Altegris Clearing Solutions Quest Partners LLC AlphaQuest Original Program (AQO) *QEP*
Monthly Performance (%)
Date Range: 04/99 - 10/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -6.31 -4.14 -0.86 -0.02 -2.75 -0.82 -2.30 -1.99 0.56 6.78 -11.72
2016 14.16 9.19 -6.72 -0.58 -3.62 6.60 2.16 -6.30 -7.64 -2.65 0.20 4.51 7.05
2015 7.97 -0.68 2.90 0.33 -1.65 -10.70 7.39 -2.01 -1.64 2.17 8.72 -5.47 5.68
2014 1.62 0.10 -4.51 -5.36 3.20 1.89 -2.29 5.83 3.20 3.75 5.24 3.23 16.27
2013 0.07 4.45 -0.53 9.07 -3.46 0.86 1.86 -1.42 -1.68 -0.25 2.11 4.39 15.91
2012 3.07 2.32 -5.14 -2.25 8.66 -3.34 5.75 -3.47 -3.91 -2.62 -0.70 3.56 0.89
2011 -4.91 5.84 -6.53 16.41 -5.93 -9.40 11.38 0.97 -4.11 -3.85 -2.91 2.10 -4.07
2010 -6.93 0.19 1.58 1.85 3.26 -1.52 -2.24 6.97 7.52 6.14 -6.82 10.10 20.11
2009 0.38 -2.32 -7.57 -2.43 13.30 0.36 0.57 -1.73 3.60 -5.17 1.77 -11.16 -11.73
2008 2.09 14.92 -0.53 1.26 4.88 4.22 -13.55 1.36 -1.26 20.59 10.10 4.98 55.77
2007 -0.49 -3.23 -0.50 6.26 -0.79 6.81 2.07 -11.84 13.80 6.73 -3.71 4.04 18.13
2006 4.34 -3.02 0.55 14.62 0.91 -3.18 -6.08 0.36 0.25 7.48 5.95 2.54 25.72
2005 -7.67 2.58 0.41 -3.46 1.48 5.15 -4.02 2.35 2.94 0.11 4.36 -3.35 0.03
2004 -2.80 3.93 -1.38 -5.60 1.30 -9.98 1.36 -1.25 -0.99 6.23 -0.60 -1.32 -11.44
2003 -1.84 6.16 0.93 -7.90 14.36 -4.59 -1.86 1.85 4.23 -4.62 -3.28 1.13 2.73
2002 4.05 -13.71 16.53 -1.44 -2.49 9.22 3.76 0.83 6.90 0.99 -3.50 16.92 39.95
2001 -5.22 -5.43 12.11 -5.59 3.89 -2.20 3.68 -4.52 7.38 2.97 0.58 10.42 17.18
2000 4.18 -1.54 7.14 -2.85 8.03 -4.16 -2.57 3.17 -2.83 4.85 7.97 18.05 44.29
1999 -2.66 2.81 -1.77 -1.73 1.12 -5.26 4.26 1.11 -2.44
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

AQO is a short term momentum strategy with trades lasting 8 days on average. Trades are filtered for maximum volatility expansion potential and are timed using short term trade entry techniques. Trading systems are weighted within the portfolio based on their contributions to targeted volatility and drawdown levels. Integrated risk models manage risks by monitoring volatility metrics, market liquidity and sector exposure limits.

Performance Statistics
Date Range: 04/99 - 10/17
  Program SP500 TR Altegris 40
Total Return 571.18% 185.47% 134.48%
Annualized Return 10.84% 5.81% 4.69%
Annualized Std. Deviation 20.09% 14.49% 10.11%
Correlation -0.11 0.67
Sharpe Ratio (rf=2.5%) 0.42 0.23 0.22
Worst Month -13.71% -16.79% -7.77%
Date of Worst Month 02/2002 10/2008 11/2001
Worst Drawdown -29.39% -50.95% -15.74%
Date of Worst Drawdown 2/16 - 8/17 10/07 - 2/09 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 04/99 - 10/17
Year or YTD Program SP500 TR Altegris 40
2017 -11.72 16.92 0.02
2016 7.05 11.98 -3.13
2015 5.68 1.41 0.09
2014 16.27 13.69 15.75
2013 15.91 32.41 -2.45
2012 0.89 15.98 -4.75
2011 -4.07 2.12 -3.23
2010 20.11 15.06 11.33
2009 -11.73 26.45 -7.98
2008 55.77 -36.99 15.47
2007 18.13 5.50 7.18
2006 25.72 15.79 6.70
2005 0.03 4.89 4.51
2004 -11.44 10.87 2.57
2003 2.73 28.69 15.99
2002 39.95 -22.10 15.22
2001 17.18 -11.88 5.39
2000 44.29 -9.09 10.63
1999 -2.44 11.01 -0.26
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 04/99 - 10/17
Date: 10/31/2017
Perf: $2,274.93 Date: 9/30/2017
Perf: $2,183.44 Date: 8/31/2017
Perf: $2,230.51 Date: 7/31/2017
Perf: $2,194.09 Date: 6/30/2017
Perf: $2,185.56 Date: 5/31/2017
Perf: $2,251.30 Date: 4/30/2017
Perf: $2,247.03 Date: 3/31/2017
Perf: $2,260.60 Date: 2/28/2017
Perf: $2,294.09 Date: 1/31/2017
Perf: $2,245.14 Date: 12/31/2016
Perf: $2,274.49 Date: 11/30/2016
Perf: $2,257.33 Date: 10/31/2016
Perf: $2,282.44 Date: 9/30/2016
Perf: $2,342.88 Date: 8/31/2016
Perf: $2,373.50 Date: 7/31/2016
Perf: $2,439.11 Date: 6/30/2016
Perf: $2,414.49 Date: 5/31/2016
Perf: $2,316.05 Date: 4/30/2016
Perf: $2,357.31 Date: 3/31/2016
Perf: $2,418.00 Date: 2/29/2016
Perf: $2,489.44 Date: 1/31/2016
Perf: $2,429.67 Date: 12/31/2015
Perf: $2,347.97 Date: 11/30/2015
Perf: $2,403.24 Date: 10/31/2015
Perf: $2,323.99 Date: 9/30/2015
Perf: $2,365.15 Date: 8/31/2015
Perf: $2,314.91 Date: 7/31/2015
Perf: $2,355.67 Date: 6/30/2015
Perf: $2,267.02 Date: 5/31/2015
Perf: $2,391.38 Date: 4/30/2015
Perf: $2,408.72 Date: 3/31/2015
Perf: $2,505.43 Date: 2/28/2015
Perf: $2,451.26 Date: 1/31/2015
Perf: $2,455.18 Date: 12/31/2014
Perf: $2,345.87 Date: 11/30/2014
Perf: $2,305.29 Date: 10/31/2014
Perf: $2,175.83 Date: 9/30/2014
Perf: $2,144.31 Date: 8/31/2014
Perf: $2,112.83 Date: 7/31/2014
Perf: $2,027.08 Date: 6/30/2014
Perf: $2,043.43 Date: 5/31/2014
Perf: $2,026.01 Date: 4/30/2014
Perf: $1,975.44 Date: 3/31/2014
Perf: $1,960.54 Date: 2/28/2014
Perf: $1,989.99 Date: 1/31/2014
Perf: $1,973.80 Date: 12/31/2013
Perf: $2,026.70 Date: 11/30/2013
Perf: $2,029.54 Date: 10/31/2013
Perf: $1,993.46 Date: 9/30/2013
Perf: $1,948.83 Date: 8/31/2013
Perf: $1,960.59 Date: 7/31/2013
Perf: $1,998.97 Date: 6/30/2013
Perf: $2,016.52 Date: 5/31/2013
Perf: $2,095.96 Date: 4/30/2013
Perf: $2,190.13 Date: 3/31/2013
Perf: $2,135.05 Date: 2/28/2013
Perf: $2,104.74 Date: 1/31/2013
Perf: $2,117.02 Date: 12/31/2012
