Altegris Clearing Solutions Amplitude Capital International Limited Dynamic Strategy *QEP* *CLSD*
Monthly Performance (%)
Date Range: 05/05 - 06/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.26 -1.13 3.36 0.24 1.33 -2.58 1.38
2016 -1.76 3.37 4.27 0.02 -0.73 7.19 3.55 -2.58 -1.06 -6.83 1.47 3.09 9.62
2015 -6.71 3.66 0.29 -1.70 -3.91 -9.37 -1.72 -3.97 -6.22 9.24 7.92 -9.68 -21.75
2014 0.17 3.10 -1.83 1.80 -0.33 -0.18 -3.01 3.67 -2.65 -0.38 0.61 2.62 3.38
2013 3.54 -1.81 0.84 2.08 -2.93 -0.27 4.55 -2.44 1.18 4.49 1.96 -1.14 10.12
2012 5.27 1.56 2.12 -5.32 8.82 -5.73 3.58 -2.61 0.52 -5.44 0.76 0.97 3.44
2011 -0.93 1.17 1.62 4.99 -6.90 -0.31 0.41 3.89 2.96 -2.73 -4.55 -4.39 -5.38
2010 3.37 -1.94 2.33 1.59 9.33 2.99 -1.97 1.86 1.23 -1.86 -3.14 0.78 14.90
2009 2.52 1.47 -6.01 -2.00 12.37 -11.14 3.38 0.09 1.16 3.94 -8.37 -1.83 -6.36
2008 0.69 2.43 5.54 3.57 3.20 1.52 -0.55 -3.45 13.23 -1.44 0.30 -11.43 12.44
2007 1.48 1.26 -0.56 6.05 0.17 -3.23 4.98 3.76 7.48 2.89 6.29 5.83 42.33
2006 4.37 -4.16 1.26 4.20 -4.48 1.52 0.52 -6.83 3.29 6.98 3.94 -2.56 7.27
2005 3.51 1.52 1.59 2.39 6.17 0.56 -4.67 11.25
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The Dynamic strategy trades highly liquid exchange-traded futures via both managed accounts and the Amplitude Trading Strategies Fund (''Fund''). Instruments include equity indices, FX, fixed income and commodities. This is a systematic and fully automated directional program which uses extensive quantitative analysis of real-time price data and sophisticated portfolio methodology to detect ultra short to short term market trends and reversions. Execution is entirely electronic and utilizes in-house proprietary software to facilitate ultra-fast execution. Execution costs and slippage are closely monitored to ensure that adverse market impact is kept to a minimum. The risk management function is monitored real-time and is fully automated. As of 1st December 2015, 39 markets are traded and each instrument is independently analyzed and has an average holding period of 1.5 days. Dynamic is hard closed.

Performance Statistics
Date Range: 05/05 - 06/17
  Program SP500 TR Altegris 40
Total Return 99.12% 170.92% 46.52%
Annualized Return 5.87% 8.54% 3.19%
Annualized Std. Deviation 14.62% 14.03% 8.95%
Correlation 0.00 0.25
Sharpe Ratio (rf=2.5%) 0.23 0.43 0.08
Worst Month -11.43% -16.79% -5.20%
Date of Worst Month 12/2008 10/2008 06/2015
Worst Drawdown -26.52% -50.95% -15.74%
Date of Worst Drawdown 12/14 - 9/15 10/07 - 2/09 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 05/05 - 06/17
