Altegris Clearing Solutions M6 Capital Management, LLC Standard Program
Monthly Performance (%)
Date Range: 06/05 - 09/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.44 0.21 0.86 1.31 2.19 0.85 5.12 -4.05 0.25 7.17
2016 1.62 -0.64 -6.83 -0.33 -0.53 6.35 -2.94 5.55 1.22 -2.97 -1.42 -3.21 -4.77
2015 1.00 -3.03 1.35 -1.45 -2.46 0.54 1.06 7.37 -0.73 -1.41 0.90 3.09 5.97
2014 -2.59 0.39 -2.98 -1.28 3.97 -2.21 4.28 0.50 4.44 -7.26 -3.90 -0.91 -7.95
2013 1.06 1.03 0.81 -0.40 -0.31 0.39 0.36 3.85 -0.23 -0.17 -0.46 -4.02 1.75
2012 -2.89 0.87 -1.52 3.79 -1.02 9.08 8.07 -1.21 -6.10 -1.18 0.42 0.56 8.14
2011 1.40 -0.96 -1.41 2.67 -4.21 -2.55 4.63 3.51 0.25 3.29 0.06 1.28 7.84
2010 4.24 -3.01 2.36 -3.10 1.80 3.61 -2.44 -1.23 5.88 17.89 -6.68 0.44 19.24
2009 -4.25 1.18 0.20 2.28 0.94 2.11 -3.92 -1.85 -1.11 1.02 -3.13 0.78 -5.88
2008 0.09 -10.21 -1.62 2.21 2.03 8.75 -3.19 1.81 -0.34 1.28 0.26 -1.77 -1.76
2007 0.35 -0.81 -5.51 -3.96 -1.56 -0.11 6.26 3.06 1.30 3.06 1.35 3.02 6.03
2006 8.38 1.50 3.52 4.07 -2.97 -0.66 4.82 -2.69 -3.37 0.21 1.33 -0.25 14.04
2005 9.97 12.04 -3.45 -1.02 3.82 -3.77 17.64
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The Standard Program is a fundamental, discretionary program focusing on agricultural markets. We strive to identify supply/demand scenarios that suggest a significant change in price. For trade timing, program utilizes technical analysis, along with market behavior, market psychology, and seasonal tendencies. The Standard Program is low leveraged (averages <3 % margin to equity).

Performance Statistics
Date Range: 06/05 - 09/17
  Program SP500 TR Altegris 40
Total Return 85.27% 174.34% 41.99%
Annualized Return 5.16% 8.53% 2.88%
Annualized Std. Deviation 12.88% 13.93% 8.89%
Correlation -0.07 0.09
Sharpe Ratio (rf=2.5%) 0.21 0.43 0.04
Worst Month -10.21% -16.79% -5.20%
Date of Worst Month 02/2008 10/2008 06/2015
Worst Drawdown -17.27% -50.95% -15.74%
Date of Worst Drawdown 7/12 - 5/15 10/07 - 2/09 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 06/05 - 09/17
Year or YTD Program SP500 TR Altegris 40
2017 7.17 14.25 -4.00
2016 -4.77 11.98 -3.13
2015 5.97 1.41 0.09
2014 -7.95 13.69 15.75
2013 1.75 32.41 -2.45
2012 8.14 15.98 -4.75
2011 7.84 2.12 -3.23
2010 19.24 15.06 11.33
2009 -5.88 26.45 -7.98
2008 -1.76 -36.99 15.47
2007 6.03 5.50 7.18
2006 14.04 15.79 6.70
2005 17.64 5.76 4.77
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 06/05 - 09/17
Date: 9/30/2017
Perf: $1,373.09 Date: 8/31/2017
Perf: $1,402.68 Date: 7/31/2017
Perf: $1,379.78 Date: 6/30/2017
Perf: $1,374.42 Date: 5/31/2017
Perf: $1,415.76 Date: 4/30/2017
Perf: $1,413.07 Date: 3/31/2017
Perf: $1,421.60 Date: 2/28/2017
Perf: $1,442.67 Date: 1/31/2017
Perf: $1,411.89 Date: 12/31/2016
Perf: $1,430.34 Date: 11/30/2016
Perf: $1,419.55 Date: 10/31/2016
Perf: $1,435.34 Date: 9/30/2016
Perf: $1,473.35 Date: 8/31/2016
Perf: $1,492.61 Date: 7/31/2016
Perf: $1,533.87 Date: 6/30/2016
Perf: $1,518.38 Date: 5/31/2016
Perf: $1,456.48 Date: 4/30/2016
Perf: $1,482.42 Date: 3/31/2016
Perf: $1,520.59 Date: 2/29/2016
Perf: $1,565.52 Date: 1/31/2016
Perf: $1,527.93 Date: 12/31/2015
Perf: $1,476.55 Date: 11/30/2015
Perf: $1,511.31 Date: 10/31/2015
Perf: $1,461.47 Date: 9/30/2015
Perf: $1,487.35 Date: 8/31/2015
Perf: $1,455.76 Date: 7/31/2015
Perf: $1,481.39 Date: 6/30/2015
Perf: $1,425.65 Date: 5/31/2015
Perf: $1,503.85 Date: 4/30/2015
Perf: $1,514.75 Date: 3/31/2015
Perf: $1,575.57 Date: 2/28/2015
Perf: $1,541.50 Date: 1/31/2015
Perf: $1,543.97 Date: 12/31/2014
Perf: $1,475.23 Date: 11/30/2014
Perf: $1,449.71 Date: 10/31/2014
Perf: $1,368.30 Date: 9/30/2014
Perf: $1,348.48 Date: 8/31/2014
Perf: $1,328.68 Date: 7/31/2014
