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d3js: Return, Cumulative Return, and Drawdown line graphs.
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README.md

d3js: Return, Cumulative Return, and Drawdown line graphs.

Raw
data.json
[
{
"date" : "1997-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 0.0119,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0123,
"Cumulative Return" : 0.024346,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0078,
"Cumulative Return" : 0.032336,
"Drawdown" : -0
},
{
"date" : "1997-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0086,
"Cumulative Return" : 0.041214,
"Drawdown" : -0
},
{
"date" : "1997-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0156,
"Cumulative Return" : 0.057457,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0212,
"Cumulative Return" : 0.079875,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0193,
"Cumulative Return" : 0.10072,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0134,
"Cumulative Return" : 0.11547,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0122,
"Cumulative Return" : 0.12908,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.01,
"Cumulative Return" : 0.14037,
"Drawdown" : -0
},
{
"date" : "1997-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0,
"Cumulative Return" : 0.14037,
"Drawdown" : -0
},
{
"date" : "1997-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0068,
"Cumulative Return" : 0.14812,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0145,
"Cumulative Return" : 0.16477,
"Drawdown" : -0
},
{
"date" : "1998-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 0.18177,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0144,
"Cumulative Return" : 0.19879,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0126,
"Cumulative Return" : 0.2139,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0056,
"Cumulative Return" : 0.22069,
"Drawdown" : -0
},
{
"date" : "1998-06-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0006,
"Cumulative Return" : 0.21996,
"Drawdown" : -0.0006
},
{
"date" : "1998-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.006,
"Cumulative Return" : 0.22728,
"Drawdown" : -0
},
{
"date" : "1998-08-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0319,
"Cumulative Return" : 0.18813,
"Drawdown" : -0.0319
},
{
"date" : "1998-09-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0196,
"Cumulative Return" : 0.16484,
"Drawdown" : -0.050875
},
{
"date" : "1998-10-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0214,
"Cumulative Return" : 0.13992,
"Drawdown" : -0.071186
},
{
"date" : "1998-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0269,
"Cumulative Return" : 0.17058,
"Drawdown" : -0.046201
},
{
"date" : "1998-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0113,
"Cumulative Return" : 0.18381,
"Drawdown" : -0.035423
},
{
"date" : "1999-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0219,
"Cumulative Return" : 0.20973,
"Drawdown" : -0.014299
},
{
"date" : "1999-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0082,
"Cumulative Return" : 0.21965,
"Drawdown" : -0.006216
},
{
"date" : "1999-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0136,
"Cumulative Return" : 0.23624,
"Drawdown" : -0
},
{
"date" : "1999-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0243,
"Cumulative Return" : 0.26628,
"Drawdown" : -0
},
{
"date" : "1999-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0166,
"Cumulative Return" : 0.2873,
"Drawdown" : -0
},
{
"date" : "1999-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0102,
"Cumulative Return" : 0.30043,
"Drawdown" : -0
},
{
"date" : "1999-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0101,
"Cumulative Return" : 0.31357,
"Drawdown" : -0
},
{
"date" : "1999-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0048,
"Cumulative Return" : 0.31987,
"Drawdown" : -0
},
{
"date" : "1999-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0096,
"Cumulative Return" : 0.33254,
"Drawdown" : -0
},
{
"date" : "1999-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0045,
"Cumulative Return" : 0.33854,
"Drawdown" : -0
},
{
"date" : "1999-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0124,
"Cumulative Return" : 0.35514,
"Drawdown" : -0
},
{
"date" : "1999-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.014,
"Cumulative Return" : 0.37411,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0227,
"Cumulative Return" : 0.4053,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "Convertible Arbitrage",
"Return" : 0.0267,
"Cumulative Return" : 0.44282,
"Drawdown" : -0
},
{
"date" : "2000-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0243,
"Cumulative Return" : 0.47788,
"Drawdown" : -0
},
{
"date" : "2000-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0223,
"Cumulative Return" : 0.51084,
"Drawdown" : -0
},
{
"date" : "2000-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0149,
"Cumulative Return" : 0.53335,
"Drawdown" : -0
},
{
"date" : "2000-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0179,
"Cumulative Return" : 0.5608,
"Drawdown" : -0
},
{
"date" : "2000-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0093,
"Cumulative Return" : 0.57531,
"Drawdown" : -0
},
{
"date" : "2000-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0162,
"Cumulative Return" : 0.60083,
"Drawdown" : -0
},
{
"date" : "2000-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0141,
"Cumulative Return" : 0.6234,
"Drawdown" : -0
},
{
"date" : "2000-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0052,
"Cumulative Return" : 0.63185,
"Drawdown" : -0
},
{
"date" : "2000-11-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0081,
"Cumulative Return" : 0.61863,
"Drawdown" : -0.0081
},
{
"date" : "2000-12-31",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.0082984
},
{
"date" : "2001-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0344,
"Cumulative Return" : 0.67397,
"Drawdown" : -0
},
{
"date" : "2001-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0182,
"Cumulative Return" : 0.70444,
"Drawdown" : -0
},
{
"date" : "2001-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0162,
"Cumulative Return" : 0.73205,
"Drawdown" : -0
},
{
"date" : "2001-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0157,
"Cumulative Return" : 0.75925,
"Drawdown" : -0
},
{
"date" : "2001-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0033,
"Cumulative Return" : 0.76505,
"Drawdown" : -0
},
{
"date" : "2001-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0012,
"Cumulative Return" : 0.76717,
"Drawdown" : -0
},
{
"date" : "2001-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0091,
"Cumulative Return" : 0.78325,
"Drawdown" : -0
},
{
"date" : "2001-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0142,
"Cumulative Return" : 0.80857,
"Drawdown" : -0
},
{
"date" : "2001-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0078,
"Cumulative Return" : 0.82268,
"Drawdown" : -0
},
{
"date" : "2001-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0117,
"Cumulative Return" : 0.844,
"Drawdown" : -0
},
{
"date" : "2001-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.008,
"Cumulative Return" : 0.85876,
"Drawdown" : -0
},
{
"date" : "2001-12-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0094,
"Cumulative Return" : 0.84128,
"Drawdown" : -0.0094
},
{
"date" : "2002-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0148,
"Cumulative Return" : 0.86854,
"Drawdown" : -0
},
{
"date" : "2002-02-28",
"variable" : "Convertible Arbitrage",
"Return" : -0.0049,
"Cumulative Return" : 0.85938,
"Drawdown" : -0.0049
},
{
"date" : "2002-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.86923,
"Drawdown" : -0
},
{
"date" : "2002-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0096,
"Cumulative Return" : 0.88718,
"Drawdown" : -0
},
{
"date" : "2002-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0033,
"Cumulative Return" : 0.89341,
"Drawdown" : -0
},
{
"date" : "2002-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0004,
"Cumulative Return" : 0.89416,
"Drawdown" : -0
},
{
"date" : "2002-07-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0159,
"Cumulative Return" : 0.86405,
"Drawdown" : -0.0159
},
{
"date" : "2002-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.005,
"Cumulative Return" : 0.87337,
"Drawdown" : -0.01098
},
{
"date" : "2002-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 0.90072,
"Drawdown" : -0
},
{
"date" : "2002-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0104,
"Cumulative Return" : 0.92049,
"Drawdown" : -0
},
{
"date" : "2002-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0251,
"Cumulative Return" : 0.96869,
"Drawdown" : -0
},
{
"date" : "2002-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0157,
"Cumulative Return" : 0.9996,
"Drawdown" : -0
},
{
"date" : "2003-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0283,
"Cumulative Return" : 1.0562,
"Drawdown" : -0
},
{
"date" : "2003-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 1.0835,
"Drawdown" : -0
},
{
"date" : "2003-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0089,
"Cumulative Return" : 1.1021,
"Drawdown" : -0
},
{
"date" : "2003-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.015,
"Cumulative Return" : 1.1336,
"Drawdown" : -0
},
{
"date" : "2003-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0136,
"Cumulative Return" : 1.1626,
"Drawdown" : -0
},
{
"date" : "2003-06-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0058,
"Cumulative Return" : 1.1501,
"Drawdown" : -0.0058
},
{
"date" : "2003-07-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0072,
"Cumulative Return" : 1.1346,
"Drawdown" : -0.012958
},
{
"date" : "2003-08-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0087,
"Cumulative Return" : 1.116,
"Drawdown" : -0.021546
},
{
"date" : "2003-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0171,
"Cumulative Return" : 1.1522,
"Drawdown" : -0.0048139
},
{
"date" : "2003-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 1.1836,
"Drawdown" : -0
},
{
"date" : "2003-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0092,
"Cumulative Return" : 1.2037,
"Drawdown" : -0
},
{
"date" : "2003-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 1.2156,
"Drawdown" : -0
},
{
"date" : "2004-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 1.242,
"Drawdown" : -0
},
{
"date" : "2004-02-29",
"variable" : "Convertible Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 1.2458,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0061,
"Cumulative Return" : 1.2595,
"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.002,
"Cumulative Return" : 1.264,
"Drawdown" : -0
},
{
"date" : "2004-05-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0128,
"Cumulative Return" : 1.235,
"Drawdown" : -0.0128
},
{
"date" : "2004-06-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0106,
"Cumulative Return" : 1.2114,
"Drawdown" : -0.023264
},
{
"date" : "2004-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0013,
"Cumulative Return" : 1.2142,
"Drawdown" : -0.021995
},
{
"date" : "2004-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.004,
"Cumulative Return" : 1.2231,
"Drawdown" : -0.018083
},
{
"date" : "2004-09-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0017,
"Cumulative Return" : 1.2193,
"Drawdown" : -0.019752
},
{
"date" : "2004-10-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0044,
"Cumulative Return" : 1.2095,
"Drawdown" : -0.024065
},
{
"date" : "2004-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0081,
"Cumulative Return" : 1.2274,
"Drawdown" : -0.01616
},
{
"date" : "2004-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0056,
"Cumulative Return" : 1.2399,
"Drawdown" : -0.01065
},
{
"date" : "2005-01-31",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.020148
},
{
"date" : "2005-02-28",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.025831
},
{
"date" : "2005-03-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2005-04-30",
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},
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"date" : "2005-05-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0133,
"Cumulative Return" : 1.0779,
"Drawdown" : -0.082194
},
{
"date" : "2005-06-30",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.072373
},
{
"date" : "2005-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0164,
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"Drawdown" : -0.05716
},
{
"date" : "2005-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0066,
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"Drawdown" : -0.050937
},
{
"date" : "2005-09-30",
"variable" : "Convertible Arbitrage",
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"Drawdown" : -0.037461
},
{
"date" : "2005-10-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0015,
"Cumulative Return" : 1.1759,
"Drawdown" : -0.038904
},
{
"date" : "2005-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0004,
"Cumulative Return" : 1.1768,
"Drawdown" : -0.03852
},
{
"date" : "2005-12-31",
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"Cumulative Return" : 1.1968,
"Drawdown" : -0.029674
},
{
"date" : "2006-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.025,
"Cumulative Return" : 1.2518,
"Drawdown" : -0.0054163
},
{
"date" : "2006-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0116,
"Cumulative Return" : 1.2779,
"Drawdown" : -0
},
{
"date" : "2006-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0107,
"Cumulative Return" : 1.3023,
"Drawdown" : -0
},
{
"date" : "2006-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0064,
"Cumulative Return" : 1.317,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0091,
"Cumulative Return" : 1.3381,
"Drawdown" : -0
},
{
"date" : "2006-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0012,
"Cumulative Return" : 1.3409,
"Drawdown" : -0
},
{
"date" : "2006-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0066,
"Cumulative Return" : 1.3563,
"Drawdown" : -0
},
{
"date" : "2006-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0098,
"Cumulative Return" : 1.3794,
"Drawdown" : -0
},
{
"date" : "2006-09-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0093,
"Cumulative Return" : 1.4015,
"Drawdown" : -0
},
{
"date" : "2006-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 1.4145,
"Drawdown" : -0
},
{
"date" : "2006-11-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0092,
"Cumulative Return" : 1.4367,
"Drawdown" : -0
},
{
"date" : "2006-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0127,
"Cumulative Return" : 1.4677,
"Drawdown" : -0
},
{
"date" : "2007-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.013,
"Cumulative Return" : 1.4998,
"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0117,
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},
{
"date" : "2007-03-31",
"variable" : "Convertible Arbitrage",
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},
{
"date" : "2007-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0026,
"Cumulative Return" : 1.5508,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.011,
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"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0011,
"Cumulative Return" : 1.5817,
"Drawdown" : -0
},
{
"date" : "2007-07-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0053,
"Cumulative Return" : 1.568,
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},
{
"date" : "2007-08-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0145,
"Cumulative Return" : 1.5308,
"Drawdown" : -0.019723
},
{
"date" : "2007-09-30",
"variable" : "Convertible Arbitrage",
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"Cumulative Return" : 1.5715,
"Drawdown" : -0.0039407
},
{
"date" : "2007-10-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0177,
"Cumulative Return" : 1.617,
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},
{
"date" : "2007-11-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0131,
"Cumulative Return" : 1.5827,
"Drawdown" : -0.0131
},
{
"date" : "2007-12-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0077,
"Cumulative Return" : 1.5629,
"Drawdown" : -0.020699
},
{
"date" : "2008-01-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0009,
"Cumulative Return" : 1.5606,
"Drawdown" : -0.021581
},
{
"date" : "2008-02-29",
"variable" : "Convertible Arbitrage",
"Return" : -0.0083,
"Cumulative Return" : 1.5393,
"Drawdown" : -0.029701
},
{
"date" : "2008-03-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0317,
"Cumulative Return" : 1.4588,
"Drawdown" : -0.06046
},
{
"date" : "2008-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0076,
"Cumulative Return" : 1.4775,
"Drawdown" : -0.053319
},
{
"date" : "2008-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0107,
"Cumulative Return" : 1.504,
"Drawdown" : -0.04319
},
{
"date" : "2008-06-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0081,
"Cumulative Return" : 1.4837,
"Drawdown" : -0.05094
},
{
"date" : "2008-07-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0188,
"Cumulative Return" : 1.437,
"Drawdown" : -0.068782
},
{
"date" : "2008-08-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.0066,
"Cumulative Return" : 1.4209,
"Drawdown" : -0.074928
},
{
"date" : "2008-09-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.1027,
"Cumulative Return" : 1.1723,
"Drawdown" : -0.16993
},
{
"date" : "2008-10-31",
"variable" : "Convertible Arbitrage",
"Return" : -0.1237,
"Cumulative Return" : 0.9036,
"Drawdown" : -0.27261
},
{
"date" : "2008-11-30",
"variable" : "Convertible Arbitrage",
"Return" : -0.0276,
"Cumulative Return" : 0.85106,
"Drawdown" : -0.29269
},
{
"date" : "2008-12-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0177,
"Cumulative Return" : 0.88382,
"Drawdown" : -0.28017
},
{
"date" : "2009-01-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0491,
"Cumulative Return" : 0.97632,
"Drawdown" : -0.24483
},
{
"date" : "2009-02-28",
"variable" : "Convertible Arbitrage",
"Return" : 0.0164,
"Cumulative Return" : 1.0087,
"Drawdown" : -0.23244
},
{
"date" : "2009-03-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0235,
"Cumulative Return" : 1.0559,
"Drawdown" : -0.2144
},
{
"date" : "2009-04-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.05,
"Cumulative Return" : 1.1587,
"Drawdown" : -0.17512
},
{
"date" : "2009-05-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0578,
"Cumulative Return" : 1.2835,
"Drawdown" : -0.12745
},
{
"date" : "2009-06-30",
"variable" : "Convertible Arbitrage",
"Return" : 0.0241,
"Cumulative Return" : 1.3385,
"Drawdown" : -0.10642
},
{
"date" : "2009-07-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0611,
"Cumulative Return" : 1.4814,
"Drawdown" : -0.051818
},
{
"date" : "2009-08-31",
"variable" : "Convertible Arbitrage",
"Return" : 0.0315,
"Cumulative Return" : 1.5596,
"Drawdown" : -0.021951
},
{
"date" : "1997-01-31",
"variable" : "CTA Global",
"Return" : 0.0393,
"Cumulative Return" : 0.0393,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "CTA Global",
"Return" : 0.0298,
"Cumulative Return" : 0.070271,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "CTA Global",
"Return" : -0.0021,
"Cumulative Return" : 0.068024,
"Drawdown" : -0.0021
},
{
"date" : "1997-04-30",
"variable" : "CTA Global",
"Return" : -0.017,
"Cumulative Return" : 0.049867,
"Drawdown" : -0.019064
},
{
"date" : "1997-05-31",
"variable" : "CTA Global",
"Return" : -0.0015,
"Cumulative Return" : 0.048292,
"Drawdown" : -0.020536
},
{
"date" : "1997-06-30",
"variable" : "CTA Global",
"Return" : 0.0085,
"Cumulative Return" : 0.057203,
"Drawdown" : -0.01221
},
{
"date" : "1997-07-31",
"variable" : "CTA Global",
"Return" : 0.0591,
"Cumulative Return" : 0.11968,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "CTA Global",
"Return" : -0.0473,
"Cumulative Return" : 0.066723,
"Drawdown" : -0.0473
},
{
"date" : "1997-09-30",
"variable" : "CTA Global",
"Return" : 0.0198,
"Cumulative Return" : 0.087844,
"Drawdown" : -0.028437
},
{
"date" : "1997-10-31",
"variable" : "CTA Global",
"Return" : -0.0098,
"Cumulative Return" : 0.077183,
"Drawdown" : -0.037958
},
{
"date" : "1997-11-30",
"variable" : "CTA Global",
"Return" : 0.0133,
"Cumulative Return" : 0.091509,
"Drawdown" : -0.025163
},
{
"date" : "1997-12-31",
"variable" : "CTA Global",
"Return" : 0.0286,
"Cumulative Return" : 0.12273,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "CTA Global",
"Return" : 0.0104,
"Cumulative Return" : 0.1344,
"Drawdown" : -0
},
{
"date" : "1998-02-28",
"variable" : "CTA Global",
"Return" : -0.0065,
"Cumulative Return" : 0.12703,
"Drawdown" : -0.0065
},
{
"date" : "1998-03-31",
"variable" : "CTA Global",
"Return" : 0.0122,
"Cumulative Return" : 0.14078,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "CTA Global",
"Return" : -0.0296,
"Cumulative Return" : 0.10701,
"Drawdown" : -0.0296
},
{
"date" : "1998-05-31",
"variable" : "CTA Global",
"Return" : 0.0193,
"Cumulative Return" : 0.12838,
"Drawdown" : -0.010871
},
{
"date" : "1998-06-30",
"variable" : "CTA Global",
"Return" : 0.0051,
"Cumulative Return" : 0.13413,
"Drawdown" : -0.0058267
},
{
"date" : "1998-07-31",
"variable" : "CTA Global",
"Return" : -0.001,
"Cumulative Return" : 0.133,
"Drawdown" : -0.0068209
},
{
"date" : "1998-08-31",
"variable" : "CTA Global",
"Return" : 0.0691,
"Cumulative Return" : 0.21129,
"Drawdown" : -0
},
{
"date" : "1998-09-30",
"variable" : "CTA Global",
"Return" : 0.0454,
"Cumulative Return" : 0.26628,
"Drawdown" : -0
},
{
"date" : "1998-10-31",
"variable" : "CTA Global",
"Return" : 0.0004,
"Cumulative Return" : 0.26679,
"Drawdown" : -0
},
{
"date" : "1998-11-30",
"variable" : "CTA Global",
"Return" : -0.0089,
"Cumulative Return" : 0.25551,
"Drawdown" : -0.0089
},
{
"date" : "1998-12-31",
"variable" : "CTA Global",
"Return" : 0.0221,
"Cumulative Return" : 0.28326,
"Drawdown" : -0
},
{
"date" : "1999-01-31",
"variable" : "CTA Global",
"Return" : -0.0167,
"Cumulative Return" : 0.26183,
"Drawdown" : -0.0167
},
{
"date" : "1999-02-28",
"variable" : "CTA Global",
"Return" : 0.0197,
"Cumulative Return" : 0.28669,
"Drawdown" : -0
},
{
"date" : "1999-03-31",
"variable" : "CTA Global",
"Return" : -0.0065,
"Cumulative Return" : 0.27832,
"Drawdown" : -0.0065
},
{
"date" : "1999-04-30",
"variable" : "CTA Global",
"Return" : 0.021,
"Cumulative Return" : 0.30517,
"Drawdown" : -0
},
{
"date" : "1999-05-31",
"variable" : "CTA Global",
"Return" : -0.015,
"Cumulative Return" : 0.28559,
"Drawdown" : -0.015
},
{
"date" : "1999-06-30",
"variable" : "CTA Global",
"Return" : 0.0234,
"Cumulative Return" : 0.31567,
"Drawdown" : -0
},
{
"date" : "1999-07-31",
"variable" : "CTA Global",
"Return" : -0.0051,
"Cumulative Return" : 0.30896,
"Drawdown" : -0.0051
},
{
"date" : "1999-08-31",
"variable" : "CTA Global",
"Return" : -0.0027,
"Cumulative Return" : 0.30543,
"Drawdown" : -0.0077862
},
{
"date" : "1999-09-30",
"variable" : "CTA Global",
"Return" : 0.0064,
"Cumulative Return" : 0.31378,
"Drawdown" : -0.0014361
},
{
"date" : "1999-10-31",
"variable" : "CTA Global",
"Return" : -0.0354,
"Cumulative Return" : 0.26728,
"Drawdown" : -0.036785
},
{
"date" : "1999-11-30",
"variable" : "CTA Global",
"Return" : 0.0166,
"Cumulative Return" : 0.28831,
"Drawdown" : -0.020796
},
{
"date" : "1999-12-31",
"variable" : "CTA Global",
"Return" : 0.0142,
"Cumulative Return" : 0.30661,
"Drawdown" : -0.0068912
},
{
"date" : "2000-01-31",
"variable" : "CTA Global",
"Return" : 0.0128,
"Cumulative Return" : 0.32333,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "CTA Global",
"Return" : -0.0022,
"Cumulative Return" : 0.32042,
"Drawdown" : -0.0022
},
{
"date" : "2000-03-31",
"variable" : "CTA Global",
"Return" : -0.0138,
"Cumulative Return" : 0.3022,
"Drawdown" : -0.01597
},
{
"date" : "2000-04-30",
"variable" : "CTA Global",
"Return" : -0.0241,
"Cumulative Return" : 0.27082,
"Drawdown" : -0.039685
},
{
"date" : "2000-05-31",
"variable" : "CTA Global",
"Return" : 0.0114,
"Cumulative Return" : 0.2853,
"Drawdown" : -0.028737
},
{
"date" : "2000-06-30",
"variable" : "CTA Global",
"Return" : -0.0124,
"Cumulative Return" : 0.26937,
"Drawdown" : -0.040781
},
{
"date" : "2000-07-31",
"variable" : "CTA Global",
"Return" : -0.0131,
"Cumulative Return" : 0.25274,
"Drawdown" : -0.053347
},
{
"date" : "2000-08-31",
"variable" : "CTA Global",
"Return" : 0.0189,
"Cumulative Return" : 0.27641,
"Drawdown" : -0.035455
},
{
"date" : "2000-09-30",
"variable" : "CTA Global",
"Return" : -0.0208,
"Cumulative Return" : 0.24986,
"Drawdown" : -0.055517
},
{
"date" : "2000-10-31",
"variable" : "CTA Global",
"Return" : 0.0075,
"Cumulative Return" : 0.25924,
"Drawdown" : -0.048434
},
{
"date" : "2000-11-30",
"variable" : "CTA Global",
"Return" : 0.0425,
"Cumulative Return" : 0.31276,
"Drawdown" : -0.0079922
},
{
"date" : "2000-12-31",
"variable" : "CTA Global",
"Return" : 0.0682,
"Cumulative Return" : 0.40229,
"Drawdown" : -0
},
{
"date" : "2001-01-31",
"variable" : "CTA Global",
"Return" : 0.0025,
"Cumulative Return" : 0.40579,
"Drawdown" : -0
},
{
"date" : "2001-02-28",
"variable" : "CTA Global",
"Return" : -0.0016,
"Cumulative Return" : 0.40354,
"Drawdown" : -0.0016
},
{
"date" : "2001-03-31",
"variable" : "CTA Global",
"Return" : 0.0438,
"Cumulative Return" : 0.46502,
"Drawdown" : -0
},
{
"date" : "2001-04-30",
"variable" : "CTA Global",
"Return" : -0.0362,
"Cumulative Return" : 0.41198,
"Drawdown" : -0.0362
},
{
"date" : "2001-05-31",
"variable" : "CTA Global",
"Return" : 0.0081,
"Cumulative Return" : 0.42342,
"Drawdown" : -0.028393
},
{
"date" : "2001-06-30",
"variable" : "CTA Global",
"Return" : -0.0077,
"Cumulative Return" : 0.41246,
"Drawdown" : -0.035875
},
{
"date" : "2001-07-31",
"variable" : "CTA Global",
"Return" : -0.004,
"Cumulative Return" : 0.40681,
"Drawdown" : -0.039731
},
{
"date" : "2001-08-31",
"variable" : "CTA Global",
"Return" : 0.0153,
"Cumulative Return" : 0.42833,
"Drawdown" : -0.025039
},
{
"date" : "2001-09-30",
"variable" : "CTA Global",
"Return" : 0.0246,
"Cumulative Return" : 0.46347,
"Drawdown" : -0.0010549
},
{
"date" : "2001-10-31",
"variable" : "CTA Global",
"Return" : 0.0336,
"Cumulative Return" : 0.51264,
"Drawdown" : -0
},
{
"date" : "2001-11-30",
"variable" : "CTA Global",
"Return" : -0.0543,
"Cumulative Return" : 0.43051,
"Drawdown" : -0.0543
},
{
"date" : "2001-12-31",
"variable" : "CTA Global",
"Return" : 0.0148,
"Cumulative Return" : 0.45168,
"Drawdown" : -0.040304
},
{
"date" : "2002-01-31",
"variable" : "CTA Global",
"Return" : -0.0072,
"Cumulative Return" : 0.44123,
"Drawdown" : -0.047213
},
{
"date" : "2002-02-28",
"variable" : "CTA Global",
"Return" : -0.0202,
"Cumulative Return" : 0.41211,
"Drawdown" : -0.06646
},
{
"date" : "2002-03-31",
"variable" : "CTA Global",
"Return" : 0.0009,
"Cumulative Return" : 0.41338,
"Drawdown" : -0.06562
},
{
"date" : "2002-04-30",
"variable" : "CTA Global",
"Return" : -0.0104,
"Cumulative Return" : 0.39869,
"Drawdown" : -0.075337
},
{
"date" : "2002-05-31",
"variable" : "CTA Global",
"Return" : 0.027,
"Cumulative Return" : 0.43645,
"Drawdown" : -0.050371
},
{
"date" : "2002-06-30",
"variable" : "CTA Global",
"Return" : 0.0655,
"Cumulative Return" : 0.53054,
"Drawdown" : -0
},
{
"date" : "2002-07-31",
"variable" : "CTA Global",
"Return" : 0.0413,
"Cumulative Return" : 0.59375,
"Drawdown" : -0
},
{
"date" : "2002-08-31",
"variable" : "CTA Global",
"Return" : 0.022,
"Cumulative Return" : 0.62881,
"Drawdown" : -0
},
{
"date" : "2002-09-30",
"variable" : "CTA Global",
"Return" : 0.0284,
"Cumulative Return" : 0.67507,
"Drawdown" : -0
},
{
"date" : "2002-10-31",
"variable" : "CTA Global",
"Return" : -0.0376,
"Cumulative Return" : 0.61209,
"Drawdown" : -0.0376
},
{
"date" : "2002-11-30",
"variable" : "CTA Global",
"Return" : -0.0164,
"Cumulative Return" : 0.58565,
"Drawdown" : -0.053383
},
{
"date" : "2002-12-31",
"variable" : "CTA Global",
"Return" : 0.0489,
"Cumulative Return" : 0.66319,
"Drawdown" : -0.0070938
},
{
"date" : "2003-01-31",
"variable" : "CTA Global",
"Return" : 0.0441,
"Cumulative Return" : 0.73653,
"Drawdown" : -0
},
{
"date" : "2003-02-28",
"variable" : "CTA Global",
"Return" : 0.0402,
"Cumulative Return" : 0.80634,
"Drawdown" : -0
},
{
"date" : "2003-03-31",
"variable" : "CTA Global",
"Return" : -0.0445,
"Cumulative Return" : 0.72596,
"Drawdown" : -0.0445
},
{
"date" : "2003-04-30",
