"Cumulative Return" : 0.035539,
"Drawdown" : -0.0068069,
"Drought" : 2
},
{
"date" : "1997-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0275,
"Cumulative Return" : 0.064016,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0225,
"Cumulative Return" : 0.087957,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0435,
"Cumulative Return" : 0.13528,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0051,
"Cumulative Return" : 0.14107,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0334,
"Cumulative Return" : 0.17918,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1997-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0099,
"Cumulative Return" : 0.16751,
"Drawdown" : -0.0099,
"Drought" : 1
},
{
"date" : "1997-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0034,
"Cumulative Return" : 0.16354,
"Drawdown" : -0.013266,
"Drought" : 2
},
{
"date" : "1997-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0089,
"Cumulative Return" : 0.1739,
"Drawdown" : -0.0044844,
"Drought" : 3
},
{
"date" : "1998-01-31",
"variable" : "Funds of Funds",
"Return" : -0.0036,
"Cumulative Return" : 0.16967,
"Drawdown" : -0.0080683,
"Drought" : 4
},
{
"date" : "1998-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0256,
"Cumulative Return" : 0.19961,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0373,
"Cumulative Return" : 0.24436,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0125,
"Cumulative Return" : 0.25991,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1998-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0072,
"Cumulative Return" : 0.25084,
"Drawdown" : -0.0072,
"Drought" : 1
},
{
"date" : "1998-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0021,
"Cumulative Return" : 0.25347,
"Drawdown" : -0.0051151,
"Drought" : 2
},
{
"date" : "1998-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0007,
"Cumulative Return" : 0.25259,
"Drawdown" : -0.0058115,
"Drought" : 3
},
{
"date" : "1998-08-31",
"variable" : "Funds of Funds",
"Return" : -0.0616,
"Cumulative Return" : 0.17543,
"Drawdown" : -0.067054,
"Drought" : 11
},
{
"date" : "1998-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0037,
"Cumulative Return" : 0.17108,
"Drawdown" : -0.070505,
"Drought" : 12
},
{
"date" : "1998-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0002,
"Cumulative Return" : 0.17085,
"Drawdown" : -0.070691,
"Drought" : 13
},
{
"date" : "1998-11-30",
"variable" : "Funds of Funds",
"Return" : 0.022,
"Cumulative Return" : 0.19661,
"Drawdown" : -0.050247,
"Drought" : 9
},
{
"date" : "1998-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0222,
"Cumulative Return" : 0.22317,
"Drawdown" : -0.029162,
"Drought" : 9
},
{
"date" : "1999-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0202,
"Cumulative Return" : 0.24788,
"Drawdown" : -0.0095511,
"Drought" : 9
},
{
"date" : "1999-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0063,
"Cumulative Return" : 0.24002,
"Drawdown" : -0.015791,
"Drought" : 11
},
{
"date" : "1999-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0213,
"Cumulative Return" : 0.26643,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-04-30",
"variable" : "Funds of Funds",
"Return" : 0.04,
"Cumulative Return" : 0.31709,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0119,
"Cumulative Return" : 0.33276,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0282,
"Cumulative Return" : 0.37035,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0088,
"Cumulative Return" : 0.3824,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0028,
"Cumulative Return" : 0.38628,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0052,
"Cumulative Return" : 0.39348,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-10-31",
"variable" : "Funds of Funds",
"Return" : 0.013,
"Cumulative Return" : 0.4116,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0483,
"Cumulative Return" : 0.47978,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "1999-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0622,
"Cumulative Return" : 0.57182,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0169,
"Cumulative Return" : 0.59839,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-02-29",
"variable" : "Funds of Funds",
"Return" : 0.0666,
"Cumulative Return" : 0.70484,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0039,
"Cumulative Return" : 0.71149,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-04-30",
"variable" : "Funds of Funds",
