Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
| 2003 | 0 | 0 | 0 | 0 | 0 | +138 | -42 | -21 | -20 | -42 | -20 | -105 | -112 |
| 2004 | +290 | +54 | +395 | +117 | 0 | 0 | -125 | -125 | +214 | +97 | -41 | 0 | +876 |
| 2005 | -41 | 0 | +354 | 0 | -63 | -62 | -63 | -21 | +138 | 0 | -84 | +236 | +394 |
| 2006 | +75 | 0 | -189 | -167 | -41 | -168 | -125 | -273 | +118 | -20 | 0 | +75 | -715 |
| 2007 | +171 | +96 | +13 | +54 | -188 | 0 | +76 | -221 | +471 | -229 | +235 | +750 | +1 228 |
| 2008 | +166 | -62 | +34 | -62 | +47 | -147 | -9 | +12 | -41 | +118 | +97 | -126 | +27 |
| 2009 | -145 | -20 | +216 | -41 | -147 | -21 | +312 | -126 | +291 | +75 | -149 | +214 | +459 |
| 2010 | +793 | +333 | -41 | -249 | -20 | -20 | +56 | -209 | +604 | -7 | -12 | -42 | +1 186 |
| 2011 | +89 | +13 | -166 | -104 | +431 | +229 | +208 | -125 | +153 | -229 | +522 | +208 | +1 229 |
| 2012 | +410 | +271 | +125 | -139 | +2 | +51 | +1 558 | +195 | +97 | +222 | +410 | +250 | +3 452 |
| 2013 | +132 | +165 | +186 | +1 652 | -92 | +173 | +331 | -294 | -216 | +534 | -75 | +250 | +2 746 |
| 2014 | +680 | +992 | -99 | -197 | +344 | +206 | +232 | +419 | +896 | +150 | +221 | -418 | +3 426 |
| 2015 | +244 | +83 | +958 | -7 | +723 | -196 | +227 | +143 | +541 | +193 | +652 | +150 | +3 711 |
| 2016 | +48 | -146 | +1 089 | +1 419 | +126 | +626 | -6 | -8 | -69 | -63 | +2 345 | +1 308 | +6 669 |
| 2017 | +423 | -14 | +95 | +629 | -300 | +269 | +214 | -161 | +226 | +179 | -105 | -14 | +1 441 |
| 2018 | -215 | -84 | +499 | -168 | +41 | +197 | -146 | +165 | +208 | +497 | |||
| pairs: 28, The strategy trades relative volatility growth with RRR 1:7 | |||||||||||||