Perf: $2,077.54 Date: 11/30/2012
Perf: $2,067.41 Date: 10/31/2012
Perf: $2,061.64 Date: 9/30/2012
Perf: $2,139.08 Date: 8/31/2012
Perf: $2,174.96 Date: 7/31/2012
Perf: $2,204.95 Date: 6/30/2012
Perf: $2,118.31 Date: 5/31/2012
Perf: $2,201.07 Date: 4/30/2012
Perf: $2,160.03 Date: 3/31/2012
Perf: $2,147.15 Date: 2/29/2012
Perf: $2,197.02 Date: 1/31/2012
Perf: $2,188.05 Date: 12/31/2011
Perf: $2,181.07 Date: 11/30/2011
Perf: $2,160.33 Date: 10/31/2011
Perf: $2,153.87 Date: 9/30/2011
Perf: $2,242.68 Date: 8/31/2011
Perf: $2,244.02 Date: 7/31/2011
Perf: $2,248.52 Date: 6/30/2011
Perf: $2,170.60 Date: 5/31/2011
Perf: $2,228.54 Date: 4/30/2011
Perf: $2,312.96 Date: 3/31/2011
Perf: $2,226.14 Date: 2/28/2011
Perf: $2,260.73 Date: 1/31/2011
Perf: $2,222.94 Date: 12/31/2010
Perf: $2,253.82 Date: 11/30/2010
Perf: $2,161.11 Date: 10/31/2010
Perf: $2,240.42 Date: 9/30/2010
Perf: $2,156.74 Date: 8/31/2010
Perf: $2,118.19 Date: 7/31/2010
Perf: $2,033.98 Date: 6/30/2010
Perf: $2,060.56 Date: 5/31/2010
Perf: $2,052.76 Date: 4/30/2010
Perf: $2,103.67 Date: 3/31/2010
Perf: $2,071.76 Date: 2/28/2010
Perf: $1,992.66 Date: 1/31/2010
Perf: $1,974.10 Date: 12/31/2009
Perf: $2,024.51 Date: 11/30/2009
Perf: $2,108.86 Date: 10/31/2009
Perf: $2,027.17 Date: 9/30/2009
Perf: $2,080.43 Date: 8/31/2009
Perf: $2,032.06 Date: 7/31/2009
Perf: $2,025.38 Date: 6/30/2009
Perf: $2,027.61 Date: 5/31/2009
Perf: $2,083.02 Date: 4/30/2009
Perf: $2,054.67 Date: 3/31/2009
Perf: $2,124.12 Date: 2/28/2009
Perf: $2,184.64 Date: 1/31/2009
Perf: $2,185.73 Date: 12/31/2008
Perf: $2,200.03 Date: 11/30/2008
Perf: $2,144.91 Date: 10/31/2008
Perf: $2,068.98 Date: 9/30/2008
Perf: $1,967.64 Date: 8/31/2008
Perf: $1,963.52 Date: 7/31/2008
Perf: $2,017.38 Date: 6/30/2008
Perf: $2,114.44 Date: 5/31/2008
Perf: $2,059.45 Date: 4/30/2008
Perf: $2,017.88 Date: 3/31/2008
Perf: $2,041.36 Date: 2/29/2008
Perf: $2,050.38 Date: 1/31/2008
Perf: $1,939.99 Date: 12/31/2007
Perf: $1,905.32 Date: 11/30/2007
Perf: $1,909.71 Date: 10/31/2007
Perf: $1,922.20 Date: 9/30/2007
Perf: $1,842.78 Date: 8/31/2007
Perf: $1,760.56 Date: 7/31/2007
Perf: $1,828.77 Date: 6/30/2007
Perf: $1,887.08 Date: 5/31/2007
Perf: $1,834.08 Date: 4/30/2007
Perf: $1,770.86 Date: 3/31/2007
Perf: $1,699.48 Date: 2/28/2007
Perf: $1,740.20 Date: 1/31/2007
Perf: $1,808.00 Date: 12/31/2006
Perf: $1,777.61 Date: 11/30/2006
Perf: $1,719.49 Date: 10/31/2006
Perf: $1,678.37 Date: 9/30/2006
Perf: $1,660.11 Date: 8/31/2006
Perf: $1,677.89 Date: 7/31/2006
Perf: $1,659.31 Date: 6/30/2006
Perf: $1,684.23 Date: 5/31/2006
Perf: $1,707.63 Date: 4/30/2006
Perf: $1,754.11 Date: 3/31/2006
Perf: $1,712.33 Date: 2/28/2006
Perf: $1,667.64 Date: 1/31/2006
Perf: $1,697.86 Date: 12/31/2005
Perf: $1,666.04 Date: 11/30/2005
Perf: $1,696.75 Date: 10/31/2005
Perf: $1,626.95 Date: 9/30/2005
Perf: $1,624.35 Date: 8/31/2005
Perf: $1,599.72 Date: 7/31/2005
Perf: $1,591.13 Date: 6/30/2005
Perf: $1,590.17 Date: 5/31/2005
Perf: $1,537.74 Date: 4/30/2005
Perf: $1,491.64 Date: 3/31/2005
Perf: $1,529.11 Date: 2/28/2005
Perf: $1,537.72 Date: 1/31/2005
Perf: $1,527.18 Date: 12/31/2004
Perf: $1,594.13 Date: 11/30/2004
Perf: $1,588.89 Date: 10/31/2004
Perf: $1,507.34 Date: 9/30/2004
Perf: $1,457.50 Date: 8/31/2004
Perf: $1,438.08 Date: 7/31/2004
Perf: $1,448.08 Date: 6/30/2004
Perf: $1,464.77 Date: 5/31/2004
Perf: $1,514.76 Date: 4/30/2004
Perf: $1,539.23 Date: 3/31/2004
Perf: $1,641.33 Date: 2/29/2004
Perf: $1,657.57 Date: 1/31/2004
Perf: $1,569.07 Date: 12/31/2003
Perf: $1,554.15 Date: 11/30/2003
Perf: $1,489.65 Date: 10/31/2003
Perf: $1,494.13 Date: 9/30/2003
Perf: $1,461.26 Date: 8/31/2003
Perf: $1,468.01 Date: 7/31/2003
Perf: $1,454.34 Date: 6/30/2003
Perf: $1,487.97 Date: 5/31/2003
Perf: $1,526.28 Date: 4/30/2003
Perf: $1,441.65 Date: 3/31/2003
Perf: $1,420.77 Date: 2/28/2003
Perf: $1,506.96 Date: 1/31/2003
Perf: $1,422.07 Date: 12/31/2002
Perf: $1,339.93 Date: 11/30/2002
Perf: $1,263.01 Date: 10/31/2002
Perf: $1,298.86 Date: 9/30/2002
Perf: $1,369.82 Date: 8/31/2002
Perf: $1,309.45 Date: 7/31/2002
Perf: $1,278.64 Date: 6/30/2002
Perf: $1,213.82 Date: 5/31/2002
Perf: $1,115.23 Date: 4/30/2002
Perf: $1,087.08 Date: 3/31/2002
Perf: $1,113.35 Date: 2/28/2002
Perf: $1,116.59 Date: 1/31/2002
Perf: $1,148.99 Date: 12/31/2001
Perf: $1,162.95 Date: 11/30/2001
Perf: $1,138.91 Date: 10/31/2001
Perf: $1,234.86 Date: 9/30/2001
Perf: $1,183.73 Date: 8/31/2001
Perf: $1,148.36 Date: 7/31/2001
Perf: $1,115.02 Date: 6/30/2001
Perf: $1,112.57 Date: 5/31/2001
Perf: $1,124.95 Date: 4/30/2001
Perf: $1,124.61 Date: 3/31/2001
Perf: $1,198.43 Date: 2/28/2001
Perf: $1,125.50 Date: 1/31/2001
Perf: $1,114.91 Date: 12/31/2000
Perf: $1,103.43 Date: 11/30/2000
Perf: $1,019.52 Date: 10/31/2000
Perf: $959.46 Date: 9/30/2000
Perf: $939.82 Date: 8/31/2000
Perf: $956.46 Date: 7/31/2000
Perf: $937.16 Date: 6/30/2000
Perf: $953.95 Date: 5/31/2000
Perf: $968.97 Date: 4/30/2000
Perf: $955.87 Date: 3/31/2000
Perf: $970.53 Date: 2/29/2000
Perf: $995.21 Date: 1/31/2000
Perf: $1,006.48 Date: 12/31/1999
Perf: $997.40 Date: 11/30/1999
