Altegris Clearing Solutions Abraham Trading Company Abraham Diversified Program
Strategy Description

Performance Statistics
Date Range: 12/89 - 03/17
  Program SP500 TR Altegris 40
Total Return
Annualized Return
Annualized Std. Deviation
Correlation
Sharpe Ratio (rf=2.5%)
Worst Month
Date of Worst Month
Worst Drawdown
Date of Worst Drawdown
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 12/89 - 03/17
Note: All performance data is since program inception.

Monthly Returns
Date Range: 12/89 - 03/17
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 12/89 - 03/17
Note: All performance data is since program inception.

Underwater Curve
Date Range: 12/89 - 03/17
Note: All performance data is since program inception.
Notes to Performance

The Monthly Performance table represents performance results net of all fees and expenses. The performance information shown is a composite of the accounts traded under this program and does not reflect the performance of any single account. The results shown are net of all fees and expenses. Performance results of individual accounts may vary as a result of differing fees, account size, the timing of the entry of orders and other factors. The performance results are not necessarily indicative of the results that may be achieved in the future. Past performance is not necessarily indicative of future results. No representation is being made that any account in the future will or is likely to achieve profits or losses similar to those shown.

For periods beginning after January 1, 1992, and ending April 30, 2004 Abraham Trading Company used the "Fully Funded Subset" method to calculate its composite performance, including worst monthly drawdown and worst peak to valley drawdown. For periods prior to January 1, 1992, and following April 30, 2004, the Fully-Funded Subset method was not used. Instead, the Rates of Return reported are based upon a computation that uses the Nominal Values of all the accounts funded for an entire month or period included in the composite tables, calculated in accordance with the time-weighting method as described in Note 12 of Supplemental Performance Information. Abraham Trading Company and Salem A. Abraham believe that this method yields substantially the same Rates of Return as the Fully- Funded Subset method and that the Rates of Return presented in the performance table are representative of the trading program for the periods presented.

Manager Information
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Additional Information

The Program Performance information presented in this and other areas of the www.managedfutures.com website was prepared by Altegris Clearing Solutions, LLC, an affiliate within the Altegris Group of Companies, based upon information provided by each respective manager of commodity futures and foreign currency trading programs tracked by Altegris Clearing Solutions and its affiliates. The Program Performance information does not contain opinion or analysis of Altegris Clearing Solutions or any of its affiliates, and the completeness and accuracy of performance information reported to Altegris Clearing Solutions cannot in all cases be independently verified. See “Additional Information” at the end of this page for further details regarding the presentation of performance. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.