Perf: $1,274.76 Date: 6/30/2014
Perf: $1,285.04 Date: 5/31/2014
Perf: $1,274.08 Date: 4/30/2014
Perf: $1,242.28 Date: 3/31/2014
Perf: $1,232.91 Date: 2/28/2014
Perf: $1,251.43 Date: 1/31/2014
Perf: $1,241.25 Date: 12/31/2013
Perf: $1,274.51 Date: 11/30/2013
Perf: $1,276.30 Date: 10/31/2013
Perf: $1,253.61 Date: 9/30/2013
Perf: $1,225.55 Date: 8/31/2013
Perf: $1,232.94 Date: 7/31/2013
Perf: $1,257.08 Date: 6/30/2013
Perf: $1,268.11 Date: 5/31/2013
Perf: $1,318.07 Date: 4/30/2013
Perf: $1,377.29 Date: 3/31/2013
Perf: $1,342.65 Date: 2/28/2013
Perf: $1,323.59 Date: 1/31/2013
Perf: $1,331.31 Date: 12/31/2012
Perf: $1,306.49 Date: 11/30/2012
Perf: $1,300.12 Date: 10/31/2012
Perf: $1,296.49 Date: 9/30/2012
Perf: $1,345.18 Date: 8/31/2012
Perf: $1,367.75 Date: 7/31/2012
Perf: $1,386.61 Date: 6/30/2012
Perf: $1,332.13 Date: 5/31/2012
Perf: $1,384.17 Date: 4/30/2012
Perf: $1,358.36 Date: 3/31/2012
Perf: $1,350.26 Date: 2/29/2012
Perf: $1,381.62 Date: 1/31/2012
Perf: $1,375.98 Date: 12/31/2011
Perf: $1,371.59 Date: 11/30/2011
Perf: $1,358.55 Date: 10/31/2011
Perf: $1,354.49 Date: 9/30/2011
Perf: $1,410.34 Date: 8/31/2011
Perf: $1,411.18 Date: 7/31/2011
Perf: $1,414.01 Date: 6/30/2011
Perf: $1,365.01 Date: 5/31/2011
Perf: $1,401.44 Date: 4/30/2011
Perf: $1,454.54 Date: 3/31/2011
Perf: $1,399.94 Date: 2/28/2011
Perf: $1,421.69 Date: 1/31/2011
Perf: $1,397.92 Date: 12/31/2010
Perf: $1,417.34 Date: 11/30/2010
Perf: $1,359.04 Date: 10/31/2010
Perf: $1,408.92 Date: 9/30/2010
Perf: $1,356.29 Date: 8/31/2010
Perf: $1,332.05 Date: 7/31/2010
Perf: $1,279.09 Date: 6/30/2010
Perf: $1,295.81 Date: 5/31/2010
Perf: $1,290.90 Date: 4/30/2010
Perf: $1,322.92 Date: 3/31/2010
Perf: $1,302.85 Date: 2/28/2010
Perf: $1,253.11 Date: 1/31/2010
Perf: $1,241.44 Date: 12/31/2009
Perf: $1,273.14 Date: 11/30/2009
Perf: $1,326.19 Date: 10/31/2009
Perf: $1,274.81 Date: 9/30/2009
Perf: $1,308.30 Date: 8/31/2009
Perf: $1,277.89 Date: 7/31/2009
Perf: $1,273.69 Date: 6/30/2009
Perf: $1,275.09 Date: 5/31/2009
Perf: $1,309.93 Date: 4/30/2009
Perf: $1,292.10 Date: 3/31/2009
Perf: $1,335.78 Date: 2/28/2009
Perf: $1,373.84 Date: 1/31/2009
Perf: $1,374.52 Date: 12/31/2008
Perf: $1,383.52 Date: 11/30/2008
Perf: $1,348.85 Date: 10/31/2008
Perf: $1,301.10 Date: 9/30/2008
Perf: $1,237.38 Date: 8/31/2008
Perf: $1,234.78 Date: 7/31/2008
Perf: $1,268.66 Date: 6/30/2008
Perf: $1,329.69 Date: 5/31/2008
Perf: $1,295.11 Date: 4/30/2008
Perf: $1,268.97 Date: 3/31/2008
Perf: $1,283.73 Date: 2/29/2008
Perf: $1,289.41 Date: 1/31/2008
Perf: $1,219.99 Date: 12/31/2007
Perf: $1,198.18 Date: 11/30/2007
Perf: $1,200.94 Date: 10/31/2007
Perf: $1,208.80 Date: 9/30/2007
Perf: $1,158.85 Date: 8/31/2007
Perf: $1,107.15 Date: 7/31/2007
Perf: $1,150.05 Date: 6/30/2007
Perf: $1,186.72 Date: 5/31/2007
Perf: $1,153.38 Date: 4/30/2007
Perf: $1,113.63 Date: 3/31/2007
Perf: $1,068.74 Date: 2/28/2007
Perf: $1,094.35 Date: 1/31/2007
Perf: $1,136.98 Date: 12/31/2006
Perf: $1,117.87 Date: 11/30/2006
Perf: $1,081.32 Date: 10/31/2006
Perf: $1,055.46 Date: 9/30/2006
Perf: $1,043.98 Date: 8/31/2006
Perf: $1,055.16 Date: 7/31/2006
Perf: $1,043.48 Date: 6/30/2006
Perf: $1,059.15 Date: 5/31/2006
Perf: $1,073.86 Date: 4/30/2006
Perf: $1,103.10 Date: 3/31/2006
Perf: $1,076.82 Date: 2/28/2006
Perf: $1,048.72 Date: 1/31/2006
Perf: $1,067.72 Date: 12/31/2005
Perf: $1,047.71 Date: 11/30/2005
Perf: $1,067.02 Date: 10/31/2005
Perf: $1,023.13 Date: 9/30/2005
Perf: $1,021.50 Date: 8/31/2005
Perf: $1,006.00 Date: 7/31/2005
Perf: $1,000.60 Date: 6/30/2005
Perf: $1,000.00 Date: 9/30/2017
Perf: $2,739.59 Date: 8/31/2017
Perf: $2,684.29 Date: 7/31/2017
Perf: $2,676.00 Date: 6/30/2017
Perf: $2,621.99 Date: 5/31/2017