Perf: $984.70 Date: 10/31/1999
Perf: $965.96 Date: 9/30/1999
Perf: $1,010.63 Date: 8/31/1999
Perf: $1,007.11 Date: 7/31/1999
Perf: $1,001.10 Date: 6/30/1999
Perf: $1,008.97 Date: 5/31/1999
Perf: $983.40 Date: 4/30/1999
Perf: $1,000.00 Date: 10/31/2017
Perf: $2,748.33 Date: 9/30/2017
Perf: $2,685.76 Date: 8/31/2017
Perf: $2,631.55 Date: 7/31/2017
Perf: $2,623.41 Date: 6/30/2017
Perf: $2,570.46 Date: 5/31/2017
Perf: $2,554.62 Date: 4/30/2017
Perf: $2,519.10 Date: 3/31/2017
Perf: $2,493.42 Date: 2/28/2017
Perf: $2,490.43 Date: 1/31/2017
Perf: $2,395.34 Date: 12/31/2016
Perf: $2,350.67 Date: 11/30/2016
Perf: $2,305.03 Date: 10/31/2016
Perf: $2,222.79 Date: 9/30/2016
Perf: $2,264.00 Date: 8/31/2016
Perf: $2,263.54 Date: 7/31/2016
Perf: $2,260.38 Date: 6/30/2016
Perf: $2,179.94 Date: 5/31/2016
Perf: $2,174.29 Date: 4/30/2016
Perf: $2,135.84 Date: 3/31/2016
Perf: $2,127.54 Date: 2/29/2016
Perf: $1,992.46 Date: 1/31/2016
Perf: $1,995.05 Date: 12/31/2015
Perf: $2,099.17 Date: 11/30/2015
Perf: $2,132.87 Date: 10/31/2015
Perf: $2,126.49 Date: 9/30/2015
Perf: $1,960.98 Date: 8/31/2015
Perf: $2,010.64 Date: 7/31/2015
Perf: $2,139.67 Date: 6/30/2015
Perf: $2,095.66 Date: 5/31/2015
Perf: $2,137.12 Date: 4/30/2015
Perf: $2,109.90 Date: 3/31/2015
Perf: $2,089.84 Date: 2/28/2015
Perf: $2,123.39 Date: 1/31/2015
Perf: $2,007.93 Date: 12/31/2014
Perf: $2,070.03 Date: 11/30/2014
Perf: $2,075.22 Date: 10/31/2014
Perf: $2,020.86 Date: 9/30/2014
Perf: $1,972.72 Date: 8/31/2014
Perf: $2,000.73 Date: 7/31/2014
Perf: $1,923.78 Date: 6/30/2014
Perf: $1,950.70 Date: 5/31/2014
Perf: $1,911.14 Date: 4/30/2014
Perf: $1,867.26 Date: 3/31/2014
Perf: $1,853.54 Date: 2/28/2014
Perf: $1,838.10 Date: 1/31/2014
Perf: $1,757.77 Date: 12/31/2013
Perf: $1,820.77 Date: 11/30/2013
Perf: $1,775.84 Date: 10/31/2013
Perf: $1,723.28 Date: 9/30/2013
Perf: $1,647.50 Date: 8/31/2013
Perf: $1,597.34 Date: 7/31/2013
Perf: $1,645.05 Date: 6/30/2013
Perf: $1,565.37 Date: 5/31/2013
Perf: $1,586.63 Date: 4/30/2013
Perf: $1,550.35 Date: 3/31/2013
Perf: $1,521.00 Date: 2/28/2013
Perf: $1,466.02 Date: 1/31/2013
Perf: $1,446.35 Date: 12/31/2012
Perf: $1,375.12 Date: 11/30/2012
Perf: $1,362.72 Date: 10/31/2012
Perf: $1,354.86 Date: 9/30/2012
Perf: $1,380.40 Date: 8/31/2012
Perf: $1,345.68 Date: 7/31/2012
Perf: $1,316.07 Date: 6/30/2012
Perf: $1,298.03 Date: 5/31/2012
Perf: $1,246.66 Date: 4/30/2012
Perf: $1,326.38 Date: 3/31/2012
Perf: $1,334.79 Date: 2/29/2012
Perf: $1,292.27 Date: 1/31/2012
Perf: $1,238.76 Date: 12/31/2011
Perf: $1,185.64 Date: 11/30/2011
Perf: $1,173.67 Date: 10/31/2011
Perf: $1,176.26 Date: 9/30/2011
Perf: $1,060.36 Date: 8/31/2011
Perf: $1,140.54 Date: 7/31/2011
Perf: $1,206.03 Date: 6/30/2011
Perf: $1,231.02 Date: 5/31/2011
Perf: $1,251.93 Date: 4/30/2011
Perf: $1,266.23 Date: 3/31/2011
Perf: $1,229.83 Date: 2/28/2011
Perf: $1,229.34 Date: 1/31/2011
Perf: $1,188.57 Date: 12/31/2010
Perf: $1,161.05 Date: 11/30/2010
Perf: $1,088.35 Date: 10/31/2010
Perf: $1,088.24 Date: 9/30/2010
Perf: $1,048.30 Date: 8/31/2010
Perf: $962.45 Date: 7/31/2010
Perf: $1,007.91 Date: 6/30/2010
Perf: $941.88 Date: 5/31/2010
Perf: $993.86 Date: 4/30/2010
Perf: $1,080.17 Date: 3/31/2010
Perf: $1,063.37 Date: 2/28/2010
Perf: $1,002.89 Date: 1/31/2010
Perf: $972.74 Date: 12/31/2009
Perf: $1,009.06 Date: 11/30/2009
Perf: $989.96 Date: 10/31/2009
Perf: $933.92 Date: 9/30/2009
Perf: $951.62 Date: 8/31/2009
Perf: $917.40 Date: 7/31/2009
Perf: $885.44 Date: 6/30/2009
Perf: $823.20 Date: 5/31/2009
Perf: $821.56 Date: 4/30/2009
Perf: $778.07 Date: 3/31/2009
Perf: $710.11 Date: 2/28/2009
Perf: $652.91 Date: 1/31/2009
Perf: $730.74 Date: 12/31/2008
Perf: $798.01 Date: 11/30/2008
Perf: $789.64 Date: 10/31/2008
Perf: $850.72 Date: 9/30/2008
Perf: $1,022.38 Date: 8/31/2008
Perf: $1,122.38 Date: 7/31/2008
Perf: $1,106.34 Date: 6/30/2008
Perf: $1,115.71 Date: 5/31/2008
Perf: $1,218.43 Date: 4/30/2008
Perf: $1,202.79 Date: 3/31/2008
Perf: $1,146.93 Date: 2/29/2008
Perf: $1,151.89 Date: 1/31/2008
Perf: $1,190.58 Date: 12/31/2007
Perf: $1,266.58 Date: 11/30/2007
Perf: $1,275.38 Date: 10/31/2007
Perf: $1,331.01 Date: 9/30/2007
Perf: $1,310.18 Date: 8/31/2007
Perf: $1,262.95 Date: 7/31/2007
Perf: $1,244.28 Date: 6/30/2007
Perf: $1,284.09 Date: 5/31/2007
Perf: $1,305.77 Date: 4/30/2007
Perf: $1,261.73 Date: 3/31/2007
Perf: $1,208.21 Date: 2/28/2007
Perf: $1,194.83 Date: 1/31/2007
Perf: $1,218.71 Date: 12/31/2006
Perf: $1,200.58 Date: 11/30/2006
Perf: $1,184.01 Date: 10/31/2006
Perf: $1,161.93 Date: 9/30/2006
Perf: $1,125.25 Date: 8/31/2006
Perf: $1,096.95 Date: 7/31/2006
Perf: $1,071.45 Date: 6/30/2006
Perf: $1,064.84 Date: 5/31/2006
Perf: $1,063.35 Date: 4/30/2006
Perf: $1,094.89 Date: 3/31/2006
Perf: $1,080.41 Date: 2/28/2006
Perf: $1,067.18 Date: 1/31/2006
Perf: $1,064.30 Date: 12/31/2005
Perf: $1,036.83 Date: 11/30/2005
Perf: $1,036.52 Date: 10/31/2005
Perf: $998.76 Date: 9/30/2005
Perf: $1,015.73 Date: 8/31/2005
Perf: $1,007.56 Date: 7/31/2005
Perf: $1,016.82 Date: 6/30/2005
Perf: $980.35 Date: 5/31/2005