"Return" : -0.0269,
"Cumulative Return" : 0.66545,
"Drawdown" : -0.0269,
"Drought" : 2
},
{
"date" : "2000-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0122,
"Cumulative Return" : 0.64513,
"Drawdown" : -0.038772,
"Drought" : 3
},
{
"date" : "2000-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0311,
"Cumulative Return" : 0.69629,
"Drawdown" : -0.0088776,
"Drought" : 4
},
{
"date" : "2000-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0022,
"Cumulative Return" : 0.69256,
"Drawdown" : -0.011058,
"Drought" : 5
},
{
"date" : "2000-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0267,
"Cumulative Return" : 0.73775,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2000-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0069,
"Cumulative Return" : 0.72576,
"Drawdown" : -0.0069,
"Drought" : 1
},
{
"date" : "2000-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0104,
"Cumulative Return" : 0.70781,
"Drawdown" : -0.017228,
"Drought" : 7
},
{
"date" : "2000-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0205,
"Cumulative Return" : 0.6728,
"Drawdown" : -0.037375,
"Drought" : 9
},
{
"date" : "2000-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0133,
"Cumulative Return" : 0.69505,
"Drawdown" : -0.024572,
"Drought" : 10
},
{
"date" : "2001-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0223,
"Cumulative Return" : 0.73285,
"Drawdown" : -0.0028201,
"Drought" : 5
},
{
"date" : "2001-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0089,
"Cumulative Return" : 0.71743,
"Drawdown" : -0.011695,
"Drought" : 6
},
{
"date" : "2001-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0068,
"Cumulative Return" : 0.70575,
"Drawdown" : -0.018415,
"Drought" : 12
},
{
"date" : "2001-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0104,
"Cumulative Return" : 0.72349,
"Drawdown" : -0.008207,
"Drought" : 8
},
{
"date" : "2001-05-31",
"variable" : "Funds of Funds",
"Return" : 0.008,
"Cumulative Return" : 0.73728,
"Drawdown" : -0.00027266,
"Drought" : 9
},
{
"date" : "2001-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0013,
"Cumulative Return" : 0.73954,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2001-07-31",
"variable" : "Funds of Funds",
"Return" : -0.004,
"Cumulative Return" : 0.73258,
"Drawdown" : -0.004,
"Drought" : 11
},
{
"date" : "2001-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0019,
"Cumulative Return" : 0.73587,
"Drawdown" : -0.0021076,
"Drought" : 12
},
{
"date" : "2001-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0142,
"Cumulative Return" : 0.71122,
"Drawdown" : -0.016278,
"Drought" : 18
},
{
"date" : "2001-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0095,
"Cumulative Return" : 0.72748,
"Drawdown" : -0.0069323,
"Drought" : 14
},
{
"date" : "2001-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0058,
"Cumulative Return" : 0.7375,
"Drawdown" : -0.0011725,
"Drought" : 15
},
{
"date" : "2001-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0099,
"Cumulative Return" : 0.7547,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-01-31",
"variable" : "Funds of Funds",
"Return" : 0.003,
"Cumulative Return" : 0.75996,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0015,
"Cumulative Return" : 0.75732,
"Drawdown" : -0.0015,
"Drought" : 1
},
{
"date" : "2002-03-31",
"variable" : "Funds of Funds",
"Return" : 0.009,
"Cumulative Return" : 0.77314,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0052,
"Cumulative Return" : 0.78236,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-05-31",
"variable" : "Funds of Funds",
"Return" : 0.005,
"Cumulative Return" : 0.79127,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2002-06-30",
"variable" : "Funds of Funds",
"Return" : -0.0095,
"Cumulative Return" : 0.77425,
"Drawdown" : -0.0095,
"Drought" : 2
},
{
"date" : "2002-07-31",
"variable" : "Funds of Funds",
"Return" : -0.014,
"Cumulative Return" : 0.74941,
"Drawdown" : -0.023367,
"Drought" : 7
},
{
"date" : "2002-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0037,
"Cumulative Return" : 0.75589,
"Drawdown" : -0.019753,
"Drought" : 7
},
{
"date" : "2002-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0033,
"Cumulative Return" : 0.75009,
"Drawdown" : -0.022988,
"Drought" : 9
},
{
"date" : "2002-10-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.74467,
"Drawdown" : -0.026017,
"Drought" : 10
},
{
"date" : "2002-11-30",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.76316,
"Drawdown" : -0.015693,
