Max Diversified Strategies
MDS Returns by Strategies – Monthly Rate Of Return
Jump to: 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000
| 2008 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
Credit
Long-
Short |
| Jan |
-0.19% |
-3.60% |
0.00% |
0.00% |
-1.62% |
-0.39% |
-0.58% |
-1.20% |
0.00% |
9.92% |
-2.32% |
-0.26% |
| Feb |
5.31% |
0.29% |
0.00% |
0.00% |
-0.13% |
1.01% |
2.22% |
2.85% |
0.00% |
6.56% |
5.29% |
1.72% |
| Mar |
-4.95% |
-3.83% |
0.00% |
0.00% |
-6.68% |
-1.17% |
-3.82% |
-1.31% |
0.00% |
-2.49% |
-1.30% |
0.24% |
| Apr |
0.55% |
2.73% |
0.00% |
0.00% |
-2.38% |
-2.75% |
-6.96% |
2.04% |
0.00% |
-2.47% |
1.80% |
-0.84% |
| May |
1.52% |
3.74% |
0.00% |
0.00% |
2.61% |
2.02% |
2.99% |
1.38% |
0.00% |
0.61% |
6.13% |
-0.95% |
| Jun |
3.31% |
0.13% |
0.00% |
0.00% |
-0.18% |
3.37% |
0.42% |
-0.66% |
0.00% |
2.77% |
1.30% |
1.76% |
| Jul |
-3.82% |
-3.72% |
0.00% |
0.00% |
-4.70% |
-5.95% |
-6.34% |
-3.15% |
0.00% |
1.24% |
-7.06% |
-1.43% |
| Aug |
-0.46% |
-2.05% |
0.00% |
0.00% |
-3.12% |
-1.96% |
-4.44% |
-4.12% |
0.00% |
0.81% |
-3.08% |
-0.57% |
| Sep |
-6.41% |
-6.93% |
0.00% |
0.00% |
-8.65% |
-4.50% |
-6.46% |
-7.55% |
0.00% |
-2.84% |
-15.01% |
-4.57% |
| 2007 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
Credit
Long-
Short |
| Jan |
1.30% |
1.80% |
0.00% |
0.00% |
0.66% |
1.77% |
1.39% |
0.25% |
-0.62% |
1.95% |
2.63% |
1.99% |
| Feb |
1.66% |
1.07% |
0.00% |
0.00% |
2.30% |
1.76% |
1.04% |
1.00% |
0.49% |
0.80% |
1.46% |
3.31% |
| Mar |
-0.24% |
2.20% |
0.00% |
0.00% |
1.54% |
1.44% |
3.74% |
3.35% |
-0.50% |
1.18% |
5.20% |
-1.35% |
| Apr |
2.41% |
2.60% |
0.00% |
0.00% |
1.33% |
1.70% |
3.60% |
3.73% |
5.11% |
0.54% |
3.16% |
1.71% |
| May |
2.42% |
2.39% |
0.00% |
0.00% |
2.14% |
2.39% |
2.80% |
2.25% |
1.90% |
0.43% |
5.14% |
1.48% |
| Jun |
0.67% |
2.21% |
0.00% |
0.00% |
-1.23% |
0.21% |
1.72% |
1.88% |
0.19% |
2.22% |
2.16% |
-0.01% |
| Jul |
-0.99% |
0.87% |
0.00% |
0.00% |
13.87% |
-0.39% |
1.48% |
1.61% |
0.00% |
2.55% |
1.45% |
1.67% |
| Aug |
-5.80% |
-1.98% |
0.00% |
0.00% |
-1.23% |
-0.89% |
-1.80% |
-2.50% |
0.00% |
3.25% |
0.32% |
-6.91% |
| Sep |
5.50% |
4.41% |
0.00% |
0.00% |
-0.15% |
1.60% |
2.18% |
2.40% |
0.00% |
1.16% |
1.91% |
0.65% |
| Oct |
7.06% |
5.05% |
0.00% |
0.00% |
3.63% |
4.03% |
1.92% |
3.15% |
0.00% |
4.77% |
7.44% |
2.73% |
| Nov |
-2.55% |
1.88% |