"variable" : "CTA Global",
"Return" : 0.0065,
"Cumulative Return" : 0.73718,
"Drawdown" : -0.038289
},
{
"date" : "2003-05-31",
"variable" : "CTA Global",
"Return" : 0.049,
"Cumulative Return" : 0.8223,
"Drawdown" : -0
},
{
"date" : "2003-06-30",
"variable" : "CTA Global",
"Return" : -0.0192,
"Cumulative Return" : 0.78731,
"Drawdown" : -0.0192
},
{
"date" : "2003-07-31",
"variable" : "CTA Global",
"Return" : -0.0171,
"Cumulative Return" : 0.75675,
"Drawdown" : -0.035972
},
{
"date" : "2003-08-31",
"variable" : "CTA Global",
"Return" : 0.0078,
"Cumulative Return" : 0.77045,
"Drawdown" : -0.028452
},
{
"date" : "2003-09-30",
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"Return" : -0.0019,
"Cumulative Return" : 0.76709,
"Drawdown" : -0.030298
},
{
"date" : "2003-10-31",
"variable" : "CTA Global",
"Return" : 0.0104,
"Cumulative Return" : 0.78547,
"Drawdown" : -0.020213
},
{
"date" : "2003-11-30",
"variable" : "CTA Global",
"Return" : 0.0018,
"Cumulative Return" : 0.78868,
"Drawdown" : -0.01845
},
{
"date" : "2003-12-31",
"variable" : "CTA Global",
"Return" : 0.0381,
"Cumulative Return" : 0.85683,
"Drawdown" : -0
},
{
"date" : "2004-01-31",
"variable" : "CTA Global",
"Return" : 0.0199,
"Cumulative Return" : 0.89378,
"Drawdown" : -0
},
{
"date" : "2004-02-29",
"variable" : "CTA Global",
"Return" : 0.0529,
"Cumulative Return" : 0.99396,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "CTA Global",
"Return" : -0.0051,
"Cumulative Return" : 0.98379,
"Drawdown" : -0.0051
},
{
"date" : "2004-04-30",
"variable" : "CTA Global",
"Return" : -0.0532,
"Cumulative Return" : 0.87825,
"Drawdown" : -0.058029
},
{
"date" : "2004-05-31",
"variable" : "CTA Global",
"Return" : -0.0118,
"Cumulative Return" : 0.85609,
"Drawdown" : -0.069144
},
{
"date" : "2004-06-30",
"variable" : "CTA Global",
"Return" : -0.0316,
"Cumulative Return" : 0.79744,
"Drawdown" : -0.098559
},
{
"date" : "2004-07-31",
"variable" : "CTA Global",
"Return" : -0.0119,
"Cumulative Return" : 0.77605,
"Drawdown" : -0.10929
},
{
"date" : "2004-08-31",
"variable" : "CTA Global",
"Return" : -0.0084,
"Cumulative Return" : 0.76113,
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},
{
"date" : "2004-09-30",
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},
{
"date" : "2004-10-31",
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},
{
"date" : "2004-11-30",
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},
{
"date" : "2004-12-31",
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},
{
"date" : "2005-01-31",
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},
{
"date" : "2005-02-28",
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},
{
"date" : "2005-03-31",
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},
{
"date" : "2005-04-30",
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},
{
"date" : "2005-05-31",
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},
{
"date" : "2005-06-30",
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},
{
"date" : "2005-07-31",
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},
{
"date" : "2005-08-31",
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},
{
"date" : "2005-09-30",
"variable" : "CTA Global",
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},
{
"date" : "2005-10-31",
"variable" : "CTA Global",
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},
{
"date" : "2005-11-30",
"variable" : "CTA Global",
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},
{
"date" : "2005-12-31",
"variable" : "CTA Global",
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},
{
"date" : "2006-01-31",
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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",
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},
{
"date" : "2006-06-30",
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},
{
"date" : "2006-07-31",
"variable" : "CTA Global",
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},
{
"date" : "2006-08-31",
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{
"date" : "2006-09-30",
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},
{
"date" : "2006-10-31",
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},
{
"date" : "2006-11-30",
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},
{
"date" : "2006-12-31",
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},
{
"date" : "2007-01-31",
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},
{
"date" : "2007-02-28",
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},
{
"date" : "2007-03-31",
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},
{
"date" : "2007-04-30",
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},
{
"date" : "2007-05-31",
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},
{
"date" : "2007-06-30",
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},
{
"date" : "2007-07-31",
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},
{
"date" : "2007-08-31",
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},
{
"date" : "2007-09-30",
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},
{
"date" : "2007-10-31",
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},
{
"date" : "2007-11-30",
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},
{
"date" : "2007-12-31",
"variable" : "CTA Global",
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},
{
"date" : "2008-01-31",
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},
{
"date" : "2008-02-29",
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"Cumulative Return" : 1.4669,
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},
{
"date" : "2008-03-31",
"variable" : "CTA Global",
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"Drawdown" : -0.0056
},
{
"date" : "2008-04-30",
"variable" : "CTA Global",
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},
{
"date" : "2008-05-31",
"variable" : "CTA Global",
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},
{
"date" : "2008-06-30",
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},
{
"date" : "2008-07-31",
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"Drawdown" : -0.0333
},
{
"date" : "2008-08-31",
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},
{
"date" : "2008-09-30",
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},
{
"date" : "2008-10-31",
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},
{
"date" : "2008-11-30",
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},
{
"date" : "2008-12-31",
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"Cumulative Return" : 1.6188,
"Drawdown" : -0
},
{
"date" : "2009-01-31",
"variable" : "CTA Global",
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"Drawdown" : -0.0016
},
{
"date" : "2009-02-28",
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"Drawdown" : -0.004695
},
{
"date" : "2009-03-31",
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"Drawdown" : -0.022611
},
{
"date" : "2009-04-30",
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"Drawdown" : -0.036294
},
{
"date" : "2009-05-31",
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"Drawdown" : -0.015767
},
{
"date" : "2009-06-30",
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"Drawdown" : -0.030235
},
{
"date" : "2009-07-31",
"variable" : "CTA Global",
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"Cumulative Return" : 1.5366,
"Drawdown" : -0.031399
},
{
"date" : "2009-08-31",
"variable" : "CTA Global",
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"Cumulative Return" : 1.5503,
"Drawdown" : -0.026169
},
{
"date" : "1997-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0178,
"Cumulative Return" : 0.0178,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0122,
"Cumulative Return" : 0.030217,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Distressed Securities",
"Return" : -0.0012,
"Cumulative Return" : 0.028981,
"Drawdown" : -0.0012
},
{
"date" : "1997-04-30",
"variable" : "Distressed Securities",
"Return" : 0.003,
"Cumulative Return" : 0.032068,
"Drawdown" : -0
},
{
"date" : "1997-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0233,
"Cumulative Return" : 0.056115,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.079033,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0234,
"Cumulative Return" : 0.10428,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0147,
"Cumulative Return" : 0.12052,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Distressed Securities",
"Return" : 0.035,
"Cumulative Return" : 0.15973,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Distressed Securities",
"Return" : -0.0064,
"Cumulative Return" : 0.15231,
"Drawdown" : -0.0064
},
{
"date" : "1997-11-30",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.15853,
"Drawdown" : -0.0010346
},
{
"date" : "1997-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0073,
"Cumulative Return" : 0.16699,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0095,
"Cumulative Return" : 0.17808,
"Drawdown" : -0
},
{
"date" : "1998-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0227,
"Cumulative Return" : 0.20482,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0252,
"Cumulative Return" : 0.23518,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0165,
"Cumulative Return" : 0.25556,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0006,
"Cumulative Return" : 0.25631,
"Drawdown" : -0
},
{
"date" : "1998-06-30",
"variable" : "Distressed Securities",
"Return" : -0.0047,
"Cumulative Return" : 0.25041,
"Drawdown" : -0.0047
},
{
"date" : "1998-07-31",
"variable" : "Distressed Securities",
"Return" : -0.0069,
"Cumulative Return" : 0.24178,
"Drawdown" : -0.011568
},
{
"date" : "1998-08-31",
"variable" : "Distressed Securities",
"Return" : -0.0836,
"Cumulative Return" : 0.13797,
"Drawdown" : -0.094201
},
{
"date" : "1998-09-30",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.1135,
"Drawdown" : -0.11368
},
{
"date" : "1998-10-31",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.11027,
"Drawdown" : -0.11625
},
{
"date" : "1998-11-30",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.12848,
"Drawdown" : -0.10175
},
{
"date" : "1998-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0108,
"Cumulative Return" : 0.14067,
"Drawdown" : -0.092051
},
{
"date" : "1999-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0181,
"Cumulative Return" : 0.16132,
"Drawdown" : -0.075617
},
{
"date" : "1999-02-28",
"variable" : "Distressed Securities",
"Return" : -0.0021,
"Cumulative Return" : 0.15888,
"Drawdown" : -0.077558
},
{
"date" : "1999-03-31",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.1773,
"Drawdown" : -0.062891
},
{
"date" : "1999-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0418,
"Cumulative Return" : 0.22651,
"Drawdown" : -0.02372
},
{
"date" : "1999-05-31",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.2519,
"Drawdown" : -0.0035113
},
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"date" : "1999-06-30",
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"Cumulative Return" : 0.28608,
"Drawdown" : -0
},
{
"date" : "1999-07-31",
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"Cumulative Return" : 0.29688,
"Drawdown" : -0
},
{
"date" : "1999-08-31",
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"Cumulative Return" : 0.29948,
"Drawdown" : -0
},
{
"date" : "1999-09-30",
"variable" : "Distressed Securities",
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},
{
"date" : "1999-10-31",
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"Drawdown" : -0.0014111
},
{
"date" : "1999-11-30",
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"Cumulative Return" : 0.32619,
"Drawdown" : -0
},
{
"date" : "1999-12-31",
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"Cumulative Return" : 0.36598,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
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"Cumulative Return" : 0.378,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
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"Cumulative Return" : 0.43601,
"Drawdown" : -0
},
{
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"Cumulative Return" : 0.4508,
"Drawdown" : -0
},
{
"date" : "2000-04-30",
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"Cumulative Return" : 0.43615,
"Drawdown" : -0.0101
},
{
"date" : "2000-05-31",
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"Drawdown" : -0.023167
},
{
"date" : "2000-06-30",
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},
{
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"Drawdown" : -0
},
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"date" : "2000-08-31",
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"Cumulative Return" : 0.47559,
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},
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},
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"Drawdown" : -0.0091861
},
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},
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},
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"Drawdown" : -0
},
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"Cumulative Return" : 0.49047,
"Drawdown" : -0
},
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"Cumulative Return" : 0.48496,
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},
{
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"Cumulative Return" : 0.49208,
"Drawdown" : -0
},
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"Cumulative Return" : 0.52715,
"Drawdown" : -0
},
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"date" : "2001-06-30",
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"Drawdown" : -0
},
{
"date" : "2001-07-31",
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"Cumulative Return" : 0.59368,
"Drawdown" : -0
},
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"date" : "2001-08-31",
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"Cumulative Return" : 0.61057,
"Drawdown" : -0
},
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"date" : "2001-09-30",
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"Cumulative Return" : 0.60831,
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},
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"date" : "2001-10-31",
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"Return" : 0.0103,
"Cumulative Return" : 0.62488,
"Drawdown" : -0
},
{
"date" : "2001-11-30",
"variable" : "Distressed Securities",
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"Cumulative Return" : 0.63885,
"Drawdown" : -0
},
{
"date" : "2001-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0015,
"Cumulative Return" : 0.64131,
"Drawdown" : -0
},
{
"date" : "2002-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0186,
"Cumulative Return" : 0.67184,
"Drawdown" : -0
},
{
"date" : "2002-02-28",
"variable" : "Distressed Securities",
"Return" : -0.0033,
"Cumulative Return" : 0.66632,
"Drawdown" : -0.0033
},
{
"date" : "2002-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0052,
"Cumulative Return" : 0.67499,
"Drawdown" : -0
},
{
"date" : "2002-04-30",
"variable" : "Distressed Securities",
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},
{
"date" : "2002-05-31",
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},
{
"date" : "2002-06-30",
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},
{
"date" : "2002-07-31",
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},
{
"date" : "2002-08-31",
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},
{
"date" : "2002-09-30",
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},
{
"date" : "2002-10-31",
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},
{
"date" : "2002-11-30",
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},
{
"date" : "2002-12-31",
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},
{
"date" : "2003-01-31",
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},
{
"date" : "2003-02-28",
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},
{
"date" : "2003-03-31",
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},
{
"date" : "2003-04-30",
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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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},
{
"date" : "2003-08-31",
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},
{
"date" : "2003-09-30",
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},
{
"date" : "2003-10-31",
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},
{
"date" : "2003-11-30",
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},
{
"date" : "2003-12-31",
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},
{
"date" : "2004-01-31",
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},
{
"date" : "2004-02-29",
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},
{
"date" : "2004-03-31",
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},
{
"date" : "2004-04-30",
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},
{
"date" : "2004-05-31",
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},
{
"date" : "2004-06-30",
"variable" : "Distressed Securities",
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},
{
"date" : "2004-07-31",
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},
{
"date" : "2004-08-31",
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},
{
"date" : "2004-09-30",
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},
{
"date" : "2004-10-31",
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},
{
"date" : "2004-11-30",
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},
{
"date" : "2004-12-31",
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},
{
"date" : "2005-01-31",
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},
{
"date" : "2005-02-28",
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},
{
"date" : "2005-03-31",
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"Return" : 0.0032,
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},
{
"date" : "2005-04-30",
"variable" : "Distressed Securities",
"Return" : -0.0052,
"Cumulative Return" : 1.6478,
"Drawdown" : -0.0052
},
{
"date" : "2005-05-31",
"variable" : "Distressed Securities",
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},
{
"date" : "2005-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0133,
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},
{
"date" : "2005-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0173,
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},
{
"date" : "2005-08-31",
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},
{
"date" : "2005-09-30",
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"Return" : 0.0112,
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},
{
"date" : "2005-10-31",
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},
{
"date" : "2005-11-30",
"variable" : "Distressed Securities",
"Return" : 0.01,
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},
{
"date" : "2005-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0122,
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},
{
"date" : "2006-01-31",
"variable" : "Distressed Securities",
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},
{
"date" : "2006-02-28",
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"Return" : 0.0065,
"Cumulative Return" : 1.9403,
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},
{
"date" : "2006-03-31",
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"Return" : 0.0172,
"Cumulative Return" : 1.9908,
"Drawdown" : -0
},
{
"date" : "2006-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0193,
"Cumulative Return" : 2.0486,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0086,
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"Drawdown" : -0
},
{
"date" : "2006-06-30",
"variable" : "Distressed Securities",
"Return" : -0.0015,
"Cumulative Return" : 2.0702,
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},
{
"date" : "2006-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0009,
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"Drawdown" : -0.00060135
},
{
"date" : "2006-08-31",
"variable" : "Distressed Securities",
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"Drawdown" : -0
},
{
"date" : "2006-09-30",
"variable" : "Distressed Securities",
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"Cumulative Return" : 2.1136,
"Drawdown" : -0
},
{
"date" : "2006-10-31",
"variable" : "Distressed Securities",
"Return" : 0.0194,
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"Drawdown" : -0
},
{
"date" : "2006-11-30",
"variable" : "Distressed Securities",
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"Cumulative Return" : 2.2308,
"Drawdown" : -0
},
{
"date" : "2006-12-31",
"variable" : "Distressed Securities",
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"Cumulative Return" : 2.2841,
"Drawdown" : -0
},
{
"date" : "2007-01-31",
"variable" : "Distressed Securities",
"Return" : 0.015,
"Cumulative Return" : 2.3334,
"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Distressed Securities",
"Return" : 0.0145,
"Cumulative Return" : 2.3817,
"Drawdown" : -0
},
{
"date" : "2007-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0108,
"Cumulative Return" : 2.4182,
"Drawdown" : -0
},
{
"date" : "2007-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0164,
"Cumulative Return" : 2.4743,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Distressed Securities",
"Return" : 0.018,
"Cumulative Return" : 2.5368,
"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0027,
"Cumulative Return" : 2.5464,
"Drawdown" : -0
},
{
"date" : "2007-07-31",
"variable" : "Distressed Securities",
"Return" : -0.0056,
"Cumulative Return" : 2.5265,
"Drawdown" : -0.0056
},
{
"date" : "2007-08-31",
"variable" : "Distressed Securities",
"Return" : -0.0118,
"Cumulative Return" : 2.4849,
"Drawdown" : -0.017334
},
{
"date" : "2007-09-30",
"variable" : "Distressed Securities",
"Return" : 0.0095,
"Cumulative Return" : 2.518,
"Drawdown" : -0.0079986
},
{
"date" : "2007-10-31",
"variable" : "Distressed Securities",
"Return" : 0.0175,
"Cumulative Return" : 2.5796,
"Drawdown" : -0
},
{
"date" : "2007-11-30",
"variable" : "Distressed Securities",
"Return" : -0.0169,
"Cumulative Return" : 2.5191,
"Drawdown" : -0.0169
},
{
"date" : "2007-12-31",
"variable" : "Distressed Securities",
"Return" : 0.0002,
"Cumulative Return" : 2.5198,
"Drawdown" : -0.016703
},
{
"date" : "2008-01-31",
"variable" : "Distressed Securities",
"Return" : -0.0233,
"Cumulative Return" : 2.4378,
"Drawdown" : -0.039614
},
{
"date" : "2008-02-29",
"variable" : "Distressed Securities",
"Return" : 0.0014,
"Cumulative Return" : 2.4426,
"Drawdown" : -0.03827
},
{
"date" : "2008-03-31",
"variable" : "Distressed Securities",
"Return" : -0.0126,
"Cumulative Return" : 2.3992,
"Drawdown" : -0.050387
},
{
"date" : "2008-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0088,
"Cumulative Return" : 2.4291,
"Drawdown" : -0.042031
},
{
"date" : "2008-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0137,
"Cumulative Return" : 2.4761,
"Drawdown" : -0.028907
},
{
"date" : "2008-06-30",
"variable" : "Distressed Securities",
"Return" : -0.0031,
"Cumulative Return" : 2.4653,
"Drawdown" : -0.031917
},
{
"date" : "2008-07-31",
"variable" : "Distressed Securities",
"Return" : -0.0182,
"Cumulative Return" : 2.4023,
"Drawdown" : -0.049536
},
{
"date" : "2008-08-31",
"variable" : "Distressed Securities",
"Return" : -0.0072,
"Cumulative Return" : 2.3778,
"Drawdown" : -0.05638
},
{
"date" : "2008-09-30",
"variable" : "Distressed Securities",
"Return" : -0.0518,
"Cumulative Return" : 2.2028,
"Drawdown" : -0.10526
},
{
"date" : "2008-10-31",
"variable" : "Distressed Securities",
"Return" : -0.0775,
"Cumulative Return" : 1.9546,
"Drawdown" : -0.1746
},
{
"date" : "2008-11-30",
"variable" : "Distressed Securities",
"Return" : -0.0435,
"Cumulative Return" : 1.826,
"Drawdown" : -0.21051
},
{
"date" : "2008-12-31",
"variable" : "Distressed Securities",
"Return" : -0.0197,
"Cumulative Return" : 1.7704,
"Drawdown" : -0.22606
},
{
"date" : "2009-01-31",
"variable" : "Distressed Securities",
"Return" : 0.0082,
"Cumulative Return" : 1.7931,
"Drawdown" : -0.21971
},
{
"date" : "2009-02-28",
"variable" : "Distressed Securities",
"Return" : -0.0122,
"Cumulative Return" : 1.759,
"Drawdown" : -0.22923
},
{
"date" : "2009-03-31",
"variable" : "Distressed Securities",
"Return" : 0.0022,
"Cumulative Return" : 1.7651,
"Drawdown" : -0.22754
},
{
"date" : "2009-04-30",
"variable" : "Distressed Securities",
"Return" : 0.0387,
"Cumulative Return" : 1.8721,
"Drawdown" : -0.19764
},
{
"date" : "2009-05-31",
"variable" : "Distressed Securities",
"Return" : 0.0504,
"Cumulative Return" : 2.0168,
"Drawdown" : -0.1572
},
{
"date" : "2009-06-30",
"variable" : "Distressed Securities",
"Return" : 0.0198,
"Cumulative Return" : 2.0766,
"Drawdown" : -0.14052
},
{
"date" : "2009-07-31",
"variable" : "Distressed Securities",
"Return" : 0.0311,
"Cumulative Return" : 2.1723,
"Drawdown" : -0.11379
},
{
"date" : "2009-08-31",
"variable" : "Distressed Securities",
"Return" : 0.0244,
"Cumulative Return" : 2.2497,
"Drawdown" : -0.092163
},
{
"date" : "1997-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0791,
"Cumulative Return" : 0.0791,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0525,
"Cumulative Return" : 0.13575,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Emerging Markets",
"Return" : -0.012,
"Cumulative Return" : 0.12212,
"Drawdown" : -0.012
},
{
"date" : "1997-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0119,
"Cumulative Return" : 0.13548,
"Drawdown" : -0.0002428
},
{
"date" : "1997-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0315,
"Cumulative Return" : 0.17124,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0581,
"Cumulative Return" : 0.23929,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Emerging Markets",
"Return" : 0.056,
"Cumulative Return" : 0.30869,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0066,
"Cumulative Return" : 0.30006,
"Drawdown" : -0.0066
},
{
"date" : "1997-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0229,
"Cumulative Return" : 0.32983,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Emerging Markets",
"Return" : -0.0572,
"Cumulative Return" : 0.25376,
"Drawdown" : -0.0572
},
{
"date" : "1997-11-30",
"variable" : "Emerging Markets",
"Return" : -0.0378,
"Cumulative Return" : 0.20637,
"Drawdown" : -0.092838
},
{
"date" : "1997-12-31",
"variable" : "Emerging Markets",
"Return" : 0.016,
"Cumulative Return" : 0.22567,
"Drawdown" : -0.078323
},
{
"date" : "1998-01-31",
"variable" : "Emerging Markets",
"Return" : -0.0429,
"Cumulative Return" : 0.17309,
"Drawdown" : -0.11786
},
{
"date" : "1998-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0339,
"Cumulative Return" : 0.21286,
"Drawdown" : -0.087959
},
{
"date" : "1998-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0318,
"Cumulative Return" : 0.25143,
"Drawdown" : -0.058956
},
{
"date" : "1998-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0041,
"Cumulative Return" : 0.25656,
"Drawdown" : -0.055098
},
{
"date" : "1998-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0825,
"Cumulative Return" : 0.15289,
"Drawdown" : -0.13305
},
{
"date" : "1998-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0422,
"Cumulative Return" : 0.10424,
"Drawdown" : -0.16964
},
{
"date" : "1998-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0019,
"Cumulative Return" : 0.10634,
"Drawdown" : -0.16806
},
{
"date" : "1998-08-31",
"variable" : "Emerging Markets",
"Return" : -0.1922,
"Cumulative Return" : -0.1063,
"Drawdown" : -0.32796
},
{
"date" : "1998-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0395,
"Cumulative Return" : -0.1416,
"Drawdown" : -0.3545
},
{
"date" : "1998-10-31",
"variable" : "Emerging Markets",
"Return" : 0.014,
"Cumulative Return" : -0.12958,
"Drawdown" : -0.34547
},
{
"date" : "1998-11-30",
"variable" : "Emerging Markets",
"Return" : 0.043,
"Cumulative Return" : -0.092156,
"Drawdown" : -0.31732
},
{
"date" : "1998-12-31",
"variable" : "Emerging Markets",
"Return" : -0.0098,
"Cumulative Return" : -0.10105,
"Drawdown" : -0.32401
},
{
"date" : "1999-01-31",
"variable" : "Emerging Markets",
"Return" : -0.012,
"Cumulative Return" : -0.11184,
"Drawdown" : -0.33212
},
