The Letham Angus Fund

VIX Short-Term Futures

 

Year VIX Futures S&P Return
2009
33.52%
26.00%
2010
53.55%
15.00%
2011
75.25%
2.00%
2012
105.23%
16.00%
2013
47.12%
32.00%
2014
26.04%
11.00%
2015
141.11%
-0.73%
2016
116.71%
9.54%
2017
93.89%
19.24%
2018*
51.59%
-3.19%
 
Avg Annual Return
67.85%
12.52%
MaxDD
-16.04%
-19.39%

*March 29, 2018

 

CFTC Required Risk Disclosure

No representation is being made that any fund will or is likely to achieve profits or losses similar to those shown. There can be differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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