0.00% |
0.00% |
-0.99% |
0.29% |
-1.08% |
-1.61% |
0.00% |
3.18% |
0.29% |
0.20% |
| Dec |
2.07% |
1.79% |
0.00% |
0.00% |
-5.92% |
0.90% |
1.89% |
1.82% |
0.00% |
0.63% |
0.37% |
-1.70% |
| 2006 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
Credit
Long-
Short |
| Jan |
4.39% |
1.24% |
-0.91% |
0.00% |
2.97% |
2.65% |
7.40% |
3.71% |
1.97% |
5.00% |
3.23% |
2.63% |
| Feb |
-0.55% |
-0.79% |
0.00% |
0.00% |
1.58% |
1.61% |
1.55% |
0.96% |
-3.32% |
1.79% |
0.39% |
1.73% |
| Mar |
-2.34% |
1.72% |
0.00% |
0.00% |
2.18% |
1.89% |
1.19% |
1.12% |
1.42% |
2.97% |
2.10% |
0.45% |
| Apr |
3.37% |
0.97% |
0.63% |
0.00% |
4.00% |
0.91% |
5.10% |
3.72% |
-0.73% |
2.88% |
1.50% |
1.13% |
| May |
-1.27% |
-3.11% |
0.00% |
0.00% |
-3.29% |
0.67% |
-0.73% |
-2.41% |
-1.29% |
-2.56% |
-1.71% |
-0.89% |
| Jun |
-3.40% |
-1.33% |
0.00% |
0.00% |
0.27% |
0.45% |
0.65% |
-1.38% |
1.36% |
0.68% |
-1.58% |
0.90% |
| Jul |
0.38% |
-1.19% |
0.00% |
0.00% |
-1.22% |
-0.45% |
0.72% |
-0.82% |
-0.75% |
1.57% |
-1.26% |
0.14% |
| Aug |
1.62% |
0.30% |
0.00% |
0.00% |
-2.30% |
0.62% |
1.93% |
0.75% |
-0.87% |
-2.00% |
0.94% |
0.50% |
| Sep |
-0.79% |
-0.28% |
0.00% |
0.00% |
-10.49% |
0.65% |
0.07% |
-0.26% |
-0.41% |
0.29% |
-0.82% |
1.02% |
| Oct |
-1.10% |
2.56% |
0.00% |
0.00% |
1.61% |
1.91% |
1.45% |
1.06% |
0.79% |
1.15% |
1.03% |
2.28% |
| Nov |
1.52% |
3.52% |
0.00% |
0.00% |
0.88% |
2.21% |
1.28% |
1.08% |
3.33% |
0.46% |
2.38% |
1.77% |
| Dec |
2.43% |
0.56% |
0.00% |
0.00% |
2.98% |
2.15% |
1.97% |
2.20% |
6.89% |
-0.02% |
1.81% |
2.76% |
| 2005 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
Credit
Long-
Short |
| Jan |
-1.90% |
0.23% |
-0.60% |
0.00% |
0.29% |
1.25% |
2.19% |
2.62% |
-0.86% |
-0.18% |
0.29% |
1.00% |
| Feb |
2.64% |
2.37% |
-1.21% |
0.00% |
0.95% |
2.15% |
2.70% |
2.92% |
0.80% |
0.23% |
2.22% |
3.05% |
| Mar |
-2.26% |
0.89% |
-1.17% |
0.00% |
0.12% |
-0.44% |
0.85% |
0.84% |
-0.86% |
-1.19% |
0.43% |
-3.14% |
| Apr |
-1.21% |
0.26% |
-3.26% |
0.00% |
-1.34% |
-0.67% |
0.25% |
1.64% |
1.89% |
-1.45% |
-1.45% |
0.39% |
| May |
-0.56% |
-1.38% |
-1.06% |
0.00% |
-0.96% |
0.50% |
0.49% |
-0.42% |
1.29% |
-2.71% |
0.08% |
-2.26% |
| Jun |
0.07% |
1.11% |
0.76% |
0.00% |
1.13% |
1.68% |
2.24% |
1.92% |
4.22% |
-3.88% |
1.34% |
2.15% |
| Jul |
1.67% |
0.05% |
1.59% |
0.00% |
2.19% |
2.01% |
1.41% |
1.46% |
0.74% |
-0.16% |