Perf: $978.98 Date: 4/30/2005
Perf: $948.81 Date: 3/31/2005
Perf: $967.18 Date: 2/28/2005
Perf: $984.61 Date: 1/31/2005
Perf: $964.36 Date: 12/31/2004
Perf: $988.48 Date: 11/30/2004
Perf: $955.97 Date: 10/31/2004
Perf: $918.76 Date: 9/30/2004
Perf: $904.92 Date: 8/31/2004
Perf: $895.25 Date: 7/31/2004
Perf: $891.68 Date: 6/30/2004
Perf: $922.21 Date: 5/31/2004
Perf: $904.66 Date: 4/30/2004
Perf: $892.43 Date: 3/31/2004
Perf: $906.67 Date: 2/29/2004
Perf: $920.57 Date: 1/31/2004
Perf: $907.95 Date: 12/31/2003
Perf: $891.54 Date: 11/30/2003
Perf: $847.15 Date: 10/31/2003
Perf: $839.76 Date: 9/30/2003
Perf: $794.78 Date: 8/31/2003
Perf: $803.29 Date: 7/31/2003
Perf: $787.93 Date: 6/30/2003
Perf: $774.30 Date: 5/31/2003
Perf: $764.51 Date: 4/30/2003
Perf: $726.24 Date: 3/31/2003
Perf: $670.95 Date: 2/28/2003
Perf: $664.51 Date: 1/31/2003
Perf: $674.63 Date: 12/31/2002
Perf: $692.78 Date: 11/30/2002
Perf: $735.98 Date: 10/31/2002
Perf: $695.04 Date: 9/30/2002
Perf: $638.83 Date: 8/31/2002
Perf: $716.74 Date: 7/31/2002
Perf: $712.04 Date: 6/30/2002
Perf: $772.27 Date: 5/31/2002
Perf: $831.47 Date: 4/30/2002
Perf: $837.67 Date: 3/31/2002
Perf: $891.71 Date: 2/28/2002
Perf: $859.40 Date: 1/31/2002
Perf: $876.31 Date: 12/31/2001
Perf: $889.29 Date: 11/30/2001
Perf: $881.54 Date: 10/31/2001
Perf: $818.74 Date: 9/30/2001
Perf: $803.39 Date: 8/31/2001
Perf: $874.01 Date: 7/31/2001
Perf: $932.38 Date: 6/30/2001
Perf: $941.61 Date: 5/31/2001
Perf: $965.06 Date: 4/30/2001
Perf: $958.64 Date: 3/31/2001
Perf: $889.52 Date: 2/28/2001
Perf: $949.74 Date: 1/31/2001
Perf: $1,045.04 Date: 12/31/2000
Perf: $1,009.22 Date: 11/30/2000
Perf: $1,004.30 Date: 10/31/2000
Perf: $1,090.20 Date: 9/30/2000
Perf: $1,094.80 Date: 8/31/2000
Perf: $1,155.83 Date: 7/31/2000
Perf: $1,088.25 Date: 6/30/2000
Perf: $1,105.49 Date: 5/31/2000
Perf: $1,078.85 Date: 4/30/2000
Perf: $1,101.43 Date: 3/31/2000
Perf: $1,135.61 Date: 2/29/2000
Perf: $1,034.44 Date: 1/31/2000
Perf: $1,054.37 Date: 12/31/1999
Perf: $1,110.09 Date: 11/30/1999
Perf: $1,048.35 Date: 10/31/1999
Perf: $1,027.49 Date: 9/30/1999
Perf: $966.32 Date: 8/31/1999
Perf: $993.54 Date: 7/31/1999
Perf: $998.44 Date: 6/30/1999
Perf: $1,030.59 Date: 5/31/1999
Perf: $976.40 Date: 4/30/1999
Perf: $1,000.00 Date: 10/31/2017
Perf: $6,711.75 Date: 9/30/2017
Perf: $6,285.59 Date: 8/31/2017
Perf: $6,250.58 Date: 7/31/2017
Perf: $6,377.50 Date: 6/30/2017
Perf: $6,527.63 Date: 5/31/2017
Perf: $6,581.60 Date: 4/30/2017
Perf: $6,767.71 Date: 3/31/2017
Perf: $6,769.07 Date: 2/28/2017
Perf: $6,827.79 Date: 1/31/2017
Perf: $7,122.66 Date: 12/31/2016
Perf: $7,602.37 Date: 11/30/2016
Perf: $7,274.30 Date: 10/31/2016
Perf: $7,259.78 Date: 9/30/2016
Perf: $7,457.41 Date: 8/31/2016
Perf: $8,074.28 Date: 7/31/2016
Perf: $8,617.16 Date: 6/30/2016
Perf: $8,434.97 Date: 5/31/2016
Perf: $7,912.73 Date: 4/30/2016
Perf: $8,209.93 Date: 3/31/2016
Perf: $8,257.82 Date: 2/29/2016
Perf: $8,852.72 Date: 1/31/2016
Perf: $8,107.63 Date: 12/31/2015
Perf: $7,101.99 Date: 11/30/2015
Perf: $7,512.95 Date: 10/31/2015
Perf: $6,910.37 Date: 9/30/2015
Perf: $6,763.60 Date: 8/31/2015
Perf: $6,876.37 Date: 7/31/2015
Perf: $7,017.42 Date: 6/30/2015
Perf: $6,534.52 Date: 5/31/2015
Perf: $7,317.49 Date: 4/30/2015
Perf: $7,440.25 Date: 3/31/2015
Perf: $7,415.78 Date: 2/28/2015
Perf: $7,206.78 Date: 1/31/2015
Perf: $7,256.13 Date: 12/31/2014
Perf: $6,720.50 Date: 11/30/2014
Perf: $6,510.22 Date: 10/31/2014
Perf: $6,186.07 Date: 9/30/2014
Perf: $5,962.48 Date: 8/31/2014
Perf: $5,777.59 Date: 7/31/2014
Perf: $5,459.32 Date: 6/30/2014
Perf: $5,587.27 Date: 5/31/2014
Perf: $5,483.62 Date: 4/30/2014
Perf: $5,313.59 Date: 3/31/2014
Perf: $5,614.53 Date: 2/28/2014
Perf: $5,879.70 Date: 1/31/2014
Perf: $5,873.83 Date: 12/31/2013
Perf: $5,780.19 Date: 11/30/2013
Perf: $5,537.11 Date: 10/31/2013
Perf: $5,422.69 Date: 9/30/2013
Perf: $5,436.28 Date: 8/31/2013
Perf: $5,529.17 Date: 7/31/2013
Perf: $5,608.82 Date: 6/30/2013
Perf: $5,506.40 Date: 5/31/2013
Perf: $5,459.45 Date: 4/30/2013
Perf: $5,655.11 Date: 3/31/2013
Perf: $5,184.85 Date: 2/28/2013
Perf: $5,212.48 Date: 1/31/2013
Perf: $4,990.40 Date: 12/31/2012
Perf: $4,986.91 Date: 11/30/2012
Perf: $4,815.48 Date: 10/31/2012
Perf: $4,849.43 Date: 9/30/2012
Perf: $4,979.90 Date: 8/31/2012
Perf: $5,182.54 Date: 7/31/2012
Perf: $5,368.84 Date: 6/30/2012
Perf: $5,076.91 Date: 5/31/2012
Perf: $5,252.34 Date: 4/30/2012
Perf: $4,833.74 Date: 3/31/2012
Perf: $4,945.00 Date: 2/29/2012
Perf: $5,212.95 Date: 1/31/2012
Perf: $5,094.75 Date: 12/31/2011
Perf: $4,943.00 Date: 11/30/2011
Perf: $4,841.33 Date: 10/31/2011
Perf: $4,986.44 Date: 9/30/2011
Perf: $5,186.10 Date: 8/31/2011
Perf: $5,408.39 Date: 7/31/2011
Perf: $5,356.43 Date: 6/30/2011
Perf: $4,809.15 Date: 5/31/2011
Perf: $5,308.11 Date: 4/30/2011
Perf: $5,642.72 Date: 3/31/2011
Perf: $4,847.28 Date: 2/28/2011
Perf: $5,185.93 Date: 1/31/2011
Perf: $4,899.78 Date: 12/31/2010
Perf: $5,152.78 Date: 11/30/2010
Perf: $4,680.09 Date: 10/31/2010
Perf: $5,022.63 Date: 9/30/2010
