Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2007   -52-48+153+106-167+312-410-41-60-207
2008-51-100-109+236+74+123+308+27-22+263+1 167+229+2 145
2009-325-82+157+488+376+5+185+289-89+269+715+104+2 092
2010+430+312+93-428+614+154+616-171+333+75+773+563+3 364
2011+242+300+417+372-50+135+606+362+561+477+152+424+3 998
2012+177+474-12+941-6+486+615-36+94+64+125+287+3 209
2013+41-102+622+211+291+721+54+52+862+254+79+97+3 182
2014+423-30+49-248-66+318+83+60+21-278+498-327+503
2015+97+312+107+408+46+201+355-220+78+417+645-328+2 118
2016-42+93+95+1 241+126-355+620+269+120+604+255+2 918
2017-1 204           -1 204
pairs: 19, The strategy trades "over the weekend"