1.67% |
2.16% |
| Aug |
1.03% |
1.19% |
0.19% |
0.00% |
1.09% |
1.15% |
2.75% |
1.17% |
-0.73% |
0.07% |
1.86% |
0.75% |
| Sep |
1.79% |
1.97% |
0.70% |
0.00% |
3.44% |
1.73% |
2.16% |
2.31% |
2.90% |
2.31% |
0.95% |
1.47% |
| Oct |
-2.80% |
-0.93% |
0.59% |
0.00% |
-0.47% |
-1.81% |
0.65% |
-0.89% |
-1.28% |
-2.51% |
-2.54% |
-0.74% |
| Nov |
0.71% |
-2.43% |
-1.37% |
0.00% |
1.56% |
1.40% |
1.51% |
-0.02% |
3.89% |
0.22% |
0.99% |
0.51% |
| Dec |
4.14% |
0.13% |
0.30% |
0.00% |
2.35% |
1.46% |
3.27% |
1.36% |
-2.00% |
0.46% |
1.53% |
1.73% |
| 2004 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
Credit
Long-
Short |
| Jan |
-0.94% |
2.65% |
1.26% |
0.00% |
2.03% |
3.56% |
0.57% |
2.01% |
0.10% |
1.94% |
3.60% |
|
| Feb |
1.24% |
1.98% |
0.43% |
0.00% |
0.71% |
1.64% |
1.24% |
1.63% |
2.58% |
1.56% |
2.23% |
|
| Mar |
3.01% |
1.77% |
1.08% |
0.00% |
0.85% |
0.47% |
4.19% |
1.47% |
3.27% |
-0.56% |
0.72% |
|
| Apr |
-0.60% |
1.55% |
0.05% |
0.00% |
-0.09% |
0.68% |
-0.17% |
0.73% |
-3.67% |
2.19% |
-0.72% |
-0.33% |
| May |
-0.77% |
-0.32% |
-2.20% |
0.00% |
-0.67% |
-0.53% |
-0.50% |
-0.03% |
-1.87% |
0.21% |
0.12% |
-2.35% |
| Jun |
1.16% |
1.09% |
-1.09% |
0.00% |
-0.13% |
1.82% |
1.66% |
1.04% |
-1.69% |
1.92% |
1.58% |
-2.39% |
| Jul |
-0.96% |
-0.66% |
0.62% |
0.00% |
-0.15% |
0.68% |
1.21% |
1.78% |
-0.76% |
1.32% |
-1.70% |
-1.16% |
| Aug |
-0.64% |
-0.37% |
0.90% |
0.00% |
-0.21% |
0.77% |
-0.83% |
1.58% |
0.44% |
-2.85% |
0.33% |
0.83% |
| Sep |
-0.94% |
-0.40% |
-0.37% |
0.00% |
-0.08% |
2.24% |
3.71% |
2.48% |
-2.21% |
-4.20% |
1.07% |
1.05% |
| Oct |
2.74% |
-0.58% |
0.64% |
0.00% |
0.34% |
2.03% |
4.03% |
2.83% |
0.59% |
0.99% |
0.73% |
0.80% |
| Nov |
5.43% |
0.96% |
0.60% |
0.00% |
1.79% |
4.23% |
1.92% |
2.84% |
2.02% |
-1.08% |
6.38% |
2.50% |
| Dec |
1.31% |
0.35% |
0.23% |
0.00% |
2.19% |
3.49% |
8.00% |
1.87% |
-0.63% |
0.93% |
1.95% |
2.74% |
| 2003 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
| Jan |
1.47% |
0.35% |
2.38% |
0.00% |
1.46% |
2.86% |
0.00% |
0.37% |
4.80% |
1.80% |
1.74% |
| Feb |
1.03% |
1.05% |
1.43% |
0.00% |
1.49% |
0.98% |
0.00% |
1.67% |
6.97% |
1.31% |
0.73% |
| Mar |
-0.47% |
0.97% |
1.24% |
0.00% |
-0.23% |
1.31% |
0.00% |
1.42% |
-8.17% |
-0.61% |
0.56% |
| Apr |
3.37% |
2.07% |
1.07% |
0.00% |
0.79% |
5.69% |
0.00% |
3.67% |
2.75% |
1.70% |
1.14% |
| May |
8.10% |
3.33% |
1.03% |
