Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2007000+13-295+118-133-316+332-209+234+389+133
2008+368-104-125-125-50+87-30-8-63+76+97-28+95
2009-144-20-6-41-147+32+111-126+346+179-273-105-194
2010+688+341-188-194-15+173+131-250+652-98-200-84+956
2011-36+152-169-209+424+264+263+225+104-209+480+264+1 553
2012+349+229+104-327-124+9+1 495+154+389+277+389+326+3 270
2013+243+123-107+1 589-191+145+462-441-452+430-409+165+1 557
2014+760+857-433-344+156+332-270+258+1 285+942+277-522+3 298
2015+416-64+915-174+1 014-224+657+261+146+109+818-120+3 754
2016-118-146+986+1 528+419+355-26-71-174-231+2 659+1 426+6 607
2017+380-64+10+677-181+80      +902
pairs: 28, The strategy trades relative volatility growth with RRR 1:7