Perf: $4,732.08 Date: 8/31/2010
Perf: $4,401.12 Date: 7/31/2010
Perf: $4,114.35 Date: 6/30/2010
Perf: $4,208.62 Date: 5/31/2010
Perf: $4,273.58 Date: 4/30/2010
Perf: $4,138.66 Date: 3/31/2010
Perf: $4,063.49 Date: 2/28/2010
Perf: $4,000.28 Date: 1/31/2010
Perf: $3,992.70 Date: 12/31/2009
Perf: $4,289.99 Date: 11/30/2009
Perf: $4,828.90 Date: 10/31/2009
Perf: $4,744.91 Date: 9/30/2009
Perf: $5,003.60 Date: 8/31/2009
Perf: $4,829.73 Date: 7/31/2009
Perf: $4,914.75 Date: 6/30/2009
Perf: $4,886.90 Date: 5/31/2009
Perf: $4,869.37 Date: 4/30/2009
Perf: $4,297.77 Date: 3/31/2009
Perf: $4,404.80 Date: 2/28/2009
Perf: $4,765.55 Date: 1/31/2009
Perf: $4,878.74 Date: 12/31/2008
Perf: $4,860.27 Date: 11/30/2008
Perf: $4,629.71 Date: 10/31/2008
Perf: $4,205.01 Date: 9/30/2008
Perf: $3,487.03 Date: 8/31/2008
Perf: $3,531.53 Date: 7/31/2008
Perf: $3,484.14 Date: 6/30/2008
Perf: $4,030.24 Date: 5/31/2008
Perf: $3,867.05 Date: 4/30/2008
Perf: $3,687.12 Date: 3/31/2008
Perf: $3,641.24 Date: 2/29/2008
Perf: $3,660.64 Date: 1/31/2008
Perf: $3,185.38 Date: 12/31/2007
Perf: $3,120.17 Date: 11/30/2007
Perf: $2,999.01 Date: 10/31/2007
Perf: $3,114.56 Date: 9/30/2007
Perf: $2,918.17 Date: 8/31/2007
Perf: $2,564.29 Date: 7/31/2007
Perf: $2,908.68 Date: 6/30/2007
Perf: $2,849.69 Date: 5/31/2007
Perf: $2,668.00 Date: 4/30/2007
Perf: $2,689.25 Date: 3/31/2007
Perf: $2,530.82 Date: 2/28/2007
Perf: $2,543.54 Date: 1/31/2007
Perf: $2,628.43 Date: 12/31/2006
Perf: $2,641.38 Date: 11/30/2006
Perf: $2,575.95 Date: 10/31/2006
Perf: $2,431.29 Date: 9/30/2006
Perf: $2,262.08 Date: 8/31/2006
Perf: $2,256.44 Date: 7/31/2006
Perf: $2,248.35 Date: 6/30/2006
Perf: $2,393.90 Date: 5/31/2006
Perf: $2,472.52 Date: 4/30/2006
Perf: $2,450.23 Date: 3/31/2006
Perf: $2,137.69 Date: 2/28/2006
Perf: $2,126.00 Date: 1/31/2006
Perf: $2,192.21 Date: 12/31/2005
Perf: $2,101.02 Date: 11/30/2005
Perf: $2,173.85 Date: 10/31/2005
Perf: $2,083.03 Date: 9/30/2005
Perf: $2,080.74 Date: 8/31/2005
Perf: $2,021.31 Date: 7/31/2005
Perf: $1,974.90 Date: 6/30/2005
Perf: $2,057.62 Date: 5/31/2005
Perf: $1,956.84 Date: 4/30/2005
Perf: $1,928.30 Date: 3/31/2005
Perf: $1,997.41 Date: 2/28/2005
Perf: $1,989.25 Date: 1/31/2005
Perf: $1,939.22 Date: 12/31/2004
Perf: $2,100.32 Date: 11/30/2004
Perf: $2,128.41 Date: 10/31/2004
Perf: $2,141.26 Date: 9/30/2004
Perf: $2,015.68 Date: 8/31/2004
Perf: $2,035.84 Date: 7/31/2004
Perf: $2,061.61 Date: 6/30/2004
Perf: $2,033.95 Date: 5/31/2004
Perf: $2,259.44 Date: 4/30/2004
Perf: $2,230.44 Date: 3/31/2004
Perf: $2,362.76 Date: 2/29/2004
Perf: $2,395.82 Date: 1/31/2004
Perf: $2,305.22 Date: 12/31/2003
Perf: $2,371.63 Date: 11/30/2003
Perf: $2,345.13 Date: 10/31/2003
Perf: $2,424.66 Date: 9/30/2003
Perf: $2,542.10 Date: 8/31/2003
Perf: $2,438.94 Date: 7/31/2003
Perf: $2,394.64 Date: 6/30/2003
Perf: $2,440.02 Date: 5/31/2003
Perf: $2,557.40 Date: 4/30/2003
Perf: $2,236.28 Date: 3/31/2003
Perf: $2,428.09 Date: 2/28/2003
Perf: $2,405.72 Date: 1/31/2003
Perf: $2,266.13 Date: 12/31/2002
Perf: $2,308.61 Date: 11/30/2002
Perf: $1,974.52 Date: 10/31/2002
Perf: $2,046.13 Date: 9/30/2002
Perf: $2,026.07 Date: 8/31/2002
Perf: $1,895.30 Date: 7/31/2002
Perf: $1,879.70 Date: 6/30/2002
Perf: $1,811.58 Date: 5/31/2002
Perf: $1,658.65 Date: 4/30/2002
Perf: $1,701.01 Date: 3/31/2002
Perf: $1,725.86 Date: 2/28/2002
Perf: $1,481.04 Date: 1/31/2002
Perf: $1,716.36 Date: 12/31/2001
Perf: $1,649.55 Date: 11/30/2001
Perf: $1,493.89 Date: 10/31/2001
Perf: $1,485.27 Date: 9/30/2001
Perf: $1,442.43 Date: 8/31/2001
Perf: $1,343.30 Date: 7/31/2001
Perf: $1,406.89 Date: 6/30/2001
Perf: $1,356.95 Date: 5/31/2001
Perf: $1,387.48 Date: 4/30/2001
Perf: $1,335.53 Date: 3/31/2001
Perf: $1,414.60 Date: 2/28/2001
Perf: $1,261.80 Date: 1/31/2001
Perf: $1,334.25 Date: 12/31/2000
Perf: $1,407.73 Date: 11/30/2000
Perf: $1,192.49 Date: 10/31/2000
Perf: $1,104.46 Date: 9/30/2000
Perf: $1,053.37 Date: 8/31/2000
Perf: $1,084.05 Date: 7/31/2000
Perf: $1,050.74 Date: 6/30/2000
Perf: $1,078.46 Date: 5/31/2000
Perf: $1,125.27 Date: 4/30/2000
Perf: $1,041.63 Date: 3/31/2000
Perf: $1,072.19 Date: 2/29/2000
Perf: $1,000.73 Date: 1/31/2000
Perf: $1,016.39 Date: 12/31/1999
Perf: $975.61 Date: 11/30/1999
Perf: $964.89 Date: 10/31/1999
Perf: $925.47 Date: 9/30/1999
Perf: $976.85 Date: 8/31/1999
Perf: $966.03 Date: 7/31/1999
Perf: $983.04 Date: 6/30/1999
Perf: $1,000.75 Date: 5/31/1999
Perf: $973.40 Date: 4/30/1999
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 04/99 - 10/17
Date: 10/31/2017
Return: 6.78 % Date: 9/30/2017
Return: 0.56 % Date: 8/31/2017
Return: -1.99 % Date: 7/31/2017
Return: -2.30 % Date: 6/30/2017
Return: -0.82 % Date: 5/31/2017
Return: -2.75 % Date: 4/30/2017
Return: -0.02 % Date: 3/31/2017
Return: -0.86 % Date: 2/28/2017
Return: -4.14 % Date: 1/31/2017
Return: -6.31 % Date: 12/31/2016
Return: 4.51 % Date: 11/30/2016
Return: 0.20 % Date: 10/31/2016
Return: -2.65 % Date: 9/30/2016
Return: -7.64 % Date: 8/31/2016
Return: -6.30 % Date: 7/31/2016
Return: 2.16 % Date: 6/30/2016
Return: 6.60 % Date: 5/31/2016