0.00% |
1.37% |
4.03% |
-5.49% |
4.70% |
5.98% |
0.54% |
5.00% |
| Jun |
-0.42% |
-0.43% |
-0.79% |
0.00% |
0.63% |
4.27% |
0.00% |
1.69% |
1.52% |
2.09% |
1.91% |
| Jul |
-2.74% |
3.78% |
-1.24% |
0.00% |
-1.13% |
1.50% |
8.80% |
0.70% |
-2.45% |
-0.87% |
0.53% |
| Aug |
1.66% |
-0.66% |
-0.92% |
0.00% |
0.81% |
1.92% |
0.00% |
2.15% |
3.29% |
0.66% |
1.36% |
| Sep |
4.52% |
1.87% |
2.31% |
0.00% |
1.45% |
3.52% |
4.49% |
1.57% |
4.57% |
4.02% |
1.83% |
| Oct |
-1.19% |
2.01% |
0.01% |
0.00% |
0.01% |
0.04% |
0.00% |
0.03% |
-0.05% |
1.28% |
2.93% |
| Nov |
-0.98% |
0.73% |
0.01% |
0.00% |
0.01% |
0.03% |
0.00% |
0.01% |
-0.01% |
-0.20% |
1.68% |
| Dec |
3.79% |
1.63% |
0.01% |
0.00% |
0.01% |
0.04% |
-0.04% |
0.02% |
0.02% |
2.83% |
3.13% |
| 2002 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
| Jan |
-0.48% |
0.71% |
1.60% |
0.28% |
1.38% |
0.22% |
0.00% |
|
|
1.62% |
0.79% |
| Feb |
0.98% |
-1.88% |
-0.69% |
-0.58% |
0.44% |
-0.42% |
0.00% |
|
|
-1.08% |
-1.48% |
| Mar |
-2.75% |
0.87% |
0.55% |
0.06% |
0.60% |
2.18% |
-2.08% |
|
|
2.91% |
0.59% |
| Apr |
3.46% |
-1.21% |
0.24% |
-0.20% |
0.91% |
1.25% |
0.00% |
|
|
-1.30% |
0.52% |
| May |
0.96% |
0.64% |
0.31% |
0.00% |
0.80% |
0.61% |
0.00% |
0.37% |
|
0.57% |
0.52% |
| Jun |
-0.15% |
-2.21% |
0.18% |
0.00% |
-0.28% |
-4.76% |
-1.12% |
-1.24% |
|
2.04% |
-1.68% |
| Jul |
-1.94% |
-1.47% |
-1.85% |
0.00% |
-0.67% |
-3.18% |
0.00% |
0.41% |
|
1.54% |
-1.67% |
| Aug |
0.40% |
0.16% |
0.51% |
0.00% |
0.67% |
0.19% |
0.00% |
-0.73% |
4.00% |
0.90% |
0.78% |
| Sep |
2.69% |
1.40% |
1.14% |
0.00% |
0.02% |
0.12% |
0.92% |
0.57% |
0.40% |
1.29% |
-1.10% |
| Oct |
-0.46% |
0.61% |
1.75% |
0.00% |
1.36% |
-1.34% |
1.25% |
0.53% |
-6.93% |
1.69% |
0.33% |
| Nov |
0.68% |
-0.54% |
3.22% |
0.00% |
1.98% |
6.07% |
0.00% |
0.10% |
-1.46% |
2.41% |
1.15% |
| Dec |
3.94% |
0.58% |
2.72% |
0.00% |
1.07% |
2.44% |
2.83% |
0.34% |
1.95% |
2.37% |
0.78% |
| 2001 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
| Jan |
-0.37% |
0.30% |
4.82% |
1.03% |
2.61% |
|
0.00% |
|
|
|
2.57% |
| Feb |
0.07% |
0.72% |
2.06% |
1.13% |
0.94% |
|
0.00% |
|
|
|
1.65% |
| Mar |
2.96% |
0.60% |
1.83% |
0.21% |
1.40% |
|
4.27% |
|
|
|
-1.07% |
| Apr |
-1.38% |
0.05% |
2.13 |
0.59% |
1.53% |
|
0.00% |
|
|
|
1.13% |
| May |
-0.31% |
0.13% |
0.79% |
0.78% |
1.23% |
|
0.00% |
|
|
|
1.82% |
| Jun |
1.44% |
