Where are you seeing that earlier data? I can only get the graphs to cover 2012 and 2013. This is a good example of how deceptive a percentage-change-only cha

Where are you seeing that earlier data? I can only get the graphs to cover 2012 and 2013. This is a good example of how deceptive a percentage-change-only chart can be, without the absolute value of the portfolio also figuring in. If the system has a max drawdown of 98%, then getting 200% returns after hitting that low isn't going to do much good.