Year or YTD Program SP500 TR Altegris 40
2017 1.38 9.35 -3.91
2016 9.62 11.98 -3.13
2015 -21.75 1.41 0.09
2014 3.38 13.69 15.75
2013 10.12 32.41 -2.45
2012 3.44 15.98 -4.75
2011 -5.38 2.12 -3.23
2010 14.90 15.06 11.33
2009 -6.36 26.45 -7.98
2008 12.44 -36.99 15.47
2007 42.33 5.50 7.18
2006 7.27 15.79 6.70
2005 11.25 5.91 8.34
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 05/05 - 06/17
Date: 6/30/2017
Perf: $1,421.29 Date: 5/31/2017
Perf: $1,464.04 Date: 4/30/2017
Perf: $1,461.26 Date: 3/31/2017
Perf: $1,470.08 Date: 2/28/2017
Perf: $1,491.86 Date: 1/31/2017
Perf: $1,460.03 Date: 12/31/2016
Perf: $1,479.11 Date: 11/30/2016
Perf: $1,467.96 Date: 10/31/2016
Perf: $1,484.28 Date: 9/30/2016
Perf: $1,523.59 Date: 8/31/2016
Perf: $1,543.50 Date: 7/31/2016
Perf: $1,586.17 Date: 6/30/2016
Perf: $1,570.16 Date: 5/31/2016
Perf: $1,506.14 Date: 4/30/2016
Perf: $1,532.97 Date: 3/31/2016
Perf: $1,572.44 Date: 2/29/2016
Perf: $1,618.90 Date: 1/31/2016
Perf: $1,580.03 Date: 12/31/2015
Perf: $1,526.90 Date: 11/30/2015
Perf: $1,562.84 Date: 10/31/2015
Perf: $1,511.31 Date: 9/30/2015
Perf: $1,538.07 Date: 8/31/2015
Perf: $1,505.40 Date: 7/31/2015
Perf: $1,531.90 Date: 6/30/2015
Perf: $1,474.26 Date: 5/31/2015
Perf: $1,555.13 Date: 4/30/2015
Perf: $1,566.41 Date: 3/31/2015
Perf: $1,629.30 Date: 2/28/2015
Perf: $1,594.07 Date: 1/31/2015
Perf: $1,596.62 Date: 12/31/2014
Perf: $1,525.53 Date: 11/30/2014
Perf: $1,499.15 Date: 10/31/2014
Perf: $1,414.96 Date: 9/30/2014
Perf: $1,394.46 Date: 8/31/2014
Perf: $1,373.99 Date: 7/31/2014
Perf: $1,318.23 Date: 6/30/2014
Perf: $1,328.86 Date: 5/31/2014
Perf: $1,317.53 Date: 4/30/2014
Perf: $1,284.64 Date: 3/31/2014
Perf: $1,274.95 Date: 2/28/2014
Perf: $1,294.10 Date: 1/31/2014
Perf: $1,283.58 Date: 12/31/2013
Perf: $1,317.98 Date: 11/30/2013
Perf: $1,319.82 Date: 10/31/2013
Perf: $1,296.36 Date: 9/30/2013
Perf: $1,267.34 Date: 8/31/2013
Perf: $1,274.99 Date: 7/31/2013
Perf: $1,299.95 Date: 6/30/2013
Perf: $1,311.36 Date: 5/31/2013
Perf: $1,363.01 Date: 4/30/2013
Perf: $1,424.26 Date: 3/31/2013
Perf: $1,388.43 Date: 2/28/2013
Perf: $1,368.73 Date: 1/31/2013
Perf: $1,376.71 Date: 12/31/2012
Perf: $1,351.04 Date: 11/30/2012
Perf: $1,344.45 Date: 10/31/2012
Perf: $1,340.70 Date: 9/30/2012
Perf: $1,391.05 Date: 8/31/2012
Perf: $1,414.39 Date: 7/31/2012
Perf: $1,433.89 Date: 6/30/2012
Perf: $1,377.55 Date: 5/31/2012
Perf: $1,431.37 Date: 4/30/2012
Perf: $1,404.68 Date: 3/31/2012
Perf: $1,396.30 Date: 2/29/2012
Perf: $1,428.74 Date: 1/31/2012
Perf: $1,422.90 Date: 12/31/2011
Perf: $1,418.36 Date: 11/30/2011
Perf: $1,404.88 Date: 10/31/2011