Return: -3.62 % Date: 4/30/2016
Return: -0.58 % Date: 3/31/2016
Return: -6.72 % Date: 2/29/2016
Return: 9.19 % Date: 1/31/2016
Return: 14.16 % Date: 12/31/2015
Return: -5.47 % Date: 11/30/2015
Return: 8.72 % Date: 10/31/2015
Return: 2.17 % Date: 9/30/2015
Return: -1.64 % Date: 8/31/2015
Return: -2.01 % Date: 7/31/2015
Return: 7.39 % Date: 6/30/2015
Return: -10.70 % Date: 5/31/2015
Return: -1.65 % Date: 4/30/2015
Return: 0.33 % Date: 3/31/2015
Return: 2.90 % Date: 2/28/2015
Return: -0.68 % Date: 1/31/2015
Return: 7.97 % Date: 12/31/2014
Return: 3.23 % Date: 11/30/2014
Return: 5.24 % Date: 10/31/2014
Return: 3.75 % Date: 9/30/2014
Return: 3.20 % Date: 8/31/2014
Return: 5.83 % Date: 7/31/2014
Return: -2.29 % Date: 6/30/2014
Return: 1.89 % Date: 5/31/2014
Return: 3.20 % Date: 4/30/2014
Return: -5.36 % Date: 3/31/2014
Return: -4.51 % Date: 2/28/2014
Return: 0.10 % Date: 1/31/2014
Return: 1.62 % Date: 12/31/2013
Return: 4.39 % Date: 11/30/2013
Return: 2.11 % Date: 10/31/2013
Return: -0.25 % Date: 9/30/2013
Return: -1.68 % Date: 8/31/2013
Return: -1.42 % Date: 7/31/2013
Return: 1.86 % Date: 6/30/2013
Return: 0.86 % Date: 5/31/2013
Return: -3.46 % Date: 4/30/2013
Return: 9.07 % Date: 3/31/2013
Return: -0.53 % Date: 2/28/2013
Return: 4.45 % Date: 1/31/2013
Return: 0.07 % Date: 12/31/2012
Return: 3.56 % Date: 11/30/2012
Return: -0.70 % Date: 10/31/2012
Return: -2.62 % Date: 9/30/2012
Return: -3.91 % Date: 8/31/2012
Return: -3.47 % Date: 7/31/2012
Return: 5.75 % Date: 6/30/2012
Return: -3.34 % Date: 5/31/2012
Return: 8.66 % Date: 4/30/2012
Return: -2.25 % Date: 3/31/2012
Return: -5.14 % Date: 2/29/2012
Return: 2.32 % Date: 1/31/2012
Return: 3.07 % Date: 12/31/2011
Return: 2.10 % Date: 11/30/2011
Return: -2.91 % Date: 10/31/2011
Return: -3.85 % Date: 9/30/2011
Return: -4.11 % Date: 8/31/2011
Return: 0.97 % Date: 7/31/2011
Return: 11.38 % Date: 6/30/2011
Return: -9.40 % Date: 5/31/2011
Return: -5.93 % Date: 4/30/2011
Return: 16.41 % Date: 3/31/2011
Return: -6.53 % Date: 2/28/2011
Return: 5.84 % Date: 1/31/2011
Return: -4.91 % Date: 12/31/2010
Return: 10.10 % Date: 11/30/2010
Return: -6.82 % Date: 10/31/2010
Return: 6.14 % Date: 9/30/2010
Return: 7.52 % Date: 8/31/2010
Return: 6.97 % Date: 7/31/2010
Return: -2.24 % Date: 6/30/2010
Return: -1.52 % Date: 5/31/2010
Return: 3.26 % Date: 4/30/2010
Return: 1.85 % Date: 3/31/2010
Return: 1.58 % Date: 2/28/2010
Return: 0.19 % Date: 1/31/2010
Return: -6.93 % Date: 12/31/2009
Return: -11.16 % Date: 11/30/2009
Return: 1.77 % Date: 10/31/2009
Return: -5.17 % Date: 9/30/2009
Return: 3.60 % Date: 8/31/2009
Return: -1.73 % Date: 7/31/2009
Return: 0.57 % Date: 6/30/2009
Return: 0.36 % Date: 5/31/2009
Return: 13.30 % Date: 4/30/2009
Return: -2.43 % Date: 3/31/2009
Return: -7.57 % Date: 2/28/2009
Return: -2.32 % Date: 1/31/2009
Return: 0.38 % Date: 12/31/2008
Return: 4.98 % Date: 11/30/2008
Return: 10.10 % Date: 10/31/2008
Return: 20.59 % Date: 9/30/2008
Return: -1.26 % Date: 8/31/2008
Return: 1.36 % Date: 7/31/2008
Return: -13.55 % Date: 6/30/2008
Return: 4.22 % Date: 5/31/2008
Return: 4.88 % Date: 4/30/2008
Return: 1.26 % Date: 3/31/2008
Return: -0.53 % Date: 2/29/2008
Return: 14.92 % Date: 1/31/2008
Return: 2.09 % Date: 12/31/2007
Return: 4.04 % Date: 11/30/2007
Return: -3.71 % Date: 10/31/2007
Return: 6.73 % Date: 9/30/2007
Return: 13.80 % Date: 8/31/2007
Return: -11.84 % Date: 7/31/2007
Return: 2.07 % Date: 6/30/2007
Return: 6.81 % Date: 5/31/2007
Return: -0.79 % Date: 4/30/2007
Return: 6.26 % Date: 3/31/2007
Return: -0.50 % Date: 2/28/2007
Return: -3.23 % Date: 1/31/2007
Return: -0.49 % Date: 12/31/2006
Return: 2.54 % Date: 11/30/2006
Return: 5.95 % Date: 10/31/2006
Return: 7.48 % Date: 9/30/2006
Return: 0.25 % Date: 8/31/2006
Return: 0.36 % Date: 7/31/2006
Return: -6.08 % Date: 6/30/2006
Return: -3.18 % Date: 5/31/2006
Return: 0.91 % Date: 4/30/2006
Return: 14.62 % Date: 3/31/2006
Return: 0.55 % Date: 2/28/2006
Return: -3.02 % Date: 1/31/2006
Return: 4.34 % Date: 12/31/2005
Return: -3.35 % Date: 11/30/2005
Return: 4.36 % Date: 10/31/2005
Return: 0.11 % Date: 9/30/2005
Return: 2.94 % Date: 8/31/2005
Return: 2.35 % Date: 7/31/2005
Return: -4.02 % Date: 6/30/2005
Return: 5.15 % Date: 5/31/2005
Return: 1.48 % Date: 4/30/2005
Return: -3.46 % Date: 3/31/2005
Return: 0.41 % Date: 2/28/2005
Return: 2.58 % Date: 1/31/2005
Return: -7.67 % Date: 12/31/2004
Return: -1.32 % Date: 11/30/2004
Return: -0.60 % Date: 10/31/2004
Return: 6.23 % Date: 9/30/2004
Return: -0.99 % Date: 8/31/2004
Return: -1.25 % Date: 7/31/2004
Return: 1.36 % Date: 6/30/2004
Return: -9.98 % Date: 5/31/2004
Return: 1.30 % Date: 4/30/2004
Return: -5.60 % Date: 3/31/2004
Return: -1.38 % Date: 2/29/2004
Return: 3.93 % Date: 1/31/2004
Return: -2.80 % Date: 12/31/2003
Return: 1.13 % Date: 11/30/2003
Return: -3.28 % Date: 10/31/2003
Return: -4.62 % Date: 9/30/2003
Return: 4.23 % Date: 8/31/2003
Return: 1.85 % Date: 7/31/2003
Return: -1.86 % Date: 6/30/2003
Return: -4.59 % Date: 5/31/2003
Return: 14.36 % Date: 4/30/2003
Return: -7.90 % Date: 3/31/2003
Return: 0.93 % Date: 2/28/2003