{
"date" : "1999-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0102,
"Cumulative Return" : -0.10278,
"Drawdown" : -0.32531
},
{
"date" : "1999-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0585,
"Cumulative Return" : -0.050294,
"Drawdown" : -0.28584
},
{
"date" : "1999-04-30",
"variable" : "Emerging Markets",
"Return" : 0.063,
"Cumulative Return" : 0.0095379,
"Drawdown" : -0.24085
},
{
"date" : "1999-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0061,
"Cumulative Return" : 0.015696,
"Drawdown" : -0.23622
},
{
"date" : "1999-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0654,
"Cumulative Return" : 0.082123,
"Drawdown" : -0.18627
},
{
"date" : "1999-07-31",
"variable" : "Emerging Markets",
"Return" : -0.0061,
"Cumulative Return" : 0.075522,
"Drawdown" : -0.19123
},
{
"date" : "1999-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0147,
"Cumulative Return" : 0.059712,
"Drawdown" : -0.20312
},
{
"date" : "1999-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0069,
"Cumulative Return" : 0.052399,
"Drawdown" : -0.20862
},
{
"date" : "1999-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0288,
"Cumulative Return" : 0.082709,
"Drawdown" : -0.18583
},
{
"date" : "1999-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0692,
"Cumulative Return" : 0.15763,
"Drawdown" : -0.12949
},
{
"date" : "1999-12-31",
"variable" : "Emerging Markets",
"Return" : 0.123,
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},
{
"date" : "2000-01-31",
"variable" : "Emerging Markets",
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"Drawdown" : -0.014887
},
{
"date" : "2000-02-29",
"variable" : "Emerging Markets",
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},
{
"date" : "2000-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0318,
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},
{
"date" : "2000-04-30",
"variable" : "Emerging Markets",
"Return" : -0.0541,
"Cumulative Return" : 0.34607,
"Drawdown" : -0.0541
},
{
"date" : "2000-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0433,
"Cumulative Return" : 0.28779,
"Drawdown" : -0.095057
},
{
"date" : "2000-06-30",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.3308,
"Drawdown" : -0.064832
},
{
"date" : "2000-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0025,
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"Drawdown" : -0.062494
},
{
"date" : "2000-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0368,
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"Drawdown" : -0.027994
},
{
"date" : "2000-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0462,
"Cumulative Return" : 0.31932,
"Drawdown" : -0.072901
},
{
"date" : "2000-10-31",
"variable" : "Emerging Markets",
"Return" : -0.0256,
"Cumulative Return" : 0.28554,
"Drawdown" : -0.096635
},
{
"date" : "2000-11-30",
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"Return" : -0.0385,
"Cumulative Return" : 0.23605,
"Drawdown" : -0.13141
},
{
"date" : "2000-12-31",
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"Return" : 0.0116,
"Cumulative Return" : 0.25039,
"Drawdown" : -0.12134
},
{
"date" : "2001-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0586,
"Cumulative Return" : 0.32366,
"Drawdown" : -0.069849
},
{
"date" : "2001-02-28",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.29441,
"Drawdown" : -0.090405
},
{
"date" : "2001-03-31",
"variable" : "Emerging Markets",
"Return" : -0.0175,
"Cumulative Return" : 0.27175,
"Drawdown" : -0.10632
},
{
"date" : "2001-04-30",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.28625,
"Drawdown" : -0.096135
},
{
"date" : "2001-05-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.32201,
"Drawdown" : -0.071008
},
{
"date" : "2001-06-30",
"variable" : "Emerging Markets",
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"Drawdown" : -0.056144
},
{
"date" : "2001-07-31",
"variable" : "Emerging Markets",
"Return" : -0.0286,
"Cumulative Return" : 0.30475,
"Drawdown" : -0.083138
},
{
"date" : "2001-08-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.30866,
"Drawdown" : -0.080388
},
{
"date" : "2001-09-30",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.25304,
"Drawdown" : -0.11947
},
{
"date" : "2001-10-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.28788,
"Drawdown" : -0.094993
},
{
"date" : "2001-11-30",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.35008,
"Drawdown" : -0.051281
},
{
"date" : "2001-12-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.40692,
"Drawdown" : -0.01134
},
{
"date" : "2002-01-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.44533,
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},
{
"date" : "2002-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0181,
"Cumulative Return" : 0.47149,
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},
{
"date" : "2002-03-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.5202,
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},
{
"date" : "2002-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0144,
"Cumulative Return" : 0.54209,
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},
{
"date" : "2002-05-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.54224,
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},
{
"date" : "2002-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0292,
"Cumulative Return" : 0.49721,
"Drawdown" : -0.0292
},
{
"date" : "2002-07-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.45095,
"Drawdown" : -0.059198
},
{
"date" : "2002-08-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.46821,
"Drawdown" : -0.048002
},
{
"date" : "2002-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0252,
"Cumulative Return" : 0.43121,
"Drawdown" : -0.071993
},
{
"date" : "2002-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0154,
"Cumulative Return" : 0.45325,
"Drawdown" : -0.057701
},
{
"date" : "2002-11-30",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.48087,
"Drawdown" : -0.039798
},
{
"date" : "2002-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0048,
"Cumulative Return" : 0.48797,
"Drawdown" : -0.035189
},
{
"date" : "2003-01-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 0.48976,
"Drawdown" : -0.034031
},
{
"date" : "2003-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0084,
"Cumulative Return" : 0.50227,
"Drawdown" : -0.025917
},
{
"date" : "2003-03-31",
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"Cumulative Return" : 0.50513,
"Drawdown" : -0.024066
},
{
"date" : "2003-04-30",
"variable" : "Emerging Markets",
"Return" : 0.045,
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},
{
"date" : "2003-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0433,
"Cumulative Return" : 0.64096,
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},
{
"date" : "2003-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0268,
"Cumulative Return" : 0.68494,
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},
{
"date" : "2003-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0104,
"Cumulative Return" : 0.70246,
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},
{
"date" : "2003-08-31",
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"Cumulative Return" : 0.76614,
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},
{
"date" : "2003-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0264,
"Cumulative Return" : 0.81276,
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},
{
"date" : "2003-10-31",
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"Cumulative Return" : 0.85971,
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},
{
"date" : "2003-11-30",
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"Cumulative Return" : 0.87757,
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},
{
"date" : "2003-12-31",
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"Cumulative Return" : 0.95323,
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},
{
"date" : "2004-01-31",
"variable" : "Emerging Markets",
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},
{
"date" : "2004-02-29",
"variable" : "Emerging Markets",
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"Cumulative Return" : 1.0529,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 1.0882,
"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Emerging Markets",
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"Cumulative Return" : 1.0356,
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},
{
"date" : "2004-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0181,
"Cumulative Return" : 0.99876,
"Drawdown" : -0.042844
},
{
"date" : "2004-06-30",
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"Drawdown" : -0.04093
},
{
"date" : "2004-07-31",
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"Cumulative Return" : 0.99735,
"Drawdown" : -0.043519
},
{
"date" : "2004-08-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 1.0239,
"Drawdown" : -0.030798
},
{
"date" : "2004-09-30",
"variable" : "Emerging Markets",
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"Cumulative Return" : 1.0806,
"Drawdown" : -0.0036602
},
{
"date" : "2004-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0185,
"Cumulative Return" : 1.1191,
"Drawdown" : -0
},
{
"date" : "2004-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0328,
"Cumulative Return" : 1.1886,
"Drawdown" : -0
},
{
"date" : "2004-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0201,
"Cumulative Return" : 1.2326,
"Drawdown" : -0
},
{
"date" : "2005-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0143,
"Cumulative Return" : 1.2645,
"Drawdown" : -0
},
{
"date" : "2005-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0346,
"Cumulative Return" : 1.3428,
"Drawdown" : -0
},
{
"date" : "2005-03-31",
"variable" : "Emerging Markets",
"Return" : -0.0197,
"Cumulative Return" : 1.2967,
"Drawdown" : -0.0197
},
{
"date" : "2005-04-30",
"variable" : "Emerging Markets",
"Return" : -0.0049,
"Cumulative Return" : 1.2854,
"Drawdown" : -0.024503
},
{
"date" : "2005-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0072,
"Cumulative Return" : 1.3019,
"Drawdown" : -0.01748
},
{
"date" : "2005-06-30",
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"Cumulative Return" : 1.3387,
"Drawdown" : -0.0017596
},
{
"date" : "2005-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0257,
"Cumulative Return" : 1.3988,
"Drawdown" : -0
},
{
"date" : "2005-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0152,
"Cumulative Return" : 1.4353,
"Drawdown" : -0
},
{
"date" : "2005-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0402,
"Cumulative Return" : 1.5332,
"Drawdown" : -0
},
{
"date" : "2005-10-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 1.4749,
"Drawdown" : -0.023
},
{
"date" : "2005-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0279,
"Cumulative Return" : 1.544,
"Drawdown" : -0
},
{
"date" : "2005-12-31",
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"Return" : 0.0284,
"Cumulative Return" : 1.6162,
"Drawdown" : -0
},
{
"date" : "2006-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0526,
"Cumulative Return" : 1.7538,
"Drawdown" : -0
},
{
"date" : "2006-02-28",
"variable" : "Emerging Markets",
"Return" : 0.0161,
"Cumulative Return" : 1.7982,
"Drawdown" : -0
},
{
"date" : "2006-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0122,
"Cumulative Return" : 1.8323,
"Drawdown" : -0
},
{
"date" : "2006-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0365,
"Cumulative Return" : 1.9357,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Emerging Markets",
"Return" : -0.0389,
"Cumulative Return" : 1.8215,
"Drawdown" : -0.0389
},
{
"date" : "2006-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0097,
"Cumulative Return" : 1.7941,
"Drawdown" : -0.048223
},
{
"date" : "2006-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0067,
"Cumulative Return" : 1.8128,
"Drawdown" : -0.041846
},
{
"date" : "2006-08-31",
"variable" : "Emerging Markets",
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"Cumulative Return" : 1.8503,
"Drawdown" : -0.029102
},
{
"date" : "2006-09-30",
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"Return" : 0.0011,
"Cumulative Return" : 1.8534,
"Drawdown" : -0.028034
},
{
"date" : "2006-10-31",
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"Return" : 0.0257,
"Cumulative Return" : 1.9267,
"Drawdown" : -0.0030548
},
{
"date" : "2006-11-30",
"variable" : "Emerging Markets",
"Return" : 0.0323,
"Cumulative Return" : 2.0213,
"Drawdown" : -0
},
{
"date" : "2006-12-31",
"variable" : "Emerging Markets",
"Return" : 0.0291,
"Cumulative Return" : 2.1092,
"Drawdown" : -0
},
{
"date" : "2007-01-31",
"variable" : "Emerging Markets",
"Return" : 0.0079,
"Cumulative Return" : 2.1337,
"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Emerging Markets",
"Return" : 0.01,
"Cumulative Return" : 2.1651,
"Drawdown" : -0
},
{
"date" : "2007-03-31",
"variable" : "Emerging Markets",
"Return" : 0.0185,
"Cumulative Return" : 2.2236,
"Drawdown" : -0
},
{
"date" : "2007-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0255,
"Cumulative Return" : 2.3058,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Emerging Markets",
"Return" : 0.027,
"Cumulative Return" : 2.3951,
"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0236,
"Cumulative Return" : 2.4752,
"Drawdown" : -0
},
{
"date" : "2007-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0275,
"Cumulative Return" : 2.5708,
"Drawdown" : -0
},
{
"date" : "2007-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0274,
"Cumulative Return" : 2.4729,
"Drawdown" : -0.0274
},
{
"date" : "2007-09-30",
"variable" : "Emerging Markets",
"Return" : 0.0428,
"Cumulative Return" : 2.6216,
"Drawdown" : -0
},
{
"date" : "2007-10-31",
"variable" : "Emerging Markets",
"Return" : 0.0485,
"Cumulative Return" : 2.7972,
"Drawdown" : -0
},
{
"date" : "2007-11-30",
"variable" : "Emerging Markets",
"Return" : -0.0237,
"Cumulative Return" : 2.7072,
"Drawdown" : -0.0237
},
{
"date" : "2007-12-31",
"variable" : "Emerging Markets",
"Return" : 0.013,
"Cumulative Return" : 2.7554,
"Drawdown" : -0.011008
},
{
"date" : "2008-01-31",
"variable" : "Emerging Markets",
"Return" : -0.0503,
"Cumulative Return" : 2.5665,
"Drawdown" : -0.060754
},
{
"date" : "2008-02-29",
"variable" : "Emerging Markets",
"Return" : 0.028,
"Cumulative Return" : 2.6664,
"Drawdown" : -0.034456
},
{
"date" : "2008-03-31",
"variable" : "Emerging Markets",
"Return" : -0.0379,
"Cumulative Return" : 2.5274,
"Drawdown" : -0.07105
},
{
"date" : "2008-04-30",
"variable" : "Emerging Markets",
"Return" : 0.019,
"Cumulative Return" : 2.5945,
"Drawdown" : -0.0534
},
{
"date" : "2008-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0163,
"Cumulative Return" : 2.6531,
"Drawdown" : -0.03797
},
{
"date" : "2008-06-30",
"variable" : "Emerging Markets",
"Return" : -0.0274,
"Cumulative Return" : 2.553,
"Drawdown" : -0.06433
},
{
"date" : "2008-07-31",
"variable" : "Emerging Markets",
"Return" : -0.033,
"Cumulative Return" : 2.4357,
"Drawdown" : -0.095207
},
{
"date" : "2008-08-31",
"variable" : "Emerging Markets",
"Return" : -0.0336,
"Cumulative Return" : 2.3203,
"Drawdown" : -0.12561
},
{
"date" : "2008-09-30",
"variable" : "Emerging Markets",
"Return" : -0.0982,
"Cumulative Return" : 1.9942,
"Drawdown" : -0.21147
},
{
"date" : "2008-10-31",
"variable" : "Emerging Markets",
"Return" : -0.1331,
"Cumulative Return" : 1.5957,
"Drawdown" : -0.31643
},
{
"date" : "2008-11-30",
"variable" : "Emerging Markets",
"Return" : -0.0391,
"Cumulative Return" : 1.4942,
"Drawdown" : -0.34315
},
{
"date" : "2008-12-31",
"variable" : "Emerging Markets",
"Return" : -0.001,
"Cumulative Return" : 1.4917,
"Drawdown" : -0.34381
},
{
"date" : "2009-01-31",
"variable" : "Emerging Markets",
"Return" : -0.0112,
"Cumulative Return" : 1.4638,
"Drawdown" : -0.35116
},
{
"date" : "2009-02-28",
"variable" : "Emerging Markets",
"Return" : -0.0133,
"Cumulative Return" : 1.431,
"Drawdown" : -0.35979
},
{
"date" : "2009-03-31",
"variable" : "Emerging Markets",
"Return" : 0.035,
"Cumulative Return" : 1.5161,
"Drawdown" : -0.33738
},
{
"date" : "2009-04-30",
"variable" : "Emerging Markets",
"Return" : 0.0663,
"Cumulative Return" : 1.6829,
"Drawdown" : -0.29345
},
{
"date" : "2009-05-31",
"variable" : "Emerging Markets",
"Return" : 0.0884,
"Cumulative Return" : 1.9201,
"Drawdown" : -0.23099
},
{
"date" : "2009-06-30",
"variable" : "Emerging Markets",
"Return" : 0.0013,
"Cumulative Return" : 1.9239,
"Drawdown" : -0.22999
},
{
"date" : "2009-07-31",
"variable" : "Emerging Markets",
"Return" : 0.0451,
"Cumulative Return" : 2.0558,
"Drawdown" : -0.19526
},
{
"date" : "2009-08-31",
"variable" : "Emerging Markets",
"Return" : 0.0166,
"Cumulative Return" : 2.1065,
"Drawdown" : -0.18191
},
{
"date" : "1997-01-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0189,
"Cumulative Return" : 0.0189,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Equity Market Neutral",
"Return" : 0.0101,
"Cumulative Return" : 0.029191,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0016,
"Cumulative Return" : 0.030838,
"Drawdown" : -0
},
{
"date" : "1997-04-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0119,
"Cumulative Return" : 0.043105,
"Drawdown" : -0
},
{
"date" : "1997-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0189,
"Cumulative Return" : 0.062819,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0165,
"Cumulative Return" : 0.080356,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0247,
"Cumulative Return" : 0.10704,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
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},
{
"date" : "1997-09-30",
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},
{
"date" : "1997-10-31",
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},
{
"date" : "1997-11-30",
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},
{
"date" : "1997-12-31",
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},
{
"date" : "1998-01-31",
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},
{
"date" : "1998-02-28",
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},
{
"date" : "1998-03-31",
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},
{
"date" : "1998-04-30",
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},
{
"date" : "1998-05-31",
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},
{
"date" : "1998-06-30",
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},
{
"date" : "1998-07-31",
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},
{
"date" : "1998-08-31",
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},
{
"date" : "1998-09-30",
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},
{
"date" : "1998-10-31",
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},
{
"date" : "1998-11-30",
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},
{
"date" : "1998-12-31",
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},
{
"date" : "1999-01-31",
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},
{
"date" : "1999-02-28",
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},
{
"date" : "1999-03-31",
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},
{
"date" : "1999-04-30",
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},
{
"date" : "1999-05-31",
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},
{
"date" : "1999-06-30",
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},
{
"date" : "1999-07-31",
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},
{
"date" : "1999-08-31",
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},
{
"date" : "1999-09-30",
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},
{
"date" : "1999-10-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "1999-11-30",
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},
{
"date" : "1999-12-31",
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},
{
"date" : "2000-01-31",
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},
{
"date" : "2000-02-29",
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},
{
"date" : "2000-03-31",
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},
{
"date" : "2000-04-30",
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},
{
"date" : "2000-05-31",
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},
{
"date" : "2000-06-30",
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},
{
"date" : "2000-07-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2000-08-31",
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},
{
"date" : "2000-09-30",
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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",
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},
{
"date" : "2001-05-31",
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},
{
"date" : "2001-06-30",
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},
{
"date" : "2001-07-31",
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},
{
"date" : "2001-08-31",
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},
{
"date" : "2001-09-30",
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},
{
"date" : "2001-10-31",
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},
{
"date" : "2001-11-30",
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},
{
"date" : "2001-12-31",
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},
{
"date" : "2002-01-31",
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},
{
"date" : "2002-02-28",
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},
{
"date" : "2002-03-31",
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},
{
"date" : "2002-04-30",
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},
{
"date" : "2002-05-31",
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},
{
"date" : "2002-06-30",
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},
{
"date" : "2002-07-31",
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},
{
"date" : "2002-08-31",
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},
{
"date" : "2002-09-30",
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},
{
"date" : "2002-10-31",
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},
{
"date" : "2002-11-30",
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},
{
"date" : "2002-12-31",
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},
{
"date" : "2003-01-31",
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},
{
"date" : "2003-02-28",
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},
{
"date" : "2003-03-31",
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},
{
"date" : "2003-04-30",
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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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},
{
"date" : "2003-08-31",
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},
{
"date" : "2003-09-30",
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},
{
"date" : "2003-10-31",
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"Cumulative Return" : 0.9858,
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},
{
"date" : "2003-11-30",
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},
{
"date" : "2003-12-31",
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},
{
"date" : "2004-01-31",
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"Drawdown" : -0
},
{
"date" : "2004-02-29",
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"Cumulative Return" : 1.0403,
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},
{
"date" : "2004-03-31",
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"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Equity Market Neutral",
"Return" : -0.0082,
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"Drawdown" : -0.0082
},
{
"date" : "2004-05-31",
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},
{
"date" : "2004-06-30",
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"Drawdown" : -0.0016441
},
{
"date" : "2004-07-31",
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"Drawdown" : -0.0010451
},
{
"date" : "2004-08-31",
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"Drawdown" : -0.0019442
},
{
"date" : "2004-09-30",
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},
{
"date" : "2004-10-31",
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"Drawdown" : -0.0005
},
{
"date" : "2004-11-30",
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"Drawdown" : -0
},
{
"date" : "2004-12-31",
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"Drawdown" : -0
},
{
"date" : "2005-01-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.1172,
"Drawdown" : -0
},
{
"date" : "2005-02-28",
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"Drawdown" : -0
},
{
"date" : "2005-03-31",
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"Drawdown" : -0
},
{
"date" : "2005-04-30",
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"Drawdown" : -0.003
},
{
"date" : "2005-05-31",
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"Drawdown" : -0
},
{
"date" : "2005-06-30",
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"Drawdown" : -0
},
{
"date" : "2005-07-31",
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},
{
"date" : "2005-08-31",
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"Drawdown" : -0
},
{
"date" : "2005-09-30",
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"Drawdown" : -0
},
{
"date" : "2005-10-31",
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"Drawdown" : -0
},
{
"date" : "2005-11-30",
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"Drawdown" : -0
},
{
"date" : "2005-12-31",
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"Drawdown" : -0
},
{
"date" : "2006-01-31",
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"Drawdown" : -0
},
{
"date" : "2006-02-28",
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"Drawdown" : -0
},
{
"date" : "2006-03-31",
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"Drawdown" : -0
},
{
"date" : "2006-04-30",
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"Drawdown" : -0
},
{
"date" : "2006-05-31",
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"Drawdown" : -0
},
{
"date" : "2006-06-30",
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"Drawdown" : -0
},
{
"date" : "2006-07-31",
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"Drawdown" : -0
},
{
"date" : "2006-08-31",
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},
{
"date" : "2006-09-30",
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},
{
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},
{
"date" : "2006-11-30",
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"Drawdown" : -0
},
{
"date" : "2006-12-31",
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"Drawdown" : -0
},
{
"date" : "2007-01-31",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Equity Market Neutral",
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"Drawdown" : -0
},
{
"date" : "2007-03-31",
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"Cumulative Return" : 1.4615,
"Drawdown" : -0
},
{
"date" : "2007-04-30",
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"Cumulative Return" : 1.4834,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.5134,
"Drawdown" : -0
},
{
"date" : "2007-06-30",
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"Drawdown" : -0
},
{
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"variable" : "Equity Market Neutral",
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"Cumulative Return" : 1.5457,
"Drawdown" : -0
},
{
"date" : "2007-08-31",
"variable" : "Equity Market Neutral",
"Return" : -0.0094,
"Cumulative Return" : 1.5218,
"Drawdown" : -0.0094
},
{
"date" : "2007-09-30",
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"Drawdown" : -0
},
{
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"Drawdown" : -0
},
{
"date" : "2007-11-30",
"variable" : "Equity Market Neutral",
"Return" : -0.0018,
"Cumulative Return" : 1.591,
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},
{
"date" : "2007-12-31",
"variable" : "Equity Market Neutral",
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},
{
"date" : "2008-01-31",
"variable" : "Equity Market Neutral",
"Return" : -0.0112,
"Cumulative Return" : 1.5758,
"Drawdown" : -0.0112
},
{
"date" : "2008-02-29",
"variable" : "Equity Market Neutral",
"Return" : 0.012,
