December Month End – Drawdown

The underlying strategy performed well with an above target ROI of 8.41% for closed trades however the position in USDCAD late in the month pulled down the Darwin WET return to -0.52% which is unfortunate.

December Darwin WET return closed out at -0.52%

I anticipate the USDCAD returning positive in January and the rollover effect of the drawdown will bounce back for a very strong result early on in the month.

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