Perf: $1,400.67 Date: 9/30/2011
Perf: $1,458.43 Date: 8/31/2011
Perf: $1,459.30 Date: 7/31/2011
Perf: $1,462.23 Date: 6/30/2011
Perf: $1,411.55 Date: 5/31/2011
Perf: $1,449.23 Date: 4/30/2011
Perf: $1,504.13 Date: 3/31/2011
Perf: $1,447.68 Date: 2/28/2011
Perf: $1,470.17 Date: 1/31/2011
Perf: $1,445.59 Date: 12/31/2010
Perf: $1,465.67 Date: 11/30/2010
Perf: $1,405.38 Date: 10/31/2010
Perf: $1,456.96 Date: 9/30/2010
Perf: $1,402.54 Date: 8/31/2010
Perf: $1,377.47 Date: 7/31/2010
Perf: $1,322.71 Date: 6/30/2010
Perf: $1,340.00 Date: 5/31/2010
Perf: $1,334.92 Date: 4/30/2010
Perf: $1,368.03 Date: 3/31/2010
Perf: $1,347.28 Date: 2/28/2010
Perf: $1,295.84 Date: 1/31/2010
Perf: $1,283.77 Date: 12/31/2009
Perf: $1,316.55 Date: 11/30/2009
Perf: $1,371.41 Date: 10/31/2009
Perf: $1,318.28 Date: 9/30/2009
Perf: $1,352.92 Date: 8/31/2009
Perf: $1,321.47 Date: 7/31/2009
Perf: $1,317.12 Date: 6/30/2009
Perf: $1,318.57 Date: 5/31/2009
Perf: $1,354.60 Date: 4/30/2009
Perf: $1,336.16 Date: 3/31/2009
Perf: $1,381.33 Date: 2/28/2009
Perf: $1,420.69 Date: 1/31/2009
Perf: $1,421.40 Date: 12/31/2008
Perf: $1,430.70 Date: 11/30/2008
Perf: $1,394.85 Date: 10/31/2008
Perf: $1,345.47 Date: 9/30/2008
Perf: $1,279.57 Date: 8/31/2008
Perf: $1,276.89 Date: 7/31/2008
Perf: $1,311.92 Date: 6/30/2008
Perf: $1,375.03 Date: 5/31/2008
Perf: $1,339.27 Date: 4/30/2008
Perf: $1,312.24 Date: 3/31/2008
Perf: $1,327.51 Date: 2/29/2008
Perf: $1,333.37 Date: 1/31/2008
Perf: $1,261.59 Date: 12/31/2007
Perf: $1,239.04 Date: 11/30/2007
Perf: $1,241.90 Date: 10/31/2007
Perf: $1,250.02 Date: 9/30/2007
Perf: $1,198.37 Date: 8/31/2007
Perf: $1,144.90 Date: 7/31/2007
Perf: $1,189.26 Date: 6/30/2007
Perf: $1,227.18 Date: 5/31/2007
Perf: $1,192.71 Date: 4/30/2007
Perf: $1,151.60 Date: 3/31/2007
Perf: $1,105.18 Date: 2/28/2007
Perf: $1,131.66 Date: 1/31/2007
Perf: $1,175.76 Date: 12/31/2006
Perf: $1,155.99 Date: 11/30/2006
Perf: $1,118.19 Date: 10/31/2006
Perf: $1,091.45 Date: 9/30/2006
Perf: $1,079.58 Date: 8/31/2006
Perf: $1,091.14 Date: 7/31/2006
Perf: $1,079.06 Date: 6/30/2006
Perf: $1,095.27 Date: 5/31/2006
Perf: $1,110.48 Date: 4/30/2006
Perf: $1,140.71 Date: 3/31/2006
Perf: $1,113.54 Date: 2/28/2006
Perf: $1,084.48 Date: 1/31/2006
Perf: $1,104.13 Date: 12/31/2005
Perf: $1,083.44 Date: 11/30/2005
Perf: $1,103.41 Date: 10/31/2005
Perf: $1,058.02 Date: 9/30/2005
Perf: $1,056.33 Date: 8/31/2005
Perf: $1,040.31 Date: 7/31/2005
Perf: $1,034.72 Date: 6/30/2005
Perf: $1,034.10 Date: 5/31/2005
Perf: $1,000.00 Date: 6/30/2017
Perf: $2,625.66 Date: 5/31/2017
Perf: $2,609.48 Date: 4/30/2017