Perf: $2,605.83 Date: 4/30/2017
Perf: $2,569.60 Date: 3/31/2017
Perf: $2,543.40 Date: 2/28/2017
Perf: $2,540.35 Date: 1/31/2017
Perf: $2,443.35 Date: 12/31/2016
Perf: $2,397.79 Date: 11/30/2016
Perf: $2,351.24 Date: 10/31/2016
Perf: $2,267.35 Date: 9/30/2016
Perf: $2,309.38 Date: 8/31/2016
Perf: $2,308.92 Date: 7/31/2016
Perf: $2,305.69 Date: 6/30/2016
Perf: $2,223.64 Date: 5/31/2016
Perf: $2,217.87 Date: 4/30/2016
Perf: $2,178.65 Date: 3/31/2016
Perf: $2,170.19 Date: 2/29/2016
Perf: $2,032.39 Date: 1/31/2016
Perf: $2,035.04 Date: 12/31/2015
Perf: $2,141.25 Date: 11/30/2015
Perf: $2,175.62 Date: 10/31/2015
Perf: $2,169.11 Date: 9/30/2015
Perf: $2,000.29 Date: 8/31/2015
Perf: $2,050.95 Date: 7/31/2015
Perf: $2,182.56 Date: 6/30/2015
Perf: $2,137.66 Date: 5/31/2015
Perf: $2,179.96 Date: 4/30/2015
Perf: $2,152.19 Date: 3/31/2015
Perf: $2,131.73 Date: 2/28/2015
Perf: $2,165.95 Date: 1/31/2015
Perf: $2,048.18 Date: 12/31/2014
Perf: $2,111.52 Date: 11/30/2014
Perf: $2,116.82 Date: 10/31/2014
Perf: $2,061.37 Date: 9/30/2014
Perf: $2,012.27 Date: 8/31/2014
Perf: $2,040.84 Date: 7/31/2014
Perf: $1,962.34 Date: 6/30/2014
Perf: $1,989.80 Date: 5/31/2014
Perf: $1,949.45 Date: 4/30/2014
Perf: $1,904.69 Date: 3/31/2014
Perf: $1,890.70 Date: 2/28/2014
Perf: $1,874.95 Date: 1/31/2014
Perf: $1,793.01 Date: 12/31/2013
Perf: $1,857.27 Date: 11/30/2013
Perf: $1,811.44 Date: 10/31/2013
Perf: $1,757.83 Date: 9/30/2013
Perf: $1,680.52 Date: 8/31/2013
Perf: $1,629.36 Date: 7/31/2013
Perf: $1,678.02 Date: 6/30/2013
Perf: $1,596.75 Date: 5/31/2013
Perf: $1,618.44 Date: 4/30/2013
Perf: $1,581.43 Date: 3/31/2013
Perf: $1,551.49 Date: 2/28/2013
Perf: $1,495.41 Date: 1/31/2013
Perf: $1,475.34 Date: 12/31/2012
Perf: $1,402.69 Date: 11/30/2012
Perf: $1,390.04 Date: 10/31/2012
Perf: $1,382.02 Date: 9/30/2012
Perf: $1,408.07 Date: 8/31/2012
Perf: $1,372.66 Date: 7/31/2012
Perf: $1,342.45 Date: 6/30/2012
Perf: $1,324.05 Date: 5/31/2012
Perf: $1,271.65 Date: 4/30/2012
Perf: $1,352.97 Date: 3/31/2012
Perf: $1,361.54 Date: 2/29/2012
Perf: $1,318.18 Date: 1/31/2012
Perf: $1,263.59 Date: 12/31/2011
Perf: $1,209.41 Date: 11/30/2011
Perf: $1,197.20 Date: 10/31/2011
Perf: $1,199.84 Date: 9/30/2011
Perf: $1,081.62 Date: 8/31/2011
Perf: $1,163.40 Date: 7/31/2011
Perf: $1,230.20 Date: 6/30/2011
Perf: $1,255.69 Date: 5/31/2011
Perf: $1,277.02 Date: 4/30/2011
Perf: $1,291.62 Date: 3/31/2011
Perf: $1,254.48 Date: 2/28/2011
Perf: $1,253.98 Date: 1/31/2011
Perf: $1,212.40 Date: 12/31/2010
Perf: $1,184.33 Date: 11/30/2010
Perf: $1,110.17 Date: 10/31/2010
Perf: $1,110.06 Date: 9/30/2010
Perf: $1,069.32 Date: 8/31/2010
Perf: $981.74 Date: 7/31/2010
Perf: $1,028.11 Date: 6/30/2010
Perf: $960.76 Date: 5/31/2010
Perf: $1,013.78 Date: 4/30/2010
Perf: $1,101.82 Date: 3/31/2010
Perf: $1,084.68 Date: 2/28/2010
Perf: $1,022.99 Date: 1/31/2010
Perf: $992.24 Date: 12/31/2009
Perf: $1,029.29 Date: 11/30/2009
Perf: $1,009.80 Date: 10/31/2009
Perf: $952.64 Date: 9/30/2009
Perf: $970.70 Date: 8/31/2009
Perf: $935.79 Date: 7/31/2009
Perf: $903.19 Date: 6/30/2009
Perf: $839.71 Date: 5/31/2009
Perf: $838.03 Date: 4/30/2009
Perf: $793.66 Date: 3/31/2009
Perf: $724.34 Date: 2/28/2009
Perf: $666.00 Date: 1/31/2009
Perf: $745.39 Date: 12/31/2008
Perf: $814.01 Date: 11/30/2008
Perf: $805.47 Date: 10/31/2008
Perf: $867.77 Date: 9/30/2008
Perf: $1,042.87 Date: 8/31/2008
Perf: $1,144.88 Date: 7/31/2008
Perf: $1,128.52 Date: 6/30/2008
Perf: $1,138.08 Date: 5/31/2008
Perf: $1,242.85 Date: 4/30/2008
Perf: $1,226.90 Date: 3/31/2008
Perf: $1,169.93 Date: 2/29/2008
Perf: $1,174.98 Date: 1/31/2008
Perf: $1,214.45 Date: 12/31/2007
Perf: $1,291.97 Date: 11/30/2007
Perf: $1,300.94 Date: 10/31/2007
