Altegris Clearing Solutions Mobius Asset Management, Inc. Energy Trading Program
Monthly Performance (%)
Date Range: 12/04 - 02/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -0.15 -0.55 -0.70
2016 0.35 1.10 -0.77 -0.83 -1.71 0.61 -1.06 -1.99 -1.57 -0.75 -0.35 0.50 -6.33
2015 -0.55 -0.05 0.15 0.06 -0.65 -0.25 -0.26 1.66 -0.89 1.10 -0.25 0.80 0.84
2014 -0.94 -1.09 -1.15 -1.22 -0.46 0.13 -0.35 -0.11 -0.19 -0.28 -0.15 -1.60 -7.18
2013 -0.67 -0.40 -0.12 0.97 0.57 -1.64 -0.84 0.22 -1.17 0.24 -0.22 -0.68 -3.71
2012 -1.00 0.15 -1.18 -0.40 -0.12 -0.24 -0.04 0.40 0.16 0.09 0.26 -0.32 -2.23
2011 0.63 0.24 -0.17 -0.52 0.24 -2.18 -0.05 0.42 0.69 -0.22 -1.17 -1.30 -3.38
2010 -1.68 0.26 -1.44 2.89 1.25 1.05 -1.56 1.21 -0.36 0.14 0.13 -0.07 1.74
2009 3.16 1.51 -1.11 -1.22 1.87 -0.15 1.84 -2.21 1.32 1.92 2.52 2.06 11.96
2008 2.15 0.86 1.89 4.00 -0.48 0.83 -1.32 -0.97 2.22 -2.67 -1.80 1.49 6.15
2007 0.82 2.61 -0.66 1.26 -1.00 -2.26 3.90 1.90 4.18 4.56 0.42 4.11 21.41
2006 1.67 -3.40 -1.09 3.47 1.91 4.48 4.03 -3.40 -1.70 1.06 0.90 0.01 7.81
2005 -2.01 1.27 4.01 2.22 -1.15 5.44 0.71 5.93 1.19 -5.10 -1.60 1.43 12.44
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The Mobius Asset Management Energy Trading Program combines both Trend Following and Counter Trend systematical technical methodologies. Trading decisions are driven by a proprietary multi-system approach that seeks to capture changes in short term and long-term price momentum. One of the significances of the program is its capacity to respond quickly to directional changes. A strict money management discipline is in place. Each commodity traded has specific entry and exit points along with stop levels for existing positions. These are updated daily.

Performance Statistics
Date Range: 12/04 - 02/17
  Program SP500 TR Altegris 40
Total Return 40.94% 160.51% 44.38%
Annualized Return 2.86% 8.13% 3.04%
Annualized Std. Deviation 6.06% 14.07% 8.99%
Correlation -0.09 0.05
Sharpe Ratio (rf=2.5%) 0.06 0.40 0.06
Worst Month -5.10% -16.79% -5.20%
Date of Worst Month 10/2005 10/2008 06/2015
Worst Drawdown -21.49% -50.95% -15.74%
Date of Worst Drawdown 2/11 - 2/17 10/07 - 2/09 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 12/04 - 02/17
Year or YTD Program SP500 TR Altegris 40
2017 -0.70 5.95 0.86
2016 -6.33 11.98 -3.13
2015 0.84 1.41 0.09
2014 -7.18 13.69 15.75
2013 -3.71 32.41 -2.45
2012 -2.23 15.98 -4.75
2011 -3.38 2.12 -3.23
2010 1.74 15.06 11.33
2009 11.96 26.45 -7.98
2008 6.15 -36.99 15.47
2007 21.41 5.50 7.18
2006 7.81 15.79 6.70
2005 12.44 4.89 4.51
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 12/04 - 02/17
Date: 2/28/2017
Perf: $1,439.08 Date: 1/31/2017
Perf: $1,408.38 Date: 12/31/2016
Perf: $1,426.78 Date: 11/30/2016
Perf: $1,416.02 Date: 10/31/2016
Perf: $1,431.77 Date: 9/30/2016
Perf: $1,469.69 Date: 8/31/2016
Perf: $1,488.90 Date: 7/31/2016
Perf: $1,530.05 Date: 6/30/2016
Perf: $1,514.61 Date: 5/31/2016
Perf: $1,452.86 Date: 4/30/2016
Perf: $1,478.74 Date: 3/31/2016
Perf: $1,516.81 Date: 2/29/2016
Perf: $1,561.63 Date: 1/31/2016
Perf: $1,524.13 Date: 12/31/2015
Perf: $1,472.88 Date: 11/30/2015
Perf: $1,507.55 Date: 10/31/2015
Perf: $1,457.84 Date: 9/30/2015
Perf: $1,483.65 Date: 8/31/2015
Perf: $1,452.14 Date: 7/31/2015
Perf: $1,477.71 Date: 6/30/2015
Perf: $1,422.10 Date: 5/31/2015
Perf: $1,500.11 Date: 4/30/2015
Perf: $1,510.99 Date: 3/31/2015
Perf: $1,571.65 Date: 2/28/2015
Perf: $1,537.67 Date: 1/31/2015
Perf: $1,540.14 Date: 12/31/2014
Perf: $1,471.56 Date: 11/30/2014
Perf: $1,446.11 Date: 10/31/2014
Perf: $1,364.90 Date: 9/30/2014
Perf: $1,345.12 Date: 8/31/2014
Perf: $1,325.38 Date: 7/31/2014