"Drought" : 8
},
{
"date" : "2002-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0077,
"Cumulative Return" : 0.77674,
"Drawdown" : -0.0081136,
"Drought" : 8
},
{
"date" : "2003-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0072,
"Cumulative Return" : 0.78953,
"Drawdown" : -0.00097204,
"Drought" : 8
},
{
"date" : "2003-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0031,
"Cumulative Return" : 0.79508,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0004,
"Cumulative Return" : 0.79436,
"Drawdown" : -0.0004,
"Drought" : 1
},
{
"date" : "2003-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0134,
"Cumulative Return" : 0.8184,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0205,
"Cumulative Return" : 0.85568,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0068,
"Cumulative Return" : 0.8683,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0025,
"Cumulative Return" : 0.87297,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0078,
"Cumulative Return" : 0.88758,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0121,
"Cumulative Return" : 0.91042,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0152,
"Cumulative Return" : 0.93946,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-11-30",
"variable" : "Funds of Funds",
"Return" : 0.007,
"Cumulative Return" : 0.95303,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2003-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0139,
"Cumulative Return" : 0.98018,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0156,
"Cumulative Return" : 1.0111,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-02-29",
"variable" : "Funds of Funds",
"Return" : 0.0111,
"Cumulative Return" : 1.0334,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0043,
"Cumulative Return" : 1.0421,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-04-30",
"variable" : "Funds of Funds",
"Return" : -0.0068,
"Cumulative Return" : 1.0283,
"Drawdown" : -0.0068,
"Drought" : 2
},
{
"date" : "2004-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0082,
"Cumulative Return" : 1.0116,
"Drawdown" : -0.014944,
"Drought" : 3
},
{
"date" : "2004-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0034,
"Cumulative Return" : 1.0185,
"Drawdown" : -0.011595,
"Drought" : 4
},
{
"date" : "2004-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0049,
"Cumulative Return" : 1.0086,
"Drawdown" : -0.016438,
"Drought" : 6
},
{
"date" : "2004-08-31",
"variable" : "Funds of Funds",
"Return" : -0.001,
"Cumulative Return" : 1.0066,
"Drawdown" : -0.017422,
"Drought" : 7
},
{
"date" : "2004-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0099,
"Cumulative Return" : 1.0264,
"Drawdown" : -0.0076943,
"Drought" : 7
},
{
"date" : "2004-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0068,
"Cumulative Return" : 1.0402,
"Drawdown" : -0.00094659,
"Drought" : 7
},
{
"date" : "2004-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0244,
"Cumulative Return" : 1.09,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2004-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0145,
"Cumulative Return" : 1.1203,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0006,
"Cumulative Return" : 1.1216,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0136,
"Cumulative Return" : 1.1504,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0044,
"Cumulative Return" : 1.141,
"Drawdown" : -0.0044,
"Drought" : 1
},
{
"date" : "2005-04-30",
"variable" : "Funds of Funds",
"Return" : -0.0141,
"Cumulative Return" : 1.1108,
"Drawdown" : -0.018438,
"Drought" : 4
},
{
"date" : "2005-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0018,
"Cumulative Return" : 1.1146,
"Drawdown" : -0.016671,
"Drought" : 5
},
{
"date" : "2005-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0131,
"Cumulative Return" : 1.1423,
"Drawdown" : -0.0037895,
"Drought" : 4
},
{
"date" : "2005-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0134,
"Cumulative Return" : 1.171,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0079,
"Cumulative Return" : 1.1881,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0147,
"Cumulative Return" : 1.2203,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0149,
"Cumulative Return" : 1.1872,
"Drawdown" : -0.0149,
"Drought" : 2
},
{
"date" : "2005-11-30",
"variable" : "Funds of Funds",
"Return" : 0.016,
"Cumulative Return" : 1.2222,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2005-12-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 1.2646,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0286,