"Cumulative Return" : 1.6067,
"Drawdown" : -0
},
{
"date" : "2008-03-31",
"variable" : "Equity Market Neutral",
"Return" : -0.0049,
"Cumulative Return" : 1.594,
"Drawdown" : -0.0049
},
{
"date" : "2008-04-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0059,
"Cumulative Return" : 1.6093,
"Drawdown" : -0
},
{
"date" : "2008-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0126,
"Cumulative Return" : 1.6421,
"Drawdown" : -0
},
{
"date" : "2008-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0156,
"Cumulative Return" : 1.6834,
"Drawdown" : -0
},
{
"date" : "2008-07-31",
"variable" : "Equity Market Neutral",
"Return" : -0.01,
"Cumulative Return" : 1.6565,
"Drawdown" : -0.01
},
{
"date" : "2008-08-31",
"variable" : "Equity Market Neutral",
"Return" : -0.0135,
"Cumulative Return" : 1.6207,
"Drawdown" : -0.023365
},
{
"date" : "2008-09-30",
"variable" : "Equity Market Neutral",
"Return" : -0.0285,
"Cumulative Return" : 1.546,
"Drawdown" : -0.051199
},
{
"date" : "2008-10-31",
"variable" : "Equity Market Neutral",
"Return" : -0.0044,
"Cumulative Return" : 1.5348,
"Drawdown" : -0.055374
},
{
"date" : "2008-11-30",
"variable" : "Equity Market Neutral",
"Return" : -0.0587,
"Cumulative Return" : 1.386,
"Drawdown" : -0.11082
},
{
"date" : "2008-12-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0005,
"Cumulative Return" : 1.3872,
"Drawdown" : -0.11038
},
{
"date" : "2009-01-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0079,
"Cumulative Return" : 1.406,
"Drawdown" : -0.10335
},
{
"date" : "2009-02-28",
"variable" : "Equity Market Neutral",
"Return" : -0.0046,
"Cumulative Return" : 1.395,
"Drawdown" : -0.10748
},
{
"date" : "2009-03-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0021,
"Cumulative Return" : 1.4,
"Drawdown" : -0.1056
},
{
"date" : "2009-04-30",
"variable" : "Equity Market Neutral",
"Return" : -0.0012,
"Cumulative Return" : 1.3971,
"Drawdown" : -0.10667
},
{
"date" : "2009-05-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0146,
"Cumulative Return" : 1.4321,
"Drawdown" : -0.093632
},
{
"date" : "2009-06-30",
"variable" : "Equity Market Neutral",
"Return" : 0.0036,
"Cumulative Return" : 1.4409,
"Drawdown" : -0.090369
},
{
"date" : "2009-07-31",
"variable" : "Equity Market Neutral",
"Return" : 0.0042,
"Cumulative Return" : 1.4511,
"Drawdown" : -0.086548
},
{
"date" : "2009-08-31",
"variable" : "Equity Market Neutral",
"Return" : 0.007,
"Cumulative Return" : 1.4683,
"Drawdown" : -0.080154
},
{
"date" : "1997-01-31",
"variable" : "Event Driven",
"Return" : 0.0213,
"Cumulative Return" : 0.0213,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Event Driven",
"Return" : 0.0084,
"Cumulative Return" : 0.029879,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Event Driven",
"Return" : -0.0023,
"Cumulative Return" : 0.02751,
"Drawdown" : -0.0023
},
{
"date" : "1997-04-30",
"variable" : "Event Driven",
"Return" : -0.0005,
"Cumulative Return" : 0.026996,
"Drawdown" : -0.0027989
},
{
"date" : "1997-05-31",
"variable" : "Event Driven",
"Return" : 0.0346,
"Cumulative Return" : 0.062531,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Event Driven",
"Return" : 0.0258,
"Cumulative Return" : 0.089944,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Event Driven",
"Return" : 0.0307,
"Cumulative Return" : 0.12341,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Event Driven",
"Return" : 0.0071,
"Cumulative Return" : 0.13138,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Event Driven",
"Return" : 0.0329,
"Cumulative Return" : 0.1686,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Event Driven",
"Return" : 0.0061,
"Cumulative Return" : 0.17573,
"Drawdown" : -0
},
{
"date" : "1997-11-30",
"variable" : "Event Driven",
"Return" : 0.0134,
"Cumulative Return" : 0.19149,
"Drawdown" : -0
},
{
"date" : "1997-12-31",
"variable" : "Event Driven",
"Return" : 0.0154,
"Cumulative Return" : 0.20984,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "Event Driven",
"Return" : 0.0055,
"Cumulative Return" : 0.21649,
"Drawdown" : -0
},
{
"date" : "1998-02-28",
"variable" : "Event Driven",
"Return" : 0.0294,
"Cumulative Return" : 0.25225,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Event Driven",
"Return" : 0.0263,
"Cumulative Return" : 0.28519,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Event Driven",
"Return" : 0.0104,
"Cumulative Return" : 0.29856,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Event Driven",
"Return" : -0.0083,
"Cumulative Return" : 0.28778,
"Drawdown" : -0.0083
},
{
"date" : "1998-06-30",
"variable" : "Event Driven",
"Return" : 0.0002,
"Cumulative Return" : 0.28803,
"Drawdown" : -0.0081017
},
{
"date" : "1998-07-31",
"variable" : "Event Driven",
"Return" : -0.0037,
"Cumulative Return" : 0.28327,
"Drawdown" : -0.011772
},
{
"date" : "1998-08-31",
"variable" : "Event Driven",
"Return" : -0.0886,
"Cumulative Return" : 0.16957,
"Drawdown" : -0.099329
},
{
"date" : "1998-09-30",
"variable" : "Event Driven",
"Return" : -0.011,
"Cumulative Return" : 0.15671,
"Drawdown" : -0.10924
},
{
"date" : "1998-10-31",
"variable" : "Event Driven",
"Return" : 0.0091,
"Cumulative Return" : 0.16723,
"Drawdown" : -0.10113
},
{
"date" : "1998-11-30",
"variable" : "Event Driven",
"Return" : 0.0244,
"Cumulative Return" : 0.19571,
"Drawdown" : -0.079198
},
{
"date" : "1998-12-31",
"variable" : "Event Driven",
"Return" : 0.0219,
"Cumulative Return" : 0.2219,
"Drawdown" : -0.059032
},
{
"date" : "1999-01-31",
"variable" : "Event Driven",
"Return" : 0.0201,
"Cumulative Return" : 0.24646,
"Drawdown" : -0.040119
},
{
"date" : "1999-02-28",
"variable" : "Event Driven",
"Return" : -0.0042,
"Cumulative Return" : 0.24122,
"Drawdown" : -0.04415
},
{
"date" : "1999-03-31",
"variable" : "Event Driven",
"Return" : 0.0193,
"Cumulative Return" : 0.26518,
"Drawdown" : -0.025702
},
{
"date" : "1999-04-30",
"variable" : "Event Driven",
"Return" : 0.0429,
"Cumulative Return" : 0.31946,
"Drawdown" : -0
},
{
"date" : "1999-05-31",
"variable" : "Event Driven",
"Return" : 0.0215,
"Cumulative Return" : 0.34782,
"Drawdown" : -0
},
{
"date" : "1999-06-30",
"variable" : "Event Driven",
"Return" : 0.0297,
"Cumulative Return" : 0.38785,
"Drawdown" : -0
},
{
"date" : "1999-07-31",
"variable" : "Event Driven",
"Return" : 0.0096,
"Cumulative Return" : 0.40118,
"Drawdown" : -0
},
{
"date" : "1999-08-31",
"variable" : "Event Driven",
"Return" : -0.0027,
"Cumulative Return" : 0.39739,
"Drawdown" : -0.0027
},
{
"date" : "1999-09-30",
"variable" : "Event Driven",
"Return" : 0.009,
"Cumulative Return" : 0.40997,
"Drawdown" : -0
},
{
"date" : "1999-10-31",
"variable" : "Event Driven",
"Return" : 0.0054,
"Cumulative Return" : 0.41758,
"Drawdown" : -0
},
{
"date" : "1999-11-30",
"variable" : "Event Driven",
"Return" : 0.0284,
"Cumulative Return" : 0.45784,
"Drawdown" : -0
},
{
"date" : "1999-12-31",
"variable" : "Event Driven",
"Return" : 0.0286,
"Cumulative Return" : 0.49954,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
"variable" : "Event Driven",
"Return" : 0.0088,
"Cumulative Return" : 0.51273,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "Event Driven",
"Return" : 0.0346,
"Cumulative Return" : 0.56507,
"Drawdown" : -0
},
{
"date" : "2000-03-31",
"variable" : "Event Driven",
"Return" : 0.0069,
"Cumulative Return" : 0.57587,
"Drawdown" : -0
},
{
"date" : "2000-04-30",
"variable" : "Event Driven",
"Return" : -0.0059,
"Cumulative Return" : 0.56658,
"Drawdown" : -0.0059
},
{
"date" : "2000-05-31",
"variable" : "Event Driven",
"Return" : -0.0034,
"Cumulative Return" : 0.56125,
"Drawdown" : -0.0092799
},
{
"date" : "2000-06-30",
"variable" : "Event Driven",
"Return" : 0.0268,
"Cumulative Return" : 0.60309,
"Drawdown" : -0
},
{
"date" : "2000-07-31",
"variable" : "Event Driven",
"Return" : 0.0057,
"Cumulative Return" : 0.61223,
"Drawdown" : -0
},
{
"date" : "2000-08-31",
"variable" : "Event Driven",
"Return" : 0.0173,
"Cumulative Return" : 0.64012,
"Drawdown" : -0
},
{
"date" : "2000-09-30",
"variable" : "Event Driven",
"Return" : 0.0048,
"Cumulative Return" : 0.64799,
"Drawdown" : -0
},
{
"date" : "2000-10-31",
"variable" : "Event Driven",
"Return" : -0.0068,
"Cumulative Return" : 0.63679,
"Drawdown" : -0.0068
},
{
"date" : "2000-11-30",
"variable" : "Event Driven",
"Return" : -0.0136,
"Cumulative Return" : 0.61453,
"Drawdown" : -0.020308
},
{
"date" : "2000-12-31",
"variable" : "Event Driven",
"Return" : 0.0127,
"Cumulative Return" : 0.63503,
"Drawdown" : -0.0078654
},
{
"date" : "2001-01-31",
"variable" : "Event Driven",
"Return" : 0.0298,
"Cumulative Return" : 0.68375,
"Drawdown" : -0
},
{
"date" : "2001-02-28",
"variable" : "Event Driven",
"Return" : 0.0045,
"Cumulative Return" : 0.69133,
"Drawdown" : -0
},
{
"date" : "2001-03-31",
"variable" : "Event Driven",
"Return" : -0.0042,
"Cumulative Return" : 0.68423,
"Drawdown" : -0.0042
},
{
"date" : "2001-04-30",
"variable" : "Event Driven",
"Return" : 0.011,
"Cumulative Return" : 0.70275,
"Drawdown" : -0
},
{
"date" : "2001-05-31",
"variable" : "Event Driven",
"Return" : 0.0185,
"Cumulative Return" : 0.73426,
"Drawdown" : -0
},
{
"date" : "2001-06-30",
"variable" : "Event Driven",
"Return" : 0.0063,
"Cumulative Return" : 0.74518,
"Drawdown" : -0
},
{
"date" : "2001-07-31",
"variable" : "Event Driven",
"Return" : 0.0049,
"Cumulative Return" : 0.75373,
"Drawdown" : -0
},
{
"date" : "2001-08-31",
"variable" : "Event Driven",
"Return" : 0.009,
"Cumulative Return" : 0.76952,
"Drawdown" : -0
},
{
"date" : "2001-09-30",
"variable" : "Event Driven",
"Return" : -0.0254,
"Cumulative Return" : 0.72457,
"Drawdown" : -0.0254
},
{
"date" : "2001-10-31",
"variable" : "Event Driven",
"Return" : 0.0148,
"Cumulative Return" : 0.75009,
"Drawdown" : -0.010976
},
{
"date" : "2001-11-30",
"variable" : "Event Driven",
"Return" : 0.0105,
"Cumulative Return" : 0.76847,
"Drawdown" : -0.00059117
},
{
"date" : "2001-12-31",
"variable" : "Event Driven",
"Return" : 0.0107,
"Cumulative Return" : 0.78739,
"Drawdown" : -0
},
{
"date" : "2002-01-31",
"variable" : "Event Driven",
"Return" : 0.0078,
"Cumulative Return" : 0.80133,
"Drawdown" : -0
},
{
"date" : "2002-02-28",
"variable" : "Event Driven",
"Return" : -0.0071,
"Cumulative Return" : 0.78855,
"Drawdown" : -0.0071
},
{
"date" : "2002-03-31",
"variable" : "Event Driven",
"Return" : 0.0153,
"Cumulative Return" : 0.81591,
"Drawdown" : -0
},
{
"date" : "2002-04-30",
"variable" : "Event Driven",
"Return" : 0.0046,
"Cumulative Return" : 0.82426,
"Drawdown" : -0
},
{
"date" : "2002-05-31",
"variable" : "Event Driven",
"Return" : 0.0001,
"Cumulative Return" : 0.82445,
"Drawdown" : -0
},
{
"date" : "2002-06-30",
"variable" : "Event Driven",
"Return" : -0.0283,
"Cumulative Return" : 0.77281,
"Drawdown" : -0.0283
},
{
"date" : "2002-07-31",
"variable" : "Event Driven",
"Return" : -0.03,
"Cumulative Return" : 0.71963,
"Drawdown" : -0.057451
},
{
"date" : "2002-08-31",
"variable" : "Event Driven",
"Return" : 0.006,
"Cumulative Return" : 0.72995,
"Drawdown" : -0.051796
},
{
"date" : "2002-09-30",
"variable" : "Event Driven",
"Return" : -0.007,
"Cumulative Return" : 0.71784,
"Drawdown" : -0.058433
},
{
"date" : "2002-10-31",
"variable" : "Event Driven",
"Return" : 0.0031,
"Cumulative Return" : 0.72316,
"Drawdown" : -0.055514
},
{
"date" : "2002-11-30",
"variable" : "Event Driven",
"Return" : 0.0216,
"Cumulative Return" : 0.76038,
"Drawdown" : -0.035113
},
{
"date" : "2002-12-31",
"variable" : "Event Driven",
"Return" : 0.0044,
"Cumulative Return" : 0.76813,
"Drawdown" : -0.030868
},
{
"date" : "2003-01-31",
"variable" : "Event Driven",
"Return" : 0.0154,
"Cumulative Return" : 0.79536,
"Drawdown" : -0.015943
},
{
"date" : "2003-02-28",
"variable" : "Event Driven",
"Return" : 0.0026,
"Cumulative Return" : 0.80003,
"Drawdown" : -0.013385
},
{
"date" : "2003-03-31",
"variable" : "Event Driven",
"Return" : 0.0083,
"Cumulative Return" : 0.81497,
"Drawdown" : -0.0051958
},
{
"date" : "2003-04-30",
"variable" : "Event Driven",
"Return" : 0.0272,
"Cumulative Return" : 0.86433,
"Drawdown" : -0
},
{
"date" : "2003-05-31",
"variable" : "Event Driven",
"Return" : 0.0301,
"Cumulative Return" : 0.92045,
"Drawdown" : -0
},
{
"date" : "2003-06-30",
"variable" : "Event Driven",
"Return" : 0.0181,
"Cumulative Return" : 0.95521,
"Drawdown" : -0
},
{
"date" : "2003-07-31",
"variable" : "Event Driven",
"Return" : 0.0119,
"Cumulative Return" : 0.97848,
"Drawdown" : -0
},
{
"date" : "2003-08-31",
"variable" : "Event Driven",
"Return" : 0.0133,
"Cumulative Return" : 1.0048,
"Drawdown" : -0
},
{
"date" : "2003-09-30",
"variable" : "Event Driven",
"Return" : 0.0133,
"Cumulative Return" : 1.0315,
"Drawdown" : -0
},
{
"date" : "2003-10-31",
"variable" : "Event Driven",
"Return" : 0.0191,
"Cumulative Return" : 1.0703,
"Drawdown" : -0
},
{
"date" : "2003-11-30",
"variable" : "Event Driven",
"Return" : 0.0116,
"Cumulative Return" : 1.0943,
"Drawdown" : -0
},
{
"date" : "2003-12-31",
"variable" : "Event Driven",
"Return" : 0.0172,
"Cumulative Return" : 1.1303,
"Drawdown" : -0
},
{
"date" : "2004-01-31",
"variable" : "Event Driven",
"Return" : 0.0234,
"Cumulative Return" : 1.1801,
"Drawdown" : -0
},
{
"date" : "2004-02-29",
"variable" : "Event Driven",
"Return" : 0.0113,
"Cumulative Return" : 1.2048,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "Event Driven",
"Return" : 0.0016,
"Cumulative Return" : 1.2083,
"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Event Driven",
"Return" : 0.0002,
"Cumulative Return" : 1.2087,
"Drawdown" : -0
},
{
"date" : "2004-05-31",
"variable" : "Event Driven",
"Return" : -0.0023,
"Cumulative Return" : 1.2037,
"Drawdown" : -0.0023
},
{
"date" : "2004-06-30",
"variable" : "Event Driven",
"Return" : 0.0113,
"Cumulative Return" : 1.2286,
"Drawdown" : -0
},
{
"date" : "2004-07-31",
"variable" : "Event Driven",
"Return" : -0.0082,
"Cumulative Return" : 1.2103,
"Drawdown" : -0.0082
},
{
"date" : "2004-08-31",
"variable" : "Event Driven",
"Return" : 0.0035,
"Cumulative Return" : 1.218,
"Drawdown" : -0.0047287
},
{
"date" : "2004-09-30",
"variable" : "Event Driven",
"Return" : 0.0103,
"Cumulative Return" : 1.2409,
"Drawdown" : -0
},
{
"date" : "2004-10-31",
"variable" : "Event Driven",
"Return" : 0.0124,
"Cumulative Return" : 1.2687,
"Drawdown" : -0
},
{
"date" : "2004-11-30",
"variable" : "Event Driven",
"Return" : 0.0306,
"Cumulative Return" : 1.3381,
"Drawdown" : -0
},
{
"date" : "2004-12-31",
"variable" : "Event Driven",
"Return" : 0.0244,
"Cumulative Return" : 1.3951,
"Drawdown" : -0
},
{
"date" : "2005-01-31",
"variable" : "Event Driven",
"Return" : 0.0004,
"Cumulative Return" : 1.3961,
"Drawdown" : -0
},
{
"date" : "2005-02-28",
"variable" : "Event Driven",
"Return" : 0.0144,
"Cumulative Return" : 1.4306,
"Drawdown" : -0
},
{
"date" : "2005-03-31",
"variable" : "Event Driven",
"Return" : -0.0004,
"Cumulative Return" : 1.4296,
"Drawdown" : -0.0004
},
{
"date" : "2005-04-30",
"variable" : "Event Driven",
"Return" : -0.0128,
"Cumulative Return" : 1.3985,
"Drawdown" : -0.013195
},
{
"date" : "2005-05-31",
"variable" : "Event Driven",
"Return" : 0.0065,
"Cumulative Return" : 1.4141,
"Drawdown" : -0.0067806
},
{
"date" : "2005-06-30",
"variable" : "Event Driven",
"Return" : 0.0133,
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},
{
"date" : "2005-07-31",
"variable" : "Event Driven",
"Return" : 0.0215,
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},
{
"date" : "2005-08-31",
"variable" : "Event Driven",
"Return" : 0.0092,
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},
{
"date" : "2005-09-30",
"variable" : "Event Driven",
"Return" : 0.01,
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},
{
"date" : "2005-10-31",
"variable" : "Event Driven",
"Return" : -0.0173,
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},
{
"date" : "2005-11-30",
"variable" : "Event Driven",
"Return" : 0.0125,
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"Drawdown" : -0.0050163
},
{
"date" : "2005-12-31",
"variable" : "Event Driven",
"Return" : 0.0142,
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},
{
"date" : "2006-01-31",
"variable" : "Event Driven",
"Return" : 0.0341,
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},
{
"date" : "2006-02-28",
"variable" : "Event Driven",
"Return" : 0.0051,
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},
{
"date" : "2006-03-31",
"variable" : "Event Driven",
"Return" : 0.0185,
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},
{
"date" : "2006-04-30",
"variable" : "Event Driven",
"Return" : 0.0164,
"Cumulative Return" : 1.7655,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Event Driven",
"Return" : 0.0008,
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},
{
"date" : "2006-06-30",
"variable" : "Event Driven",
"Return" : 0.0012,
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},
{
"date" : "2006-07-31",
"variable" : "Event Driven",
"Return" : -0.0011,
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},
{
"date" : "2006-08-31",
"variable" : "Event Driven",
"Return" : 0.0112,
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},
{
"date" : "2006-09-30",
"variable" : "Event Driven",
"Return" : 0.0035,
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},
{
"date" : "2006-10-31",
"variable" : "Event Driven",
"Return" : 0.0206,
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},
{
"date" : "2006-11-30",
"variable" : "Event Driven",
"Return" : 0.0182,
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},
{
"date" : "2006-12-31",
"variable" : "Event Driven",
"Return" : 0.0168,
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},
{
"date" : "2007-01-31",
"variable" : "Event Driven",
"Return" : 0.0201,
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},
{
"date" : "2007-02-28",
"variable" : "Event Driven",
"Return" : 0.0207,
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},
{
"date" : "2007-03-31",
"variable" : "Event Driven",
"Return" : 0.0146,
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"Drawdown" : -0
},
{
"date" : "2007-04-30",
"variable" : "Event Driven",
"Return" : 0.0197,
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},
{
"date" : "2007-05-31",
"variable" : "Event Driven",
"Return" : 0.0213,
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"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Event Driven",
"Return" : -0.0007,
"Cumulative Return" : 2.2628,
"Drawdown" : -0.0007
},
{
"date" : "2007-07-31",
"variable" : "Event Driven",
"Return" : -0.0032,
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"Drawdown" : -0.0038978
},
{
"date" : "2007-08-31",
"variable" : "Event Driven",
"Return" : -0.0144,
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"Drawdown" : -0.018242
},
{
"date" : "2007-09-30",
"variable" : "Event Driven",
"Return" : 0.0134,
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"Drawdown" : -0.0050861
},
{
"date" : "2007-10-31",
"variable" : "Event Driven",
"Return" : 0.0214,
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},
{
"date" : "2007-11-30",
"variable" : "Event Driven",
"Return" : -0.0202,
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},
{
"date" : "2007-12-31",
"variable" : "Event Driven",
"Return" : 0.0007,
"Cumulative Return" : 2.2533,
"Drawdown" : -0.019514
},
{
"date" : "2008-01-31",
"variable" : "Event Driven",
"Return" : -0.0271,
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"Drawdown" : -0.046085
},
{
"date" : "2008-02-29",
"variable" : "Event Driven",
"Return" : 0.0084,
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"Drawdown" : -0.038072
},
{
"date" : "2008-03-31",
"variable" : "Event Driven",
"Return" : -0.0168,
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"Drawdown" : -0.054233
},
{
"date" : "2008-04-30",
"variable" : "Event Driven",
"Return" : 0.0118,
"Cumulative Return" : 2.1751,
"Drawdown" : -0.043073
},
{
"date" : "2008-05-31",
"variable" : "Event Driven",
"Return" : 0.0176,
"Cumulative Return" : 2.231,
"Drawdown" : -0.026231
},
{
"date" : "2008-06-30",
"variable" : "Event Driven",
"Return" : -0.0113,
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"Drawdown" : -0.037234
},
{
"date" : "2008-07-31",
"variable" : "Event Driven",
"Return" : -0.0166,
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"Drawdown" : -0.053216
},
{
"date" : "2008-08-31",
"variable" : "Event Driven",
"Return" : -0.0025,
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"Drawdown" : -0.055583
},
{
"date" : "2008-09-30",
"variable" : "Event Driven",
"Return" : -0.0627,
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"Drawdown" : -0.1148
},
{
"date" : "2008-10-31",
"variable" : "Event Driven",
"Return" : -0.0625,
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"Drawdown" : -0.17012
},
{
"date" : "2008-11-30",
"variable" : "Event Driven",
"Return" : -0.0301,
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"Drawdown" : -0.1951
},
{
"date" : "2008-12-31",
"variable" : "Event Driven",
"Return" : -0.0071,
"Cumulative Return" : 1.6517,
"Drawdown" : -0.20082
},
{
"date" : "2009-01-31",
"variable" : "Event Driven",
"Return" : 0.0132,
"Cumulative Return" : 1.6867,
"Drawdown" : -0.19027
},
{
"date" : "2009-02-28",
"variable" : "Event Driven",
"Return" : -0.0091,
"Cumulative Return" : 1.6623,
"Drawdown" : -0.19764
},
{
"date" : "2009-03-31",
"variable" : "Event Driven",
"Return" : 0.0117,
"Cumulative Return" : 1.6934,
"Drawdown" : -0.18825
},
{
"date" : "2009-04-30",
"variable" : "Event Driven",
"Return" : 0.0337,
"Cumulative Return" : 1.7842,
"Drawdown" : -0.16089
},
{
"date" : "2009-05-31",
"variable" : "Event Driven",
"Return" : 0.0442,
"Cumulative Return" : 1.9072,
"Drawdown" : -0.1238
},
{
"date" : "2009-06-30",
"variable" : "Event Driven",
"Return" : 0.0123,
"Cumulative Return" : 1.943,
"Drawdown" : -0.11303
},
{
"date" : "2009-07-31",
"variable" : "Event Driven",
"Return" : 0.0291,
"Cumulative Return" : 2.0286,
"Drawdown" : -0.087216
},
{
"date" : "2009-08-31",
"variable" : "Event Driven",
"Return" : 0.0207,
"Cumulative Return" : 2.0913,
"Drawdown" : -0.068322
},
{
"date" : "1997-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0191,
"Cumulative Return" : 0.0191,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0122,
"Cumulative Return" : 0.031533,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0109,
"Cumulative Return" : 0.042777,
"Drawdown" : -0
},
{
"date" : "1997-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.013,
"Cumulative Return" : 0.056333,
"Drawdown" : -0
},
{
"date" : "1997-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0118,
"Cumulative Return" : 0.068798,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0108,
"Cumulative Return" : 0.080341,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0095,
"Cumulative Return" : 0.090604,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0087,
"Cumulative Return" : 0.10009,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 0.11318,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0032,
"Cumulative Return" : 0.10962,
"Drawdown" : -0.0032
},
{
"date" : "1997-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.1155,
"Drawdown" : -0
},
{
"date" : "1997-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0079,
"Cumulative Return" : 0.12431,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0026,
"Cumulative Return" : 0.12139,
"Drawdown" : -0.0026
},
{
"date" : "1998-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0098,
"Cumulative Return" : 0.13238,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0128,
"Cumulative Return" : 0.14688,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0075,
"Cumulative Return" : 0.15548,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.004,
"Cumulative Return" : 0.1601,
"Drawdown" : -0
},
{
"date" : "1998-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.008,
"Cumulative Return" : 0.15082,
"Drawdown" : -0.008
},
{
"date" : "1998-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0106,
"Cumulative Return" : 0.16302,
"Drawdown" : -0
},
{
"date" : "1998-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0143,
"Cumulative Return" : 0.14639,
"Drawdown" : -0.0143
},
{
"date" : "1998-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0362,
"Cumulative Return" : 0.10489,
"Drawdown" : -0.049982
},
{
"date" : "1998-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0801,
"Cumulative Return" : 0.016385,
"Drawdown" : -0.12608
},
{
"date" : "1998-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0052,
"Cumulative Return" : 0.02167,
"Drawdown" : -0.12153
},
{
"date" : "1998-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.012,
"Cumulative Return" : 0.03393,
"Drawdown" : -0.11099
},
{
"date" : "1999-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0158,
"Cumulative Return" : 0.050266,
"Drawdown" : -0.096946
},
{
"date" : "1999-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0208,
"Cumulative Return" : 0.072112,
"Drawdown" : -0.078163
},
{
"date" : "1999-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.016,
"Cumulative Return" : 0.089266,
"Drawdown" : -0.063414
},
{
"date" : "1999-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0106,
"Cumulative Return" : 0.10081,
"Drawdown" : -0.053486
},
{
"date" : "1999-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0072,
"Cumulative Return" : 0.10874,
"Drawdown" : -0.046671
},
{
"date" : "1999-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0088,
"Cumulative Return" : 0.11849,
"Drawdown" : -0.038282
},
{
"date" : "1999-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0051,
"Cumulative Return" : 0.1242,
"Drawdown" : -0.033377
},
{
"date" : "1999-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0028,
"Cumulative Return" : 0.12105,
"Drawdown" : -0.036083
},
{
"date" : "1999-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0092,
"Cumulative Return" : 0.13136,
"Drawdown" : -0.027215
},
{
"date" : "1999-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0087,
"Cumulative Return" : 0.14121,
"Drawdown" : -0.018752
},
{
"date" : "1999-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0106,
"Cumulative Return" : 0.1533,
"Drawdown" : -0.0083508
},
{
"date" : "1999-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0097,
"Cumulative Return" : 0.16449,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0041,
"Cumulative Return" : 0.16927,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0097,
"Cumulative Return" : 0.18061,
"Drawdown" : -0
},
{
"date" : "2000-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0061,
"Cumulative Return" : 0.17341,
"Drawdown" : -0.0061
},
{
"date" : "2000-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0006,
"Cumulative Return" : 0.1727,
"Drawdown" : -0.0066963
},
{
"date" : "2000-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0107,
"Cumulative Return" : 0.18525,
"Drawdown" : -0
},
{
"date" : "2000-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0058,
"Cumulative Return" : 0.19212,
"Drawdown" : -0
},
{
"date" : "2000-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0018,
"Cumulative Return" : 0.19427,
"Drawdown" : -0
},
{
"date" : "2000-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0107,
"Cumulative Return" : 0.20705,
"Drawdown" : -0
},
{
"date" : "2000-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0076,
"Cumulative Return" : 0.21622,
"Drawdown" : -0
},
{
"date" : "2000-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0006,
"Cumulative Return" : 0.21695,
"Drawdown" : -0
},
{
"date" : "2000-11-30",
"variable" : "Fixed Income Arbitrage",
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"Cumulative Return" : 0.22498,
"Drawdown" : -0
},
{
"date" : "2000-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0048,
"Cumulative Return" : 0.23086,
"Drawdown" : -0
},
{
"date" : "2001-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0163,
"Cumulative Return" : 0.25093,
"Drawdown" : -0
},
{
"date" : "2001-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.25768,
"Drawdown" : -0
},
{
"date" : "2001-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0051,
"Cumulative Return" : 0.2641,
"Drawdown" : -0
},
{
"date" : "2001-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0094,
"Cumulative Return" : 0.27598,
"Drawdown" : -0
},
{
"date" : "2001-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0068,
"Cumulative Return" : 0.28466,
"Drawdown" : -0
},
{
"date" : "2001-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 0.28684,
"Drawdown" : -0
},
{