Perf: $1,271.59 Date: 6/30/2014
Perf: $1,281.84 Date: 5/31/2014
Perf: $1,270.91 Date: 4/30/2014
Perf: $1,239.19 Date: 3/31/2014
Perf: $1,229.84 Date: 2/28/2014
Perf: $1,248.32 Date: 1/31/2014
Perf: $1,238.17 Date: 12/31/2013
Perf: $1,271.35 Date: 11/30/2013
Perf: $1,273.13 Date: 10/31/2013
Perf: $1,250.50 Date: 9/30/2013
Perf: $1,222.50 Date: 8/31/2013
Perf: $1,229.88 Date: 7/31/2013
Perf: $1,253.96 Date: 6/30/2013
Perf: $1,264.96 Date: 5/31/2013
Perf: $1,314.79 Date: 4/30/2013
Perf: $1,373.87 Date: 3/31/2013
Perf: $1,339.31 Date: 2/28/2013
Perf: $1,320.30 Date: 1/31/2013
Perf: $1,328.00 Date: 12/31/2012
Perf: $1,303.24 Date: 11/30/2012
Perf: $1,296.89 Date: 10/31/2012
Perf: $1,293.27 Date: 9/30/2012
Perf: $1,341.84 Date: 8/31/2012
Perf: $1,364.35 Date: 7/31/2012
Perf: $1,383.16 Date: 6/30/2012
Perf: $1,328.82 Date: 5/31/2012
Perf: $1,380.73 Date: 4/30/2012
Perf: $1,354.99 Date: 3/31/2012
Perf: $1,346.90 Date: 2/29/2012
Perf: $1,378.19 Date: 1/31/2012
Perf: $1,372.56 Date: 12/31/2011
Perf: $1,368.18 Date: 11/30/2011
Perf: $1,355.17 Date: 10/31/2011
Perf: $1,351.12 Date: 9/30/2011
Perf: $1,406.83 Date: 8/31/2011
Perf: $1,407.68 Date: 7/31/2011
Perf: $1,410.50 Date: 6/30/2011
Perf: $1,361.61 Date: 5/31/2011
Perf: $1,397.96 Date: 4/30/2011
Perf: $1,450.92 Date: 3/31/2011
Perf: $1,396.46 Date: 2/28/2011
Perf: $1,418.16 Date: 1/31/2011
Perf: $1,394.45 Date: 12/31/2010
Perf: $1,413.82 Date: 11/30/2010
Perf: $1,355.66 Date: 10/31/2010
Perf: $1,405.41 Date: 9/30/2010
Perf: $1,352.92 Date: 8/31/2010
Perf: $1,328.74 Date: 7/31/2010
Perf: $1,275.91 Date: 6/30/2010
Perf: $1,292.59 Date: 5/31/2010
Perf: $1,287.70 Date: 4/30/2010
Perf: $1,319.63 Date: 3/31/2010
Perf: $1,299.62 Date: 2/28/2010
Perf: $1,249.99 Date: 1/31/2010
Perf: $1,238.35 Date: 12/31/2009
Perf: $1,269.97 Date: 11/30/2009
Perf: $1,322.89 Date: 10/31/2009
Perf: $1,271.64 Date: 9/30/2009
Perf: $1,305.05 Date: 8/31/2009
Perf: $1,274.71 Date: 7/31/2009
Perf: $1,270.52 Date: 6/30/2009
Perf: $1,271.92 Date: 5/31/2009
Perf: $1,306.68 Date: 4/30/2009
Perf: $1,288.89 Date: 3/31/2009
Perf: $1,332.46 Date: 2/28/2009
Perf: $1,370.42 Date: 1/31/2009
Perf: $1,371.11 Date: 12/31/2008
Perf: $1,380.08 Date: 11/30/2008
Perf: $1,345.50 Date: 10/31/2008
Perf: $1,297.87 Date: 9/30/2008
Perf: $1,234.30 Date: 8/31/2008
Perf: $1,231.71 Date: 7/31/2008
Perf: $1,265.50 Date: 6/30/2008
Perf: $1,326.38 Date: 5/31/2008
Perf: $1,291.89 Date: 4/30/2008
Perf: $1,265.82 Date: 3/31/2008
Perf: $1,280.54 Date: 2/29/2008
Perf: $1,286.20 Date: 1/31/2008
Perf: $1,216.96 Date: 12/31/2007
Perf: $1,195.20 Date: 11/30/2007
Perf: $1,197.96 Date: 10/31/2007
Perf: $1,205.80 Date: 9/30/2007
Perf: $1,155.97 Date: 8/31/2007
Perf: $1,104.40 Date: 7/31/2007
Perf: $1,147.19 Date: 6/30/2007
Perf: $1,183.77 Date: 5/31/2007
Perf: $1,150.52 Date: 4/30/2007
Perf: $1,110.86 Date: 3/31/2007
Perf: $1,066.08 Date: 2/28/2007
Perf: $1,091.63 Date: 1/31/2007
Perf: $1,134.16 Date: 12/31/2006
Perf: $1,115.09 Date: 11/30/2006
Perf: $1,078.63 Date: 10/31/2006
Perf: $1,052.84 Date: 9/30/2006
Perf: $1,041.38 Date: 8/31/2006
Perf: $1,052.54 Date: 7/31/2006
Perf: $1,040.88 Date: 6/30/2006
Perf: $1,056.52 Date: 5/31/2006
Perf: $1,071.19 Date: 4/30/2006
Perf: $1,100.35 Date: 3/31/2006
Perf: $1,074.14 Date: 2/28/2006
Perf: $1,046.11 Date: 1/31/2006
Perf: $1,065.07 Date: 12/31/2005
Perf: $1,045.11 Date: 11/30/2005
Perf: $1,064.37 Date: 10/31/2005
Perf: $1,020.59 Date: 9/30/2005
Perf: $1,018.96 Date: 8/31/2005
Perf: $1,003.50 Date: 7/31/2005
Perf: $998.11 Date: 6/30/2005
Perf: $997.51 Date: 5/31/2005
Perf: $964.62 Date: 4/30/2005
Perf: $935.71 Date: 3/31/2005
Perf: $959.21 Date: 2/28/2005
Perf: $964.61 Date: 1/31/2005
