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Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 2.53% | 1.55% | 4.71% | 1.33% | -0.76% | 9.63% | |||||||
| 2018 | -0.27% | -2.75% | 0.66% | 0.59% | 0.44% | 1.14% | 0.81% | -0.12% | -0.16% | -3.49% | -1.14% | -1.21% | -5.47% |
| 2017 | -0.57% | 4.40% | -0.40% | 1.07% | 0.89% | -3.60% | 1.32% | 2.72% | -2.93% | 3.02% | -0.30% | 1.04% | 6.55% |
| 2016 | 0.59% | 3.78% | -3.39% | -2.53% | 1.33% | 4.99% | 1.15% | -0.87% | 1.20% | -3.42% | -2.74% | 1.09% | 0.77% |
| 2015 | 2.64% | -0.16% | 0.70% | -1.98% | 1.28% | -2.34% | 1.35% | -4.43% | 3.58% | 1.13% | 0.65% | -3.43% | -1.34% |
| 2014 | 0.19% | 1.61% | -0.22% | 0.78% | 3.05% | 0.59% | -0.38% | 3.19% | -1.65% | 2.33% | 2.59% | -0.24% | 12.36% |
| 2013 | -0.23% | -0.14% | 2.39% | 2.52% | -3.17% | -5.67% | 2.43% | -2.38% | 4.31% | 3.20% | 1.25% | -2.39% | 1.62% |
| 2012 | 2.68% | -0.19% | -0.98% | 1.47% | -1.01% | -1.96% | 5.50% | -2.01% | -0.14% | -2.58% | 1.32% | 0.96% | 2.81% |
| 2011 | -3.92% | 3.44% | -1.32% | 6.70% | 0.98% | -0.10% | 8.73% | 4.90% | -0.89% | -0.39% | 3.42% | 4.69% | 28.70% |
| 2010 | 1.42% | 5.64% | 3.02% | 3.05% | 1.78% | 3.76% | 2.34% | 7.92% | -0.74% | -0.72% | -3.42% | 1.25% | 27.84% |
| 2009 | -2.48% | 1.21% | 3.15% | -2.53% | -0.18% | -0.83% | 1.47% | 2.85% | 4.28% | -0.37% | 6.54% | -5.05% | 7.74% |
| 2008 | 1.13% | 6.64% | 0.68% | -5.55% | -1.88% | 1.97% | -1.31% | -5.53% | 1.62% | -7.76% | 7.22% | 5.36% | 1.30% |
| 2007 | 1.87% | 0.01% | 1.43% | 3.84% | 1.86% | -0.14% | -4.37% | -5.87% | 3.17% | 5.26% | -3.30% | 0.65% | 3.85% |
| 2006 | 1.93% | -0.39% | 0.10% | 0.62% | -3.51% | 0.98% | 0.66% | 4.63% | 0.52% | 1.20% | 3.05% | 0.99% | 11.10% |
| 2005 | 1.25% | -0.44% | -0.16% | 1.52% | 1.78% | 1.13% | 0.29% | -0.97% | 1.17% | -3.35% | 4.20% | 0.79% | 7.26% |
| 2004 | 0.59% | 7.13% | 3.05% | -8.70% | -1.77% | -0.30% | 2.67% | 3.39% | 2.72% | 4.58% | 3.12% | 1.45% | 18.45% |
| 2003 | 7.21% | 1.35% | 1.35% | 0.03% | 4.79% | 0.66% | -2.83% | -0.95% | 4.77% | -5.02% | 2.56% | 9.28% | 24.73% |
| 2002 | 2.98% | -5.01% | 13.35% | 10.88% |
Performance statistics — Oct 2002 to May 2019
| Cumulative total return | 369.21% |
| Annualized compound return | 9.72% |
| Annualized standard deviation | 10.80% |
| Monthly correlation to S&P 500 TRI | 0.10 |
| Annualized sharpe ratio (0%) | 0.79 |
| Monthly maximum loss (Apr 2004) | -8.70% |
| Maximum drawdown (Apr 2008 - Oct 2008) | -17.42% |
Annual performance (%) — Oct 2002 to May 2019
| Year or YTD | FORT, L.P. | S&P 500 TRI | BTOP50 Index |
|---|---|---|---|
| 2019 | 9.63 | 10.74 | 3.17 |
| 2018 | -5.47 | -4.38 | -4.60 |
| 2017 | 6.55 | 21.83 | -0.82 |
| 2016 | 0.77 | 11.96 | -4.44 |
| 2015 | -1.34 | 1.38 | -0.92 |
| 2014 | 12.36 | 13.69 | 12.33 |
| 2013 | 1.62 | 32.39 | 0.74 |
| 2012 | 2.81 | 16.00 | -1.83 |
| 2011 | 28.70 | 2.11 | -4.25 |
| 2010 | 27.84 | 15.06 | 6.38 |
| 2009 | 7.74 | 26.46 | -4.77 |
| 2008 | 1.30 | -37.00 | 13.58 |
| 2007 | 3.85 | 5.49 | 7.57 |
| 2006 | 11.10 | 15.79 | 5.61 |
| 2005 | 7.26 | 4.91 | 2.76 |
| 2004 | 18.45 | 10.88 | 0.86 |
| 2003 | 24.73 | 28.68 | 15.55 |
| 2002 | 10.88 | - | - |
Performance comparison: Growth of $10,000 invested since inception — Oct 2002 to May 2019
This chart represents a hypothetical investment of $10,000 at the time of the strategy’s inception and is not intended to imply an actual investment. Hypothetical returns do not assume the reinvestment of dividends and income.
†See glossary for index descriptions and definitions of terms.
Investors cannot directly invest in an index, unmanaged index returns do not reflect any fees, expenses, or sales charges.
EASP656