Perf: $2,573.20 Date: 3/31/2017
Perf: $2,546.96 Date: 2/28/2017
Perf: $2,543.91 Date: 1/31/2017
Perf: $2,446.77 Date: 12/31/2016
Perf: $2,401.15 Date: 11/30/2016
Perf: $2,354.53 Date: 10/31/2016
Perf: $2,270.52 Date: 9/30/2016
Perf: $2,312.61 Date: 8/31/2016
Perf: $2,312.15 Date: 7/31/2016
Perf: $2,308.92 Date: 6/30/2016
Perf: $2,226.75 Date: 5/31/2016
Perf: $2,220.98 Date: 4/30/2016
Perf: $2,181.70 Date: 3/31/2016
Perf: $2,173.23 Date: 2/29/2016
Perf: $2,035.24 Date: 1/31/2016
Perf: $2,037.89 Date: 12/31/2015
Perf: $2,144.24 Date: 11/30/2015
Perf: $2,178.67 Date: 10/31/2015
Perf: $2,172.15 Date: 9/30/2015
Perf: $2,003.09 Date: 8/31/2015
Perf: $2,053.82 Date: 7/31/2015
Perf: $2,185.61 Date: 6/30/2015
Perf: $2,140.66 Date: 5/31/2015
Perf: $2,183.01 Date: 4/30/2015
Perf: $2,155.21 Date: 3/31/2015
Perf: $2,134.71 Date: 2/28/2015
Perf: $2,168.98 Date: 1/31/2015
Perf: $2,051.05 Date: 12/31/2014
Perf: $2,114.48 Date: 11/30/2014
Perf: $2,119.78 Date: 10/31/2014
Perf: $2,064.25 Date: 9/30/2014
Perf: $2,015.08 Date: 8/31/2014
Perf: $2,043.70 Date: 7/31/2014
Perf: $1,965.09 Date: 6/30/2014
Perf: $1,992.59 Date: 5/31/2014
Perf: $1,952.18 Date: 4/30/2014
Perf: $1,907.36 Date: 3/31/2014
Perf: $1,893.35 Date: 2/28/2014
Perf: $1,877.57 Date: 1/31/2014
Perf: $1,795.52 Date: 12/31/2013
Perf: $1,859.87 Date: 11/30/2013
Perf: $1,813.98 Date: 10/31/2013
Perf: $1,760.29 Date: 9/30/2013
Perf: $1,682.88 Date: 8/31/2013
Perf: $1,631.64 Date: 7/31/2013
Perf: $1,680.37 Date: 6/30/2013
Perf: $1,598.98 Date: 5/31/2013
Perf: $1,620.70 Date: 4/30/2013
Perf: $1,583.65 Date: 3/31/2013
Perf: $1,553.66 Date: 2/28/2013
Perf: $1,497.50 Date: 1/31/2013
Perf: $1,477.41 Date: 12/31/2012
Perf: $1,404.65 Date: 11/30/2012
Perf: $1,391.98 Date: 10/31/2012
Perf: $1,383.96 Date: 9/30/2012
Perf: $1,410.04 Date: 8/31/2012
Perf: $1,374.58 Date: 7/31/2012
Perf: $1,344.33 Date: 6/30/2012
Perf: $1,325.90 Date: 5/31/2012
Perf: $1,273.43 Date: 4/30/2012
Perf: $1,354.86 Date: 3/31/2012
Perf: $1,363.45 Date: 2/29/2012
Perf: $1,320.02 Date: 1/31/2012
Perf: $1,265.36 Date: 12/31/2011
Perf: $1,211.10 Date: 11/30/2011
Perf: $1,198.87 Date: 10/31/2011
Perf: $1,201.52 Date: 9/30/2011
Perf: $1,083.13 Date: 8/31/2011
Perf: $1,165.03 Date: 7/31/2011
Perf: $1,231.93 Date: 6/30/2011
Perf: $1,257.45 Date: 5/31/2011
Perf: $1,278.81 Date: 4/30/2011
Perf: $1,293.42 Date: 3/31/2011
Perf: $1,256.24 Date: 2/28/2011
Perf: $1,255.74 Date: 1/31/2011
Perf: $1,214.09 Date: 12/31/2010
Perf: $1,185.99 Date: 11/30/2010
Perf: $1,111.72 Date: 10/31/2010
Perf: $1,111.61 Date: 9/30/2010
Perf: $1,070.81 Date: 8/31/2010
Perf: $983.12 Date: 7/31/2010