"Cumulative Return" : 1.3294,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0037,
"Cumulative Return" : 1.338,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0164,
"Cumulative Return" : 1.3764,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0171,
"Cumulative Return" : 1.417,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0133,
"Cumulative Return" : 1.3849,
"Drawdown" : -0.0133,
"Drought" : 1
},
{
"date" : "2006-06-30",
"variable" : "Funds of Funds",
"Return" : -0.0028,
"Cumulative Return" : 1.3782,
"Drawdown" : -0.016063,
"Drought" : 2
},
{
"date" : "2006-07-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 1.377,
"Drawdown" : -0.016555,
"Drought" : 3
},
{
"date" : "2006-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0066,
"Cumulative Return" : 1.3927,
"Drawdown" : -0.010064,
"Drought" : 4
},
{
"date" : "2006-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0003,
"Cumulative Return" : 1.392,
"Drawdown" : -0.010361,
"Drought" : 5
},
{
"date" : "2006-10-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 1.431,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0185,
"Cumulative Return" : 1.4759,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2006-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0175,
"Cumulative Return" : 1.5193,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0121,
"Cumulative Return" : 1.5497,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0096,
"Cumulative Return" : 1.5742,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0096,
"Cumulative Return" : 1.5989,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0163,
"Cumulative Return" : 1.6413,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0204,
"Cumulative Return" : 1.6952,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0082,
"Cumulative Return" : 1.7173,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0041,
"Cumulative Return" : 1.7284,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-08-31",
"variable" : "Funds of Funds",
"Return" : -0.0222,
"Cumulative Return" : 1.6679,
"Drawdown" : -0.0222,
"Drought" : 3
},
{
"date" : "2007-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0199,
"Cumulative Return" : 1.7209,
"Drawdown" : -0.0027418,
"Drought" : 2
},
{
"date" : "2007-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0303,
"Cumulative Return" : 1.8034,
"Drawdown" : -0,
"Drought" : 0
},
{
"date" : "2007-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0148,
"Cumulative Return" : 1.7619,
"Drawdown" : -0.0148,
"Drought" : 1
},
{
"date" : "2007-12-31",
"variable" : "Funds of Funds",
"Return" : 0.004,
"Cumulative Return" : 1.7729,
"Drawdown" : -0.010859,
"Drought" : 2
},
{
"date" : "2008-01-31",
"variable" : "Funds of Funds",
"Return" : -0.0272,
"Cumulative Return" : 1.6975,
"Drawdown" : -0.037764,
"Drought" : 7
},
{
"date" : "2008-02-29",
"variable" : "Funds of Funds",
"Return" : 0.0142,
"Cumulative Return" : 1.7358,
"Drawdown" : -0.0241,
"Drought" : 4
},
{
"date" : "2008-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0262,
"Cumulative Return" : 1.6641,
"Drawdown" : -0.049669,
"Drought" : 10
},
{
"date" : "2008-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0097,
"Cumulative Return" : 1.69,
"Drawdown" : -0.04045,
"Drought" : 11
},
{
"date" : "2008-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0172,
"Cumulative Return" : 1.7363,
"Drawdown" : -0.023946,
"Drought" : 7
},
{
"date" : "2008-06-30",
"variable" : "Funds of Funds",
"Return" : -0.0068,
"Cumulative Return" : 1.7176,
"Drawdown" : -0.030583,
"Drought" : 11
},
{
"date" : "2008-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0264,
"Cumulative Return" : 1.6459,
"Drawdown" : -0.056176,
"Drought" : 14
},
{
"date" : "2008-08-31",
"variable" : "Funds of Funds",
"Return" : -0.0156,
"Cumulative Return" : 1.6046,
"Drawdown" : -0.0709,
"Drought" : 16
},
{
"date" : "2008-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0618,
"Cumulative Return" : 1.4437,
"Drawdown" : -0.12832,
"Drought" : 22
},
{
"date" : "2008-10-31",
"variable" : "Funds of Funds",
"Return" : -0.06,
"Cumulative Return" : 1.297,
"Drawdown" : -0.18062,
"Drought" : 33
},
{
"date" : "2008-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0192,
"Cumulative Return" : 1.2529,
"Drawdown" : -0.19635,
"Drought" : 35
},
{
"date" : "2008-12-31",
"variable" : "Funds of Funds",
"Return" : -0.0119,
"Cumulative Return" : 1.2261,
