Gross and Net Unrealized Gains and Losses by Long and Short Positions (Detail) (USD $) | Dec. 31, 2014 | Dec. 31, 2013 |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | $719,392 | | $817,800 | |
Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 81,749 | | 153,049 | |
Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 478,835 | | 147,163 | |
Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 21,855 | | 43,596 | |
Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 193,039 | | 592,965 | |
Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 96,412 | | 39,930 | |
Livestock | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | -210,110 | | -17,370 | |
Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 57,612 | | -141,489 | |
Foreign Exchange | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | | | -44 | |
Long Position | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 927,411 | | 1,125,807 | |
Gains percentage of net assets | 4.30% | | 4.10% | |
Losses | -681,200 | | -447,541 | |
Loss percentage of net assets | -3.20% | | -1.60% | |
Long Position | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 2,110 | | 65,637 | |
Gains percentage of net assets | 0.00% | [1] | 0.20% | |
Losses | | | -27,081 | |
Loss percentage of net assets | | | -0.10% | |
Long Position | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 516,998 | | 4,949 | |
Gains percentage of net assets | 2.40% | | 0.00% | [1] |
Losses | -25,961 | | -15,428 | |
Loss percentage of net assets | -0.10% | | -0.10% | |
Long Position | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 36,790 | | 14,080 | |
Gains percentage of net assets | 0.20% | | 0.10% | |
Losses | -89,576 | | -92,471 | |
Loss percentage of net assets | -0.40% | | -0.30% | |
Long Position | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 312,438 | | 643,153 | |
Gains percentage of net assets | 1.40% | | 2.30% | |
Losses | -18,098 | | -31,623 | |
Loss percentage of net assets | -0.10% | | -0.10% | |
Long Position | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 55,851 | | 275,909 | |
Gains percentage of net assets | 0.30% | | 1.00% | |
Losses | -174,000 | | | |
Loss percentage of net assets | -0.80% | | | |
Long Position | Livestock | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 3,090 | | | |
Gains percentage of net assets | 0.00% | [1] | | |
Losses | -213,200 | | -17,370 | |
Loss percentage of net assets | -1.00% | | -0.10% | |
Long Position | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 134 | | 122,079 | |
Gains percentage of net assets | 0.00% | [1] | 0.40% | |
Losses | -160,365 | | -263,568 | |
Loss percentage of net assets | -0.70% | | -0.90% | |
Short Position | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 627,585 | | 567,289 | |
Gains percentage of net assets | 2.90% | | 2.00% | |
Losses | 154,404 | | -427,755 | |
Loss percentage of net assets | -0.70% | | -1.50% | |
Short Position | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 79,895 | | 122,158 | |
Gains percentage of net assets | 0.40% | | 0.40% | |
Losses | -256 | | -7,665 | |
Loss percentage of net assets | 0.00% | [1] | 0.00% | [1] |
Short Position | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | | | 176,082 | |
Gains percentage of net assets | | | 0.60% | |
Losses | -12,202 | | -18,440 | |
Loss percentage of net assets | -0.10% | | -0.10% | |
Short Position | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 107,005 | | 122,152 | |
Gains percentage of net assets | 0.50% | | 0.40% | |
Losses | -32,364 | | -165 | |
Loss percentage of net assets | -0.10% | | 0.00% | [1] |
Short Position | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 3,206 | | 168 | |
Gains percentage of net assets | 0.00% | [1] | 0.00% | [1] |
Losses | -104,507 | | -18,733 | |
Loss percentage of net assets | -0.50% | | -0.10% | |
Short Position | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 219,636 | | 146,729 | |
Gains percentage of net assets | 1.00% | | 0.50% | |
Losses | -5,075 | | -382,708 | |
Loss percentage of net assets | 0.00% | [1] | -1.40% | |
Short Position | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 217,843 | | | |
Gains percentage of net assets | 1.00% | | | |
Short Position | Foreign Exchange | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Losses | | | -44 | |
Loss percentage of net assets | | | 0.00% | [1] |
SERIES A | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 268,596 | | 293,051 | |
