1. NL ComIdx Jan 2010 – Aug 2016
Historic P&L and draw-downs

2. NL ComIdx Jan 2010 – Aug 2016
• NL ComIdx: Niclas Lundquist Commodity Trading Index
• Historic performance (January 2010 – Aug 2016) of my long/flat/short systematic
trading strategies applied equally weighted on Euronext Wheat, Eurex Maize (corn),
European T2 Ethanol.
• NL ComIdx (left hand scale, solid line): Aggregated % profit/loss
• DD % (right hand scale, shaded): Percentage Draw Downs from High Watermark
• ”All in” i.e. all profits are reinvested

3. NL ComIdx Jan 2010 – Aug 2016
• Sharpe ratio: 3,03 • CAGR (compound annual growth rate) : 32% • Volatility: 10,5%
Historic P&L and draw-downs
-20%
-15%
-10%
-5%
0%
5%
10%
15%
20%
0%
100%
200%
300%
400%
500%
600%
700%
1/4/2010
3/4/2010
5/4/2010
7/4/2010
9/4/2010
11/4/2010
1/4/2011
3/4/2011
5/4/2011
7/4/2011
9/4/2011
11/4/2011
1/4/2012
3/4/2012
5/4/2012
7/4/2012
9/4/2012
11/4/2012
1/4/2013
3/4/2013
5/4/2013
7/4/2013
9/4/2013
11/4/2013
1/4/2014
3/4/2014
5/4/2014
7/4/2014
9/4/2014
11/4/2014
1/4/2015
3/4/2015
5/4/2015
7/4/2015
9/4/2015
11/4/2015
1/4/2016
3/4/2016
5/4/2016
7/4/2016
NL ComIdx
DD % (rhs) NL ComIdx

4. NL ComIdx Components Jan 2010 – Aug 2016
Historic P&L and draw-downs