Perf: $1,357.69 Date: 9/30/2007
Perf: $1,336.44 Date: 8/31/2007
Perf: $1,288.26 Date: 7/31/2007
Perf: $1,269.22 Date: 6/30/2007
Perf: $1,309.83 Date: 5/31/2007
Perf: $1,331.94 Date: 4/30/2007
Perf: $1,287.02 Date: 3/31/2007
Perf: $1,232.43 Date: 2/28/2007
Perf: $1,218.78 Date: 1/31/2007
Perf: $1,243.14 Date: 12/31/2006
Perf: $1,224.65 Date: 11/30/2006
Perf: $1,207.74 Date: 10/31/2006
Perf: $1,185.22 Date: 9/30/2006
Perf: $1,147.80 Date: 8/31/2006
Perf: $1,118.93 Date: 7/31/2006
Perf: $1,092.92 Date: 6/30/2006
Perf: $1,086.19 Date: 5/31/2006
Perf: $1,084.67 Date: 4/30/2006
Perf: $1,116.83 Date: 3/31/2006
Perf: $1,102.07 Date: 2/28/2006
Perf: $1,088.57 Date: 1/31/2006
Perf: $1,085.64 Date: 12/31/2005
Perf: $1,057.61 Date: 11/30/2005
Perf: $1,057.29 Date: 10/31/2005
Perf: $1,018.78 Date: 9/30/2005
Perf: $1,036.09 Date: 8/31/2005
Perf: $1,027.76 Date: 7/31/2005
Perf: $1,037.20 Date: 6/30/2005
Perf: $1,000.00 Date: 9/30/2017
Perf: $1,852.70 Date: 8/31/2017
Perf: $1,848.08 Date: 7/31/2017
Perf: $1,926.09 Date: 6/30/2017
Perf: $1,832.28 Date: 5/31/2017
Perf: $1,816.84 Date: 4/30/2017
Perf: $1,777.90 Date: 3/31/2017
Perf: $1,754.91 Date: 2/28/2017
Perf: $1,739.95 Date: 1/31/2017
Perf: $1,736.30 Date: 12/31/2016
Perf: $1,728.69 Date: 11/30/2016
Perf: $1,786.03 Date: 10/31/2016
Perf: $1,811.75 Date: 9/30/2016
Perf: $1,867.21 Date: 8/31/2016
Perf: $1,844.70 Date: 7/31/2016
Perf: $1,747.71 Date: 6/30/2016
Perf: $1,800.64 Date: 5/31/2016
Perf: $1,693.13 Date: 4/30/2016
Perf: $1,702.15 Date: 3/31/2016
Perf: $1,707.79 Date: 2/29/2016
Perf: $1,832.98 Date: 1/31/2016
Perf: $1,844.79 Date: 12/31/2015
Perf: $1,815.38 Date: 11/30/2015
Perf: $1,760.96 Date: 10/31/2015
Perf: $1,745.26 Date: 9/30/2015
Perf: $1,770.22 Date: 8/31/2015
Perf: $1,783.23 Date: 7/31/2015
Perf: $1,660.83 Date: 6/30/2015
Perf: $1,643.41 Date: 5/31/2015
Perf: $1,634.58 Date: 4/30/2015
Perf: $1,675.81 Date: 3/31/2015
Perf: $1,700.47 Date: 2/28/2015
Perf: $1,677.82 Date: 1/31/2015
Perf: $1,730.24 Date: 12/31/2014
Perf: $1,713.11 Date: 11/30/2014
Perf: $1,728.84 Date: 10/31/2014
Perf: $1,799.00 Date: 9/30/2014
Perf: $1,939.84 Date: 8/31/2014
Perf: $1,857.37 Date: 7/31/2014
Perf: $1,848.13 Date: 6/30/2014
Perf: $1,772.28 Date: 5/31/2014
Perf: $1,812.33 Date: 4/30/2014
Perf: $1,743.13 Date: 3/31/2014
Perf: $1,765.73 Date: 2/28/2014
Perf: $1,819.96 Date: 1/31/2014
Perf: $1,812.89 Date: 12/31/2013
Perf: $1,861.09 Date: 11/30/2013
Perf: $1,939.04 Date: 10/31/2013
Perf: $1,948.00 Date: 9/30/2013
Perf: $1,951.32 Date: 8/31/2013
Perf: $1,955.82 Date: 7/31/2013
Perf: $1,883.31 Date: 6/30/2013
Perf: $1,876.56 Date: 5/31/2013
Perf: $1,869.27 Date: 4/30/2013
Perf: $1,875.08 Date: 3/31/2013
Perf: $1,882.61 Date: 2/28/2013
Perf: $1,867.48 Date: 1/31/2013
Perf: $1,848.44 Date: 12/31/2012
Perf: $1,829.06 Date: 11/30/2012
Perf: $1,818.87 Date: 10/31/2012
Perf: $1,811.26 Date: 9/30/2012
Perf: $1,832.89 Date: 8/31/2012
Perf: $1,951.96 Date: 7/31/2012
Perf: $1,975.87 Date: 6/30/2012
Perf: $1,828.32 Date: 5/31/2012
Perf: $1,676.13 Date: 4/30/2012
Perf: $1,693.40 Date: 3/31/2012
Perf: $1,631.57 Date: 2/29/2012
Perf: $1,656.75 Date: 1/31/2012
Perf: $1,642.46 Date: 12/31/2011
Perf: $1,691.34 Date: 11/30/2011
Perf: $1,669.96 Date: 10/31/2011
Perf: $1,668.96 Date: 9/30/2011
Perf: $1,615.80 Date: 8/31/2011
Perf: $1,611.77 Date: 7/31/2011
Perf: $1,557.12 Date: 6/30/2011
Perf: $1,488.21 Date: 5/31/2011
Perf: $1,527.16 Date: 4/30/2011
Perf: $1,594.28 Date: 3/31/2011
Perf: $1,552.82 Date: 2/28/2011
Perf: $1,575.02 Date: 1/31/2011
Perf: $1,590.29 Date: 12/31/2010
Perf: $1,568.33 Date: 11/30/2010
Perf: $1,561.46 Date: 10/31/2010
Perf: $1,673.24 Date: 9/30/2010
Perf: $1,419.32 Date: 8/31/2010