SERIES A | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 28,808 | | 55,136 | |
SERIES A | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 180,084 | | 62,076 | |
SERIES A | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 14,186 | | 17,927 | |
SERIES A | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 64,400 | | 219,313 | |
SERIES A | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 36,294 | | 3,604 | |
SERIES A | Livestock | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | -78,470 | | -6,620 | |
SERIES A | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 23,294 | | -58,373 | |
SERIES A | Foreign Exchange | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | | | -12 | |
SERIES A | Long Position | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 341,117 | | 419,558 | |
Gains percentage of net assets | 3.20% | | 3.20% | |
Losses | -251,096 | | -177,313 | |
Loss percentage of net assets | -2.45% | | -1.40% | |
SERIES A | Long Position | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | | | 25,369 | |
Gains percentage of net assets | | | 0.20% | |
Losses | | | -10,850 | |
Loss percentage of net assets | | | -0.10% | |
SERIES A | Long Position | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 194,235 | | | |
Gains percentage of net assets | 1.90% | | | |
Losses | -9,820 | | -5,977 | |
Loss percentage of net assets | -0.10% | | 0.00% | [1] |
SERIES A | Long Position | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 15,355 | | 4,790 | |
Gains percentage of net assets | 0.10% | | 0.00% | [1] |
Losses | -28,710 | | -35,406 | |
Loss percentage of net assets | -0.30% | | -0.30% | |
SERIES A | Long Position | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 108,901 | | 240,531 | |
Gains percentage of net assets | 1.00% | | 1.90% | |
Losses | -6,751 | | -15,443 | |
Loss percentage of net assets | -0.10% | | -0.10% | |
SERIES A | Long Position | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 20,662 | | 104,224 | |
Gains percentage of net assets | 0.20% | | 0.80% | |
Losses | -67,465 | | | |
Loss percentage of net assets | -0.60% | | | |
SERIES A | Long Position | Livestock | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 1,830 | | | |
Gains percentage of net assets | 0.00% | [1] | | |
Losses | -80,300 | | -6,620 | |
Loss percentage of net assets | -0.80% | | -0.10% | |
SERIES A | Long Position | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 134 | | 44,644 | |
Gains percentage of net assets | 0.00% | [1] | 0.30% | |
Losses | -58,050 | | -103,017 | |
Loss percentage of net assets | -0.60% | | -0.80% | |
SERIES A | Short Position | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 237,325 | | 217,928 | |
Gains percentage of net assets | 2.30% | | 1.70% | |
Losses | -58,750 | | -167,122 | |
Loss percentage of net assets | -0.50% | | -1.30% | |
SERIES A | Short Position | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 29,064 | | 43,758 | |
Gains percentage of net assets | 0.30% | | 0.30% | |
Losses | -256 | | -3,141 | |
Loss percentage of net assets | 0.00% | [1] | 0.00% | [1] |
SERIES A | Short Position | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | | | 75,733 | |
Gains percentage of net assets | | | 0.60% | |
Losses | -4,331 | | -7,680 | |
Loss percentage of net assets | 0.00% | [1] | -0.10% | |
SERIES A | Short Position | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 41,104 | | 48,543 | |
Gains percentage of net assets | 0.40% | | 0.41% | |
Losses | -13,563 | | | |
Loss percentage of net assets | -0.10% | | | |
SERIES A | Short Position | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 735 | | 56 | |
Gains percentage of net assets | 0.00% | [1] | 0.00% | [1] |
Losses | -38,485 | | -5,831 | |
Loss percentage of net assets | -0.40% | | 0.00% | [1] |
SERIES A | Short Position | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 85,212 | | 49,838 | |
Gains percentage of net assets | 0.80% | | 0.40% | |
Losses | -2,115 | | -150,458 | |
Loss percentage of net assets | 0.00% | [1] | -1.20% | |
SERIES A | Short Position | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 81,210 | | | |
Gains percentage of net assets | 0.80% | | | |
SERIES A | Short Position | Foreign Exchange | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Losses | | | -12 | |
Loss percentage of net assets | | | 0.00% | [1] |
SERIES B | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 450,796 | | 524,749 | |
SERIES B | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 52,941 | | 97,913 | |