Return: 6.16 % Date: 1/31/2003
Return: -1.84 % Date: 12/31/2002
Return: 16.92 % Date: 11/30/2002
Return: -3.50 % Date: 10/31/2002
Return: 0.99 % Date: 9/30/2002
Return: 6.90 % Date: 8/31/2002
Return: 0.83 % Date: 7/31/2002
Return: 3.76 % Date: 6/30/2002
Return: 9.22 % Date: 5/31/2002
Return: -2.49 % Date: 4/30/2002
Return: -1.44 % Date: 3/31/2002
Return: 16.53 % Date: 2/28/2002
Return: -13.71 % Date: 1/31/2002
Return: 4.05 % Date: 12/31/2001
Return: 10.42 % Date: 11/30/2001
Return: 0.58 % Date: 10/31/2001
Return: 2.97 % Date: 9/30/2001
Return: 7.38 % Date: 8/31/2001
Return: -4.52 % Date: 7/31/2001
Return: 3.68 % Date: 6/30/2001
Return: -2.20 % Date: 5/31/2001
Return: 3.89 % Date: 4/30/2001
Return: -5.59 % Date: 3/31/2001
Return: 12.11 % Date: 2/28/2001
Return: -5.43 % Date: 1/31/2001
Return: -5.22 % Date: 12/31/2000
Return: 18.05 % Date: 11/30/2000
Return: 7.97 % Date: 10/31/2000
Return: 4.85 % Date: 9/30/2000
Return: -2.83 % Date: 8/31/2000
Return: 3.17 % Date: 7/31/2000
Return: -2.57 % Date: 6/30/2000
Return: -4.16 % Date: 5/31/2000
Return: 8.03 % Date: 4/30/2000
Return: -2.85 % Date: 3/31/2000
Return: 7.14 % Date: 2/29/2000
Return: -1.54 % Date: 1/31/2000
Return: 4.18 % Date: 12/31/1999
Return: 1.11 % Date: 11/30/1999
Return: 4.26 % Date: 10/31/1999
Return: -5.26 % Date: 9/30/1999
Return: 1.12 % Date: 8/31/1999
Return: -1.73 % Date: 7/31/1999
Return: -1.77 % Date: 6/30/1999
Return: 2.81 % Date: 5/31/1999
Return: -2.66 % Date: 4/30/1999
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 04/99 - 10/17
Return: 11.00 %
Count: 1 Return: -9.00 %
Count: 1 Return: 16.00 %
Count: 1 Return: -7.00 %
Count: 4 Return: -11.00 %
Count: 2 Return: 13.00 %
Count: 1 Return: 21.00 %
Count: 1 Return: -12.00 %
Count: 1 Return: 15.00 %
Count: 2 Return: -10.00 %
Count: 1 Return: 2.00 %
Count: 15 Return: 14.00 %
Count: 3 Return: -8.00 %
Count: 4 Return: 6.00 %
Count: 8 Return: 9.00 %
Count: 5 Return: -1.00 %
Count: 17 Return: 17.00 %
Count: 2 Return: -14.00 %
Count: 2 Return: 10.00 %
Count: 3 Return: -6.00 %
Count: 6 Return: 12.00 %
Count: 1 Return: 18.00 %
Count: 1 Return: 5.00 %
Count: 6 Return: -4.00 %
Count: 9 Return: 8.00 %
Count: 4 Return: 7.00 %
Count: 10 Return: 4.00 %
Count: 17 Return: -5.00 %
Count: 12 Return: 1.00 %
Count: 18 Return: -2.00 %
Count: 20 Return: 3.00 %
Count: 12 Return: -3.00 %
Count: 18 Return: 0.00 %
Count: 15
Note: All performance data is since program inception.

Underwater Curve
Date Range: 04/99 - 10/17
Date: 10/31/2017
Drawdown: -24.18 % Date: 9/30/2017
Drawdown: -29.00 % Date: 8/31/2017
Drawdown: -29.39 % Date: 7/31/2017
Drawdown: -27.96 % Date: 6/30/2017
Drawdown: -26.26 % Date: 5/31/2017
Drawdown: -25.65 % Date: 4/30/2017
Drawdown: -23.55 % Date: 3/31/2017
Drawdown: -23.54 % Date: 2/28/2017
Drawdown: -22.87 % Date: 1/31/2017
Drawdown: -19.54 % Date: 12/31/2016
Drawdown: -14.12 % Date: 11/30/2016
Drawdown: -17.83 % Date: 10/31/2016
Drawdown: -17.99 % Date: 9/30/2016
Drawdown: -15.76 % Date: 8/31/2016
Drawdown: -8.79 % Date: 7/31/2016
Drawdown: -2.66 % Date: 6/30/2016
Drawdown: -4.72 % Date: 5/31/2016
Drawdown: -10.62 % Date: 4/30/2016
Drawdown: -7.26 % Date: 3/31/2016
Drawdown: -6.72 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -5.47 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: -7.12 % Date: 9/30/2015
Drawdown: -9.09 % Date: 8/31/2015
Drawdown: -7.58 % Date: 7/31/2015
Drawdown: -5.68 % Date: 6/30/2015
Drawdown: -12.17 % Date: 5/31/2015
Drawdown: -1.65 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.68 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: -1.74 % Date: 7/31/2014
Drawdown: -7.15 % Date: 6/30/2014
Drawdown: -4.97 % Date: 5/31/2014
Drawdown: -6.74 % Date: 4/30/2014
Drawdown: -9.63 % Date: 3/31/2014
Drawdown: -4.51 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: -2.09 % Date: 10/31/2013
Drawdown: -4.11 % Date: 9/30/2013
Drawdown: -3.87 % Date: 8/31/2013
Drawdown: -2.23 % Date: 7/31/2013
Drawdown: -0.82 % Date: 6/30/2013
Drawdown: -2.63 % Date: 5/31/2013
Drawdown: -3.46 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -8.11 % Date: 2/28/2013
Drawdown: -7.62 % Date: 1/31/2013
Drawdown: -11.56 % Date: 12/31/2012
Drawdown: -11.62 % Date: 11/30/2012
Drawdown: -14.66 % Date: 10/31/2012
Drawdown: -14.06 % Date: 9/30/2012
Drawdown: -11.75 % Date: 8/31/2012
Drawdown: -8.16 % Date: 7/31/2012
Drawdown: -4.85 % Date: 6/30/2012
Drawdown: -10.03 % Date: 5/31/2012
Drawdown: -6.92 % Date: 4/30/2012
Drawdown: -14.34 % Date: 3/31/2012
Drawdown: -12.36 % Date: 2/29/2012
Drawdown: -7.62 % Date: 1/31/2012
Drawdown: -9.71 % Date: 12/31/2011
Drawdown: -12.40 % Date: 11/30/2011
Drawdown: -14.20 % Date: 10/31/2011
Drawdown: -11.63 % Date: 9/30/2011
Drawdown: -8.09 % Date: 8/31/2011
Drawdown: -4.15 % Date: 7/31/2011
Drawdown: -5.07 % Date: 6/30/2011
Drawdown: -14.77 % Date: 5/31/2011
Drawdown: -5.93 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -6.53 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -4.91 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -6.82 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -5.43 % Date: 8/31/2010