"date" : "2001-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.29379,
"Drawdown" : -0
},
{
"date" : "2001-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0105,
"Cumulative Return" : 0.30737,
"Drawdown" : -0
},
{
"date" : "2001-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0013,
"Cumulative Return" : 0.30567,
"Drawdown" : -0.0013
},
{
"date" : "2001-10-31",
"variable" : "Fixed Income Arbitrage",
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"Cumulative Return" : 0.32317,
"Drawdown" : -0
},
{
"date" : "2001-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0024,
"Cumulative Return" : 0.31999,
"Drawdown" : -0.0024
},
{
"date" : "2001-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.32699,
"Drawdown" : -0
},
{
"date" : "2002-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0086,
"Cumulative Return" : 0.3384,
"Drawdown" : -0
},
{
"date" : "2002-02-28",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0056,
"Cumulative Return" : 0.3459,
"Drawdown" : -0
},
{
"date" : "2002-03-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0045,
"Cumulative Return" : 0.35195,
"Drawdown" : -0
},
{
"date" : "2002-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0113,
"Cumulative Return" : 0.36723,
"Drawdown" : -0
},
{
"date" : "2002-05-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0099,
"Cumulative Return" : 0.38077,
"Drawdown" : -0
},
{
"date" : "2002-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0069,
"Cumulative Return" : 0.39029,
"Drawdown" : -0
},
{
"date" : "2002-07-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0057,
"Cumulative Return" : 0.39822,
"Drawdown" : -0
},
{
"date" : "2002-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0097,
"Cumulative Return" : 0.41178,
"Drawdown" : -0
},
{
"date" : "2002-09-30",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0033,
"Cumulative Return" : 0.40712,
"Drawdown" : -0.0033
},
{
"date" : "2002-10-31",
"variable" : "Fixed Income Arbitrage",
"Return" : -0.0063,
"Cumulative Return" : 0.39826,
"Drawdown" : -0.0095792
},
{
"date" : "2002-11-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.40581,
"Drawdown" : -0.0042309
},
{
"date" : "2002-12-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0153,
"Cumulative Return" : 0.42732,
"Drawdown" : -0
},
{
"date" : "2003-01-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0106,
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},
{
"date" : "2003-02-28",
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},
{
"date" : "2003-03-31",
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},
{
"date" : "2003-04-30",
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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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},
{
"date" : "2003-08-31",
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},
{
"date" : "2003-09-30",
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},
{
"date" : "2003-10-31",
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},
{
"date" : "2003-11-30",
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},
{
"date" : "2003-12-31",
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},
{
"date" : "2004-01-31",
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},
{
"date" : "2004-02-29",
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},
{
"date" : "2004-03-31",
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},
{
"date" : "2004-04-30",
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},
{
"date" : "2004-05-31",
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},
{
"date" : "2004-06-30",
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},
{
"date" : "2004-07-31",
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},
{
"date" : "2004-08-31",
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},
{
"date" : "2004-09-30",
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},
{
"date" : "2004-10-31",
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},
{
"date" : "2004-11-30",
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},
{
"date" : "2004-12-31",
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},
{
"date" : "2005-01-31",
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},
{
"date" : "2005-02-28",
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},
{
"date" : "2005-03-31",
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},
{
"date" : "2005-04-30",
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},
{
"date" : "2005-05-31",
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},
{
"date" : "2005-06-30",
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},
{
"date" : "2005-07-31",
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},
{
"date" : "2005-08-31",
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},
{
"date" : "2005-09-30",
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},
{
"date" : "2005-10-31",
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},
{
"date" : "2005-11-30",
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},
{
"date" : "2005-12-31",
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},
{
"date" : "2006-01-31",
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},
{
"date" : "2006-02-28",
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},
{
"date" : "2006-03-31",
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},
{
"date" : "2006-04-30",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2006-05-31",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2006-06-30",
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},
{
"date" : "2006-07-31",
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},
{
"date" : "2006-08-31",
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},
{
"date" : "2006-09-30",
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},
{
"date" : "2006-10-31",
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},
{
"date" : "2006-11-30",
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},
{
"date" : "2006-12-31",
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},
{
"date" : "2007-01-31",
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},
{
"date" : "2007-02-28",
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},
{
"date" : "2007-03-31",
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},
{
"date" : "2007-04-30",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2007-05-31",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2007-06-30",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2007-07-31",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2007-08-31",
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},
{
"date" : "2007-09-30",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2007-10-31",
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},
{
"date" : "2007-11-30",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2007-12-31",
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},
{
"date" : "2008-01-31",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.0070268
},
{
"date" : "2008-02-29",
"variable" : "Fixed Income Arbitrage",
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},
{
"date" : "2008-03-31",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.042129
},
{
"date" : "2008-04-30",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.024216
},
{
"date" : "2008-05-31",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.014166
},
{
"date" : "2008-06-30",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.016827
},
{
"date" : "2008-07-31",
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},
{
"date" : "2008-08-31",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.019383
},
{
"date" : "2008-09-30",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.069002
},
{
"date" : "2008-10-31",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.14972
},
{
"date" : "2008-11-30",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.17591
},
{
"date" : "2008-12-31",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.17879
},
{
"date" : "2009-01-31",
"variable" : "Fixed Income Arbitrage",
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"Drawdown" : -0.1696
},
{
"date" : "2009-02-28",
"variable" : "Fixed Income Arbitrage",
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"Cumulative Return" : 0.64632,
"Drawdown" : -0.1642
},
{
"date" : "2009-03-31",
"variable" : "Fixed Income Arbitrage",
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"Cumulative Return" : 0.65571,
"Drawdown" : -0.15943
},
{
"date" : "2009-04-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0221,
"Cumulative Return" : 0.6923,
"Drawdown" : -0.14086
},
{
"date" : "2009-05-31",
"variable" : "Fixed Income Arbitrage",
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"Cumulative Return" : 0.75407,
"Drawdown" : -0.1095
},
{
"date" : "2009-06-30",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0126,
"Cumulative Return" : 0.77617,
"Drawdown" : -0.098278
},
{
"date" : "2009-07-31",
"variable" : "Fixed Income Arbitrage",
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"Cumulative Return" : 0.83336,
"Drawdown" : -0.069242
},
{
"date" : "2009-08-31",
"variable" : "Fixed Income Arbitrage",
"Return" : 0.0202,
"Cumulative Return" : 0.8704,
"Drawdown" : -0.050441
},
{
"date" : "1997-01-31",
"variable" : "Global Macro",
"Return" : 0.0573,
"Cumulative Return" : 0.0573,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Global Macro",
"Return" : 0.0175,
"Cumulative Return" : 0.075803,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Global Macro",
"Return" : -0.0119,
"Cumulative Return" : 0.063001,
"Drawdown" : -0.0119
},
{
"date" : "1997-04-30",
"variable" : "Global Macro",
"Return" : 0.0172,
"Cumulative Return" : 0.081284,
"Drawdown" : -0
},
{
"date" : "1997-05-31",
"variable" : "Global Macro",
"Return" : 0.0108,
"Cumulative Return" : 0.092962,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Global Macro",
"Return" : 0.0218,
"Cumulative Return" : 0.11679,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Global Macro",
"Return" : 0.0738,
"Cumulative Return" : 0.19921,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Global Macro",
"Return" : -0.018,
"Cumulative Return" : 0.17762,
"Drawdown" : -0.018
},
{
"date" : "1997-09-30",
"variable" : "Global Macro",
"Return" : 0.029,
"Cumulative Return" : 0.21177,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Global Macro",
"Return" : -0.0142,
"Cumulative Return" : 0.19457,
"Drawdown" : -0.0142
},
{
"date" : "1997-11-30",
"variable" : "Global Macro",
"Return" : 0.0106,
"Cumulative Return" : 0.20723,
"Drawdown" : -0.0037505
},
{
"date" : "1997-12-31",
"variable" : "Global Macro",
"Return" : 0.0264,
"Cumulative Return" : 0.2391,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "Global Macro",
"Return" : -0.005,
"Cumulative Return" : 0.2329,
"Drawdown" : -0.005
},
{
"date" : "1998-02-28",
"variable" : "Global Macro",
"Return" : 0.0128,
"Cumulative Return" : 0.24868,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Global Macro",
"Return" : 0.057,
"Cumulative Return" : 0.31986,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Global Macro",
"Return" : 0.0034,
"Cumulative Return" : 0.32435,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Global Macro",
"Return" : 0.0095,
"Cumulative Return" : 0.33693,
"Drawdown" : -0
},
{
"date" : "1998-06-30",
"variable" : "Global Macro",
"Return" : 0.012,
"Cumulative Return" : 0.35297,
"Drawdown" : -0
},
{
"date" : "1998-07-31",
"variable" : "Global Macro",
"Return" : 0.0058,
"Cumulative Return" : 0.36082,
"Drawdown" : -0
},
{
"date" : "1998-08-31",
"variable" : "Global Macro",
"Return" : -0.0263,
"Cumulative Return" : 0.32503,
"Drawdown" : -0.0263
},
{
"date" : "1998-09-30",
"variable" : "Global Macro",
"Return" : -0.0059,
"Cumulative Return" : 0.31721,
"Drawdown" : -0.032045
},
{
"date" : "1998-10-31",
"variable" : "Global Macro",
"Return" : -0.0223,
"Cumulative Return" : 0.28784,
"Drawdown" : -0.05363
},
{
"date" : "1998-11-30",
"variable" : "Global Macro",
"Return" : 0.0194,
"Cumulative Return" : 0.31282,
"Drawdown" : -0.035271
},
{
"date" : "1998-12-31",
"variable" : "Global Macro",
"Return" : 0.0233,
"Cumulative Return" : 0.34341,
"Drawdown" : -0.012792
},
{
"date" : "1999-01-31",
"variable" : "Global Macro",
"Return" : 0.0086,
"Cumulative Return" : 0.35496,
"Drawdown" : -0.0043025
},
{
"date" : "1999-02-28",
"variable" : "Global Macro",
"Return" : -0.0111,
"Cumulative Return" : 0.33992,
"Drawdown" : -0.015355
},
{
"date" : "1999-03-31",
"variable" : "Global Macro",
"Return" : 0.0024,
"Cumulative Return" : 0.34314,
"Drawdown" : -0.012992
},
{
"date" : "1999-04-30",
"variable" : "Global Macro",
"Return" : 0.0329,
"Cumulative Return" : 0.38733,
"Drawdown" : -0
},
{
"date" : "1999-05-31",
"variable" : "Global Macro",
"Return" : -0.0055,
"Cumulative Return" : 0.3797,
"Drawdown" : -0.0055
},
{
"date" : "1999-06-30",
"variable" : "Global Macro",
"Return" : 0.0214,
"Cumulative Return" : 0.40922,
"Drawdown" : -0
},
{
"date" : "1999-07-31",
"variable" : "Global Macro",
"Return" : -0.0018,
"Cumulative Return" : 0.40669,
"Drawdown" : -0.0018
},
{
"date" : "1999-08-31",
"variable" : "Global Macro",
"Return" : -0.0061,
"Cumulative Return" : 0.39811,
"Drawdown" : -0.007889
},
{
"date" : "1999-09-30",
"variable" : "Global Macro",
"Return" : -0.0002,
"Cumulative Return" : 0.39783,
"Drawdown" : -0.0080874
},
{
"date" : "1999-10-31",
"variable" : "Global Macro",
"Return" : 0.0073,
"Cumulative Return" : 0.40803,
"Drawdown" : -0.00084648
},
{
"date" : "1999-11-30",
"variable" : "Global Macro",
"Return" : 0.0405,
"Cumulative Return" : 0.46506,
"Drawdown" : -0
},
{
"date" : "1999-12-31",
"variable" : "Global Macro",
"Return" : 0.0612,
"Cumulative Return" : 0.55472,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
"variable" : "Global Macro",
"Return" : 0.0021,
"Cumulative Return" : 0.55798,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "Global Macro",
"Return" : 0.0408,
"Cumulative Return" : 0.62155,
"Drawdown" : -0
},
{
"date" : "2000-03-31",
"variable" : "Global Macro",
"Return" : -0.0104,
"Cumulative Return" : 0.60468,
"Drawdown" : -0.0104
},
{
"date" : "2000-04-30",
"variable" : "Global Macro",
"Return" : -0.0304,
"Cumulative Return" : 0.5559,
"Drawdown" : -0.040484
},
{
"date" : "2000-05-31",
"variable" : "Global Macro",
"Return" : -0.007,
"Cumulative Return" : 0.54501,
"Drawdown" : -0.0472
},
{
"date" : "2000-06-30",
"variable" : "Global Macro",
"Return" : 0.0154,
"Cumulative Return" : 0.5688,
"Drawdown" : -0.032527
},
{
"date" : "2000-07-31",
"variable" : "Global Macro",
"Return" : 0.0037,
"Cumulative Return" : 0.57461,
"Drawdown" : -0.028948
},
{
"date" : "2000-08-31",
"variable" : "Global Macro",
"Return" : 0.0248,
"Cumulative Return" : 0.61366,
"Drawdown" : -0.0048656
},
{
"date" : "2000-09-30",
"variable" : "Global Macro",
"Return" : -0.0149,
"Cumulative Return" : 0.58962,
"Drawdown" : -0.019693
},
{
"date" : "2000-10-31",
"variable" : "Global Macro",
"Return" : -0.0024,
"Cumulative Return" : 0.5858,
"Drawdown" : -0.022046
},
{
"date" : "2000-11-30",
"variable" : "Global Macro",
"Return" : 0.0125,
"Cumulative Return" : 0.60562,
"Drawdown" : -0.0098214
},
{
"date" : "2000-12-31",
"variable" : "Global Macro",
"Return" : 0.0472,
"Cumulative Return" : 0.68141,
"Drawdown" : -0
},
{
"date" : "2001-01-31",
"variable" : "Global Macro",
"Return" : 0.0214,
"Cumulative Return" : 0.71739,
"Drawdown" : -0
},
{
"date" : "2001-02-28",
"variable" : "Global Macro",
"Return" : -0.0072,
"Cumulative Return" : 0.70503,
"Drawdown" : -0.0072
},
{
"date" : "2001-03-31",
"variable" : "Global Macro",
"Return" : 0.0038,
"Cumulative Return" : 0.7115,
"Drawdown" : -0.0034274
},
{
"date" : "2001-04-30",
"variable" : "Global Macro",
"Return" : 0.0049,
"Cumulative Return" : 0.71989,
"Drawdown" : -0
},
{
"date" : "2001-05-31",
"variable" : "Global Macro",
"Return" : 0.0032,
"Cumulative Return" : 0.72539,
"Drawdown" : -0
},
{
"date" : "2001-06-30",
"variable" : "Global Macro",
"Return" : 0.0017,
"Cumulative Return" : 0.72833,
"Drawdown" : -0
},
{
"date" : "2001-07-31",
"variable" : "Global Macro",
"Return" : -0.004,
"Cumulative Return" : 0.72141,
"Drawdown" : -0.004
},
{
"date" : "2001-08-31",
"variable" : "Global Macro",
"Return" : 0.0006,
"Cumulative Return" : 0.72245,
"Drawdown" : -0.0034024
},
{
"date" : "2001-09-30",
"variable" : "Global Macro",
"Return" : -0.007,
"Cumulative Return" : 0.71039,
"Drawdown" : -0.010379
},
{
"date" : "2001-10-31",
"variable" : "Global Macro",
"Return" : 0.0208,
"Cumulative Return" : 0.74597,
"Drawdown" : -0
},
{
"date" : "2001-11-30",
"variable" : "Global Macro",
"Return" : 0.0021,
"Cumulative Return" : 0.74963,
"Drawdown" : -0
},
{
"date" : "2001-12-31",
"variable" : "Global Macro",
"Return" : 0.0138,
"Cumulative Return" : 0.77378,
"Drawdown" : -0
},
{
"date" : "2002-01-31",
"variable" : "Global Macro",
"Return" : 0.0069,
"Cumulative Return" : 0.78602,
"Drawdown" : -0
},
{
"date" : "2002-02-28",
"variable" : "Global Macro",
"Return" : -0.0035,
"Cumulative Return" : 0.77977,
"Drawdown" : -0.0035
},
{
"date" : "2002-03-31",
"variable" : "Global Macro",
"Return" : 0.0064,
"Cumulative Return" : 0.79116,
"Drawdown" : -0
},
{
"date" : "2002-04-30",
"variable" : "Global Macro",
"Return" : 0.0098,
"Cumulative Return" : 0.80871,
"Drawdown" : -0
},
{
"date" : "2002-05-31",
"variable" : "Global Macro",
"Return" : 0.0123,
"Cumulative Return" : 0.83096,
"Drawdown" : -0
},
{
"date" : "2002-06-30",
"variable" : "Global Macro",
"Return" : -0.0022,
"Cumulative Return" : 0.82693,
"Drawdown" : -0.0022
},
{
"date" : "2002-07-31",
"variable" : "Global Macro",
"Return" : -0.0078,
"Cumulative Return" : 0.81268,
"Drawdown" : -0.0099828
},
{
"date" : "2002-08-31",
"variable" : "Global Macro",
"Return" : 0.0063,
"Cumulative Return" : 0.8241,
"Drawdown" : -0.0037457
},
{
"date" : "2002-09-30",
"variable" : "Global Macro",
"Return" : 0.0054,
"Cumulative Return" : 0.83395,
"Drawdown" : -0
},
{
"date" : "2002-10-31",
"variable" : "Global Macro",
"Return" : -0.0086,
"Cumulative Return" : 0.81818,
"Drawdown" : -0.0086
},
{
"date" : "2002-11-30",
"variable" : "Global Macro",
"Return" : 0.0047,
"Cumulative Return" : 0.82672,
"Drawdown" : -0.0039404
},
{
"date" : "2002-12-31",
"variable" : "Global Macro",
"Return" : 0.0192,
"Cumulative Return" : 0.86179,
"Drawdown" : -0
},
{
"date" : "2003-01-31",
"variable" : "Global Macro",
"Return" : 0.0182,
"Cumulative Return" : 0.89568,
"Drawdown" : -0
},
{
"date" : "2003-02-28",
"variable" : "Global Macro",
"Return" : 0.0166,
"Cumulative Return" : 0.92715,
"Drawdown" : -0
},
{
"date" : "2003-03-31",
"variable" : "Global Macro",
"Return" : -0.0122,
"Cumulative Return" : 0.90364,
"Drawdown" : -0.0122
},
{
"date" : "2003-04-30",
"variable" : "Global Macro",
"Return" : 0.0117,
"Cumulative Return" : 0.92591,
"Drawdown" : -0.00064274
},
{
"date" : "2003-05-31",
"variable" : "Global Macro",
"Return" : 0.0397,
"Cumulative Return" : 1.0024,
"Drawdown" : -0
},
{
"date" : "2003-06-30",
"variable" : "Global Macro",
"Return" : 0.0056,
"Cumulative Return" : 1.0136,
"Drawdown" : -0
},
{
"date" : "2003-07-31",
"variable" : "Global Macro",
"Return" : -0.0035,
"Cumulative Return" : 1.0065,
"Drawdown" : -0.0035
},
{
"date" : "2003-08-31",
"variable" : "Global Macro",
"Return" : 0.0202,
"Cumulative Return" : 1.0471,
"Drawdown" : -0
},
{
"date" : "2003-09-30",
"variable" : "Global Macro",
"Return" : 0.0215,
"Cumulative Return" : 1.0911,
"Drawdown" : -0
},
{
"date" : "2003-10-31",
"variable" : "Global Macro",
"Return" : 0.0111,
"Cumulative Return" : 1.1143,
"Drawdown" : -0
},
{
"date" : "2003-11-30",
"variable" : "Global Macro",
"Return" : 0.0031,
"Cumulative Return" : 1.1208,
"Drawdown" : -0
},
{
"date" : "2003-12-31",
"variable" : "Global Macro",
"Return" : 0.0293,
"Cumulative Return" : 1.183,
"Drawdown" : -0
},
{
"date" : "2004-01-31",
"variable" : "Global Macro",
"Return" : 0.0117,
"Cumulative Return" : 1.2085,
"Drawdown" : -0
},
{
"date" : "2004-02-29",
"variable" : "Global Macro",
"Return" : 0.015,
"Cumulative Return" : 1.2417,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "Global Macro",
"Return" : 0.0064,
"Cumulative Return" : 1.256,
"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Global Macro",
"Return" : -0.0178,
"Cumulative Return" : 1.2158,
"Drawdown" : -0.0178
},
{
"date" : "2004-05-31",
"variable" : "Global Macro",
"Return" : -0.0081,
"Cumulative Return" : 1.1979,
"Drawdown" : -0.025756
},
{
"date" : "2004-06-30",
"variable" : "Global Macro",
"Return" : -0.0019,
"Cumulative Return" : 1.1937,
"Drawdown" : -0.027607
},
{
"date" : "2004-07-31",
"variable" : "Global Macro",
"Return" : -0.0014,
"Cumulative Return" : 1.1906,
"Drawdown" : -0.028968
},
{
"date" : "2004-08-31",
"variable" : "Global Macro",
"Return" : -0.0039,
"Cumulative Return" : 1.1821,
"Drawdown" : -0.032755
},
{
"date" : "2004-09-30",
"variable" : "Global Macro",
"Return" : 0.0008,
"Cumulative Return" : 1.1838,
"Drawdown" : -0.031981
},
{
"date" : "2004-10-31",
"variable" : "Global Macro",
"Return" : 0.0138,
"Cumulative Return" : 1.214,
"Drawdown" : -0.018623
},
{
"date" : "2004-11-30",
"variable" : "Global Macro",
"Return" : 0.028,
"Cumulative Return" : 1.276,
"Drawdown" : -0
},
{
"date" : "2004-12-31",
"variable" : "Global Macro",
"Return" : 0.0033,
"Cumulative Return" : 1.2835,
"Drawdown" : -0
},
{
"date" : "2005-01-31",
"variable" : "Global Macro",
"Return" : -0.0047,
"Cumulative Return" : 1.2728,
"Drawdown" : -0.0047
},
{
"date" : "2005-02-28",
"variable" : "Global Macro",
"Return" : 0.0171,
"Cumulative Return" : 1.3116,
"Drawdown" : -0
},
{
"date" : "2005-03-31",
"variable" : "Global Macro",
"Return" : -0.0027,
"Cumulative Return" : 1.3054,
"Drawdown" : -0.0027
},
{
"date" : "2005-04-30",
"variable" : "Global Macro",
"Return" : -0.008,
"Cumulative Return" : 1.2869,
"Drawdown" : -0.010678
},
{
"date" : "2005-05-31",
"variable" : "Global Macro",
"Return" : 0.0088,
"Cumulative Return" : 1.3071,
"Drawdown" : -0.0019724
},
{
"date" : "2005-06-30",
"variable" : "Global Macro",
"Return" : 0.0116,
"Cumulative Return" : 1.3338,
"Drawdown" : -0
},
{
"date" : "2005-07-31",
"variable" : "Global Macro",
"Return" : 0.0119,
"Cumulative Return" : 1.3616,
"Drawdown" : -0
},
{
"date" : "2005-08-31",
"variable" : "Global Macro",
"Return" : 0.0083,
"Cumulative Return" : 1.3812,
"Drawdown" : -0
},
{
"date" : "2005-09-30",
"variable" : "Global Macro",
"Return" : 0.0269,
"Cumulative Return" : 1.4453,
"Drawdown" : -0
},
{
"date" : "2005-10-31",
"variable" : "Global Macro",
"Return" : -0.0074,
"Cumulative Return" : 1.4272,
"Drawdown" : -0.0074
},
{
"date" : "2005-11-30",
"variable" : "Global Macro",
"Return" : 0.0164,
"Cumulative Return" : 1.467,
"Drawdown" : -0
},
{
"date" : "2005-12-31",
"variable" : "Global Macro",
"Return" : 0.0135,
"Cumulative Return" : 1.5003,
"Drawdown" : -0
},
{
"date" : "2006-01-31",
"variable" : "Global Macro",
"Return" : 0.0258,
"Cumulative Return" : 1.5648,
"Drawdown" : -0
},
{
"date" : "2006-02-28",
"variable" : "Global Macro",
"Return" : 0.0002,
"Cumulative Return" : 1.5653,
"Drawdown" : -0
},
{
"date" : "2006-03-31",
"variable" : "Global Macro",
"Return" : 0.0094,
"Cumulative Return" : 1.5894,
"Drawdown" : -0
},
{
"date" : "2006-04-30",
"variable" : "Global Macro",
"Return" : 0.0238,
"Cumulative Return" : 1.651,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Global Macro",
"Return" : -0.0155,
"Cumulative Return" : 1.6099,
"Drawdown" : -0.0155
},
{
"date" : "2006-06-30",
"variable" : "Global Macro",
"Return" : -0.0015,
"Cumulative Return" : 1.606,
"Drawdown" : -0.016977
},
{
"date" : "2006-07-31",
"variable" : "Global Macro",
"Return" : 0.0006,
"Cumulative Return" : 1.6076,
"Drawdown" : -0.016387
},
{
"date" : "2006-08-31",
"variable" : "Global Macro",
"Return" : -0.0039,
"Cumulative Return" : 1.5974,
"Drawdown" : -0.020223
},
{
"date" : "2006-09-30",
"variable" : "Global Macro",
"Return" : -0.0067,
"Cumulative Return" : 1.58,
"Drawdown" : -0.026788
},
{
"date" : "2006-10-31",
"variable" : "Global Macro",
"Return" : 0.0097,
"Cumulative Return" : 1.605,
"Drawdown" : -0.017347
},
{
"date" : "2006-11-30",
"variable" : "Global Macro",
"Return" : 0.0199,
"Cumulative Return" : 1.6569,
"Drawdown" : -0
},
{
"date" : "2006-12-31",
"variable" : "Global Macro",
"Return" : 0.0116,
"Cumulative Return" : 1.6877,
"Drawdown" : -0
},
{
"date" : "2007-01-31",
"variable" : "Global Macro",
"Return" : 0.0061,
"Cumulative Return" : 1.7041,
"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Global Macro",
"Return" : 0.0018,
"Cumulative Return" : 1.709,
"Drawdown" : -0
},
{
"date" : "2007-03-31",
"variable" : "Global Macro",
"Return" : 0.0027,
"Cumulative Return" : 1.7163,
"Drawdown" : -0
},
{
"date" : "2007-04-30",
"variable" : "Global Macro",
"Return" : 0.0152,
"Cumulative Return" : 1.7576,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Global Macro",
"Return" : 0.0192,
"Cumulative Return" : 1.8105,
"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Global Macro",
"Return" : 0.0107,
"Cumulative Return" : 1.8406,
"Drawdown" : -0
},
{
"date" : "2007-07-31",
"variable" : "Global Macro",
"Return" : 0.0116,
"Cumulative Return" : 1.8735,
"Drawdown" : -0
},
{
"date" : "2007-08-31",
"variable" : "Global Macro",
"Return" : -0.0116,
"Cumulative Return" : 1.8402,
"Drawdown" : -0.0116
},
{
"date" : "2007-09-30",
"variable" : "Global Macro",
"Return" : 0.033,
"Cumulative Return" : 1.9339,
"Drawdown" : -0
},
{
"date" : "2007-10-31",
"variable" : "Global Macro",
"Return" : 0.0304,
"Cumulative Return" : 2.0231,
"Drawdown" : -0
},
{
"date" : "2007-11-30",
"variable" : "Global Macro",
"Return" : -0.0063,
"Cumulative Return" : 2.0041,
"Drawdown" : -0.0063
},
{
"date" : "2007-12-31",
"variable" : "Global Macro",
"Return" : 0.0104,
"Cumulative Return" : 2.0353,
"Drawdown" : -0
},
{
"date" : "2008-01-31",
"variable" : "Global Macro",
"Return" : -0.001,
"Cumulative Return" : 2.0323,
"Drawdown" : -0.001
},
{
"date" : "2008-02-29",
"variable" : "Global Macro",
"Return" : 0.0312,
"Cumulative Return" : 2.1269,
"Drawdown" : -0
},
{
"date" : "2008-03-31",
"variable" : "Global Macro",
"Return" : -0.0169,
"Cumulative Return" : 2.074,
"Drawdown" : -0.0169
},
{
"date" : "2008-04-30",
"variable" : "Global Macro",
"Return" : 0.0078,
"Cumulative Return" : 2.098,
"Drawdown" : -0.0092318
},
{
"date" : "2008-05-31",
"variable" : "Global Macro",
"Return" : 0.0114,
"Cumulative Return" : 2.1333,
"Drawdown" : -0
},
{
"date" : "2008-06-30",
"variable" : "Global Macro",
"Return" : 0.003,
"Cumulative Return" : 2.1427,
"Drawdown" : -0
},
{
"date" : "2008-07-31",
"variable" : "Global Macro",
"Return" : -0.0213,
"Cumulative Return" : 2.0758,
"Drawdown" : -0.0213
},
{
"date" : "2008-08-31",
"variable" : "Global Macro",
"Return" : -0.0133,
"Cumulative Return" : 2.0349,
"Drawdown" : -0.034317
},
{
"date" : "2008-09-30",
"variable" : "Global Macro",
"Return" : -0.0313,
"Cumulative Return" : 1.9399,
"Drawdown" : -0.064543
},
{
"date" : "2008-10-31",
"variable" : "Global Macro",
"Return" : -0.0157,
"Cumulative Return" : 1.8937,
"Drawdown" : -0.079229
},
{
"date" : "2008-11-30",
"variable" : "Global Macro",
"Return" : 0.0033,
"Cumulative Return" : 1.9033,
"Drawdown" : -0.076191
},
{
"date" : "2008-12-31",
"variable" : "Global Macro",
"Return" : 0.0118,
"Cumulative Return" : 1.9375,
"Drawdown" : -0.06529
},
{
"date" : "2009-01-31",
"variable" : "Global Macro",
"Return" : 0.0029,
"Cumulative Return" : 1.9461,
"Drawdown" : -0.062579
},
{
"date" : "2009-02-28",
"variable" : "Global Macro",
"Return" : -0.0055,
"Cumulative Return" : 1.9299,
"Drawdown" : -0.067735
},
{
"date" : "2009-03-31",
"variable" : "Global Macro",
"Return" : 0.0048,
"Cumulative Return" : 1.9439,
"Drawdown" : -0.06326
},
{
"date" : "2009-04-30",
"variable" : "Global Macro",
"Return" : 0.0127,
"Cumulative Return" : 1.9813,
"Drawdown" : -0.051363
},
{
"date" : "2009-05-31",
"variable" : "Global Macro",
"Return" : 0.0348,
"Cumulative Return" : 2.0851,
"Drawdown" : -0.018351
},
{
"date" : "2009-06-30",
"variable" : "Global Macro",
"Return" : -0.0076,
"Cumulative Return" : 2.0616,
"Drawdown" : -0.025811
},
{
"date" : "2009-07-31",
"variable" : "Global Macro",
"Return" : 0.0166,
"Cumulative Return" : 2.1124,
"Drawdown" : -0.0096399
},
{
"date" : "2009-08-31",
"variable" : "Global Macro",
"Return" : 0.005,
"Cumulative Return" : 2.128,
"Drawdown" : -0.0046881
},
{
"date" : "1997-01-31",