Perf: $958.00 Date: 12/31/2004
Perf: $1,000.00 Date: 2/28/2017
Perf: $2,519.46 Date: 1/31/2017
Perf: $2,423.26 Date: 12/31/2016
Perf: $2,378.08 Date: 11/30/2016
Perf: $2,331.90 Date: 10/31/2016
Perf: $2,248.70 Date: 9/30/2016
Perf: $2,290.39 Date: 8/31/2016
Perf: $2,289.93 Date: 7/31/2016
Perf: $2,286.73 Date: 6/30/2016
Perf: $2,205.35 Date: 5/31/2016
Perf: $2,199.63 Date: 4/30/2016
Perf: $2,160.74 Date: 3/31/2016
Perf: $2,152.34 Date: 2/29/2016
Perf: $2,015.68 Date: 1/31/2016
Perf: $2,018.30 Date: 12/31/2015
Perf: $2,123.64 Date: 11/30/2015
Perf: $2,157.73 Date: 10/31/2015
Perf: $2,151.28 Date: 9/30/2015
Perf: $1,983.84 Date: 8/31/2015
Perf: $2,034.08 Date: 7/31/2015
Perf: $2,164.61 Date: 6/30/2015
Perf: $2,120.09 Date: 5/31/2015
Perf: $2,162.03 Date: 4/30/2015
Perf: $2,134.49 Date: 3/31/2015
Perf: $2,114.20 Date: 2/28/2015
Perf: $2,148.14 Date: 1/31/2015
Perf: $2,031.34 Date: 12/31/2014
Perf: $2,094.16 Date: 11/30/2014
Perf: $2,099.41 Date: 10/31/2014
Perf: $2,044.41 Date: 9/30/2014
Perf: $1,995.72 Date: 8/31/2014
Perf: $2,024.06 Date: 7/31/2014
Perf: $1,946.21 Date: 6/30/2014
Perf: $1,973.44 Date: 5/31/2014
Perf: $1,933.42 Date: 4/30/2014
Perf: $1,889.03 Date: 3/31/2014
Perf: $1,875.15 Date: 2/28/2014
Perf: $1,859.53 Date: 1/31/2014
Perf: $1,778.26 Date: 12/31/2013
Perf: $1,842.00 Date: 11/30/2013
Perf: $1,796.54 Date: 10/31/2013
Perf: $1,743.37 Date: 9/30/2013
Perf: $1,666.70 Date: 8/31/2013
Perf: $1,615.96 Date: 7/31/2013
Perf: $1,664.22 Date: 6/30/2013
Perf: $1,583.62 Date: 5/31/2013
Perf: $1,605.13 Date: 4/30/2013
Perf: $1,568.43 Date: 3/31/2013
Perf: $1,538.73 Date: 2/28/2013
Perf: $1,483.11 Date: 1/31/2013
Perf: $1,463.21 Date: 12/31/2012
Perf: $1,391.15 Date: 11/30/2012
Perf: $1,378.61 Date: 10/31/2012
Perf: $1,370.66 Date: 9/30/2012
Perf: $1,396.49 Date: 8/31/2012
Perf: $1,361.37 Date: 7/31/2012
Perf: $1,331.41 Date: 6/30/2012
Perf: $1,313.16 Date: 5/31/2012
Perf: $1,261.20 Date: 4/30/2012
Perf: $1,341.84 Date: 3/31/2012
Perf: $1,350.35 Date: 2/29/2012
Perf: $1,307.34 Date: 1/31/2012
Perf: $1,253.20 Date: 12/31/2011
Perf: $1,199.46 Date: 11/30/2011
Perf: $1,187.35 Date: 10/31/2011
Perf: $1,189.97 Date: 9/30/2011
Perf: $1,072.72 Date: 8/31/2011
Perf: $1,153.84 Date: 7/31/2011
Perf: $1,220.09 Date: 6/30/2011
Perf: $1,245.37 Date: 5/31/2011
Perf: $1,266.52 Date: 4/30/2011
Perf: $1,280.99 Date: 3/31/2011
Perf: $1,244.17 Date: 2/28/2011
Perf: $1,243.67 Date: 1/31/2011
Perf: $1,202.43 Date: 12/31/2010
Perf: $1,174.59 Date: 11/30/2010
Perf: $1,101.04 Date: 10/31/2010
Perf: $1,100.93 Date: 9/30/2010
Perf: $1,060.52 Date: 8/31/2010
Perf: $973.67 Date: 7/31/2010
Perf: $1,019.66 Date: 6/30/2010
Perf: $952.86 Date: 5/31/2010
Perf: $1,005.45 Date: 4/30/2010
Perf: $1,092.76 Date: 3/31/2010
Perf: $1,075.76 Date: 2/28/2010
Perf: $1,014.58 Date: 1/31/2010
Perf: $984.08 Date: 12/31/2009
Perf: $1,020.83 Date: 11/30/2009
Perf: $1,001.50 Date: 10/31/2009
Perf: $944.81 Date: 9/30/2009
Perf: $962.71 Date: 8/31/2009
Perf: $928.10 Date: 7/31/2009
Perf: $895.76 Date: 6/30/2009
Perf: $832.80 Date: 5/31/2009
Perf: $831.14 Date: 4/30/2009
Perf: $787.14 Date: 3/31/2009
Perf: $718.39 Date: 2/28/2009
Perf: $660.53 Date: 1/31/2009
Perf: $739.26 Date: 12/31/2008
Perf: $807.31 Date: 11/30/2008
Perf: $798.84 Date: 10/31/2008
Perf: $860.64 Date: 9/30/2008
Perf: $1,034.30 Date: 8/31/2008
Perf: $1,135.47 Date: 7/31/2008
Perf: $1,119.24 Date: 6/30/2008
Perf: $1,128.72 Date: 5/31/2008
Perf: $1,232.63 Date: 4/30/2008
Perf: $1,216.81 Date: 3/31/2008
Perf: $1,160.30 Date: 2/29/2008
Perf: $1,165.32 Date: 1/31/2008
Perf: $1,204.46 Date: 12/31/2007
Perf: $1,281.34 Date: 11/30/2007
Perf: $1,290.24 Date: 10/31/2007