Perf: $1,340.50 Date: 7/31/2010
Perf: $1,357.19 Date: 6/30/2010
Perf: $1,391.13 Date: 5/31/2010
Perf: $1,342.66 Date: 4/30/2010
Perf: $1,318.92 Date: 3/31/2010
Perf: $1,361.12 Date: 2/28/2010
Perf: $1,329.74 Date: 1/31/2010
Perf: $1,371.00 Date: 12/31/2009
Perf: $1,315.24 Date: 11/30/2009
Perf: $1,305.06 Date: 10/31/2009
Perf: $1,347.23 Date: 9/30/2009
Perf: $1,333.62 Date: 8/31/2009
Perf: $1,348.59 Date: 7/31/2009
Perf: $1,374.01 Date: 6/30/2009
Perf: $1,430.07 Date: 5/31/2009
Perf: $1,400.52 Date: 4/30/2009
Perf: $1,387.48 Date: 3/31/2009
Perf: $1,356.55 Date: 2/28/2009
Perf: $1,353.84 Date: 1/31/2009
Perf: $1,338.05 Date: 12/31/2008
Perf: $1,397.44 Date: 11/30/2008
Perf: $1,422.62 Date: 10/31/2008
Perf: $1,418.93 Date: 9/30/2008
Perf: $1,401.00 Date: 8/31/2008
Perf: $1,405.78 Date: 7/31/2008
Perf: $1,380.79 Date: 6/30/2008
Perf: $1,426.29 Date: 5/31/2008
Perf: $1,311.53 Date: 4/30/2008
Perf: $1,285.43 Date: 3/31/2008
Perf: $1,257.64 Date: 2/29/2008
Perf: $1,278.35 Date: 1/31/2008
Perf: $1,423.71 Date: 12/31/2007
Perf: $1,422.43 Date: 11/30/2007
Perf: $1,380.73 Date: 10/31/2007
Perf: $1,362.34 Date: 9/30/2007
Perf: $1,321.89 Date: 8/31/2007
Perf: $1,304.93 Date: 7/31/2007
Perf: $1,266.18 Date: 6/30/2007
Perf: $1,191.59 Date: 5/31/2007
Perf: $1,192.90 Date: 4/30/2007
Perf: $1,211.80 Date: 3/31/2007
Perf: $1,261.77 Date: 2/28/2007
Perf: $1,335.35 Date: 1/31/2007
Perf: $1,346.25 Date: 12/31/2006
Perf: $1,341.56 Date: 11/30/2006
Perf: $1,344.92 Date: 10/31/2006
Perf: $1,327.27 Date: 9/30/2006
Perf: $1,324.49 Date: 8/31/2006
Perf: $1,370.68 Date: 7/31/2006
Perf: $1,408.57 Date: 6/30/2006
Perf: $1,343.80 Date: 5/31/2006
Perf: $1,352.73 Date: 4/30/2006
Perf: $1,394.13 Date: 3/31/2006
Perf: $1,339.61 Date: 2/28/2006
Perf: $1,294.06 Date: 1/31/2006
Perf: $1,274.93 Date: 12/31/2005
Perf: $1,176.36 Date: 11/30/2005
Perf: $1,222.44 Date: 10/31/2005
Perf: $1,177.46 Date: 9/30/2005
Perf: $1,189.60 Date: 8/31/2005
Perf: $1,232.10 Date: 7/31/2005
Perf: $1,099.70 Date: 6/30/2005
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 06/05 - 09/17
Date: 9/30/2017
Return: 0.25 % Date: 8/31/2017
Return: -4.05 % Date: 7/31/2017
Return: 5.12 % Date: 6/30/2017
Return: 0.85 % Date: 5/31/2017
Return: 2.19 % Date: 4/30/2017
Return: 1.31 % Date: 3/31/2017
Return: 0.86 % Date: 2/28/2017
Return: 0.21 % Date: 1/31/2017
Return: 0.44 % Date: 12/31/2016
Return: -3.21 % Date: 11/30/2016
Return: -1.42 % Date: 10/31/2016
Return: -2.97 % Date: 9/30/2016
Return: 1.22 % Date: 8/31/2016
Return: 5.55 % Date: 7/31/2016
Return: -2.94 % Date: 6/30/2016
Return: 6.35 % Date: 5/31/2016
Return: -0.53 % Date: 4/30/2016
Return: -0.33 % Date: 3/31/2016
Return: -6.83 % Date: 2/29/2016
Return: -0.64 % Date: 1/31/2016
Return: 1.62 % Date: 12/31/2015
Return: 3.09 % Date: 11/30/2015
Return: 0.90 % Date: 10/31/2015
Return: -1.41 % Date: 9/30/2015
Return: -0.73 % Date: 8/31/2015
Return: 7.37 % Date: 7/31/2015
Return: 1.06 % Date: 6/30/2015
Return: 0.54 % Date: 5/31/2015
Return: -2.46 % Date: 4/30/2015
Return: -1.45 % Date: 3/31/2015
Return: 1.35 % Date: 2/28/2015
Return: -3.03 % Date: 1/31/2015
Return: 1.00 % Date: 12/31/2014
Return: -0.91 % Date: 11/30/2014
Return: -3.90 % Date: 10/31/2014
Return: -7.26 % Date: 9/30/2014
Return: 4.44 % Date: 8/31/2014
Return: 0.50 % Date: 7/31/2014
Return: 4.28 % Date: 6/30/2014
Return: -2.21 % Date: 5/31/2014
Return: 3.97 % Date: 4/30/2014
Return: -1.28 % Date: 3/31/2014
Return: -2.98 % Date: 2/28/2014
Return: 0.39 % Date: 1/31/2014
Return: -2.59 % Date: 12/31/2013
Return: -4.02 % Date: 11/30/2013
Return: -0.46 % Date: 10/31/2013
Return: -0.17 % Date: 9/30/2013
Return: -0.23 % Date: 8/31/2013
Return: 3.85 % Date: 7/31/2013
Return: 0.36 % Date: 6/30/2013