SERIES B | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 298,751 | | 85,087 | |
SERIES B | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 7,669 | | 25,669 | |
SERIES B | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 128,639 | | 373,652 | |
SERIES B | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 60,118 | | 36,326 | |
SERIES B | Livestock | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | -131,640 | | -10,750 | |
SERIES B | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | 34,318 | | -83,116 | |
SERIES B | Foreign Exchange | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Net Unrealized Gain (Loss) on Open Positions | | | -32 | |
SERIES B | Long Position | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 586,294 | | 706,249 | |
Gains percentage of net assets | 5.20% | | 4.80% | |
Losses | -430,104 | | -270,228 | |
Loss percentage of net assets | -3.80% | | -1.80% | |
SERIES B | Long Position | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 2,110 | | 40,268 | |
Gains percentage of net assets | 0.00% | [1] | 0.30% | |
Losses | | | -16,231 | |
Loss percentage of net assets | | | -0.10% | |
SERIES B | Long Position | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 322,763 | | 4,949 | |
Gains percentage of net assets | 2.90% | | 0.00% | [1] |
Losses | -16,141 | | -9,451 | |
Loss percentage of net assets | -0.10% | | -0.10% | |
SERIES B | Long Position | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 21,435 | | 9,290 | |
Gains percentage of net assets | 0.20% | | 0.10% | |
Losses | -60,866 | | -57,065 | |
Loss percentage of net assets | -0.50% | | -0.40% | |
SERIES B | Long Position | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 203,537 | | 402,622 | |
Gains percentage of net assets | 1.80% | | 2.70% | |
Losses | -11,347 | | -16,180 | |
Loss percentage of net assets | -0.10% | | -0.10% | |
SERIES B | Long Position | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 35,189 | | 171,685 | |
Gains percentage of net assets | 0.30% | | 1.20% | |
Losses | -106,535 | | | |
Loss percentage of net assets | -1.00% | | | |
SERIES B | Long Position | Livestock | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 1,260 | | | |
Gains percentage of net assets | 0.00% | [1] | | |
Losses | -132,900 | | -10,750 | |
Loss percentage of net assets | -1.20% | | 0.10% | |
SERIES B | Long Position | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | | | 77,435 | |
Gains percentage of net assets | | | 0.50% | |
Losses | -102,315 | | -160,551 | |
Loss percentage of net assets | -0.90% | | -1.10% | |
SERIES B | Short Position | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 390,260 | | 349,361 | |
Gains percentage of net assets | 3.50% | | 2.40% | |
Losses | -95,654 | | -260,633 | |
Loss percentage of net assets | -0.90% | | -1.80% | |
SERIES B | Short Position | Currency | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 50,831 | | 78,400 | |
Gains percentage of net assets | 0.50% | | 0.50% | |
Losses | | | -4,524 | |
Loss percentage of net assets | | | 0.00% | [1] |
SERIES B | Short Position | Financial | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | | | 100,349 | |
Gains percentage of net assets | | | 0.70% | |
Losses | -7,871 | | -10,760 | |
Loss percentage of net assets | -0.10% | | -0.10% | |
SERIES B | Short Position | Food & Fiber | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 65,901 | | 73,609 | |
Gains percentage of net assets | 0.60% | | 0.50% | |
Losses | -18,801 | | -165 | |
Loss percentage of net assets | -0.20% | | 0.00% | [1] |
SERIES B | Short Position | Indices | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 2,471 | | 112 | |
Gains percentage of net assets | 0.00% | [1] | 0.00% | [1] |
Losses | -66,022 | | -12,902 | |
Loss percentage of net assets | -0.60% | | -0.10% | |
SERIES B | Short Position | Metals | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 134,424 | | 96,891 | |
Gains percentage of net assets | 1.20% | | 0.70% | |
Losses | -2,960 | | -232,250 | |
Loss percentage of net assets | 0.00% | [1] | -1.60% | |
SERIES B | Short Position | Energy | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Gains | 136,633 | | | |
Gains percentage of net assets | 1.20% | | | |
SERIES B | Short Position | Foreign Exchange | | | | |
Derivative Instruments, Gain (Loss) [Line Items] | | | | |
Losses | | | ($32) | |
Loss percentage of net assets | | | 0.00% | [1] |
|
[1] | Due to rounding - amount is less than 0.05% |