Perf: $1,346.53 Date: 9/30/2007
Perf: $1,325.45 Date: 8/31/2007
Perf: $1,277.67 Date: 7/31/2007
Perf: $1,258.79 Date: 6/30/2007
Perf: $1,299.06 Date: 5/31/2007
Perf: $1,320.99 Date: 4/30/2007
Perf: $1,276.44 Date: 3/31/2007
Perf: $1,222.29 Date: 2/28/2007
Perf: $1,208.75 Date: 1/31/2007
Perf: $1,232.92 Date: 12/31/2006
Perf: $1,214.58 Date: 11/30/2006
Perf: $1,197.81 Date: 10/31/2006
Perf: $1,175.47 Date: 9/30/2006
Perf: $1,138.36 Date: 8/31/2006
Perf: $1,109.73 Date: 7/31/2006
Perf: $1,083.94 Date: 6/30/2006
Perf: $1,077.26 Date: 5/31/2006
Perf: $1,075.75 Date: 4/30/2006
Perf: $1,107.65 Date: 3/31/2006
Perf: $1,093.00 Date: 2/28/2006
Perf: $1,079.62 Date: 1/31/2006
Perf: $1,076.71 Date: 12/31/2005
Perf: $1,048.91 Date: 11/30/2005
Perf: $1,048.60 Date: 10/31/2005
Perf: $1,010.41 Date: 9/30/2005
Perf: $1,027.57 Date: 8/31/2005
Perf: $1,019.31 Date: 7/31/2005
Perf: $1,028.67 Date: 6/30/2005
Perf: $991.78 Date: 5/31/2005
Perf: $990.39 Date: 4/30/2005
Perf: $959.87 Date: 3/31/2005
Perf: $978.46 Date: 2/28/2005
Perf: $996.09 Date: 1/31/2005
Perf: $975.60 Date: 12/31/2004
Perf: $1,000.00 Date: 2/28/2017
Perf: $1,409.37 Date: 1/31/2017
Perf: $1,417.17 Date: 12/31/2016
Perf: $1,419.29 Date: 11/30/2016
Perf: $1,412.23 Date: 10/31/2016
Perf: $1,417.19 Date: 9/30/2016
Perf: $1,427.90 Date: 8/31/2016
Perf: $1,450.68 Date: 7/31/2016
Perf: $1,480.13 Date: 6/30/2016
Perf: $1,495.99 Date: 5/31/2016
Perf: $1,486.92 Date: 4/30/2016
Perf: $1,512.79 Date: 3/31/2016
Perf: $1,525.45 Date: 2/29/2016
Perf: $1,537.29 Date: 1/31/2016
Perf: $1,520.56 Date: 12/31/2015
Perf: $1,515.26 Date: 11/30/2015
Perf: $1,503.23 Date: 10/31/2015
Perf: $1,507.00 Date: 9/30/2015
Perf: $1,490.60 Date: 8/31/2015
Perf: $1,503.99 Date: 7/31/2015
Perf: $1,479.43 Date: 6/30/2015
Perf: $1,483.29 Date: 5/31/2015
Perf: $1,487.00 Date: 4/30/2015
Perf: $1,496.73 Date: 3/31/2015
Perf: $1,495.84 Date: 2/28/2015
Perf: $1,493.60 Date: 1/31/2015
Perf: $1,494.34 Date: 12/31/2014
Perf: $1,502.61 Date: 11/30/2014
Perf: $1,527.04 Date: 10/31/2014
Perf: $1,529.33 Date: 9/30/2014
Perf: $1,533.63 Date: 8/31/2014
Perf: $1,536.55 Date: 7/31/2014
Perf: $1,538.24 Date: 6/30/2014
Perf: $1,543.64 Date: 5/31/2014
Perf: $1,541.64 Date: 4/30/2014
Perf: $1,548.76 Date: 3/31/2014
Perf: $1,567.89 Date: 2/28/2014
Perf: $1,586.13 Date: 1/31/2014
Perf: $1,603.61 Date: 12/31/2013
Perf: $1,618.83 Date: 11/30/2013
Perf: $1,629.91 Date: 10/31/2013
Perf: $1,633.50 Date: 9/30/2013
Perf: $1,629.59 Date: 8/31/2013
Perf: $1,648.89 Date: 7/31/2013
Perf: $1,645.27 Date: 6/30/2013
Perf: $1,659.20 Date: 5/31/2013
Perf: $1,686.87 Date: 4/30/2013
Perf: $1,677.31 Date: 3/31/2013
Perf: $1,661.19 Date: 2/28/2013
Perf: $1,663.19 Date: 1/31/2013
Perf: $1,669.87 Date: 12/31/2012
Perf: $1,681.13 Date: 11/30/2012
Perf: $1,686.53 Date: 10/31/2012
Perf: $1,682.16 Date: 9/30/2012
Perf: $1,680.64 Date: 8/31/2012
Perf: $1,677.96 Date: 7/31/2012
Perf: $1,671.27 Date: 6/30/2012
Perf: $1,671.94 Date: 5/31/2012
Perf: $1,675.96 Date: 4/30/2012
Perf: $1,677.98 Date: 3/31/2012
Perf: $1,684.72 Date: 2/29/2012
Perf: $1,704.83 Date: 1/31/2012
Perf: $1,702.28 Date: 12/31/2011
Perf: $1,719.47 Date: 11/30/2011
Perf: $1,742.12 Date: 10/31/2011
Perf: $1,762.75 Date: 9/30/2011
Perf: $1,766.63 Date: 8/31/2011
Perf: $1,754.53 Date: 7/31/2011
Perf: $1,747.19 Date: 6/30/2011
Perf: $1,748.06 Date: 5/31/2011
Perf: $1,787.02 Date: 4/30/2011
Perf: $1,782.74 Date: 3/31/2011
Perf: $1,792.06 Date: 2/28/2011
Perf: $1,795.11 Date: 1/31/2011
Perf: $1,790.81 Date: 12/31/2010
Perf: $1,779.60 Date: 11/30/2010
Perf: $1,780.85 Date: 10/31/2010
Perf: $1,778.54 Date: 9/30/2010
Perf: $1,776.05 Date: 8/31/2010
Perf: $1,782.47 Date: 7/31/2010