Return: 0.39 % Date: 5/31/2013
Return: -0.31 % Date: 4/30/2013
Return: -0.40 % Date: 3/31/2013
Return: 0.81 % Date: 2/28/2013
Return: 1.03 % Date: 1/31/2013
Return: 1.06 % Date: 12/31/2012
Return: 0.56 % Date: 11/30/2012
Return: 0.42 % Date: 10/31/2012
Return: -1.18 % Date: 9/30/2012
Return: -6.10 % Date: 8/31/2012
Return: -1.21 % Date: 7/31/2012
Return: 8.07 % Date: 6/30/2012
Return: 9.08 % Date: 5/31/2012
Return: -1.02 % Date: 4/30/2012
Return: 3.79 % Date: 3/31/2012
Return: -1.52 % Date: 2/29/2012
Return: 0.87 % Date: 1/31/2012
Return: -2.89 % Date: 12/31/2011
Return: 1.28 % Date: 11/30/2011
Return: 0.06 % Date: 10/31/2011
Return: 3.29 % Date: 9/30/2011
Return: 0.25 % Date: 8/31/2011
Return: 3.51 % Date: 7/31/2011
Return: 4.63 % Date: 6/30/2011
Return: -2.55 % Date: 5/31/2011
Return: -4.21 % Date: 4/30/2011
Return: 2.67 % Date: 3/31/2011
Return: -1.41 % Date: 2/28/2011
Return: -0.96 % Date: 1/31/2011
Return: 1.40 % Date: 12/31/2010
Return: 0.44 % Date: 11/30/2010
Return: -6.68 % Date: 10/31/2010
Return: 17.89 % Date: 9/30/2010
Return: 5.88 % Date: 8/31/2010
Return: -1.23 % Date: 7/31/2010
Return: -2.44 % Date: 6/30/2010
Return: 3.61 % Date: 5/31/2010
Return: 1.80 % Date: 4/30/2010
Return: -3.10 % Date: 3/31/2010
Return: 2.36 % Date: 2/28/2010
Return: -3.01 % Date: 1/31/2010
Return: 4.24 % Date: 12/31/2009
Return: 0.78 % Date: 11/30/2009
Return: -3.13 % Date: 10/31/2009
Return: 1.02 % Date: 9/30/2009
Return: -1.11 % Date: 8/31/2009
Return: -1.85 % Date: 7/31/2009
Return: -3.92 % Date: 6/30/2009
Return: 2.11 % Date: 5/31/2009
Return: 0.94 % Date: 4/30/2009
Return: 2.28 % Date: 3/31/2009
Return: 0.20 % Date: 2/28/2009
Return: 1.18 % Date: 1/31/2009
Return: -4.25 % Date: 12/31/2008
Return: -1.77 % Date: 11/30/2008
Return: 0.26 % Date: 10/31/2008
Return: 1.28 % Date: 9/30/2008
Return: -0.34 % Date: 8/31/2008
Return: 1.81 % Date: 7/31/2008
Return: -3.19 % Date: 6/30/2008
Return: 8.75 % Date: 5/31/2008
Return: 2.03 % Date: 4/30/2008
Return: 2.21 % Date: 3/31/2008
Return: -1.62 % Date: 2/29/2008
Return: -10.21 % Date: 1/31/2008
Return: 0.09 % Date: 12/31/2007
Return: 3.02 % Date: 11/30/2007
Return: 1.35 % Date: 10/31/2007
Return: 3.06 % Date: 9/30/2007
Return: 1.30 % Date: 8/31/2007
Return: 3.06 % Date: 7/31/2007
Return: 6.26 % Date: 6/30/2007
Return: -0.11 % Date: 5/31/2007
Return: -1.56 % Date: 4/30/2007
Return: -3.96 % Date: 3/31/2007
Return: -5.51 % Date: 2/28/2007
Return: -0.81 % Date: 1/31/2007
Return: 0.35 % Date: 12/31/2006
Return: -0.25 % Date: 11/30/2006
Return: 1.33 % Date: 10/31/2006
Return: 0.21 % Date: 9/30/2006
Return: -3.37 % Date: 8/31/2006
Return: -2.69 % Date: 7/31/2006
Return: 4.82 % Date: 6/30/2006
Return: -0.66 % Date: 5/31/2006
Return: -2.97 % Date: 4/30/2006
Return: 4.07 % Date: 3/31/2006
Return: 3.52 % Date: 2/28/2006
Return: 1.50 % Date: 1/31/2006
Return: 8.38 % Date: 12/31/2005
Return: -3.77 % Date: 11/30/2005
Return: 3.82 % Date: 10/31/2005
Return: -1.02 % Date: 9/30/2005
Return: -3.45 % Date: 8/31/2005
Return: 12.04 % Date: 7/31/2005
Return: 9.97 % Date: 6/30/2005
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 06/05 - 09/17
Return: 7.00 %
Count: 1 Return: -7.00 %
Count: 3 Return: 18.00 %
Count: 1 Return: 9.00 %
Count: 2 Return: 2.00 %
Count: 9 Return: -10.00 %
Count: 1 Return: 3.00 %
Count: 6 Return: 6.00 %
Count: 4 Return: -2.00 %
Count: 8 Return: -6.00 %
Count: 2 Return: 5.00 %
Count: 3 Return: 1.00 %
Count: 25 Return: 8.00 %
Count: 2 Return: -4.00 %
Count: 8 Return: 4.00 %
Count: 11 Return: -1.00 %
Count: 18 Return: -3.00 %
Count: 16 Return: 12.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: 0.00 %
Count: 26
Note: All performance data is since program inception.