"variable" : "Long/Short Equity",
"Return" : 0.0281,
"Cumulative Return" : 0.0281,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Long/Short Equity",
"Return" : -0.0006,
"Cumulative Return" : 0.027483,
"Drawdown" : -0.0006
},
{
"date" : "1997-03-31",
"variable" : "Long/Short Equity",
"Return" : -0.0084,
"Cumulative Return" : 0.018852,
"Drawdown" : -0.008995
},
{
"date" : "1997-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.0084,
"Cumulative Return" : 0.027411,
"Drawdown" : -0.00067052
},
{
"date" : "1997-05-31",
"variable" : "Long/Short Equity",
"Return" : 0.0394,
"Cumulative Return" : 0.067891,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Long/Short Equity",
"Return" : 0.0223,
"Cumulative Return" : 0.091705,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Long/Short Equity",
"Return" : 0.0454,
"Cumulative Return" : 0.14127,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Long/Short Equity",
"Return" : 0.0107,
"Cumulative Return" : 0.15348,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Long/Short Equity",
"Return" : 0.0429,
"Cumulative Return" : 0.20296,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Long/Short Equity",
"Return" : 0.001,
"Cumulative Return" : 0.20417,
"Drawdown" : -0
},
{
"date" : "1997-11-30",
"variable" : "Long/Short Equity",
"Return" : -0.0026,
"Cumulative Return" : 0.20104,
"Drawdown" : -0.0026
},
{
"date" : "1997-12-31",
"variable" : "Long/Short Equity",
"Return" : 0.0104,
"Cumulative Return" : 0.21353,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "Long/Short Equity",
"Return" : 0.0013,
"Cumulative Return" : 0.2151,
"Drawdown" : -0
},
{
"date" : "1998-02-28",
"variable" : "Long/Short Equity",
"Return" : 0.0342,
"Cumulative Return" : 0.25666,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Long/Short Equity",
"Return" : 0.0336,
"Cumulative Return" : 0.29888,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.012,
"Cumulative Return" : 0.31447,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Long/Short Equity",
"Return" : -0.0087,
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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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},
{
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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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},
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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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},
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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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"Return" : 0.0227,
"Cumulative Return" : 2.3534,
"Drawdown" : -0.024463
},
{
"date" : "2008-06-30",
"variable" : "Long/Short Equity",
"Return" : -0.0164,
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"Drawdown" : -0.040462
},
{
"date" : "2008-07-31",
"variable" : "Long/Short Equity",
"Return" : -0.0261,
"Cumulative Return" : 2.2123,
"Drawdown" : -0.065506
},
{
"date" : "2008-08-31",
"variable" : "Long/Short Equity",
"Return" : -0.0146,
"Cumulative Return" : 2.1654,
"Drawdown" : -0.079149
},
{
"date" : "2008-09-30",
"variable" : "Long/Short Equity",
"Return" : -0.0675,
"Cumulative Return" : 1.9518,
"Drawdown" : -0.14131
},
{
"date" : "2008-10-31",
"variable" : "Long/Short Equity",
"Return" : -0.0629,
"Cumulative Return" : 1.7661,
"Drawdown" : -0.19532
},
{
"date" : "2008-11-30",
"variable" : "Long/Short Equity",
"Return" : -0.0188,
"Cumulative Return" : 1.7141,
"Drawdown" : -0.21045
},
{
"date" : "2008-12-31",
"variable" : "Long/Short Equity",
"Return" : 0.0081,
"Cumulative Return" : 1.7361,
"Drawdown" : -0.20405
},
{
"date" : "2009-01-31",
"variable" : "Long/Short Equity",
"Return" : -0.0017,
"Cumulative Return" : 1.7314,
"Drawdown" : -0.2054
},
{
"date" : "2009-02-28",
"variable" : "Long/Short Equity",
"Return" : -0.0161,
"Cumulative Return" : 1.6875,
"Drawdown" : -0.2182
},
{
"date" : "2009-03-31",
"variable" : "Long/Short Equity",
"Return" : 0.0188,
"Cumulative Return" : 1.738,
"Drawdown" : -0.2035
},
{
"date" : "2009-04-30",
"variable" : "Long/Short Equity",
"Return" : 0.0375,
"Cumulative Return" : 1.8407,
"Drawdown" : -0.17363
},
{
"date" : "2009-05-31",
"variable" : "Long/Short Equity",
"Return" : 0.0516,
"Cumulative Return" : 1.9872,
"Drawdown" : -0.13099
},
{
"date" : "2009-06-30",
"variable" : "Long/Short Equity",
"Return" : 0.0009,
"Cumulative Return" : 1.9899,
"Drawdown" : -0.13021
},
{
"date" : "2009-07-31",
"variable" : "Long/Short Equity",
"Return" : 0.0277,
"Cumulative Return" : 2.0728,
"Drawdown" : -0.10611
},
{
"date" : "2009-08-31",
"variable" : "Long/Short Equity",
"Return" : 0.0157,
"Cumulative Return" : 2.121,
"Drawdown" : -0.092081
},
{
"date" : "1997-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.015,
"Cumulative Return" : 0.015,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0034,
"Cumulative Return" : 0.018451,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.006,
"Cumulative Return" : 0.024562,
"Drawdown" : -0
},
{
"date" : "1997-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0001,
"Cumulative Return" : 0.024459,
"Drawdown" : -1e-04
},
{
"date" : "1997-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0197,
"Cumulative Return" : 0.044641,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0231,
"Cumulative Return" : 0.068772,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.02,
"Cumulative Return" : 0.090148,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0079,
"Cumulative Return" : 0.09876,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0197,
"Cumulative Return" : 0.12041,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0094,
"Cumulative Return" : 0.13094,
"Drawdown" : -0
},
{
"date" : "1997-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0223,
"Cumulative Return" : 0.15616,
"Drawdown" : -0
},
{
"date" : "1997-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0158,
"Cumulative Return" : 0.17442,
"Drawdown" : -0
},
{
"date" : "1998-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0055,
"Cumulative Return" : 0.18088,
"Drawdown" : -0
},
{
"date" : "1998-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0212,
"Cumulative Return" : 0.20592,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0164,
"Cumulative Return" : 0.2257,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0139,
"Cumulative Return" : 0.24273,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0009,
"Cumulative Return" : 0.24161,
"Drawdown" : -0.0009
},
{
"date" : "1998-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0072,
"Cumulative Return" : 0.25055,
"Drawdown" : -0
},
{
"date" : "1998-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0007,
"Cumulative Return" : 0.25143,
"Drawdown" : -0
},
{
"date" : "1998-08-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0544,
"Cumulative Return" : 0.18335,
"Drawdown" : -0.0544
},
{
"date" : "1998-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0076,
"Cumulative Return" : 0.19235,
"Drawdown" : -0.047213
},
{
"date" : "1998-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0159,
"Cumulative Return" : 0.2113,
"Drawdown" : -0.032064
},
{
"date" : "1998-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.022,
"Cumulative Return" : 0.23795,
"Drawdown" : -0.01077
},
{
"date" : "1998-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0224,
"Cumulative Return" : 0.26568,
"Drawdown" : -0
},
{
"date" : "1999-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0112,
"Cumulative Return" : 0.27986,
"Drawdown" : -0
},
{
"date" : "1999-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0036,
"Cumulative Return" : 0.28447,
"Drawdown" : -0
},
{
"date" : "1999-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 0.30155,
"Drawdown" : -0
},
{
"date" : "1999-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0218,
"Cumulative Return" : 0.32992,
"Drawdown" : -0
},
{
"date" : "1999-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.021,
"Cumulative Return" : 0.35785,
"Drawdown" : -0
},
{
"date" : "1999-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0222,
"Cumulative Return" : 0.388,
"Drawdown" : -0
},
{
"date" : "1999-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0147,
"Cumulative Return" : 0.4084,
"Drawdown" : -0
},
{
"date" : "1999-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.005,
"Cumulative Return" : 0.41544,
"Drawdown" : -0
},
{
"date" : "1999-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0116,
"Cumulative Return" : 0.43186,
"Drawdown" : -0
},
{
"date" : "1999-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0096,
"Cumulative Return" : 0.44561,
"Drawdown" : -0
},
{
"date" : "1999-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0237,
"Cumulative Return" : 0.47987,
"Drawdown" : -0
},
{
"date" : "1999-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.009,
"Cumulative Return" : 0.49319,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0143,
"Cumulative Return" : 0.51454,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "Merger Arbitrage",
"Return" : 0.0239,
"Cumulative Return" : 0.55074,
"Drawdown" : -0
},
{
"date" : "2000-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0131,
"Cumulative Return" : 0.57105,
"Drawdown" : -0
},
{
"date" : "2000-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0188,
"Cumulative Return" : 0.60059,
"Drawdown" : -0
},
{
"date" : "2000-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0146,
"Cumulative Return" : 0.62395,
"Drawdown" : -0
},
{
"date" : "2000-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0167,
"Cumulative Return" : 0.65107,
"Drawdown" : -0
},
{
"date" : "2000-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0116,
"Cumulative Return" : 0.67023,
"Drawdown" : -0
},
{
"date" : "2000-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0157,
"Cumulative Return" : 0.69645,
"Drawdown" : -0
},
{
"date" : "2000-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0137,
"Cumulative Return" : 0.71969,
"Drawdown" : -0
},
{
"date" : "2000-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0026,
"Cumulative Return" : 0.72416,
"Drawdown" : -0
},
{
"date" : "2000-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0102,
"Cumulative Return" : 0.74175,
"Drawdown" : -0
},
{
"date" : "2000-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0125,
"Cumulative Return" : 0.76352,
"Drawdown" : -0
},
{
"date" : "2001-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0111,
"Cumulative Return" : 0.7831,
"Drawdown" : -0
},
{
"date" : "2001-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.79272,
"Drawdown" : -0
},
{
"date" : "2001-03-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0061,
"Cumulative Return" : 0.78179,
"Drawdown" : -0.0061
},
{
"date" : "2001-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0058,
"Cumulative Return" : 0.79212,
"Drawdown" : -0.00033538
},
{
"date" : "2001-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0161,
"Cumulative Return" : 0.82098,
"Drawdown" : -0
},
{
"date" : "2001-06-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0087,
"Cumulative Return" : 0.80513,
"Drawdown" : -0.0087
},
{
"date" : "2001-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0079,
"Cumulative Return" : 0.81939,
"Drawdown" : -0.00086873
},
{
"date" : "2001-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0099,
"Cumulative Return" : 0.83741,
"Drawdown" : -0
},
{
"date" : "2001-09-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0267,
"Cumulative Return" : 0.78835,
"Drawdown" : -0.0267
},
{
"date" : "2001-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0085,
"Cumulative Return" : 0.80355,
"Drawdown" : -0.018427
},
{
"date" : "2001-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0014,
"Cumulative Return" : 0.80607,
"Drawdown" : -0.017053
},
{
"date" : "2001-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0045,
"Cumulative Return" : 0.8142,
"Drawdown" : -0.012629
},
{
"date" : "2002-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0077,
"Cumulative Return" : 0.82817,
"Drawdown" : -0.0050267
},
{
"date" : "2002-02-28",
"variable" : "Merger Arbitrage",
"Return" : -0.0044,
"Cumulative Return" : 0.82013,
"Drawdown" : -0.0094046
},
{
"date" : "2002-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0073,
"Cumulative Return" : 0.83341,
"Drawdown" : -0.0021733
},
{
"date" : "2002-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0013,
"Cumulative Return" : 0.83103,
"Drawdown" : -0.0034704
},
{
"date" : "2002-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0,
"Cumulative Return" : 0.83103,
"Drawdown" : -0.0034704
},
{
"date" : "2002-06-30",
"variable" : "Merger Arbitrage",
"Return" : -0.017,
"Cumulative Return" : 0.7999,
"Drawdown" : -0.020411
},
{
"date" : "2002-07-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0174,
"Cumulative Return" : 0.76858,
"Drawdown" : -0.037456
},
{
"date" : "2002-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0061,
"Cumulative Return" : 0.77937,
"Drawdown" : -0.031585
},
{
"date" : "2002-09-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0028,
"Cumulative Return" : 0.77439,
"Drawdown" : -0.034296
},
{
"date" : "2002-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0032,
"Cumulative Return" : 0.78007,
"Drawdown" : -0.031206
},
{
"date" : "2002-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0054,
"Cumulative Return" : 0.78968,
"Drawdown" : -0.025975
},
{
"date" : "2002-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0046,
"Cumulative Return" : 0.79791,
"Drawdown" : -0.021494
},
{
"date" : "2003-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.004,
"Cumulative Return" : 0.8051,
"Drawdown" : -0.01758
},
{
"date" : "2003-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0018,
"Cumulative Return" : 0.80835,
"Drawdown" : -0.015812
},
{
"date" : "2003-03-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0007,
"Cumulative Return" : 0.80709,
"Drawdown" : -0.016501
},
{
"date" : "2003-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0099,
"Cumulative Return" : 0.82498,
"Drawdown" : -0.006764
},
{
"date" : "2003-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0154,
"Cumulative Return" : 0.85308,
"Drawdown" : -0
},
{
"date" : "2003-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0048,
"Cumulative Return" : 0.86198,
"Drawdown" : -0
},
{
"date" : "2003-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 0.87185,
"Drawdown" : -0
},
{
"date" : "2003-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.007,
"Cumulative Return" : 0.88495,
"Drawdown" : -0
},
{
"date" : "2003-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0077,
"Cumulative Return" : 0.89946,
"Drawdown" : -0
},
{
"date" : "2003-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0111,
"Cumulative Return" : 0.92055,
"Drawdown" : -0
},
{
"date" : "2003-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0044,
"Cumulative Return" : 0.929,
"Drawdown" : -0
},
{
"date" : "2003-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0098,
"Cumulative Return" : 0.9479,
"Drawdown" : -0
},
{
"date" : "2004-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0097,
"Cumulative Return" : 0.9668,
"Drawdown" : -0
},
{
"date" : "2004-02-29",
"variable" : "Merger Arbitrage",
"Return" : 0.0051,
"Cumulative Return" : 0.97683,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 0.98019,
"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0039,
"Cumulative Return" : 0.97246,
"Drawdown" : -0.0039
},
{
"date" : "2004-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0,
"Cumulative Return" : 0.97246,
"Drawdown" : -0.0039
},
{
"date" : "2004-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0017,
"Cumulative Return" : 0.97582,
"Drawdown" : -0.0022066
},
{
"date" : "2004-07-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0092,
"Cumulative Return" : 0.95764,
"Drawdown" : -0.011386
},
{
"date" : "2004-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0011,
"Cumulative Return" : 0.95979,
"Drawdown" : -0.010299
},
{
"date" : "2004-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0042,
"Cumulative Return" : 0.96802,
"Drawdown" : -0.0061421
},
{
"date" : "2004-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0074,
"Cumulative Return" : 0.98259,
"Drawdown" : -0
},
{
"date" : "2004-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0164,
"Cumulative Return" : 1.0151,
"Drawdown" : -0
},
{
"date" : "2004-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 1.0419,
"Drawdown" : -0
},
{
"date" : "2005-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0,
"Cumulative Return" : 1.0419,
"Drawdown" : -0
},
{
"date" : "2005-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0065,
"Cumulative Return" : 1.0552,
"Drawdown" : -0
},
{
"date" : "2005-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0032,
"Cumulative Return" : 1.0618,
"Drawdown" : -0
},
{
"date" : "2005-04-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0105,
"Cumulative Return" : 1.0401,
"Drawdown" : -0.0105
},
{
"date" : "2005-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0095,
"Cumulative Return" : 1.0595,
"Drawdown" : -0.0010997
},
{
"date" : "2005-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0085,
"Cumulative Return" : 1.077,
"Drawdown" : -0
},
{
"date" : "2005-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0115,
"Cumulative Return" : 1.1009,
"Drawdown" : -0
},
{
"date" : "2005-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0061,
"Cumulative Return" : 1.1137,
"Drawdown" : -0
},
{
"date" : "2005-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0035,
"Cumulative Return" : 1.1211,
"Drawdown" : -0
},
{
"date" : "2005-10-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0145,
"Cumulative Return" : 1.0903,
"Drawdown" : -0.0145
},
{
"date" : "2005-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0112,
"Cumulative Return" : 1.1137,
"Drawdown" : -0.0034624
},
{
"date" : "2005-12-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2006-01-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2006-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0104,
"Cumulative Return" : 1.2241,
"Drawdown" : -0
},
{
"date" : "2006-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0144,
"Cumulative Return" : 1.2561,
"Drawdown" : -0
},
{
"date" : "2006-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0119,
"Cumulative Return" : 1.283,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0009,
"Cumulative Return" : 1.285,
"Drawdown" : -0
},
{
"date" : "2006-06-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0087,
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},
{
"date" : "2006-07-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0058,
"Cumulative Return" : 1.3183,
"Drawdown" : -0
},
{
"date" : "2006-08-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0053,
"Cumulative Return" : 1.3306,
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},
{
"date" : "2006-09-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0041,
"Cumulative Return" : 1.3401,
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},
{
"date" : "2006-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0132,
"Cumulative Return" : 1.371,
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},
{
"date" : "2006-11-30",
"variable" : "Merger Arbitrage",
"Return" : 0.0142,
"Cumulative Return" : 1.4047,
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},
{
"date" : "2006-12-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0133,
"Cumulative Return" : 1.4367,
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},
{
"date" : "2007-01-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0191,
"Cumulative Return" : 1.4832,
"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Merger Arbitrage",
"Return" : 0.0255,
"Cumulative Return" : 1.5465,
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},
{
"date" : "2007-03-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0063,
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},
{
"date" : "2007-04-30",
"variable" : "Merger Arbitrage",
"Return" : 0.016,
"Cumulative Return" : 1.6036,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0171,
"Cumulative Return" : 1.6481,
"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Merger Arbitrage",
"Return" : -0.0053,
"Cumulative Return" : 1.634,
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},
{
"date" : "2007-07-31",
"variable" : "Merger Arbitrage",
"Return" : -0.0054,
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"Drawdown" : -0.010671
},
{
"date" : "2007-08-31",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6201,
"Drawdown" : -0.010572
},
{
"date" : "2007-09-30",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6544,
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},
{
"date" : "2007-10-31",
"variable" : "Merger Arbitrage",
"Return" : 0.0191,
"Cumulative Return" : 1.7051,
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},
{
"date" : "2007-11-30",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2007-12-31",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6581,
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},
{
"date" : "2008-01-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2008-02-29",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6404,
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},
{
"date" : "2008-03-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2008-04-30",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6677,
"Drawdown" : -0.013837
},
{
"date" : "2008-05-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2008-06-30",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2008-07-31",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6774,
"Drawdown" : -0.010233
},
{
"date" : "2008-08-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2008-09-30",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2008-10-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2008-11-30",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.5542,
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},
{
"date" : "2008-12-31",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.5956,
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},
{
"date" : "2009-01-31",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6101,
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},
{
"date" : "2009-02-28",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6117,
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},
{
"date" : "2009-03-31",
"variable" : "Merger Arbitrage",
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"Cumulative Return" : 1.6444,
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},
{
"date" : "2009-04-30",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2009-05-31",
"variable" : "Merger Arbitrage",
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},
{
"date" : "2009-06-30",
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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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"Cumulative Return" : 1.7688,
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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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},
{
"date" : "1997-03-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.031042,
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},
{
"date" : "1997-04-30",
"variable" : "Relative Value",
"Return" : 0.0122,
"Cumulative Return" : 0.043621,
"Drawdown" : -0
},
{
"date" : "1997-05-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.061676,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.082697,
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},
{
"date" : "1997-07-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.10229,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.11365,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.13403,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.14299,
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},
{
"date" : "1997-11-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.15567,
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},
{
"date" : "1997-12-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.16515,
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},
{
"date" : "1998-01-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.18053,
"Drawdown" : -0
},
{
"date" : "1998-02-28",
"variable" : "Relative Value",
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"Cumulative Return" : 0.19588,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.21322,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.23081,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.23733,
"Drawdown" : -0
},
{
"date" : "1998-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.24055,
"Drawdown" : -0
},
{
"date" : "1998-07-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.24191,
"Drawdown" : -0
},
{
"date" : "1998-08-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.19956,
"Drawdown" : -0.0341
},
{
"date" : "1998-09-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.20016,
"Drawdown" : -0.033617
},
{
"date" : "1998-10-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.18336,
"Drawdown" : -0.047146
},
{
"date" : "1998-11-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.20679,
"Drawdown" : -0.02828
},
{
"date" : "1998-12-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.22658,
"Drawdown" : -0.012344
},
{
"date" : "1999-01-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.2505,
"Drawdown" : -0
},
{
"date" : "1999-02-28",
"variable" : "Relative Value",
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"Cumulative Return" : 0.26113,
"Drawdown" : -0
},
{
"date" : "1999-03-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.27576,
"Drawdown" : -0
},
{
"date" : "1999-04-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.30612,
"Drawdown" : -0
},
{
"date" : "1999-05-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.32519,
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},
{
"date" : "1999-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.34481,
"Drawdown" : -0
},
{
"date" : "1999-07-31",
"variable" : "Relative Value",
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},
{
"date" : "1999-08-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.36803,
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},
{
"date" : "1999-09-30",
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"Cumulative Return" : 0.38239,
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},
{
"date" : "1999-10-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.39207,
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},
{
"date" : "1999-11-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.41114,
"Drawdown" : -0
},
{
"date" : "1999-12-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.43696,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
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"Cumulative Return" : 0.46182,
"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "Relative Value",
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"Cumulative Return" : 0.48887,
"Drawdown" : -0
},
{
"date" : "2000-03-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.51314,
"Drawdown" : -0
},
{
"date" : "2000-04-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.52706,
"Drawdown" : -0
},
{
"date" : "2000-05-31",
"variable" : "Relative Value",
"Return" : 0.008,
"Cumulative Return" : 0.53927,
"Drawdown" : -0
},
{
"date" : "2000-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.56636,
"Drawdown" : -0
},
{
"date" : "2000-07-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.57952,
"Drawdown" : -0
},
{
"date" : "2000-08-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.60432,
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},
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"date" : "2000-09-30",
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"Cumulative Return" : 0.61635,
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},
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"date" : "2000-10-31",
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},
{
"date" : "2000-11-30",
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"Cumulative Return" : 0.61668,
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},