Perf: $1,761.16 Date: 6/30/2010
Perf: $1,789.07 Date: 5/31/2010
Perf: $1,770.48 Date: 4/30/2010
Perf: $1,748.62 Date: 3/31/2010
Perf: $1,699.50 Date: 2/28/2010
Perf: $1,724.33 Date: 1/31/2010
Perf: $1,719.86 Date: 12/31/2009
Perf: $1,749.25 Date: 11/30/2009
Perf: $1,713.94 Date: 10/31/2009
Perf: $1,671.81 Date: 9/30/2009
Perf: $1,640.32 Date: 8/31/2009
Perf: $1,618.95 Date: 7/31/2009
Perf: $1,655.54 Date: 6/30/2009
Perf: $1,625.62 Date: 5/31/2009
Perf: $1,628.07 Date: 4/30/2009
Perf: $1,598.18 Date: 3/31/2009
Perf: $1,617.92 Date: 2/28/2009
Perf: $1,636.08 Date: 1/31/2009
Perf: $1,611.74 Date: 12/31/2008
Perf: $1,562.37 Date: 11/30/2008
Perf: $1,539.43 Date: 10/31/2008
Perf: $1,567.65 Date: 9/30/2008
Perf: $1,610.66 Date: 8/31/2008
Perf: $1,575.68 Date: 7/31/2008
Perf: $1,591.11 Date: 6/30/2008
Perf: $1,612.39 Date: 5/31/2008
Perf: $1,599.12 Date: 4/30/2008
Perf: $1,606.83 Date: 3/31/2008
Perf: $1,545.03 Date: 2/29/2008
Perf: $1,516.37 Date: 1/31/2008
Perf: $1,503.44 Date: 12/31/2007
Perf: $1,471.80 Date: 11/30/2007
Perf: $1,413.70 Date: 10/31/2007
Perf: $1,407.78 Date: 9/30/2007
Perf: $1,346.39 Date: 8/31/2007
Perf: $1,292.37 Date: 7/31/2007
Perf: $1,268.27 Date: 6/30/2007
Perf: $1,220.66 Date: 5/31/2007
Perf: $1,248.89 Date: 4/30/2007
Perf: $1,261.50 Date: 3/31/2007
Perf: $1,245.81 Date: 2/28/2007
Perf: $1,254.08 Date: 1/31/2007
Perf: $1,222.18 Date: 12/31/2006
Perf: $1,212.24 Date: 11/30/2006
Perf: $1,212.12 Date: 10/31/2006
Perf: $1,201.31 Date: 9/30/2006
Perf: $1,188.71 Date: 8/31/2006
Perf: $1,209.27 Date: 7/31/2006
Perf: $1,251.83 Date: 6/30/2006
Perf: $1,203.34 Date: 5/31/2006
Perf: $1,151.74 Date: 4/30/2006
Perf: $1,130.15 Date: 3/31/2006
Perf: $1,092.25 Date: 2/28/2006
Perf: $1,104.29 Date: 1/31/2006
Perf: $1,143.16 Date: 12/31/2005
Perf: $1,124.38 Date: 11/30/2005
Perf: $1,108.53 Date: 10/31/2005
Perf: $1,126.55 Date: 9/30/2005
Perf: $1,187.09 Date: 8/31/2005
Perf: $1,173.13 Date: 7/31/2005
Perf: $1,107.46 Date: 6/30/2005
Perf: $1,099.65 Date: 5/31/2005
Perf: $1,042.92 Date: 4/30/2005
Perf: $1,055.05 Date: 3/31/2005
Perf: $1,032.14 Date: 2/28/2005
Perf: $992.34 Date: 1/31/2005
Perf: $979.90 Date: 12/31/2004
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 12/04 - 02/17
Date: 2/28/2017
Return: -0.55 % Date: 1/31/2017
Return: -0.15 % Date: 12/31/2016
Return: 0.50 % Date: 11/30/2016
Return: -0.35 % Date: 10/31/2016
Return: -0.75 % Date: 9/30/2016
Return: -1.57 % Date: 8/31/2016
Return: -1.99 % Date: 7/31/2016
Return: -1.06 % Date: 6/30/2016
Return: 0.61 % Date: 5/31/2016
Return: -1.71 % Date: 4/30/2016
Return: -0.83 % Date: 3/31/2016
Return: -0.77 % Date: 2/29/2016
Return: 1.10 % Date: 1/31/2016
Return: 0.35 % Date: 12/31/2015
Return: 0.80 % Date: 11/30/2015
Return: -0.25 % Date: 10/31/2015
Return: 1.10 % Date: 9/30/2015
Return: -0.89 % Date: 8/31/2015
Return: 1.66 % Date: 7/31/2015
Return: -0.26 % Date: 6/30/2015
Return: -0.25 % Date: 5/31/2015
Return: -0.65 % Date: 4/30/2015
Return: 0.06 % Date: 3/31/2015
Return: 0.15 % Date: 2/28/2015
Return: -0.05 % Date: 1/31/2015
Return: -0.55 % Date: 12/31/2014
Return: -1.60 % Date: 11/30/2014
Return: -0.15 % Date: 10/31/2014
Return: -0.28 % Date: 9/30/2014
Return: -0.19 % Date: 8/31/2014
Return: -0.11 % Date: 7/31/2014
Return: -0.35 % Date: 6/30/2014
Return: 0.13 % Date: 5/31/2014
Return: -0.46 % Date: 4/30/2014
Return: -1.22 % Date: 3/31/2014
Return: -1.15 % Date: 2/28/2014
Return: -1.09 % Date: 1/31/2014
Return: -0.94 % Date: 12/31/2013
Return: -0.68 % Date: 11/30/2013
Return: -0.22 % Date: 10/31/2013
Return: 0.24 % Date: 9/30/2013
Return: -1.17 % Date: 8/31/2013
Return: 0.22 % Date: 7/31/2013
Return: -0.84 % Date: 6/30/2013