Underwater Curve
Date Range: 06/05 - 09/17
Date: 9/30/2017
Drawdown: -6.23 % Date: 8/31/2017
Drawdown: -6.47 % Date: 7/31/2017
Drawdown: -2.52 % Date: 6/30/2017
Drawdown: -7.27 % Date: 5/31/2017
Drawdown: -8.05 % Date: 4/30/2017
Drawdown: -10.02 % Date: 3/31/2017
Drawdown: -11.18 % Date: 2/28/2017
Drawdown: -11.94 % Date: 1/31/2017
Drawdown: -12.12 % Date: 12/31/2016
Drawdown: -12.51 % Date: 11/30/2016
Drawdown: -9.61 % Date: 10/31/2016
Drawdown: -8.31 % Date: 9/30/2016
Drawdown: -5.50 % Date: 8/31/2016
Drawdown: -6.64 % Date: 7/31/2016
Drawdown: -11.55 % Date: 6/30/2016
Drawdown: -8.87 % Date: 5/31/2016
Drawdown: -14.31 % Date: 4/30/2016
Drawdown: -13.85 % Date: 3/31/2016
Drawdown: -13.57 % Date: 2/29/2016
Drawdown: -7.23 % Date: 1/31/2016
Drawdown: -6.63 % Date: 12/31/2015
Drawdown: -8.12 % Date: 11/30/2015
Drawdown: -10.88 % Date: 10/31/2015
Drawdown: -11.67 % Date: 9/30/2015
Drawdown: -10.41 % Date: 8/31/2015
Drawdown: -9.75 % Date: 7/31/2015
Drawdown: -15.94 % Date: 6/30/2015
Drawdown: -16.83 % Date: 5/31/2015
Drawdown: -17.27 % Date: 4/30/2015
Drawdown: -15.19 % Date: 3/31/2015
Drawdown: -13.94 % Date: 2/28/2015
Drawdown: -15.08 % Date: 1/31/2015
Drawdown: -12.43 % Date: 12/31/2014
Drawdown: -13.30 % Date: 11/30/2014
Drawdown: -12.50 % Date: 10/31/2014
Drawdown: -8.95 % Date: 9/30/2014
Drawdown: -1.82 % Date: 8/31/2014
Drawdown: -6.00 % Date: 7/31/2014
Drawdown: -6.47 % Date: 6/30/2014
Drawdown: -10.30 % Date: 5/31/2014
Drawdown: -8.28 % Date: 4/30/2014
Drawdown: -11.78 % Date: 3/31/2014
Drawdown: -10.64 % Date: 2/28/2014
Drawdown: -7.89 % Date: 1/31/2014
Drawdown: -8.25 % Date: 12/31/2013
Drawdown: -5.81 % Date: 11/30/2013
Drawdown: -1.86 % Date: 10/31/2013
Drawdown: -1.41 % Date: 9/30/2013
Drawdown: -1.24 % Date: 8/31/2013
Drawdown: -1.01 % Date: 7/31/2013
Drawdown: -4.68 % Date: 6/30/2013
Drawdown: -5.03 % Date: 5/31/2013
Drawdown: -5.40 % Date: 4/30/2013
Drawdown: -5.10 % Date: 3/31/2013
Drawdown: -4.72 % Date: 2/28/2013
Drawdown: -5.49 % Date: 1/31/2013
Drawdown: -6.45 % Date: 12/31/2012
Drawdown: -7.43 % Date: 11/30/2012
Drawdown: -7.95 % Date: 10/31/2012
Drawdown: -8.33 % Date: 9/30/2012
Drawdown: -7.24 % Date: 8/31/2012
Drawdown: -1.21 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: -1.02 % Date: 4/30/2012
Drawdown: 0.00 % Date: 3/31/2012
Drawdown: -3.53 % Date: 2/29/2012
Drawdown: -2.05 % Date: 1/31/2012
Drawdown: -2.89 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: -0.20 % Date: 10/31/2011
Drawdown: -0.26 % Date: 9/30/2011
Drawdown: -3.43 % Date: 8/31/2011
Drawdown: -3.67 % Date: 7/31/2011
Drawdown: -6.94 % Date: 6/30/2011
Drawdown: -11.06 % Date: 5/31/2011
Drawdown: -8.73 % Date: 4/30/2011
Drawdown: -4.72 % Date: 3/31/2011
Drawdown: -7.20 % Date: 2/28/2011
Drawdown: -5.87 % Date: 1/31/2011
Drawdown: -4.96 % Date: 12/31/2010
Drawdown: -6.27 % Date: 11/30/2010
Drawdown: -6.68 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -0.75 % Date: 8/31/2010
Drawdown: -6.26 % Date: 7/31/2010
Drawdown: -5.10 % Date: 6/30/2010
Drawdown: -2.72 % Date: 5/31/2010
Drawdown: -6.11 % Date: 4/30/2010
Drawdown: -7.77 % Date: 3/31/2010
Drawdown: -4.82 % Date: 2/28/2010
Drawdown: -7.02 % Date: 1/31/2010
Drawdown: -4.13 % Date: 12/31/2009
Drawdown: -8.03 % Date: 11/30/2009
Drawdown: -8.74 % Date: 10/31/2009
Drawdown: -5.79 % Date: 9/30/2009
Drawdown: -6.74 % Date: 8/31/2009
Drawdown: -5.70 % Date: 7/31/2009
Drawdown: -3.92 % Date: 6/30/2009
Drawdown: 0.00 % Date: 5/31/2009
Drawdown: -1.81 % Date: 4/30/2009
Drawdown: -2.72 % Date: 3/31/2009
Drawdown: -4.89 % Date: 2/28/2009
Drawdown: -5.08 % Date: 1/31/2009
Drawdown: -6.19 % Date: 12/31/2008
Drawdown: -2.02 % Date: 11/30/2008
Drawdown: -0.26 % Date: 10/31/2008
Drawdown: -0.52 % Date: 9/30/2008
Drawdown: -1.77 % Date: 8/31/2008
Drawdown: -1.44 % Date: 7/31/2008
Drawdown: -3.19 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: -7.88 % Date: 4/30/2008