Perf: $1,029.55 Date: 6/30/2010
Perf: $962.11 Date: 5/31/2010
Perf: $1,015.20 Date: 4/30/2010
Perf: $1,103.36 Date: 3/31/2010
Perf: $1,086.20 Date: 2/28/2010
Perf: $1,024.43 Date: 1/31/2010
Perf: $993.62 Date: 12/31/2009
Perf: $1,030.73 Date: 11/30/2009
Perf: $1,011.21 Date: 10/31/2009
Perf: $953.98 Date: 9/30/2009
Perf: $972.06 Date: 8/31/2009
Perf: $937.10 Date: 7/31/2009
Perf: $904.45 Date: 6/30/2009
Perf: $840.88 Date: 5/31/2009
Perf: $839.20 Date: 4/30/2009
Perf: $794.77 Date: 3/31/2009
Perf: $725.36 Date: 2/28/2009
Perf: $666.93 Date: 1/31/2009
Perf: $746.43 Date: 12/31/2008
Perf: $815.15 Date: 11/30/2008
Perf: $806.60 Date: 10/31/2008
Perf: $868.99 Date: 9/30/2008
Perf: $1,044.33 Date: 8/31/2008
Perf: $1,146.48 Date: 7/31/2008
Perf: $1,130.10 Date: 6/30/2008
Perf: $1,139.67 Date: 5/31/2008
Perf: $1,244.59 Date: 4/30/2008
Perf: $1,228.62 Date: 3/31/2008
Perf: $1,171.56 Date: 2/29/2008
Perf: $1,176.62 Date: 1/31/2008
Perf: $1,216.15 Date: 12/31/2007
Perf: $1,293.77 Date: 11/30/2007
Perf: $1,302.76 Date: 10/31/2007
Perf: $1,359.59 Date: 9/30/2007
Perf: $1,338.31 Date: 8/31/2007
Perf: $1,290.07 Date: 7/31/2007
Perf: $1,271.00 Date: 6/30/2007
Perf: $1,311.66 Date: 5/31/2007
Perf: $1,333.80 Date: 4/30/2007
Perf: $1,288.82 Date: 3/31/2007
Perf: $1,234.15 Date: 2/28/2007
Perf: $1,220.48 Date: 1/31/2007
Perf: $1,244.88 Date: 12/31/2006
Perf: $1,226.36 Date: 11/30/2006
Perf: $1,209.43 Date: 10/31/2006
Perf: $1,186.88 Date: 9/30/2006
Perf: $1,149.41 Date: 8/31/2006
Perf: $1,120.50 Date: 7/31/2006
Perf: $1,094.45 Date: 6/30/2006
Perf: $1,087.71 Date: 5/31/2006
Perf: $1,086.19 Date: 4/30/2006
Perf: $1,118.40 Date: 3/31/2006
Perf: $1,103.61 Date: 2/28/2006
Perf: $1,090.09 Date: 1/31/2006
Perf: $1,087.16 Date: 12/31/2005
Perf: $1,059.09 Date: 11/30/2005
Perf: $1,058.77 Date: 10/31/2005
Perf: $1,020.21 Date: 9/30/2005
Perf: $1,037.54 Date: 8/31/2005
Perf: $1,029.20 Date: 7/31/2005
Perf: $1,038.65 Date: 6/30/2005
Perf: $1,001.40 Date: 5/31/2005
Perf: $1,000.00 Date: 6/30/2017
Perf: $1,991.16 Date: 5/31/2017
Perf: $2,043.89 Date: 4/30/2017
Perf: $2,017.07 Date: 3/31/2017
Perf: $2,012.24 Date: 2/28/2017
Perf: $1,946.82 Date: 1/31/2017
Perf: $1,969.07 Date: 12/31/2016
Perf: $1,963.97 Date: 11/30/2016
Perf: $1,905.10 Date: 10/31/2016
Perf: $1,877.50 Date: 9/30/2016
Perf: $2,015.13 Date: 8/31/2016
Perf: $2,036.72 Date: 7/31/2016
Perf: $2,090.66 Date: 6/30/2016
Perf: $2,018.99 Date: 5/31/2016
Perf: $1,883.56 Date: 4/30/2016
Perf: $1,897.41 Date: 3/31/2016
Perf: $1,897.03 Date: 2/29/2016
Perf: $1,819.35 Date: 1/31/2016
Perf: $1,760.03 Date: 12/31/2015