Return: -1.64 % Date: 5/31/2013
Return: 0.57 % Date: 4/30/2013
Return: 0.97 % Date: 3/31/2013
Return: -0.12 % Date: 2/28/2013
Return: -0.40 % Date: 1/31/2013
Return: -0.67 % Date: 12/31/2012
Return: -0.32 % Date: 11/30/2012
Return: 0.26 % Date: 10/31/2012
Return: 0.09 % Date: 9/30/2012
Return: 0.16 % Date: 8/31/2012
Return: 0.40 % Date: 7/31/2012
Return: -0.04 % Date: 6/30/2012
Return: -0.24 % Date: 5/31/2012
Return: -0.12 % Date: 4/30/2012
Return: -0.40 % Date: 3/31/2012
Return: -1.18 % Date: 2/29/2012
Return: 0.15 % Date: 1/31/2012
Return: -1.00 % Date: 12/31/2011
Return: -1.30 % Date: 11/30/2011
Return: -1.17 % Date: 10/31/2011
Return: -0.22 % Date: 9/30/2011
Return: 0.69 % Date: 8/31/2011
Return: 0.42 % Date: 7/31/2011
Return: -0.05 % Date: 6/30/2011
Return: -2.18 % Date: 5/31/2011
Return: 0.24 % Date: 4/30/2011
Return: -0.52 % Date: 3/31/2011
Return: -0.17 % Date: 2/28/2011
Return: 0.24 % Date: 1/31/2011
Return: 0.63 % Date: 12/31/2010
Return: -0.07 % Date: 11/30/2010
Return: 0.13 % Date: 10/31/2010
Return: 0.14 % Date: 9/30/2010
Return: -0.36 % Date: 8/31/2010
Return: 1.21 % Date: 7/31/2010
Return: -1.56 % Date: 6/30/2010
Return: 1.05 % Date: 5/31/2010
Return: 1.25 % Date: 4/30/2010
Return: 2.89 % Date: 3/31/2010
Return: -1.44 % Date: 2/28/2010
Return: 0.26 % Date: 1/31/2010
Return: -1.68 % Date: 12/31/2009
Return: 2.06 % Date: 11/30/2009
Return: 2.52 % Date: 10/31/2009
Return: 1.92 % Date: 9/30/2009
Return: 1.32 % Date: 8/31/2009
Return: -2.21 % Date: 7/31/2009
Return: 1.84 % Date: 6/30/2009
Return: -0.15 % Date: 5/31/2009
Return: 1.87 % Date: 4/30/2009
Return: -1.22 % Date: 3/31/2009
Return: -1.11 % Date: 2/28/2009
Return: 1.51 % Date: 1/31/2009
Return: 3.16 % Date: 12/31/2008
Return: 1.49 % Date: 11/30/2008
Return: -1.80 % Date: 10/31/2008
Return: -2.67 % Date: 9/30/2008
Return: 2.22 % Date: 8/31/2008
Return: -0.97 % Date: 7/31/2008
Return: -1.32 % Date: 6/30/2008
Return: 0.83 % Date: 5/31/2008
Return: -0.48 % Date: 4/30/2008
Return: 4.00 % Date: 3/31/2008
Return: 1.89 % Date: 2/29/2008
Return: 0.86 % Date: 1/31/2008
Return: 2.15 % Date: 12/31/2007
Return: 4.11 % Date: 11/30/2007
Return: 0.42 % Date: 10/31/2007
Return: 4.56 % Date: 9/30/2007
Return: 4.18 % Date: 8/31/2007
Return: 1.90 % Date: 7/31/2007
Return: 3.90 % Date: 6/30/2007
Return: -2.26 % Date: 5/31/2007
Return: -1.00 % Date: 4/30/2007
Return: 1.26 % Date: 3/31/2007
Return: -0.66 % Date: 2/28/2007
Return: 2.61 % Date: 1/31/2007
Return: 0.82 % Date: 12/31/2006
Return: 0.01 % Date: 11/30/2006
Return: 0.90 % Date: 10/31/2006
Return: 1.06 % Date: 9/30/2006
Return: -1.70 % Date: 8/31/2006
Return: -3.40 % Date: 7/31/2006
Return: 4.03 % Date: 6/30/2006
Return: 4.48 % Date: 5/31/2006
Return: 1.91 % Date: 4/30/2006
Return: 3.47 % Date: 3/31/2006
Return: -1.09 % Date: 2/28/2006
Return: -3.40 % Date: 1/31/2006
Return: 1.67 % Date: 12/31/2005
Return: 1.43 % Date: 11/30/2005
Return: -1.60 % Date: 10/31/2005
Return: -5.10 % Date: 9/30/2005
Return: 1.19 % Date: 8/31/2005
Return: 5.93 % Date: 7/31/2005
Return: 0.71 % Date: 6/30/2005
Return: 5.44 % Date: 5/31/2005
Return: -1.15 % Date: 4/30/2005
Return: 2.22 % Date: 3/31/2005
Return: 4.01 % Date: 2/28/2005
Return: 1.27 % Date: 1/31/2005
Return: -2.01 % Date: 12/31/2004
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 12/04 - 02/17
Return: 3.00 %
Count: 5 Return: -3.00 %
Count: 3 Return: -5.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: 5.00 %
Count: 2 Return: -1.00 %
Count: 30 Return: 2.00 %
Count: 13 Return: 4.00 %
Count: 7 Return: 1.00 %
Count: 24 Return: -2.00 %
Count: 14 Return: 0.00 %
Count: 47
Note: All performance data is since program inception.