Drawdown: -9.71 % Date: 3/31/2008
Drawdown: -11.66 % Date: 2/29/2008
Drawdown: -10.21 % Date: 1/31/2008
Drawdown: 0.00 % Date: 12/31/2007
Drawdown: 0.00 % Date: 11/30/2007
Drawdown: -1.98 % Date: 10/31/2007
Drawdown: -3.28 % Date: 9/30/2007
Drawdown: -6.15 % Date: 8/31/2007
Drawdown: -7.36 % Date: 7/31/2007
Drawdown: -10.11 % Date: 6/30/2007
Drawdown: -15.40 % Date: 5/31/2007
Drawdown: -15.31 % Date: 4/30/2007
Drawdown: -13.97 % Date: 3/31/2007
Drawdown: -10.42 % Date: 2/28/2007
Drawdown: -5.20 % Date: 1/31/2007
Drawdown: -4.42 % Date: 12/31/2006
Drawdown: -4.76 % Date: 11/30/2006
Drawdown: -4.52 % Date: 10/31/2006
Drawdown: -5.77 % Date: 9/30/2006
Drawdown: -5.97 % Date: 8/31/2006
Drawdown: -2.69 % Date: 7/31/2006
Drawdown: 0.00 % Date: 6/30/2006
Drawdown: -3.61 % Date: 5/31/2006
Drawdown: -2.97 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: 0.00 % Date: 2/28/2006
Drawdown: 0.00 % Date: 1/31/2006
Drawdown: 0.00 % Date: 12/31/2005
Drawdown: -4.52 % Date: 11/30/2005
Drawdown: -0.78 % Date: 10/31/2005
Drawdown: -4.43 % Date: 9/30/2005
Drawdown: -3.45 % Date: 8/31/2005
Drawdown: 0.00 % Date: 7/31/2005
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

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.

In reviewing the performance information, prospective investors should understand the following table reflects the composite performance results "net" of advisory fees and other expenses and includes interest income applicable to accounts comprising the composite table. The composite rates of return shown are not necessarily representative of any rate of return actually achieved by any single account. Different accounts, even though traded accordingly to the same strategy or program, can have varying investment results. The fees and charges applicable to individual accounts are not specifically described herein.

Manager Information
Manager Name:  M6 Capital Management, LLC
Address: 9047 Poplar Ave. Suite 109
City: Germantown
State: TN
Zip: 38138
Country: USA
Key People
Name:  Chris Myers
Position:  Principal
Biography: 

Chris Myers, the sole principal of the CTA, received the Bachelor of Science degree, with a major in Marketing from Mississippi State University in Starkville, Mississippi in May 1994. He then received the Master of Agri-Business Management degree from Mississippi State University in May 1995. From June 1995 until December 2000, Mr. Myers was employed with Sparks Companies, Inc. of Memphis, TN (an agricultural research firm) as a commodity analyst. From January 2001 until November 2005, Mr. Myers was employed by Cattlco, Inc., a large cattle feeding operation, of Memphis, TN. Mr. Myers’ responsibilities include conducting research/analysis on the commodity areas affecting Cattlco, Inc., which mainly included cattle and beef, corn and other feed grains. In April 2001 Mr. Myers became an NFA associate member and an Associated Person (AP) of Refco, LLC, a full service Futures Commission Merchant (“FCM”). Refco was acquired by Man Financial Inc. in November 2005 and Mr. Myers therefore became an AP of Man Financial Inc. at that time. On July 19, 2007, Man Financial Inc. changed their name to MF Global Inc. and at that time, Mr. Myers became an AP of MF Global Inc. On March 20, 2008 Mr. Myers became an AP of Rosenthal Collins Group, LLC and dropped his AP status with MF Global Inc. Mr. Myers was an Associated Person and Principal of Eden Management Company, LLC (a CPO) from August 2004 through July 2005. The CPO was registered with the CFTC, but never operated as a Commodity Pool Operator. Mr. Myers was also registered as a Sole Proprietor CTA from October 2004 through July 2005. All CTA clients have been traded under M6 Capital Management, LLC and thus Mr. Myers dropped the registration as a Sole Proprietor CTA in July 2005.


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.