"Drawdown" : -0.20591,
"Drought" : 36
},
{
"date" : "2009-01-31",
"variable" : "Funds of Funds",
"Return" : 0.006,
"Cumulative Return" : 1.2395,
"Drawdown" : -0.20115,
"Drought" : 37
},
{
"date" : "2009-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0037,
"Cumulative Return" : 1.2312,
"Drawdown" : -0.20411,
"Drought" : 38
},
{
"date" : "2009-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0008,
"Cumulative Return" : 1.233,
"Drawdown" : -0.20347,
"Drought" : 39
},
{
"date" : "2009-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0092,
"Cumulative Return" : 1.2535,
"Drawdown" : -0.19614,
"Drought" : 40
},
{
"date" : "2009-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0312,
"Cumulative Return" : 1.3238,
"Drawdown" : -0.17106,
"Drought" : 40
},
{
"date" : "2009-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0024,
"Cumulative Return" : 1.3294,
"Drawdown" : -0.16907,
"Drought" : 41
},
{
"date" : "2009-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0153,
"Cumulative Return" : 1.3651,
"Drawdown" : -0.15636,
"Drought" : 40
},
{
"date" : "2009-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0113,
"Cumulative Return" : 1.3918,
"Drawdown" : -0.14682,
"Drought" : 40
}
]
Raw
index.html
<!DOCTYPE html>
<meta charset='utf-8'>
<html>
<head>
<script src="http://d3js.org/d3.v3.min.js" charset="utf-8"></script>
<link rel='stylesheet' href='style.css'>
</head>
<body>
<script type='text/javascript' src='script.js'></script>
</body>
</html>
Raw
script.js
var div = d3.select('body').append('div')
var margin = {top: 20, right: 20, bottom: 30, left: 50},
width = 960 - margin.left - margin.right,
height = 350 - margin.top - margin.bottom;
var parseDate = d3.time.format("%Y-%m-%d").parse;
var formatPct = d3.format('.2%')
var formatPct0 = d3.format('.0%')
var formatDate = d3.time.format('%B %Y')
var x = d3.time.scale()
.range([0, width]);
var y = d3.scale.linear()
.range([height, 0]);
var xAxis = d3.svg.axis()
.scale(x)
.orient("bottom");
var yAxis = d3.svg.axis()
.scale(y)
.tickFormat(formatPct)
.orient("left");
var svg = d3.select("body").append("svg")
.attr("width", width + margin.left + margin.right)
.attr("height", height + margin.top + margin.bottom)
.append("g")
.attr("transform", "translate(" + margin.left + "," + margin.top + ")");
d3.json("data.json", function(error, data) {
data.forEach(function(d) {
d['date'] = parseDate(d['date'])
d['Return'] = +d['Return']
d['Drawdown'] = +d['Drawdown']
d['Cumulative Return'] = +d['Cumulative Return']
});
var dataNested = d3.nest()
.key(function (d) { return d.variable })
.entries(data)
div.append('select')
.attr('id','variableSelect')
.on('change',variableChange)
.selectAll('option')
.data(dataNested).enter()
.append('option')
.attr('value',function (d) { return d.key })
.text(function (d) { return d.key })
div.append('select')
.attr('id','typeSelect')
.on('change',typeChange)
.selectAll('option')
.data(d3.keys(data[0]).filter(function (d) { return d != 'date' && d != 'variable' })).enter()
.append('option')
.attr('value',function (d) { return d })
.text(function (d) { return d })
var typeValue = d3.select('#typeSelect').property('value')
var variableValue = d3.select('#variableSelect').property('value')
var line = d3.svg.line()
.x(function(d) { return x(d['date']); })
.y(function(d) { return y(d['Return']); });
var dataFiltered = dataNested.filter(function (d) { return d.key===d3.select('#variableSelect').property('value') })
x.domain(d3.extent(dataFiltered[0].values, function(d) { return d['date']; }));
y.domain(d3.extent(dataFiltered[0].values, function(d) { return d[typeValue]; })).nice();
svg.append("g")
.attr("class", "xAxis")
.attr("transform", "translate(0," + height + ")")
.call(xAxis);
svg.append("g")
.attr("class", "yAxis")
.call(yAxis)
.append("text")
.attr('id','yAxisText')
.attr("transform", "rotate(-90)")
.attr("y", 6)
.attr("dy", ".71em")
.style("text-anchor", "end")
.text("Return");
svg.append('line')
.attr('id','zeroLine')
.attr('x1',x(d3.min(dataFiltered[0].values, function (d) { return d['date']; })))
.attr('x2',x(d3.max(dataFiltered[0].values, function (d) { return d['date']; })))
.attr('y1',y(0))
.attr('y2',y(0))
svg.append("path")
.datum(dataFiltered[0].values)
.attr("class", "line")
.attr("d", line);
var dataPoints = svg.selectAll('.dataPoints').data(dataFiltered[0].values)
dataPoints.enter()
.append('circle')
.attr('class','dataPoints')
.attr('cx', function (d) { return x(d['date']); })