Underwater Curve
Date Range: 12/04 - 02/17
Date: 2/28/2017
Drawdown: -21.49 % Date: 1/31/2017
Drawdown: -21.05 % Date: 12/31/2016
Drawdown: -20.94 % Date: 11/30/2016
Drawdown: -21.33 % Date: 10/31/2016
Drawdown: -21.05 % Date: 9/30/2016
Drawdown: -20.46 % Date: 8/31/2016
Drawdown: -19.19 % Date: 7/31/2016
Drawdown: -17.55 % Date: 6/30/2016
Drawdown: -16.66 % Date: 5/31/2016
Drawdown: -17.17 % Date: 4/30/2016
Drawdown: -15.73 % Date: 3/31/2016
Drawdown: -15.02 % Date: 2/29/2016
Drawdown: -14.36 % Date: 1/31/2016
Drawdown: -15.29 % Date: 12/31/2015
Drawdown: -15.59 % Date: 11/30/2015
Drawdown: -16.26 % Date: 10/31/2015
Drawdown: -16.05 % Date: 9/30/2015
Drawdown: -16.96 % Date: 8/31/2015
Drawdown: -16.22 % Date: 7/31/2015
Drawdown: -17.59 % Date: 6/30/2015
Drawdown: -17.37 % Date: 5/31/2015
Drawdown: -17.16 % Date: 4/30/2015
Drawdown: -16.62 % Date: 3/31/2015
Drawdown: -16.67 % Date: 2/28/2015
Drawdown: -16.80 % Date: 1/31/2015
Drawdown: -16.75 % Date: 12/31/2014
Drawdown: -16.29 % Date: 11/30/2014
Drawdown: -14.93 % Date: 10/31/2014
Drawdown: -14.81 % Date: 9/30/2014
Drawdown: -14.57 % Date: 8/31/2014
Drawdown: -14.40 % Date: 7/31/2014
Drawdown: -14.31 % Date: 6/30/2014
Drawdown: -14.01 % Date: 5/31/2014
Drawdown: -14.12 % Date: 4/30/2014
Drawdown: -13.72 % Date: 3/31/2014
Drawdown: -12.66 % Date: 2/28/2014
Drawdown: -11.64 % Date: 1/31/2014
Drawdown: -10.67 % Date: 12/31/2013
Drawdown: -9.82 % Date: 11/30/2013
Drawdown: -9.20 % Date: 10/31/2013
Drawdown: -9.00 % Date: 9/30/2013
Drawdown: -9.22 % Date: 8/31/2013
Drawdown: -8.15 % Date: 7/31/2013
Drawdown: -8.35 % Date: 6/30/2013
Drawdown: -7.57 % Date: 5/31/2013
Drawdown: -6.03 % Date: 4/30/2013
Drawdown: -6.56 % Date: 3/31/2013
Drawdown: -7.46 % Date: 2/28/2013
Drawdown: -7.35 % Date: 1/31/2013
Drawdown: -6.98 % Date: 12/31/2012
Drawdown: -6.35 % Date: 11/30/2012
Drawdown: -6.05 % Date: 10/31/2012
Drawdown: -6.29 % Date: 9/30/2012
Drawdown: -6.38 % Date: 8/31/2012
Drawdown: -6.53 % Date: 7/31/2012
Drawdown: -6.90 % Date: 6/30/2012
Drawdown: -6.86 % Date: 5/31/2012
Drawdown: -6.64 % Date: 4/30/2012
Drawdown: -6.53 % Date: 3/31/2012
Drawdown: -6.15 % Date: 2/29/2012
Drawdown: -5.03 % Date: 1/31/2012
Drawdown: -5.17 % Date: 12/31/2011
Drawdown: -4.21 % Date: 11/30/2011
Drawdown: -2.95 % Date: 10/31/2011
Drawdown: -1.80 % Date: 9/30/2011
Drawdown: -1.59 % Date: 8/31/2011
Drawdown: -2.26 % Date: 7/31/2011
Drawdown: -2.67 % Date: 6/30/2011
Drawdown: -2.62 % Date: 5/31/2011
Drawdown: -0.45 % Date: 4/30/2011
Drawdown: -0.69 % Date: 3/31/2011
Drawdown: -0.17 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: 0.00 % Date: 12/31/2010
Drawdown: -0.53 % Date: 11/30/2010
Drawdown: -0.46 % Date: 10/31/2010
Drawdown: -0.59 % Date: 9/30/2010
Drawdown: -0.73 % Date: 8/31/2010
Drawdown: -0.37 % Date: 7/31/2010
Drawdown: -1.56 % Date: 6/30/2010
Drawdown: 0.00 % Date: 5/31/2010
Drawdown: 0.00 % Date: 4/30/2010
Drawdown: -0.04 % Date: 3/31/2010
Drawdown: -2.84 % Date: 2/28/2010
Drawdown: -1.42 % Date: 1/31/2010
Drawdown: -1.68 % Date: 12/31/2009
Drawdown: 0.00 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: 0.00 % Date: 9/30/2009
Drawdown: -0.92 % Date: 8/31/2009
Drawdown: -2.21 % Date: 7/31/2009
Drawdown: 0.00 % Date: 6/30/2009
Drawdown: -0.64 % Date: 5/31/2009
Drawdown: -0.49 % Date: 4/30/2009
Drawdown: -2.32 % Date: 3/31/2009
Drawdown: -1.11 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: -0.04 % Date: 12/31/2008
Drawdown: -3.10 % Date: 11/30/2008
Drawdown: -4.52 % Date: 10/31/2008
Drawdown: -2.77 % Date: 9/30/2008
Drawdown: -0.11 % Date: 8/31/2008
Drawdown: -2.28 % Date: 7/31/2008
Drawdown: -1.32 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: -0.48 % Date: 4/30/2008
Drawdown: 0.00 % Date: 3/31/2008
Drawdown: 0.00 % 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: 0.00 % Date: 10/31/2007