Drawdown: -12.04 % Date: 7/31/2010
Drawdown: -17.77 % Date: 6/30/2010
Drawdown: -15.89 % Date: 5/31/2010
Drawdown: -14.59 % Date: 4/30/2010
Drawdown: -17.29 % Date: 3/31/2010
Drawdown: -18.79 % Date: 2/28/2010
Drawdown: -20.05 % Date: 1/31/2010
Drawdown: -20.20 % Date: 12/31/2009
Drawdown: -14.26 % Date: 11/30/2009
Drawdown: -3.49 % Date: 10/31/2009
Drawdown: -5.17 % Date: 9/30/2009
Drawdown: 0.00 % Date: 8/31/2009
Drawdown: -1.73 % Date: 7/31/2009
Drawdown: 0.00 % Date: 6/30/2009
Drawdown: 0.00 % Date: 5/31/2009
Drawdown: -0.19 % Date: 4/30/2009
Drawdown: -11.91 % Date: 3/31/2009
Drawdown: -9.71 % Date: 2/28/2009
Drawdown: -2.32 % Date: 1/31/2009
Drawdown: 0.00 % Date: 12/31/2008
Drawdown: 0.00 % Date: 11/30/2008
Drawdown: 0.00 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: -13.48 % Date: 8/31/2008
Drawdown: -12.37 % Date: 7/31/2008
Drawdown: -13.55 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: 0.00 % Date: 4/30/2008
Drawdown: 0.00 % Date: 3/31/2008
Drawdown: -0.53 % Date: 2/29/2008
Drawdown: 0.00 % Date: 1/31/2008
Drawdown: 0.00 % Date: 12/31/2007
Drawdown: 0.00 % Date: 11/30/2007
Drawdown: -3.71 % Date: 10/31/2007
Drawdown: 0.00 % Date: 9/30/2007
Drawdown: 0.00 % Date: 8/31/2007
Drawdown: -11.84 % Date: 7/31/2007
Drawdown: 0.00 % Date: 6/30/2007
Drawdown: 0.00 % Date: 5/31/2007
Drawdown: -0.79 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: -4.19 % Date: 2/28/2007
Drawdown: -3.70 % Date: 1/31/2007
Drawdown: -0.49 % Date: 12/31/2006
Drawdown: 0.00 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: -4.93 % Date: 9/30/2006
Drawdown: -11.55 % Date: 8/31/2006
Drawdown: -11.77 % Date: 7/31/2006
Drawdown: -12.08 % Date: 6/30/2006
Drawdown: -6.39 % Date: 5/31/2006
Drawdown: -3.32 % Date: 4/30/2006
Drawdown: -4.19 % Date: 3/31/2006
Drawdown: -16.41 % Date: 2/28/2006
Drawdown: -16.87 % Date: 1/31/2006
Drawdown: -14.28 % Date: 12/31/2005
Drawdown: -17.85 % Date: 11/30/2005
Drawdown: -15.00 % Date: 10/31/2005
Drawdown: -18.55 % Date: 9/30/2005
Drawdown: -18.64 % Date: 8/31/2005
Drawdown: -20.96 % Date: 7/31/2005
Drawdown: -22.78 % Date: 6/30/2005
Drawdown: -19.54 % Date: 5/31/2005
Drawdown: -23.48 % Date: 4/30/2005
Drawdown: -24.60 % Date: 3/31/2005
Drawdown: -21.90 % Date: 2/28/2005
Drawdown: -22.22 % Date: 1/31/2005
Drawdown: -24.17 % Date: 12/31/2004
Drawdown: -17.87 % Date: 11/30/2004
Drawdown: -16.77 % Date: 10/31/2004
Drawdown: -16.27 % Date: 9/30/2004
Drawdown: -21.18 % Date: 8/31/2004
Drawdown: -20.39 % Date: 7/31/2004
Drawdown: -19.39 % Date: 6/30/2004
Drawdown: -20.47 % Date: 5/31/2004
Drawdown: -11.65 % Date: 4/30/2004
Drawdown: -12.78 % Date: 3/31/2004
Drawdown: -7.61 % Date: 2/29/2004
Drawdown: -6.32 % Date: 1/31/2004
Drawdown: -9.86 % Date: 12/31/2003
Drawdown: -7.26 % Date: 11/30/2003
Drawdown: -8.30 % Date: 10/31/2003
Drawdown: -5.19 % Date: 9/30/2003
Drawdown: -0.60 % Date: 8/31/2003
Drawdown: -4.63 % Date: 7/31/2003
Drawdown: -6.36 % Date: 6/30/2003
Drawdown: -4.59 % Date: 5/31/2003
Drawdown: 0.00 % Date: 4/30/2003
Drawdown: -7.90 % Date: 3/31/2003
Drawdown: 0.00 % Date: 2/28/2003
Drawdown: 0.00 % Date: 1/31/2003
Drawdown: -1.84 % Date: 12/31/2002
Drawdown: 0.00 % Date: 11/30/2002
Drawdown: -3.50 % Date: 10/31/2002
Drawdown: 0.00 % Date: 9/30/2002
Drawdown: 0.00 % Date: 8/31/2002
Drawdown: 0.00 % Date: 7/31/2002
Drawdown: 0.00 % Date: 6/30/2002
Drawdown: 0.00 % Date: 5/31/2002
Drawdown: -3.89 % Date: 4/30/2002
Drawdown: -1.44 % Date: 3/31/2002
Drawdown: 0.00 % Date: 2/28/2002
Drawdown: -13.71 % Date: 1/31/2002
Drawdown: 0.00 % Date: 12/31/2001
Drawdown: 0.00 % Date: 11/30/2001
Drawdown: 0.00 % Date: 10/31/2001
Drawdown: 0.00 % Date: 9/30/2001
Drawdown: 0.00 % Date: 8/31/2001
Drawdown: -5.04 % Date: 7/31/2001
Drawdown: -0.55 % Date: 6/30/2001
Drawdown: -4.08 % Date: 5/31/2001
Drawdown: -1.92 % Date: 4/30/2001
Drawdown: -5.59 % Date: 3/31/2001
Drawdown: 0.00 % Date: 2/28/2001
Drawdown: -10.37 % Date: 1/31/2001
Drawdown: -5.22 % Date: 12/31/2000
Drawdown: 0.00 % Date: 11/30/2000
Drawdown: 0.00 % Date: 10/31/2000
Drawdown: -1.85 % Date: 9/30/2000
Drawdown: -6.39 % Date: 8/31/2000
Drawdown: -3.66 % Date: 7/31/2000
Drawdown: -6.62 % Date: 6/30/2000
Drawdown: -4.16 % Date: 5/31/2000
Drawdown: 0.00 % Date: 4/30/2000
Drawdown: -2.85 % Date: 3/31/2000
Drawdown: 0.00 % Date: 2/29/2000
Drawdown: -1.54 % Date: 1/31/2000
Drawdown: 0.00 % Date: 12/31/1999
Drawdown: -2.51 % Date: 11/30/1999
Drawdown: -3.58 % Date: 10/31/1999
Drawdown: -7.52 % Date: 9/30/1999
Drawdown: -2.39 % Date: 8/31/1999
Drawdown: -3.47 % Date: 7/31/1999
Drawdown: -1.77 % Date: 6/30/1999
Drawdown: 0.00 % Date: 5/31/1999
Drawdown: -2.66 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Quest Partners LLC
Address: 126 East 56th 25th Floor
City: New York
State: NY
Zip: 10022
Country: USA
Key People
Name:  Nigol Koulajain
Position:  Principal
Biography: 


Name:  Paul Czkwianianc
Position:  Principal
Biography: 

Head of Research


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.