{
"date" : "2000-12-31",
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},
{
"date" : "2001-01-31",
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"Drawdown" : -0
},
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"date" : "2001-02-28",
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"Cumulative Return" : 0.68809,
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},
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"date" : "2001-03-31",
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"Cumulative Return" : 0.68623,
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},
{
"date" : "2001-04-30",
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"Cumulative Return" : 0.71557,
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},
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"date" : "2001-05-31",
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},
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"date" : "2001-06-30",
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"Cumulative Return" : 0.74307,
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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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"Cumulative Return" : 0.7394,
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},
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"date" : "2001-09-30",
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"Drawdown" : -0.025131
},
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"date" : "2001-10-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.72886,
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},
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"date" : "2001-11-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.75237,
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},
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"date" : "2001-12-31",
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},
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"date" : "2002-01-31",
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"Cumulative Return" : 0.78653,
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},
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"date" : "2002-02-28",
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"Cumulative Return" : 0.78456,
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},
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"date" : "2002-03-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.81044,
"Drawdown" : -0
},
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"date" : "2002-04-30",
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"Cumulative Return" : 0.82311,
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},
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"date" : "2002-05-31",
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},
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"date" : "2002-06-30",
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"Cumulative Return" : 0.8092,
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},
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"date" : "2002-07-31",
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"Cumulative Return" : 0.77573,
"Drawdown" : -0.029002
},
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"Cumulative Return" : 0.78603,
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},
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"Cumulative Return" : 0.76638,
"Drawdown" : -0.034113
},
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"Cumulative Return" : 0.78122,
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},
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"variable" : "Relative Value",
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"Cumulative Return" : 0.81417,
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},
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"date" : "2002-12-31",
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"Cumulative Return" : 0.81834,
"Drawdown" : -0.0056991
},
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"date" : "2003-01-31",
"variable" : "Relative Value",
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"Cumulative Return" : 0.83053,
"Drawdown" : -0
},
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"date" : "2003-02-28",
"variable" : "Relative Value",
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"Cumulative Return" : 0.82979,
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},
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"date" : "2003-03-31",
"variable" : "Relative Value",
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"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",
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"Cumulative Return" : 0.91267,
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},
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"date" : "2003-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 0.92625,
"Drawdown" : -0
},
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"date" : "2003-07-31",
"variable" : "Relative Value",
"Return" : 0.0041,
"Cumulative Return" : 0.93415,
"Drawdown" : -0
},
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"date" : "2003-08-31",
"variable" : "Relative Value",
"Return" : 0.0058,
"Cumulative Return" : 0.94536,
"Drawdown" : -0
},
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"date" : "2003-09-30",
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"Cumulative Return" : 0.96209,
"Drawdown" : -0
},
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"date" : "2003-10-31",
"variable" : "Relative Value",
"Return" : 0.0159,
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},
{
"date" : "2003-11-30",
"variable" : "Relative Value",
"Return" : 0.0102,
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"Drawdown" : -0
},
{
"date" : "2003-12-31",
"variable" : "Relative Value",
"Return" : 0.0127,
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"Drawdown" : -0
},
{
"date" : "2004-01-31",
"variable" : "Relative Value",
"Return" : 0.0146,
"Cumulative Return" : 1.069,
"Drawdown" : -0
},
{
"date" : "2004-02-29",
"variable" : "Relative Value",
"Return" : 0.0057,
"Cumulative Return" : 1.0808,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "Relative Value",
"Return" : 0.0038,
"Cumulative Return" : 1.0887,
"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Relative Value",
"Return" : -0.0045,
"Cumulative Return" : 1.0793,
"Drawdown" : -0.0045
},
{
"date" : "2004-05-31",
"variable" : "Relative Value",
"Return" : -0.0037,
"Cumulative Return" : 1.0716,
"Drawdown" : -0.0081833
},
{
"date" : "2004-06-30",
"variable" : "Relative Value",
"Return" : 0.0022,
"Cumulative Return" : 1.0761,
"Drawdown" : -0.0060014
},
{
"date" : "2004-07-31",
"variable" : "Relative Value",
"Return" : 0.0007,
"Cumulative Return" : 1.0776,
"Drawdown" : -0.0053056
},
{
"date" : "2004-08-31",
"variable" : "Relative Value",
"Return" : 0.0031,
"Cumulative Return" : 1.084,
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},
{
"date" : "2004-09-30",
"variable" : "Relative Value",
"Return" : 0.0052,
"Cumulative Return" : 1.0949,
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},
{
"date" : "2004-10-31",
"variable" : "Relative Value",
"Return" : 0.004,
"Cumulative Return" : 1.1032,
"Drawdown" : -0
},
{
"date" : "2004-11-30",
"variable" : "Relative Value",
"Return" : 0.0149,
"Cumulative Return" : 1.1346,
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},
{
"date" : "2004-12-31",
"variable" : "Relative Value",
"Return" : 0.0099,
"Cumulative Return" : 1.1557,
"Drawdown" : -0
},
{
"date" : "2005-01-31",
"variable" : "Relative Value",
"Return" : 0.0012,
"Cumulative Return" : 1.1583,
"Drawdown" : -0
},
{
"date" : "2005-02-28",
"variable" : "Relative Value",
"Return" : 0.0081,
"Cumulative Return" : 1.1758,
"Drawdown" : -0
},
{
"date" : "2005-03-31",
"variable" : "Relative Value",
"Return" : -0.0042,
"Cumulative Return" : 1.1666,
"Drawdown" : -0.0042
},
{
"date" : "2005-04-30",
"variable" : "Relative Value",
"Return" : -0.0108,
"Cumulative Return" : 1.1432,
"Drawdown" : -0.014955
},
{
"date" : "2005-05-31",
"variable" : "Relative Value",
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"Cumulative Return" : 1.1428,
"Drawdown" : -0.015152
},
{
"date" : "2005-06-30",
"variable" : "Relative Value",
"Return" : 0.0095,
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"Drawdown" : -0.0057956
},
{
"date" : "2005-07-31",
"variable" : "Relative Value",
"Return" : 0.0149,
"Cumulative Return" : 1.1954,
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},
{
"date" : "2005-08-31",
"variable" : "Relative Value",
"Return" : 0.0053,
"Cumulative Return" : 1.207,
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},
{
"date" : "2005-09-30",
"variable" : "Relative Value",
"Return" : 0.0122,
"Cumulative Return" : 1.234,
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},
{
"date" : "2005-10-31",
"variable" : "Relative Value",
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"Cumulative Return" : 1.2255,
"Drawdown" : -0.0038
},
{
"date" : "2005-11-30",
"variable" : "Relative Value",
"Return" : 0.0067,
"Cumulative Return" : 1.2404,
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},
{
"date" : "2005-12-31",
"variable" : "Relative Value",
"Return" : 0.0126,
"Cumulative Return" : 1.2686,
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},
{
"date" : "2006-01-31",
"variable" : "Relative Value",
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"Drawdown" : -0
},
{
"date" : "2006-02-28",
"variable" : "Relative Value",
"Return" : 0.0073,
"Cumulative Return" : 1.3396,
"Drawdown" : -0
},
{
"date" : "2006-03-31",
"variable" : "Relative Value",
"Return" : 0.0157,
"Cumulative Return" : 1.3763,
"Drawdown" : -0
},
{
"date" : "2006-04-30",
"variable" : "Relative Value",
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"Cumulative Return" : 1.4062,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Relative Value",
"Return" : -0.0025,
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"Drawdown" : -0.0025
},
{
"date" : "2006-06-30",
"variable" : "Relative Value",
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"Cumulative Return" : 1.4053,
"Drawdown" : -0.00040525
},
{
"date" : "2006-07-31",
"variable" : "Relative Value",
"Return" : 0.0017,
"Cumulative Return" : 1.4094,
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},
{
"date" : "2006-08-31",
"variable" : "Relative Value",
"Return" : 0.0092,
"Cumulative Return" : 1.4315,
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},
{
"date" : "2006-09-30",
"variable" : "Relative Value",
"Return" : 0.004,
"Cumulative Return" : 1.4412,
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},
{
"date" : "2006-10-31",
"variable" : "Relative Value",
"Return" : 0.0132,
"Cumulative Return" : 1.4735,
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},
{
"date" : "2006-11-30",
"variable" : "Relative Value",
"Return" : 0.0129,
"Cumulative Return" : 1.5054,
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},
{
"date" : "2006-12-31",
"variable" : "Relative Value",
"Return" : 0.0128,
"Cumulative Return" : 1.5374,
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},
{
"date" : "2007-01-31",
"variable" : "Relative Value",
"Return" : 0.0135,
"Cumulative Return" : 1.5717,
"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Relative Value",
"Return" : 0.0114,
"Cumulative Return" : 1.601,
"Drawdown" : -0
},
{
"date" : "2007-03-31",
"variable" : "Relative Value",
"Return" : 0.0081,
"Cumulative Return" : 1.6221,
"Drawdown" : -0
},
{
"date" : "2007-04-30",
"variable" : "Relative Value",
"Return" : 0.0134,
"Cumulative Return" : 1.6572,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Relative Value",
"Return" : 0.0156,
"Cumulative Return" : 1.6987,
"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Relative Value",
"Return" : 0.01,
"Cumulative Return" : 1.7257,
"Drawdown" : -0
},
{
"date" : "2007-07-31",
"variable" : "Relative Value",
"Return" : 0.0004,
"Cumulative Return" : 1.7268,
"Drawdown" : -0
},
{
"date" : "2007-08-31",
"variable" : "Relative Value",
"Return" : -0.0077,
"Cumulative Return" : 1.7058,
"Drawdown" : -0.0077
},
{
"date" : "2007-09-30",
"variable" : "Relative Value",
"Return" : 0.0153,
"Cumulative Return" : 1.7472,
"Drawdown" : -0
},
{
"date" : "2007-10-31",
"variable" : "Relative Value",
"Return" : 0.02,
"Cumulative Return" : 1.8021,
"Drawdown" : -0
},
{
"date" : "2007-11-30",
"variable" : "Relative Value",
"Return" : -0.0112,
"Cumulative Return" : 1.7707,
"Drawdown" : -0.0112
},
{
"date" : "2007-12-31",
"variable" : "Relative Value",
"Return" : 0.0022,
"Cumulative Return" : 1.7768,
"Drawdown" : -0.0090246
},
{
"date" : "2008-01-31",
"variable" : "Relative Value",
"Return" : -0.0118,
"Cumulative Return" : 1.744,
"Drawdown" : -0.020718
},
{
"date" : "2008-02-29",
"variable" : "Relative Value",
"Return" : 0.0064,
"Cumulative Return" : 1.7616,
"Drawdown" : -0.014451
},
{
"date" : "2008-03-31",
"variable" : "Relative Value",
"Return" : -0.0162,
"Cumulative Return" : 1.7169,
"Drawdown" : -0.030417
},
{
"date" : "2008-04-30",
"variable" : "Relative Value",
"Return" : 0.013,
"Cumulative Return" : 1.7522,
"Drawdown" : -0.017812
},
{
"date" : "2008-05-31",
"variable" : "Relative Value",
"Return" : 0.0159,
"Cumulative Return" : 1.7959,
"Drawdown" : -0.0021953
},
{
"date" : "2008-06-30",
"variable" : "Relative Value",
"Return" : -0.0084,
"Cumulative Return" : 1.7725,
"Drawdown" : -0.010577
},
{
"date" : "2008-07-31",
"variable" : "Relative Value",
"Return" : -0.0125,
"Cumulative Return" : 1.7378,
"Drawdown" : -0.022945
},
{
"date" : "2008-08-31",
"variable" : "Relative Value",
"Return" : -0.0023,
"Cumulative Return" : 1.7315,
"Drawdown" : -0.025192
},
{
"date" : "2008-09-30",
"variable" : "Relative Value",
"Return" : -0.0538,
"Cumulative Return" : 1.5846,
"Drawdown" : -0.077637
},
{
"date" : "2008-10-31",
"variable" : "Relative Value",
"Return" : -0.0692,
"Cumulative Return" : 1.4057,
"Drawdown" : -0.14146
},
{
"date" : "2008-11-30",
"variable" : "Relative Value",
"Return" : -0.0209,
"Cumulative Return" : 1.3554,
"Drawdown" : -0.15941
},
{
"date" : "2008-12-31",
"variable" : "Relative Value",
"Return" : 0.0031,
"Cumulative Return" : 1.3627,
"Drawdown" : -0.1568
},
{
"date" : "2009-01-31",
"variable" : "Relative Value",
"Return" : 0.01,
"Cumulative Return" : 1.3863,
"Drawdown" : -0.14837
},
{
"date" : "2009-02-28",
"variable" : "Relative Value",
"Return" : -0.0016,
"Cumulative Return" : 1.3825,
"Drawdown" : -0.14973
},
{
"date" : "2009-03-31",
"variable" : "Relative Value",
"Return" : 0.01,
"Cumulative Return" : 1.4064,
"Drawdown" : -0.14123
},
{
"date" : "2009-04-30",
"variable" : "Relative Value",
"Return" : 0.0342,
"Cumulative Return" : 1.4887,
"Drawdown" : -0.11186
},
{
"date" : "2009-05-31",
"variable" : "Relative Value",
"Return" : 0.0392,
"Cumulative Return" : 1.5862,
"Drawdown" : -0.077045
},
{
"date" : "2009-06-30",
"variable" : "Relative Value",
"Return" : 0.0101,
"Cumulative Return" : 1.6123,
"Drawdown" : -0.067723
},
{
"date" : "2009-07-31",
"variable" : "Relative Value",
"Return" : 0.026,
"Cumulative Return" : 1.6803,
"Drawdown" : -0.043483
},
{
"date" : "2009-08-31",
"variable" : "Relative Value",
"Return" : 0.0162,
"Cumulative Return" : 1.7237,
"Drawdown" : -0.027988
},
{
"date" : "1997-01-31",
"variable" : "Short Selling",
"Return" : -0.0166,
"Cumulative Return" : -0.0166,
"Drawdown" : -0.0166
},
{
"date" : "1997-02-28",
"variable" : "Short Selling",
"Return" : 0.0426,
"Cumulative Return" : 0.025293,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Short Selling",
"Return" : 0.0778,
"Cumulative Return" : 0.10506,
"Drawdown" : -0
},
{
"date" : "1997-04-30",
"variable" : "Short Selling",
"Return" : -0.0129,
"Cumulative Return" : 0.090805,
"Drawdown" : -0.0129
},
{
"date" : "1997-05-31",
"variable" : "Short Selling",
"Return" : -0.0737,
"Cumulative Return" : 0.010413,
"Drawdown" : -0.085649
},
{
"date" : "1997-06-30",
"variable" : "Short Selling",
"Return" : -0.0065,
"Cumulative Return" : 0.0038453,
"Drawdown" : -0.091593
},
{
"date" : "1997-07-31",
"variable" : "Short Selling",
"Return" : -0.0429,
"Cumulative Return" : -0.03922,
"Drawdown" : -0.13056
},
{
"date" : "1997-08-31",
"variable" : "Short Selling",
"Return" : -0.0072,
"Cumulative Return" : -0.046137,
"Drawdown" : -0.13682
},
{
"date" : "1997-09-30",
"variable" : "Short Selling",
"Return" : -0.0155,
"Cumulative Return" : -0.060922,
"Drawdown" : -0.1502
},
{
"date" : "1997-10-31",
"variable" : "Short Selling",
"Return" : 0.0572,
"Cumulative Return" : -0.0072069,
"Drawdown" : -0.10159
},
{
"date" : "1997-11-30",
"variable" : "Short Selling",
"Return" : 0.0217,
"Cumulative Return" : 0.014337,
"Drawdown" : -0.082099
},
{
"date" : "1997-12-31",
"variable" : "Short Selling",
"Return" : 0.0161,
"Cumulative Return" : 0.030668,
"Drawdown" : -0.06732
},
{
"date" : "1998-01-31",
"variable" : "Short Selling",
"Return" : 0.0014,
"Cumulative Return" : 0.03211,
"Drawdown" : -0.066015
},
{
"date" : "1998-02-28",
"variable" : "Short Selling",
"Return" : 0.0155,
"Cumulative Return" : 0.048108,
"Drawdown" : -0.051538
},
{
"date" : "1998-03-31",
"variable" : "Short Selling",
"Return" : 0.0637,
"Cumulative Return" : 0.11487,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Short Selling",
"Return" : 0.0657,
"Cumulative Return" : 0.18812,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Short Selling",
"Return" : 0.1437,
"Cumulative Return" : 0.35885,
"Drawdown" : -0
},
{
"date" : "1998-06-30",
"variable" : "Short Selling",
"Return" : -0.0053,
"Cumulative Return" : 0.35165,
"Drawdown" : -0.0053
},
{
"date" : "1998-07-31",
"variable" : "Short Selling",
"Return" : 0.0343,
"Cumulative Return" : 0.39801,
"Drawdown" : -0
},
{
"date" : "1998-08-31",
"variable" : "Short Selling",
"Return" : 0.2463,
"Cumulative Return" : 0.74234,
"Drawdown" : -0
},
{
"date" : "1998-09-30",
"variable" : "Short Selling",
"Return" : -0.0376,
"Cumulative Return" : 0.67683,
"Drawdown" : -0.0376
},
{
"date" : "1998-10-31",
"variable" : "Short Selling",
"Return" : -0.1077,
"Cumulative Return" : 0.49624,
"Drawdown" : -0.14125
},
{
"date" : "1998-11-30",
"variable" : "Short Selling",
"Return" : -0.0756,
"Cumulative Return" : 0.38312,
"Drawdown" : -0.20617
},
{
"date" : "1998-12-31",
"variable" : "Short Selling",
"Return" : -0.0531,
"Cumulative Return" : 0.30968,
"Drawdown" : -0.24832
},
{
"date" : "1999-01-31",
"variable" : "Short Selling",
"Return" : -0.0665,
"Cumulative Return" : 0.22258,
"Drawdown" : -0.29831
},
{
"date" : "1999-02-28",
"variable" : "Short Selling",
"Return" : 0.0833,
"Cumulative Return" : 0.32442,
"Drawdown" : -0.23986
},
{
"date" : "1999-03-31",
"variable" : "Short Selling",
"Return" : -0.0154,
"Cumulative Return" : 0.30403,
"Drawdown" : -0.25157
},
{
"date" : "1999-04-30",
"variable" : "Short Selling",
"Return" : -0.0375,
"Cumulative Return" : 0.25513,
"Drawdown" : -0.27963
},
{
"date" : "1999-05-31",
"variable" : "Short Selling",
"Return" : 0.0009,
"Cumulative Return" : 0.25626,
"Drawdown" : -0.27898
},
{
"date" : "1999-06-30",
"variable" : "Short Selling",
"Return" : -0.0412,
"Cumulative Return" : 0.2045,
"Drawdown" : -0.30869
},
{
"date" : "1999-07-31",
"variable" : "Short Selling",
"Return" : 0.0092,
"Cumulative Return" : 0.21558,
"Drawdown" : -0.30233
},
{
"date" : "1999-08-31",
"variable" : "Short Selling",
"Return" : 0.0468,
"Cumulative Return" : 0.27247,
"Drawdown" : -0.26968
},
{
"date" : "1999-09-30",
"variable" : "Short Selling",
"Return" : 0.0401,
"Cumulative Return" : 0.3235,
"Drawdown" : -0.24039
},
{
"date" : "1999-10-31",
"variable" : "Short Selling",
"Return" : -0.013,
"Cumulative Return" : 0.30629,
"Drawdown" : -0.25027
},
{
"date" : "1999-11-30",
"variable" : "Short Selling",
"Return" : -0.1239,
"Cumulative Return" : 0.14444,
"Drawdown" : -0.34316
},
{
"date" : "1999-12-31",
"variable" : "Short Selling",
"Return" : -0.1137,
"Cumulative Return" : 0.014318,
"Drawdown" : -0.41784
},
{
"date" : "2000-01-31",
"variable" : "Short Selling",
"Return" : 0.0427,
"Cumulative Return" : 0.057629,
"Drawdown" : -0.39298
},
{
"date" : "2000-02-29",
"variable" : "Short Selling",
"Return" : -0.134,
"Cumulative Return" : -0.084093,
"Drawdown" : -0.47432
},
{
"date" : "2000-03-31",
"variable" : "Short Selling",
"Return" : -0.023,
"Cumulative Return" : -0.10516,
"Drawdown" : -0.48641
},
{
"date" : "2000-04-30",
"variable" : "Short Selling",
"Return" : 0.1028,
"Cumulative Return" : -0.013169,
"Drawdown" : -0.43362
},
{
"date" : "2000-05-31",
"variable" : "Short Selling",
"Return" : 0.0704,
"Cumulative Return" : 0.056304,
"Drawdown" : -0.39375
},
{
"date" : "2000-06-30",
"variable" : "Short Selling",
"Return" : -0.1107,
"Cumulative Return" : -0.060629,
"Drawdown" : -0.46086
},
{
"date" : "2000-07-31",
"variable" : "Short Selling",
"Return" : 0.0553,
"Cumulative Return" : -0.0086819,
"Drawdown" : -0.43104
},
{
"date" : "2000-08-31",
"variable" : "Short Selling",
"Return" : -0.1135,
"Cumulative Return" : -0.1212,
"Drawdown" : -0.49562
},
{
"date" : "2000-09-30",
"variable" : "Short Selling",
"Return" : 0.1204,
"Cumulative Return" : -0.015389,
"Drawdown" : -0.43489
},
{
"date" : "2000-10-31",
"variable" : "Short Selling",
"Return" : 0.0784,
"Cumulative Return" : 0.061805,
"Drawdown" : -0.39059
},
{
"date" : "2000-11-30",
"variable" : "Short Selling",
"Return" : 0.1657,
"Cumulative Return" : 0.23775,
"Drawdown" : -0.28961
},
{
"date" : "2000-12-31",
"variable" : "Short Selling",
"Return" : 0.0063,
"Cumulative Return" : 0.24554,
"Drawdown" : -0.28513
},
{
"date" : "2001-01-31",
"variable" : "Short Selling",
"Return" : -0.0271,
"Cumulative Return" : 0.21179,
"Drawdown" : -0.30451
},
{
"date" : "2001-02-28",
"variable" : "Short Selling",
"Return" : 0.1021,
"Cumulative Return" : 0.33551,
"Drawdown" : -0.2335
},
{
"date" : "2001-03-31",
"variable" : "Short Selling",
"Return" : 0.062,
"Cumulative Return" : 0.41832,
"Drawdown" : -0.18597
},
{
"date" : "2001-04-30",
"variable" : "Short Selling",
"Return" : -0.0991,
"Cumulative Return" : 0.27776,
"Drawdown" : -0.26664
},
{
"date" : "2001-05-31",
"variable" : "Short Selling",
"Return" : -0.013,
"Cumulative Return" : 0.26115,
"Drawdown" : -0.27618
},
{
"date" : "2001-06-30",
"variable" : "Short Selling",
"Return" : 0.011,
"Cumulative Return" : 0.27502,
"Drawdown" : -0.26821
},
{
"date" : "2001-07-31",
"variable" : "Short Selling",
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},
{
"date" : "2001-08-31",
"variable" : "Short Selling",
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},
{
"date" : "2001-09-30",
"variable" : "Short Selling",
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"Drawdown" : -0.10876
},
{
"date" : "2001-10-31",
"variable" : "Short Selling",
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"Cumulative Return" : 0.50658,
"Drawdown" : -0.13532
},
{
"date" : "2001-11-30",
"variable" : "Short Selling",
"Return" : -0.0655,
"Cumulative Return" : 0.4079,
"Drawdown" : -0.19195
},
{
"date" : "2001-12-31",
"variable" : "Short Selling",
"Return" : -0.0251,
"Cumulative Return" : 0.37256,
"Drawdown" : -0.21223
},
{
"date" : "2002-01-31",
"variable" : "Short Selling",
"Return" : 0.0343,
"Cumulative Return" : 0.41964,
"Drawdown" : -0.18521
},
{
"date" : "2002-02-28",
"variable" : "Short Selling",
"Return" : 0.039,
"Cumulative Return" : 0.475,
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},
{
"date" : "2002-03-31",
"variable" : "Short Selling",
"Return" : -0.0446,
"Cumulative Return" : 0.40922,
"Drawdown" : -0.19119
},
{
"date" : "2002-04-30",
"variable" : "Short Selling",
"Return" : 0.0483,
"Cumulative Return" : 0.47728,
"Drawdown" : -0.15213
},
{
"date" : "2002-05-31",
"variable" : "Short Selling",
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"Cumulative Return" : 0.5284,
"Drawdown" : -0.12279
},
{
"date" : "2002-06-30",
"variable" : "Short Selling",
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"Cumulative Return" : 0.61215,
"Drawdown" : -0.074721
},
{
"date" : "2002-07-31",
"variable" : "Short Selling",
"Return" : 0.0644,
"Cumulative Return" : 0.71598,
"Drawdown" : -0.015133
},
{
"date" : "2002-08-31",
"variable" : "Short Selling",
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"Cumulative Return" : 0.71855,
"Drawdown" : -0.013656
},
{
"date" : "2002-09-30",
"variable" : "Short Selling",
"Return" : 0.0731,
"Cumulative Return" : 0.84418,
"Drawdown" : -0
},
{
"date" : "2002-10-31",
"variable" : "Short Selling",
"Return" : -0.0405,
"Cumulative Return" : 0.76949,
"Drawdown" : -0.0405
},
{
"date" : "2002-11-30",
"variable" : "Short Selling",
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"Cumulative Return" : 0.6727,
"Drawdown" : -0.092985
},
{
"date" : "2002-12-31",
"variable" : "Short Selling",
"Return" : 0.0443,
"Cumulative Return" : 0.7468,
"Drawdown" : -0.052804
},
{
"date" : "2003-01-31",
"variable" : "Short Selling",
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"Cumulative Return" : 0.77509,
"Drawdown" : -0.037459
},
{
"date" : "2003-02-28",
"variable" : "Short Selling",
"Return" : 0.013,
"Cumulative Return" : 0.79817,
"Drawdown" : -0.024946
},
{
"date" : "2003-03-31",
"variable" : "Short Selling",
"Return" : -0.0075,
"Cumulative Return" : 0.78468,
"Drawdown" : -0.032259
},
{
"date" : "2003-04-30",
"variable" : "Short Selling",
"Return" : -0.0656,
"Cumulative Return" : 0.66761,
"Drawdown" : -0.095743
},
{
"date" : "2003-05-31",
"variable" : "Short Selling",
"Return" : -0.0499,
"Cumulative Return" : 0.5844,
"Drawdown" : -0.14087
},
{
"date" : "2003-06-30",
"variable" : "Short Selling",
"Return" : -0.0162,
"Cumulative Return" : 0.55873,
"Drawdown" : -0.15478
},
{
"date" : "2003-07-31",
"variable" : "Short Selling",
"Return" : -0.0361,
"Cumulative Return" : 0.50246,
"Drawdown" : -0.1853
},
{
"date" : "2003-08-31",
"variable" : "Short Selling",
"Return" : -0.0354,
"Cumulative Return" : 0.44927,
"Drawdown" : -0.21414
},
{
"date" : "2003-09-30",
"variable" : "Short Selling",
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"Cumulative Return" : 0.46898,
"Drawdown" : -0.20345
},
{
"date" : "2003-10-31",
"variable" : "Short Selling",
"Return" : -0.0656,
"Cumulative Return" : 0.37262,
"Drawdown" : -0.2557
},
{
"date" : "2003-11-30",
"variable" : "Short Selling",
"Return" : -0.0136,
"Cumulative Return" : 0.35395,
"Drawdown" : -0.26582
},
{
"date" : "2003-12-31",
"variable" : "Short Selling",
"Return" : -0.0178,
"Cumulative Return" : 0.32985,
"Drawdown" : -0.27889
},
{
"date" : "2004-01-31",
"variable" : "Short Selling",
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"Cumulative Return" : 0.31788,
"Drawdown" : -0.28538
},
{
"date" : "2004-02-29",
"variable" : "Short Selling",
"Return" : 0.0018,
"Cumulative Return" : 0.32025,
"Drawdown" : -0.2841
},
{
"date" : "2004-03-31",
"variable" : "Short Selling",
"Return" : -0.0148,
"Cumulative Return" : 0.30071,
"Drawdown" : -0.29469
},
{
"date" : "2004-04-30",
"variable" : "Short Selling",
"Return" : 0.0384,
"Cumulative Return" : 0.35066,
"Drawdown" : -0.26761
},
{
"date" : "2004-05-31",
"variable" : "Short Selling",
"Return" : -0.0024,
"Cumulative Return" : 0.34742,
"Drawdown" : -0.26937
},
{
"date" : "2004-06-30",
"variable" : "Short Selling",
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"Cumulative Return" : 0.34055,
"Drawdown" : -0.27309
},
{
"date" : "2004-07-31",
"variable" : "Short Selling",
"Return" : 0.0638,
"Cumulative Return" : 0.42607,
"Drawdown" : -0.22672
},
{
"date" : "2004-08-31",
"variable" : "Short Selling",
"Return" : 0.0126,
"Cumulative Return" : 0.44404,
"Drawdown" : -0.21697
},
{
"date" : "2004-09-30",
"variable" : "Short Selling",
"Return" : -0.0216,
"Cumulative Return" : 0.41285,
"Drawdown" : -0.23389
},
{
"date" : "2004-10-31",
"variable" : "Short Selling",
"Return" : -0.0092,
"Cumulative Return" : 0.39985,
"Drawdown" : -0.24093
},
{
"date" : "2004-11-30",
"variable" : "Short Selling",
"Return" : -0.0574,
"Cumulative Return" : 0.3195,
"Drawdown" : -0.2845
},
{
"date" : "2004-12-31",
"variable" : "Short Selling",
"Return" : -0.0391,
"Cumulative Return" : 0.26791,
"Drawdown" : -0.31248
},
{
"date" : "2005-01-31",
"variable" : "Short Selling",
"Return" : 0.0387,
"Cumulative Return" : 0.31698,
"Drawdown" : -0.28587
},
{
"date" : "2005-02-28",
