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

-1

-49

-16

+95

+68

+154

+39

+222

+24

+536

2008

+231

+169

+235

-36

+55

-114

+176

+162

+69

-93

-115

+90

+829

2009

+63

+22

+9

+21

+165

+41

+74

-31

+24

+1

+110

+24

+523

2010

+219

-26

+60

+59

+163

+15

-38

+94

+130

-9

+68

+285

+1 020

2011

-38

+252

+250

+230

+62

-101

+46

+109

+23

+208

+71

+266

+1 378

2012

+322

-35

+87

+18

+211

+187

-26

-110

-71

+79

-29

+28

+661

2013

+123

+126

-60

+389

-29

+6

+50

+147

+33

+11

+122

-1

+917

2014

+108

+1

+156

+52

+13

+262

-49

+9

+125

+142

+89

+37

+945

2015

+49

+79

+116

+2

+150

+68

+286

+49

+62

+248

+115

-60

+1 164

2016

+52

+86

+317

+90

-46

-23

+108

-109

+37

+154

+14

-54

+626

2017

-52

-37

+152

-76

+184

+125

+10

+105

+221

+31

-98

+73

+638

2018

+192

+228

-22

-114

+154

-76

-126

+58

+10

+304

pairs: 2, The strategy for diversification on different instruments GOLD and RUBL. For systems comparison, pips are divided to match with other strategies.