Perf: $1,791.56 Date: 11/30/2015
Perf: $1,983.57 Date: 10/31/2015
Perf: $1,838.00 Date: 9/30/2015
Perf: $1,682.54 Date: 8/31/2015
Perf: $1,794.13 Date: 7/31/2015
Perf: $1,868.31 Date: 6/30/2015
Perf: $1,901.00 Date: 5/31/2015
Perf: $2,097.54 Date: 4/30/2015
Perf: $2,182.89 Date: 3/31/2015
Perf: $2,220.64 Date: 2/28/2015
Perf: $2,214.22 Date: 1/31/2015
Perf: $2,136.04 Date: 12/31/2014
Perf: $2,289.68 Date: 11/30/2014
Perf: $2,231.22 Date: 10/31/2014
Perf: $2,217.70 Date: 9/30/2014
Perf: $2,226.15 Date: 8/31/2014
Perf: $2,286.75 Date: 7/31/2014
Perf: $2,205.80 Date: 6/30/2014
Perf: $2,274.26 Date: 5/31/2014
Perf: $2,278.36 Date: 4/30/2014
Perf: $2,285.90 Date: 3/31/2014
Perf: $2,245.48 Date: 2/28/2014
Perf: $2,287.34 Date: 1/31/2014
Perf: $2,218.56 Date: 12/31/2013
Perf: $2,214.80 Date: 11/30/2013
Perf: $2,240.34 Date: 10/31/2013
Perf: $2,197.27 Date: 9/30/2013
Perf: $2,102.85 Date: 8/31/2013
Perf: $2,078.33 Date: 7/31/2013
Perf: $2,130.31 Date: 6/30/2013
Perf: $2,037.60 Date: 5/31/2013
Perf: $2,043.12 Date: 4/30/2013
Perf: $2,104.79 Date: 3/31/2013
Perf: $2,061.90 Date: 2/28/2013
Perf: $2,044.72 Date: 1/31/2013
Perf: $2,082.41 Date: 12/31/2012
Perf: $2,011.22 Date: 11/30/2012
Perf: $1,991.90 Date: 10/31/2012
Perf: $1,976.87 Date: 9/30/2012
Perf: $2,090.60 Date: 8/31/2012
Perf: $2,079.79 Date: 7/31/2012
Perf: $2,135.52 Date: 6/30/2012
Perf: $2,061.71 Date: 5/31/2012
Perf: $2,187.03 Date: 4/30/2012
Perf: $2,009.77 Date: 3/31/2012
Perf: $2,122.70 Date: 2/29/2012
Perf: $2,078.63 Date: 1/31/2012
Perf: $2,046.70 Date: 12/31/2011
Perf: $1,944.24 Date: 11/30/2011
Perf: $2,033.51 Date: 10/31/2011
Perf: $2,130.45 Date: 9/30/2011
Perf: $2,190.24 Date: 8/31/2011
Perf: $2,127.27 Date: 7/31/2011
Perf: $2,047.62 Date: 6/30/2011
Perf: $2,039.26 Date: 5/31/2011
Perf: $2,045.60 Date: 4/30/2011
Perf: $2,197.21 Date: 3/31/2011
Perf: $2,092.78 Date: 2/28/2011
Perf: $2,059.41 Date: 1/31/2011
Perf: $2,035.60 Date: 12/31/2010
Perf: $2,054.71 Date: 11/30/2010
Perf: $2,038.80 Date: 10/31/2010
Perf: $2,104.90 Date: 9/30/2010
Perf: $2,144.79 Date: 8/31/2010
Perf: $2,118.73 Date: 7/31/2010
Perf: $2,080.04 Date: 6/30/2010
Perf: $2,121.84 Date: 5/31/2010
Perf: $2,060.24 Date: 4/30/2010
Perf: $1,884.42 Date: 3/31/2010
Perf: $1,854.93 Date: 2/28/2010
Perf: $1,812.70 Date: 1/31/2010
Perf: $1,848.56 Date: 12/31/2009
Perf: $1,788.29 Date: 11/30/2009
Perf: $1,821.63 Date: 10/31/2009
Perf: $1,988.03 Date: 9/30/2009
Perf: $1,912.67 Date: 8/31/2009
Perf: $1,890.73 Date: 7/31/2009
Perf: $1,889.03 Date: 6/30/2009
Perf: $1,827.27 Date: 5/31/2009
Perf: $2,056.35 Date: 4/30/2009