"variable" : "Short Selling",
"Return" : 0.0118,
"Cumulative Return" : 0.33252,
"Drawdown" : -0.27745
},
{
"date" : "2005-03-31",
"variable" : "Short Selling",
"Return" : 0.0244,
"Cumulative Return" : 0.36503,
"Drawdown" : -0.25982
},
{
"date" : "2005-04-30",
"variable" : "Short Selling",
"Return" : 0.0393,
"Cumulative Return" : 0.41868,
"Drawdown" : -0.23073
},
{
"date" : "2005-05-31",
"variable" : "Short Selling",
"Return" : -0.0475,
"Cumulative Return" : 0.35129,
"Drawdown" : -0.26727
},
{
"date" : "2005-06-30",
"variable" : "Short Selling",
"Return" : -0.0032,
"Cumulative Return" : 0.34696,
"Drawdown" : -0.26961
},
{
"date" : "2005-07-31",
"variable" : "Short Selling",
"Return" : -0.0242,
"Cumulative Return" : 0.31437,
"Drawdown" : -0.28729
},
{
"date" : "2005-08-31",
"variable" : "Short Selling",
"Return" : 0.0259,
"Cumulative Return" : 0.34841,
"Drawdown" : -0.26883
},
{
"date" : "2005-09-30",
"variable" : "Short Selling",
"Return" : 0.0198,
"Cumulative Return" : 0.37511,
"Drawdown" : -0.25435
},
{
"date" : "2005-10-31",
"variable" : "Short Selling",
"Return" : 0.0233,
"Cumulative Return" : 0.40715,
"Drawdown" : -0.23698
},
{
"date" : "2005-11-30",
"variable" : "Short Selling",
"Return" : -0.03,
"Cumulative Return" : 0.36493,
"Drawdown" : -0.25987
},
{
"date" : "2005-12-31",
"variable" : "Short Selling",
"Return" : -0.0035,
"Cumulative Return" : 0.36016,
"Drawdown" : -0.26246
},
{
"date" : "2006-01-31",
"variable" : "Short Selling",
"Return" : -0.0288,
"Cumulative Return" : 0.32098,
"Drawdown" : -0.2837
},
{
"date" : "2006-02-28",
"variable" : "Short Selling",
"Return" : 0.0064,
"Cumulative Return" : 0.32944,
"Drawdown" : -0.27912
},
{
"date" : "2006-03-31",
"variable" : "Short Selling",
"Return" : -0.0139,
"Cumulative Return" : 0.31096,
"Drawdown" : -0.28914
},
{
"date" : "2006-04-30",
"variable" : "Short Selling",
"Return" : -0.0012,
"Cumulative Return" : 0.30939,
"Drawdown" : -0.28999
},
{
"date" : "2006-05-31",
"variable" : "Short Selling",
"Return" : 0.0246,
"Cumulative Return" : 0.3416,
"Drawdown" : -0.27252
},
{
"date" : "2006-06-30",
"variable" : "Short Selling",
"Return" : 0.0118,
"Cumulative Return" : 0.35743,
"Drawdown" : -0.26394
},
{
"date" : "2006-07-31",
"variable" : "Short Selling",
"Return" : 0.0173,
"Cumulative Return" : 0.38091,
"Drawdown" : -0.2512
},
{
"date" : "2006-08-31",
"variable" : "Short Selling",
"Return" : -0.0156,
"Cumulative Return" : 0.35937,
"Drawdown" : -0.26289
},
{
"date" : "2006-09-30",
"variable" : "Short Selling",
"Return" : -0.0236,
"Cumulative Return" : 0.32729,
"Drawdown" : -0.28028
},
{
"date" : "2006-10-31",
"variable" : "Short Selling",
"Return" : -0.038,
"Cumulative Return" : 0.27685,
"Drawdown" : -0.30763
},
{
"date" : "2006-11-30",
"variable" : "Short Selling",
"Return" : -0.0268,
"Cumulative Return" : 0.24263,
"Drawdown" : -0.32619
},
{
"date" : "2006-12-31",
"variable" : "Short Selling",
"Return" : 0.0039,
"Cumulative Return" : 0.24748,
"Drawdown" : -0.32356
},
{
"date" : "2007-01-31",
"variable" : "Short Selling",
"Return" : -0.0107,
"Cumulative Return" : 0.23413,
"Drawdown" : -0.3308
},
{
"date" : "2007-02-28",
"variable" : "Short Selling",
"Return" : 0.0028,
"Cumulative Return" : 0.23758,
"Drawdown" : -0.32892
},
{
"date" : "2007-03-31",
"variable" : "Short Selling",
"Return" : -0.0051,
"Cumulative Return" : 0.23127,
"Drawdown" : -0.33234
},
{
"date" : "2007-04-30",
"variable" : "Short Selling",
"Return" : -0.0265,
"Cumulative Return" : 0.19864,
"Drawdown" : -0.35004
},
{
"date" : "2007-05-31",
"variable" : "Short Selling",
"Return" : -0.0199,
"Cumulative Return" : 0.17479,
"Drawdown" : -0.36297
},
{
"date" : "2007-06-30",
"variable" : "Short Selling",
"Return" : 0.0236,
"Cumulative Return" : 0.20252,
"Drawdown" : -0.34794
},
{
"date" : "2007-07-31",
"variable" : "Short Selling",
"Return" : 0.0486,
"Cumulative Return" : 0.26096,
"Drawdown" : -0.31625
},
{
"date" : "2007-08-31",
"variable" : "Short Selling",
"Return" : 0.0092,
"Cumulative Return" : 0.27256,
"Drawdown" : -0.30996
},
{
"date" : "2007-09-30",
"variable" : "Short Selling",
"Return" : -0.0207,
"Cumulative Return" : 0.24622,
"Drawdown" : -0.32424
},
{
"date" : "2007-10-31",
"variable" : "Short Selling",
"Return" : -0.0026,
"Cumulative Return" : 0.24298,
"Drawdown" : -0.326
},
{
"date" : "2007-11-30",
"variable" : "Short Selling",
"Return" : 0.0719,
"Cumulative Return" : 0.33235,
"Drawdown" : -0.27754
},
{
"date" : "2007-12-31",
"variable" : "Short Selling",
"Return" : 0.0056,
"Cumulative Return" : 0.33981,
"Drawdown" : -0.27349
},
{
"date" : "2008-01-31",
"variable" : "Short Selling",
"Return" : 0.0556,
"Cumulative Return" : 0.4143,
"Drawdown" : -0.2331
},
{
"date" : "2008-02-29",
"variable" : "Short Selling",
"Return" : 0.03,
"Cumulative Return" : 0.45673,
"Drawdown" : -0.21009
},
{
"date" : "2008-03-31",
"variable" : "Short Selling",
"Return" : 0.0192,
"Cumulative Return" : 0.4847,
"Drawdown" : -0.19492
},
{
"date" : "2008-04-30",
"variable" : "Short Selling",
"Return" : -0.0461,
"Cumulative Return" : 0.41626,
"Drawdown" : -0.23204
},
{
"date" : "2008-05-31",
"variable" : "Short Selling",
"Return" : -0.0142,
"Cumulative Return" : 0.39614,
"Drawdown" : -0.24294
},
{
"date" : "2008-06-30",
"variable" : "Short Selling",
"Return" : 0.0751,
"Cumulative Return" : 0.501,
"Drawdown" : -0.18609
},
{
"date" : "2008-07-31",
"variable" : "Short Selling",
"Return" : 0.0072,
"Cumulative Return" : 0.5118,
"Drawdown" : -0.18023
},
{
"date" : "2008-08-31",
"variable" : "Short Selling",
"Return" : -0.0215,
"Cumulative Return" : 0.4793,
"Drawdown" : -0.19785
},
{
"date" : "2008-09-30",
"variable" : "Short Selling",
"Return" : 0.0378,
"Cumulative Return" : 0.53522,
"Drawdown" : -0.16753
},
{
"date" : "2008-10-31",
"variable" : "Short Selling",
"Return" : 0.117,
"Cumulative Return" : 0.71484,
"Drawdown" : -0.070134
},
{
"date" : "2008-11-30",
"variable" : "Short Selling",
"Return" : 0.0428,
"Cumulative Return" : 0.78823,
"Drawdown" : -0.030336
},
{
"date" : "2008-12-31",
"variable" : "Short Selling",
"Return" : -0.0146,
"Cumulative Return" : 0.76212,
"Drawdown" : -0.044493
},
{
"date" : "2009-01-31",
"variable" : "Short Selling",
"Return" : 0.0282,
"Cumulative Return" : 0.81182,
"Drawdown" : -0.017547
},
{
"date" : "2009-02-28",
"variable" : "Short Selling",
"Return" : 0.0328,
"Cumulative Return" : 0.87124,
"Drawdown" : -0
},
{
"date" : "2009-03-31",
"variable" : "Short Selling",
"Return" : -0.0462,
"Cumulative Return" : 0.78479,
"Drawdown" : -0.0462
},
{
"date" : "2009-04-30",
"variable" : "Short Selling",
"Return" : -0.082,
"Cumulative Return" : 0.63844,
"Drawdown" : -0.12441
},
{
"date" : "2009-05-31",
"variable" : "Short Selling",
"Return" : 0.0008,
"Cumulative Return" : 0.63975,
"Drawdown" : -0.12371
},
{
"date" : "2009-06-30",
"variable" : "Short Selling",
"Return" : -0.0094,
"Cumulative Return" : 0.62434,
"Drawdown" : -0.13195
},
{
"date" : "2009-07-31",
"variable" : "Short Selling",
"Return" : -0.0596,
"Cumulative Return" : 0.52753,
"Drawdown" : -0.18368
},
{
"date" : "2009-08-31",
"variable" : "Short Selling",
"Return" : -0.0165,
"Cumulative Return" : 0.50232,
"Drawdown" : -0.19715
},
{
"date" : "1997-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0317,
"Cumulative Return" : 0.0317,
"Drawdown" : -0
},
{
"date" : "1997-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0106,
"Cumulative Return" : 0.042636,
"Drawdown" : -0
},
{
"date" : "1997-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0077,
"Cumulative Return" : 0.034608,
"Drawdown" : -0.0077
},
{
"date" : "1997-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0009,
"Cumulative Return" : 0.035539,
"Drawdown" : -0.0068069
},
{
"date" : "1997-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0275,
"Cumulative Return" : 0.064016,
"Drawdown" : -0
},
{
"date" : "1997-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0225,
"Cumulative Return" : 0.087957,
"Drawdown" : -0
},
{
"date" : "1997-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0435,
"Cumulative Return" : 0.13528,
"Drawdown" : -0
},
{
"date" : "1997-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0051,
"Cumulative Return" : 0.14107,
"Drawdown" : -0
},
{
"date" : "1997-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0334,
"Cumulative Return" : 0.17918,
"Drawdown" : -0
},
{
"date" : "1997-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0099,
"Cumulative Return" : 0.16751,
"Drawdown" : -0.0099
},
{
"date" : "1997-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0034,
"Cumulative Return" : 0.16354,
"Drawdown" : -0.013266
},
{
"date" : "1997-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0089,
"Cumulative Return" : 0.1739,
"Drawdown" : -0.0044844
},
{
"date" : "1998-01-31",
"variable" : "Funds of Funds",
"Return" : -0.0036,
"Cumulative Return" : 0.16967,
"Drawdown" : -0.0080683
},
{
"date" : "1998-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0256,
"Cumulative Return" : 0.19961,
"Drawdown" : -0
},
{
"date" : "1998-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0373,
"Cumulative Return" : 0.24436,
"Drawdown" : -0
},
{
"date" : "1998-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0125,
"Cumulative Return" : 0.25991,
"Drawdown" : -0
},
{
"date" : "1998-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0072,
"Cumulative Return" : 0.25084,
"Drawdown" : -0.0072
},
{
"date" : "1998-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0021,
"Cumulative Return" : 0.25347,
"Drawdown" : -0.0051151
},
{
"date" : "1998-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0007,
"Cumulative Return" : 0.25259,
"Drawdown" : -0.0058115
},
{
"date" : "1998-08-31",
"variable" : "Funds of Funds",
"Return" : -0.0616,
"Cumulative Return" : 0.17543,
"Drawdown" : -0.067054
},
{
"date" : "1998-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0037,
"Cumulative Return" : 0.17108,
"Drawdown" : -0.070505
},
{
"date" : "1998-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0002,
"Cumulative Return" : 0.17085,
"Drawdown" : -0.070691
},
{
"date" : "1998-11-30",
"variable" : "Funds of Funds",
"Return" : 0.022,
"Cumulative Return" : 0.19661,
"Drawdown" : -0.050247
},
{
"date" : "1998-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0222,
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"Drawdown" : -0.029162
},
{
"date" : "1999-01-31",
"variable" : "Funds of Funds",
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"Drawdown" : -0.0095511
},
{
"date" : "1999-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0063,
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"Drawdown" : -0.015791
},
{
"date" : "1999-03-31",
"variable" : "Funds of Funds",
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"Drawdown" : -0
},
{
"date" : "1999-04-30",
"variable" : "Funds of Funds",
"Return" : 0.04,
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"Drawdown" : -0
},
{
"date" : "1999-05-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.33276,
"Drawdown" : -0
},
{
"date" : "1999-06-30",
"variable" : "Funds of Funds",
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"Drawdown" : -0
},
{
"date" : "1999-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0088,
"Cumulative Return" : 0.3824,
"Drawdown" : -0
},
{
"date" : "1999-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0028,
"Cumulative Return" : 0.38628,
"Drawdown" : -0
},
{
"date" : "1999-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0052,
"Cumulative Return" : 0.39348,
"Drawdown" : -0
},
{
"date" : "1999-10-31",
"variable" : "Funds of Funds",
"Return" : 0.013,
"Cumulative Return" : 0.4116,
"Drawdown" : -0
},
{
"date" : "1999-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0483,
"Cumulative Return" : 0.47978,
"Drawdown" : -0
},
{
"date" : "1999-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0622,
"Cumulative Return" : 0.57182,
"Drawdown" : -0
},
{
"date" : "2000-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0169,
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"Drawdown" : -0
},
{
"date" : "2000-02-29",
"variable" : "Funds of Funds",
"Return" : 0.0666,
"Cumulative Return" : 0.70484,
"Drawdown" : -0
},
{
"date" : "2000-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0039,
"Cumulative Return" : 0.71149,
"Drawdown" : -0
},
{
"date" : "2000-04-30",
"variable" : "Funds of Funds",
"Return" : -0.0269,
"Cumulative Return" : 0.66545,
"Drawdown" : -0.0269
},
{
"date" : "2000-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0122,
"Cumulative Return" : 0.64513,
"Drawdown" : -0.038772
},
{
"date" : "2000-06-30",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.69629,
"Drawdown" : -0.0088776
},
{
"date" : "2000-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0022,
"Cumulative Return" : 0.69256,
"Drawdown" : -0.011058
},
{
"date" : "2000-08-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.73775,
"Drawdown" : -0
},
{
"date" : "2000-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0069,
"Cumulative Return" : 0.72576,
"Drawdown" : -0.0069
},
{
"date" : "2000-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0104,
"Cumulative Return" : 0.70781,
"Drawdown" : -0.017228
},
{
"date" : "2000-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0205,
"Cumulative Return" : 0.6728,
"Drawdown" : -0.037375
},
{
"date" : "2000-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0133,
"Cumulative Return" : 0.69505,
"Drawdown" : -0.024572
},
{
"date" : "2001-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0223,
"Cumulative Return" : 0.73285,
"Drawdown" : -0.0028201
},
{
"date" : "2001-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0089,
"Cumulative Return" : 0.71743,
"Drawdown" : -0.011695
},
{
"date" : "2001-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0068,
"Cumulative Return" : 0.70575,
"Drawdown" : -0.018415
},
{
"date" : "2001-04-30",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.72349,
"Drawdown" : -0.008207
},
{
"date" : "2001-05-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.73728,
"Drawdown" : -0.00027266
},
{
"date" : "2001-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0013,
"Cumulative Return" : 0.73954,
"Drawdown" : -0
},
{
"date" : "2001-07-31",
"variable" : "Funds of Funds",
"Return" : -0.004,
"Cumulative Return" : 0.73258,
"Drawdown" : -0.004
},
{
"date" : "2001-08-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.73587,
"Drawdown" : -0.0021076
},
{
"date" : "2001-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0142,
"Cumulative Return" : 0.71122,
"Drawdown" : -0.016278
},
{
"date" : "2001-10-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.72748,
"Drawdown" : -0.0069323
},
{
"date" : "2001-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0058,
"Cumulative Return" : 0.7375,
"Drawdown" : -0.0011725
},
{
"date" : "2001-12-31",
"variable" : "Funds of Funds",
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"Cumulative Return" : 0.7547,
"Drawdown" : -0
},
{
"date" : "2002-01-31",
"variable" : "Funds of Funds",
"Return" : 0.003,
"Cumulative Return" : 0.75996,
"Drawdown" : -0
},
{
"date" : "2002-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0015,
"Cumulative Return" : 0.75732,
"Drawdown" : -0.0015
},
{
"date" : "2002-03-31",
"variable" : "Funds of Funds",
"Return" : 0.009,
"Cumulative Return" : 0.77314,
"Drawdown" : -0
},
{
"date" : "2002-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0052,
"Cumulative Return" : 0.78236,
"Drawdown" : -0
},
{
"date" : "2002-05-31",
"variable" : "Funds of Funds",
"Return" : 0.005,
"Cumulative Return" : 0.79127,
"Drawdown" : -0
},
{
"date" : "2002-06-30",
"variable" : "Funds of Funds",
"Return" : -0.0095,
"Cumulative Return" : 0.77425,
"Drawdown" : -0.0095
},
{
"date" : "2002-07-31",
"variable" : "Funds of Funds",
"Return" : -0.014,
"Cumulative Return" : 0.74941,
"Drawdown" : -0.023367
},
{
"date" : "2002-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0037,
"Cumulative Return" : 0.75589,
"Drawdown" : -0.019753
},
{
"date" : "2002-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0033,
"Cumulative Return" : 0.75009,
"Drawdown" : -0.022988
},
{
"date" : "2002-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0031,
"Cumulative Return" : 0.74467,
"Drawdown" : -0.026017
},
{
"date" : "2002-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0106,
"Cumulative Return" : 0.76316,
"Drawdown" : -0.015693
},
{
"date" : "2002-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0077,
"Cumulative Return" : 0.77674,
"Drawdown" : -0.0081136
},
{
"date" : "2003-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0072,
"Cumulative Return" : 0.78953,
"Drawdown" : -0.00097204
},
{
"date" : "2003-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0031,
"Cumulative Return" : 0.79508,
"Drawdown" : -0
},
{
"date" : "2003-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0004,
"Cumulative Return" : 0.79436,
"Drawdown" : -0.0004
},
{
"date" : "2003-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0134,
"Cumulative Return" : 0.8184,
"Drawdown" : -0
},
{
"date" : "2003-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0205,
"Cumulative Return" : 0.85568,
"Drawdown" : -0
},
{
"date" : "2003-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0068,
"Cumulative Return" : 0.8683,
"Drawdown" : -0
},
{
"date" : "2003-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0025,
"Cumulative Return" : 0.87297,
"Drawdown" : -0
},
{
"date" : "2003-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0078,
"Cumulative Return" : 0.88758,
"Drawdown" : -0
},
{
"date" : "2003-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0121,
"Cumulative Return" : 0.91042,
"Drawdown" : -0
},
{
"date" : "2003-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0152,
"Cumulative Return" : 0.93946,
"Drawdown" : -0
},
{
"date" : "2003-11-30",
"variable" : "Funds of Funds",
"Return" : 0.007,
"Cumulative Return" : 0.95303,
"Drawdown" : -0
},
{
"date" : "2003-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0139,
"Cumulative Return" : 0.98018,
"Drawdown" : -0
},
{
"date" : "2004-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0156,
"Cumulative Return" : 1.0111,
"Drawdown" : -0
},
{
"date" : "2004-02-29",
"variable" : "Funds of Funds",
"Return" : 0.0111,
"Cumulative Return" : 1.0334,
"Drawdown" : -0
},
{
"date" : "2004-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0043,
"Cumulative Return" : 1.0421,
"Drawdown" : -0
},
{
"date" : "2004-04-30",
"variable" : "Funds of Funds",
"Return" : -0.0068,
"Cumulative Return" : 1.0283,
"Drawdown" : -0.0068
},
{
"date" : "2004-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0082,
"Cumulative Return" : 1.0116,
"Drawdown" : -0.014944
},
{
"date" : "2004-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0034,
"Cumulative Return" : 1.0185,
"Drawdown" : -0.011595
},
{
"date" : "2004-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0049,
"Cumulative Return" : 1.0086,
"Drawdown" : -0.016438
},
{
"date" : "2004-08-31",
"variable" : "Funds of Funds",
"Return" : -0.001,
"Cumulative Return" : 1.0066,
"Drawdown" : -0.017422
},
{
"date" : "2004-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0099,
"Cumulative Return" : 1.0264,
"Drawdown" : -0.0076943
},
{
"date" : "2004-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0068,
"Cumulative Return" : 1.0402,
"Drawdown" : -0.00094659
},
{
"date" : "2004-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0244,
"Cumulative Return" : 1.09,
"Drawdown" : -0
},
{
"date" : "2004-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0145,
"Cumulative Return" : 1.1203,
"Drawdown" : -0
},
{
"date" : "2005-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0006,
"Cumulative Return" : 1.1216,
"Drawdown" : -0
},
{
"date" : "2005-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0136,
"Cumulative Return" : 1.1504,
"Drawdown" : -0
},
{
"date" : "2005-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0044,
"Cumulative Return" : 1.141,
"Drawdown" : -0.0044
},
{
"date" : "2005-04-30",
"variable" : "Funds of Funds",
"Return" : -0.0141,
"Cumulative Return" : 1.1108,
"Drawdown" : -0.018438
},
{
"date" : "2005-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0018,
"Cumulative Return" : 1.1146,
"Drawdown" : -0.016671
},
{
"date" : "2005-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0131,
"Cumulative Return" : 1.1423,
"Drawdown" : -0.0037895
},
{
"date" : "2005-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0134,
"Cumulative Return" : 1.171,
"Drawdown" : -0
},
{
"date" : "2005-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0079,
"Cumulative Return" : 1.1881,
"Drawdown" : -0
},
{
"date" : "2005-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0147,
"Cumulative Return" : 1.2203,
"Drawdown" : -0
},
{
"date" : "2005-10-31",
"variable" : "Funds of Funds",
"Return" : -0.0149,
"Cumulative Return" : 1.1872,
"Drawdown" : -0.0149
},
{
"date" : "2005-11-30",
"variable" : "Funds of Funds",
"Return" : 0.016,
"Cumulative Return" : 1.2222,
"Drawdown" : -0
},
{
"date" : "2005-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0191,
"Cumulative Return" : 1.2646,
"Drawdown" : -0
},
{
"date" : "2006-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0286,
"Cumulative Return" : 1.3294,
"Drawdown" : -0
},
{
"date" : "2006-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0037,
"Cumulative Return" : 1.338,
"Drawdown" : -0
},
{
"date" : "2006-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0164,
"Cumulative Return" : 1.3764,
"Drawdown" : -0
},
{
"date" : "2006-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0171,
"Cumulative Return" : 1.417,
"Drawdown" : -0
},
{
"date" : "2006-05-31",
"variable" : "Funds of Funds",
"Return" : -0.0133,
"Cumulative Return" : 1.3849,
"Drawdown" : -0.0133
},
{
"date" : "2006-06-30",
"variable" : "Funds of Funds",
"Return" : -0.0028,
"Cumulative Return" : 1.3782,
"Drawdown" : -0.016063
},
{
"date" : "2006-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0005,
"Cumulative Return" : 1.377,
"Drawdown" : -0.016555
},
{
"date" : "2006-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0066,
"Cumulative Return" : 1.3927,
"Drawdown" : -0.010064
},
{
"date" : "2006-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0003,
"Cumulative Return" : 1.392,
"Drawdown" : -0.010361
},
{
"date" : "2006-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0163,
"Cumulative Return" : 1.431,
"Drawdown" : -0
},
{
"date" : "2006-11-30",
"variable" : "Funds of Funds",
"Return" : 0.0185,
"Cumulative Return" : 1.4759,
"Drawdown" : -0
},
{
"date" : "2006-12-31",
"variable" : "Funds of Funds",
"Return" : 0.0175,
"Cumulative Return" : 1.5193,
"Drawdown" : -0
},
{
"date" : "2007-01-31",
"variable" : "Funds of Funds",
"Return" : 0.0121,
"Cumulative Return" : 1.5497,
"Drawdown" : -0
},
{
"date" : "2007-02-28",
"variable" : "Funds of Funds",
"Return" : 0.0096,
"Cumulative Return" : 1.5742,
"Drawdown" : -0
},
{
"date" : "2007-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0096,
"Cumulative Return" : 1.5989,
"Drawdown" : -0
},
{
"date" : "2007-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0163,
"Cumulative Return" : 1.6413,
"Drawdown" : -0
},
{
"date" : "2007-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0204,
"Cumulative Return" : 1.6952,
"Drawdown" : -0
},
{
"date" : "2007-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0082,
"Cumulative Return" : 1.7173,
"Drawdown" : -0
},
{
"date" : "2007-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0041,
"Cumulative Return" : 1.7284,
"Drawdown" : -0
},
{
"date" : "2007-08-31",
"variable" : "Funds of Funds",
"Return" : -0.0222,
"Cumulative Return" : 1.6679,
"Drawdown" : -0.0222
},
{
"date" : "2007-09-30",
"variable" : "Funds of Funds",
"Return" : 0.0199,
"Cumulative Return" : 1.7209,
"Drawdown" : -0.0027418
},
{
"date" : "2007-10-31",
"variable" : "Funds of Funds",
"Return" : 0.0303,
"Cumulative Return" : 1.8034,
"Drawdown" : -0
},
{
"date" : "2007-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0148,
"Cumulative Return" : 1.7619,
"Drawdown" : -0.0148
},
{
"date" : "2007-12-31",
"variable" : "Funds of Funds",
"Return" : 0.004,
"Cumulative Return" : 1.7729,
"Drawdown" : -0.010859
},
{
"date" : "2008-01-31",
"variable" : "Funds of Funds",
"Return" : -0.0272,
"Cumulative Return" : 1.6975,
"Drawdown" : -0.037764
},
{
"date" : "2008-02-29",
"variable" : "Funds of Funds",
"Return" : 0.0142,
"Cumulative Return" : 1.7358,
"Drawdown" : -0.0241
},
{
"date" : "2008-03-31",
"variable" : "Funds of Funds",
"Return" : -0.0262,
"Cumulative Return" : 1.6641,
"Drawdown" : -0.049669
},
{
"date" : "2008-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0097,
"Cumulative Return" : 1.69,
"Drawdown" : -0.04045
},
{
"date" : "2008-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0172,
"Cumulative Return" : 1.7363,
"Drawdown" : -0.023946
},
{
"date" : "2008-06-30",
"variable" : "Funds of Funds",
"Return" : -0.0068,
"Cumulative Return" : 1.7176,
"Drawdown" : -0.030583
},
{
"date" : "2008-07-31",
"variable" : "Funds of Funds",
"Return" : -0.0264,
"Cumulative Return" : 1.6459,
"Drawdown" : -0.056176
},
{
"date" : "2008-08-31",
"variable" : "Funds of Funds",
"Return" : -0.0156,
"Cumulative Return" : 1.6046,
"Drawdown" : -0.0709
},
{
"date" : "2008-09-30",
"variable" : "Funds of Funds",
"Return" : -0.0618,
"Cumulative Return" : 1.4437,
"Drawdown" : -0.12832
},
{
"date" : "2008-10-31",
"variable" : "Funds of Funds",
"Return" : -0.06,
"Cumulative Return" : 1.297,
"Drawdown" : -0.18062
},
{
"date" : "2008-11-30",
"variable" : "Funds of Funds",
"Return" : -0.0192,
"Cumulative Return" : 1.2529,
"Drawdown" : -0.19635
},
{
"date" : "2008-12-31",
"variable" : "Funds of Funds",
"Return" : -0.0119,
"Cumulative Return" : 1.2261,
"Drawdown" : -0.20591
},
{
"date" : "2009-01-31",
"variable" : "Funds of Funds",
"Return" : 0.006,
"Cumulative Return" : 1.2395,
"Drawdown" : -0.20115
},
{
"date" : "2009-02-28",
"variable" : "Funds of Funds",
"Return" : -0.0037,
"Cumulative Return" : 1.2312,
"Drawdown" : -0.20411
},
{
"date" : "2009-03-31",
"variable" : "Funds of Funds",
"Return" : 0.0008,
"Cumulative Return" : 1.233,
"Drawdown" : -0.20347
},
{
"date" : "2009-04-30",
"variable" : "Funds of Funds",
"Return" : 0.0092,
"Cumulative Return" : 1.2535,
"Drawdown" : -0.19614
},
{
"date" : "2009-05-31",
"variable" : "Funds of Funds",
"Return" : 0.0312,
"Cumulative Return" : 1.3238,
"Drawdown" : -0.17106
},
{
"date" : "2009-06-30",
"variable" : "Funds of Funds",
"Return" : 0.0024,
"Cumulative Return" : 1.3294,
"Drawdown" : -0.16907
},
{
"date" : "2009-07-31",
"variable" : "Funds of Funds",
"Return" : 0.0153,
"Cumulative Return" : 1.3651,
"Drawdown" : -0.15636
},
{
"date" : "2009-08-31",
"variable" : "Funds of Funds",
"Return" : 0.0113,
"Cumulative Return" : 1.3918,
"Drawdown" : -0.14682
}
]
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('.0%')
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 line = d3.svg.line()
.x(function(d) { return x(d['date']); })
.y(function(d) { return y(d['Return']); });
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'];
d.value = +d.value;
});
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 === 'Cumulative Return' || d === 'Drawdown' || d === 'Return' })).enter()
.append('option')
.attr('value',function (d) { return d })
.text(function (d) { return d })
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['Return']; })).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("path")
.datum(dataFiltered[0].values)
.attr("class", "line")
.attr("d", line);
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))
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']; }));
y.domain(d3.extent(dataFiltered[0].values, function (d) { return d[typeValue]; })).nice();
d3.select('.xAxis').transition().duration(1000).call(xAxis)
d3.select('.yAxis').transition().duration(1000).call(yAxis)
d3.select('.line').datum(dataFiltered[0].values).attr('d',line)
d3.select('#zeroLine')
.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']; }));
y.domain(d3.extent(dataFiltered[0].values, function (d) { return d[typeValue]; })).nice();
d3.select('.xAxis').transition().duration(1000).call(xAxis)
d3.select('.yAxis').transition().duration(1000).call(yAxis)
d3.select('.line').datum(dataFiltered[0].values).transition().duration(1000).attr('d',line)
d3.select('#yAxisText').text(typeValue)
d3.select('#zeroLine')
.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;
}
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