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LJM Aggressive Strategy vs. S&P 500
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Past performance is not necessarily indicative of future results
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Monthly Results+:
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| 1998 | | | | | | | -1.77 | -36.99 | 41.73 | 3.64 | -0.96 | -0.22 | -10.15 |
| 1999 | 3.27 | 10.38 | 5.32 | 3.51 | 7.59 | 3.91 | 3.46 | 7.34 | 10.10 | -18.14 | 10.52 | 4.48 | 60.52 |
| 2000 | 4.83 | 6.45 | -34.72 | -9.38 | 8.45 | 6.77 | 5.59 | 7.15 | 2.76 | 1.50 | -4.64 | 12.70 | -3.07 |
| 2001 | 10.01 | -2.61 | -0.02 | 2.50 | 6.81 | 3.71 | 3.50 | 0.60 | -24.25 | 5.00 | 12.67 | 6.65 | 21.02 |
| 2002 | 6.40 | 4.49 | 3.34 | 2.08 | 7.90 | -0.68 | -46.17 | 4.42 | 6.16 | 3.59 | 5.65 | 16.68 | -4.24 |
| 2003 | 0.98 | 13.53 | 4.39 | 7.84 | 2.26 | 1.93 | 5.52 | 4.20 | 2.70 | 10.00 | 3.15 | -2.48 | 68.09 |
| 2004 | 4.11 | 8.27 | 3.63 | 4.22 | 4.85 | 4.40 | 4.66 | 3.63 | 4.77 | -1.74 | -0.16 | 3.51 | 53.77 |
| 2005 | 6.73 | 1.54 | 1.38 | 2.26 | 3.33 | 4.02 | 0.54 | 4.87 | 5.08 | 0.88 | -0.58 | 5.97 | 42.20 |
| 2006 | 3.08 | 4.00 | 4.00 | 3.34 | -1.86 | 4.55 | 0.92 | 5.27 | 1.34 | 1.81 | 2.81 | 3.38 | 37.72 |
| 2007 | 5.07 | -2.98 | 0.07 | -11.58 | -0.64 | 4.77 | -5.42 | 8.60 | 7.14 | 4.08 | 5.65 | 6.71 | 21.25 |
| 2008 | -12.39 | 14.99 | 7.13 | 4.54 | 5.77 | 4.94 | 4.62 | 4.39 | -15.58 | -57.15 | 0.56 | 3.58 | -48.47 |
| 2009 | 4.14 | 2.43 | -3.09 | 9.37 | 5.74 | 6.26 | -6.72 | 5.62 | 4.40 | -0.42 | 8.40 | 6.47 | 50.17 |
| 2010 | 3.57 | 5.95 | 0.55 | -1.06 | -6.32 | 6.61 | 4.79 | 8.19 | -0.50 | 5.62 | 2.89 | 3.39 | 38.19 |
| 2011 | 3.93 | 1.16 | 4.31 | 0.13 | 6.71 | 1.66 | -8.18 | -34.30 | 6.95 | 3.48 | 9.72 | 8.72 | -5.13 |
| 2012 | 5.56 | 3.10 | 1.68 | 6.80 | | | | | | | | | 18.19 |
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