Drawdown: 0.00 % Date: 9/30/2007
Drawdown: 0.00 % Date: 8/31/2007
Drawdown: 0.00 % Date: 7/31/2007
Drawdown: 0.00 % Date: 6/30/2007
Drawdown: -3.24 % Date: 5/31/2007
Drawdown: -1.00 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: -0.66 % Date: 2/28/2007
Drawdown: 0.00 % Date: 1/31/2007
Drawdown: -2.37 % Date: 12/31/2006
Drawdown: -3.16 % Date: 11/30/2006
Drawdown: -3.17 % Date: 10/31/2006
Drawdown: -4.04 % Date: 9/30/2006
Drawdown: -5.04 % Date: 8/31/2006
Drawdown: -3.40 % Date: 7/31/2006
Drawdown: 0.00 % Date: 6/30/2006
Drawdown: 0.00 % Date: 5/31/2006
Drawdown: -2.98 % Date: 4/30/2006
Drawdown: -4.80 % Date: 3/31/2006
Drawdown: -7.99 % Date: 2/28/2006
Drawdown: -6.98 % Date: 1/31/2006
Drawdown: -3.70 % Date: 12/31/2005
Drawdown: -5.28 % Date: 11/30/2005
Drawdown: -6.62 % Date: 10/31/2005
Drawdown: -5.10 % Date: 9/30/2005
Drawdown: 0.00 % Date: 8/31/2005
Drawdown: 0.00 % Date: 7/31/2005
Drawdown: 0.00 % Date: 6/30/2005
Drawdown: 0.00 % Date: 5/31/2005
Drawdown: -1.15 % Date: 4/30/2005
Drawdown: 0.00 % Date: 3/31/2005
Drawdown: 0.00 % Date: 2/28/2005
Drawdown: -0.77 % Date: 1/31/2005
Drawdown: -2.01 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Mobius Asset Management, Inc.
Address: 6001 East Joan de Arc
City: Scottsdale
State: AZ
Zip: 85254
Country: USA
Key People
Name:  John R. McLane
Position:  Principal
Biography: 

John R. McLane is president and a principal of the Advisor. He became registered with the CFTC on October 20, 1995. He has been a member of the NFA in that capacity since that date. As of June 13,1997, Mr. McLane transferred his registration as a sole proprietorship CTA to associated person of Mobius Asset Management Inc. Mr. McLane has been working in the commodity futures industry since 1977, when he began his career with Merrill Lynch as a futures broker in Rochester, New York. From 1979 to 1984, he worked as a futures specialist in the Rochester, New York office of Prudential Securities. From 1984 to 1988, Mr. McLane was employed as a futures specialist for E.F. Hutton in Phoenix, Arizona. In December 1988, he joined Dean Witter as a futures specialist in its Phoenix, Arizona office. Mr. McLane moved to Prudential Securities Inc.’s Phoenix office in May 1991, where he continued to work as futures specialist until July 1995, during which time he developed the trading program described below. In July 1995, Mr. McLane left Prudential Securities to form his sole proprietorship CTA. . Mr. McLane is currently registered as an Associated Person, effective April 24, 2001, and a Branch Office Manager, effective May 1, 2001 for Peregrine Financial Group, Inc. Mr. McLane was born in 1952 and is a 1974 Xavier University graduate with a Bachelor of Arts degree in Political Science.


Name:  Howell S. Wynne
Position:  Principal
Biography: 

Howell S. Wynne is the Vice-President and a principal of the Advisor. Mr. Wynne has been a self employed investor and business consultant since 1998. Mr. Wynne has been active in the oil and gas business along with several other businesses where he holds majority interests. Mr. Wynne was registered as an Associated Person from May 22,1990 until January 30, 1993 and listed as a Principal from October 26, 1989 until January 30, 1993 of Deangelis Trading Corporation. Additionally, Mr. Wynne was listed as a principal from July 28, 1988 until January 30,1993 and registered as an Associated Person from July 28, 1988 until January 30, 1993 and a Branch Office Manager from October 16, 1991 until January 30, 1993 of Crown Capital Management, Inc. Mr. Wynne was born in 1959 and is a 1981 graduate of Vanderbilt University with a Bachelor of Arts degree in Business Administration. Mr. Wynne resides and works in Rancho Santa Fe, California.


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.