-0.48% |
-0.06% |
-0.56% |
-0.80% |
|
1.81% |
|
|
|
1.08% |
| Jul |
-0.74% |
0.02% |
0.91% |
0.40% |
0.49% |
|
0.00% |
|
|
|
1.49% |
| Aug |
-1.74% |
-0.35% |
1.40% |
0.71% |
0.96% |
|
0.00% |
|
|
|
1.30% |
| Sep |
1.09% |
-6.41% |
0.69% |
0.42% |
-0.92% |
-1.37% |
4.05% |
|
|
|
-1.34% |
| Oct |
3.06% |
-0.57% |
0.92% |
0.08% |
1.01% |
0.85% |
0.00% |
|
|
|
-1.35% |
| Nov |
-0.79% |
1.71% |
1.34% |
0.08% |
0.80% |
0.24% |
0.00% |
|
|
-5.03% |
0.86% |
| Dec |
5.03% |
0.63% |
-0.16% |
0.27% |
1.23% |
1.16% |
0.98% |
|
|
0.99% |
0.81% |
| 2000 |
|
Global
Macro |
Long/
Short |
Convertible
Arbitrage |
Merger
Arbitrage |
Diversified
Arbitrage |
Distressed |
Opportunity |
Emerging
Markets |
CTAs |
Fixed
Income
Arbitrage |
Event
Arbitrage |
| Jan |
-2.50% |
2.02% |
|
|
|
|
|
|
|
|
|
| Feb |
6.79% |
1.62% |
|
|
|
|
|
|
|
|
|
| Mar |
-3.25% |
0.70% |
|
|
|
|
|
|
|
|
|
| Apr |
-5.85% |
-1.59% |
|
|
|
|
|
|
|
|
|
| May |
-3.19% |
-1.19% |
1.15% |
1.08% |
1.26% |
|
|
|
|
|
1.08% |
| Jun |
1.36% |
0.25% |
1.92% |
2.01% |
2.02% |
|
|
|
|
|
2.01% |
| Jul |
1.59% |
1.02% |
0.91% |
1.07% |
1.17% |
|
|
|
|
|
1.07% |
| Aug |
3.06% |
1.01% |
1.94% |
4.50% |
2.47% |
|
|
|
|
|
4.50% |
| Sep |
-0.87% |
0.64% |
0.97% |
1.09% |
1.81% |
|
|
|
|
|
1.09% |
| Oct |
-1.96% |
0.78% |
0.51% |
1.19% |
1.05% |
|
0.00% |
|
|
|
1.19% |
| Nov |
-2.20% |
1.06% |
0.32% |
1.38% |
1.11% |
|
0.00% |
|
|
|
0.00% |
| Dec |
18.51% |
2.33% |
0.92% |
2.38% |
2.54% |
|
2.18% |
|
|
|
1.14% |
Disclaimer
Max Diversified Strategies, Ltd.'s financial results are provided for informational purposes only, and are not intended for trading purposes. Neither Max Capital Group Ltd., Max Diversified Strategies, Ltd. nor their data or content providers guarantee the sequence, accuracy, or completeness of any financial results or other data displayed, nor shall any such party be liable in any way to the reader or to any other person, firm or corporation whatsoever for any delays, inaccuracies, errors in, or omission of any such information or data or the transmission thereof, or for any actions taken in reliance thereon or for any damages arising therefrom or occasioned thereby or by reason of nonperformance or interruption, or termination, of the financial results information for any cause whatsoever.
Note: Historical and current financial results are not necessarily indicative of future performance.