.attr('cy', function (d) { return y(d[typeValue]); })
.attr('r', 4)
var dataPointsTitle = dataPoints.append('title')
.attr('class','dataPointsTitle')
.text(function (d) { return variableValue + '\n' + formatDate(d['date']) + '\n' + typeValue + ': ' + formatPct(d[typeValue]); })
function variableChange() {
var variableValue = d3.select('#variableSelect').property('value')
var typeValue = d3.select('#typeSelect').property('value')
var dataFiltered = dataNested.filter(function (d) { return d.key===variableValue })
x.domain(d3.extent(dataFiltered[0].values, function (d) { return d['date']; }));
// switch yAxis tick format
if(typeValue==='Drought') { yAxis.tickFormat(null) }
else if (typeValue==='Cumulative Return') { yAxis.tickFormat(formatPct0) }
else { yAxis.tickFormat(formatPct) }
y.domain(d3.extent(dataFiltered[0].values, function (d) { return d[typeValue]; })).nice();
d3.select('.xAxis').transition().duration(1000).call(xAxis) // redraw xAxis
d3.select('.yAxis').transition().duration(1000).call(yAxis) // redraw yAxis
d3.select('.line').datum(dataFiltered[0].values).attr('d',line) // redraw line
// redraw circles
var dataPoints = svg.selectAll('.dataPoints').data(dataFiltered[0].values)
dataPoints // update
.attr('class','dataPoints')
.attr('cx', function (d) { return x(d['date']); })
.attr('cy', function (d) { return y(d[typeValue]); })
.attr('r', 4)
dataPoints.enter()
.append('circle') // enter
.transition().duration(1000)
.attr('class','dataPoints')
.attr('cx', function (d) { return x(d['date']); })
.attr('cy', function (d) { return y(d[typeValue]); })
.attr('r', 4)
dataPoints.exit().remove() // exit
d3.selectAll('.dataPointsTitle').remove() // remove titles
dataPoints.append('title') // add titles back
.attr('class','dataPointsTitle')
.text(function (d) {
if(typeValue==='Drought') {
return variableValue + '\n' + formatDate(d['date']) + '\n' + typeValue + ': ' + d[typeValue] + ' Months'
}
else {
return variableValue + '\n' + formatDate(d['date']) + '\n' + typeValue + ': ' + formatPct(d[typeValue])
}
})
d3.select('#zeroLine') // redraw line at 0
.transition().duration(1000)
.attr('x1',x(d3.min(dataFiltered[0].values, function (d) { return d['date']; })))
.attr('x2',x(d3.max(dataFiltered[0].values, function (d) { return d['date']; })))
.attr('y1',y(0))
.attr('y2',y(0))
}
function typeChange() {
var variableValue = d3.select('#variableSelect').property('value')
var typeValue = d3.select('#typeSelect').property('value')
line.y(function(d) { return y(d[typeValue]); })
var dataFiltered = dataNested.filter(function (d) { return d.key===variableValue })
x.domain(d3.extent(dataFiltered[0].values, function (d) { return d['date']; }));
// switch yAxis tick format
if(typeValue==='Drought') { yAxis.tickFormat(null) }
else if (typeValue==='Cumulative Return') { yAxis.tickFormat(formatPct0) }
else { yAxis.tickFormat(formatPct) }
y.domain(d3.extent(dataFiltered[0].values, function (d) { return d[typeValue]; })).nice();
d3.select('.xAxis').transition().duration(1000).call(xAxis) // redraw xAxis
d3.select('.yAxis').transition().duration(1000).call(yAxis) // redraw yAxis
d3.select('.line').datum(dataFiltered[0].values).transition().duration(1000).attr('d',line) // redraw line
d3.select('#yAxisText').text(typeValue) // rewrite yAxis text
d3.selectAll('.dataPoints') // redraw circles
.transition().duration(1000)
.attr('cx', function (d) { return x(d['date']); })
.attr('cy', function (d) { return y(d[typeValue]); })
d3.selectAll('.dataPointsTitle')
.text(function (d) {
if(typeValue==='Drought') {
return variableValue + '\n' + formatDate(d['date']) + '\n' + typeValue + ': ' + d[typeValue] + ' Months'
}
else {
return variableValue + '\n' + formatDate(d['date']) + '\n' + typeValue + ': ' + formatPct(d[typeValue])
}
})
d3.select('#zeroLine') // redraw line at 0
.transition().duration(1000)
.attr('x1',x(d3.min(dataFiltered[0].values, function (d) { return d['date']; })))
.attr('x2',x(d3.max(dataFiltered[0].values, function (d) { return d['date']; })))
.attr('y1',y(0))
.attr('y2',y(0))
}
});
Raw
style.css
body {
font: 10px sans-serif;
}
.xAxis path, .yAxis path,
.xAxis line, .yAxis line {
fill: none;
stroke: #000;
shape-rendering: crispEdges;
}
/*.x.axis path {
display: none;
}*/
.line {
fill: none;
stroke: steelblue;
stroke-width: 1.5px;
}
#zeroLine {
stroke: gray;
stroke-dasharray: 2;
}
.dataPoints {
fill: white;
stroke: steelblue;
stroke-width: 1.5px;
}
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