Perf: $1,829.98 Date: 3/31/2009
Perf: $1,867.33 Date: 2/28/2009
Perf: $1,986.73 Date: 1/31/2009
Perf: $1,957.95 Date: 12/31/2008
Perf: $1,909.82 Date: 11/30/2008
Perf: $2,156.28 Date: 10/31/2008
Perf: $2,149.83 Date: 9/30/2008
Perf: $2,181.24 Date: 8/31/2008
Perf: $1,926.38 Date: 7/31/2008
Perf: $1,995.22 Date: 6/30/2008
Perf: $2,006.25 Date: 5/31/2008
Perf: $1,976.21 Date: 4/30/2008
Perf: $1,914.94 Date: 3/31/2008
Perf: $1,848.93 Date: 2/29/2008
Perf: $1,751.88 Date: 1/31/2008
Perf: $1,710.31 Date: 12/31/2007
Perf: $1,698.59 Date: 11/30/2007
Perf: $1,605.02 Date: 10/31/2007
Perf: $1,510.04 Date: 9/30/2007
Perf: $1,467.63 Date: 8/31/2007
Perf: $1,365.49 Date: 7/31/2007
Perf: $1,316.01 Date: 6/30/2007
Perf: $1,253.58 Date: 5/31/2007
Perf: $1,295.42 Date: 4/30/2007
Perf: $1,293.22 Date: 3/31/2007
Perf: $1,219.44 Date: 2/28/2007
Perf: $1,226.31 Date: 1/31/2007
Perf: $1,211.05 Date: 12/31/2006
Perf: $1,193.39 Date: 11/30/2006
Perf: $1,224.74 Date: 10/31/2006
Perf: $1,178.32 Date: 9/30/2006
Perf: $1,101.44 Date: 8/31/2006
Perf: $1,066.35 Date: 7/31/2006
Perf: $1,144.53 Date: 6/30/2006
Perf: $1,138.61 Date: 5/31/2006
Perf: $1,121.56 Date: 4/30/2006
Perf: $1,174.16 Date: 3/31/2006
Perf: $1,126.83 Date: 2/28/2006
Perf: $1,112.81 Date: 1/31/2006
Perf: $1,161.11 Date: 12/31/2005
Perf: $1,112.50 Date: 11/30/2005
Perf: $1,167.00 Date: 10/31/2005
Perf: $1,160.50 Date: 9/30/2005
Perf: $1,093.06 Date: 8/31/2005
Perf: $1,067.54 Date: 7/31/2005
Perf: $1,050.83 Date: 6/30/2005
Perf: $1,035.10 Date: 5/31/2005
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 05/05 - 06/17
Date: 6/30/2017
Return: -2.58 % Date: 5/31/2017
Return: 1.33 % Date: 4/30/2017
Return: 0.24 % Date: 3/31/2017
Return: 3.36 % Date: 2/28/2017
Return: -1.13 % Date: 1/31/2017
Return: 0.26 % Date: 12/31/2016
Return: 3.09 % Date: 11/30/2016
Return: 1.47 % Date: 10/31/2016
Return: -6.83 % Date: 9/30/2016
Return: -1.06 % Date: 8/31/2016
Return: -2.58 % Date: 7/31/2016
Return: 3.55 % Date: 6/30/2016
Return: 7.19 % Date: 5/31/2016
Return: -0.73 % Date: 4/30/2016
Return: 0.02 % Date: 3/31/2016
Return: 4.27 % Date: 2/29/2016
Return: 3.37 % Date: 1/31/2016
Return: -1.76 % Date: 12/31/2015
Return: -9.68 % Date: 11/30/2015
Return: 7.92 % Date: 10/31/2015
Return: 9.24 % Date: 9/30/2015
Return: -6.22 % Date: 8/31/2015
Return: -3.97 % Date: 7/31/2015
Return: -1.72 % Date: 6/30/2015
Return: -9.37 % Date: 5/31/2015
Return: -3.91 % Date: 4/30/2015
Return: -1.70 % Date: 3/31/2015
Return: 0.29 % Date: 2/28/2015
Return: 3.66 % Date: 1/31/2015
Return: -6.71 % Date: 12/31/2014
Return: 2.62 % Date: 11/30/2014
Return: 0.61 % Date: 10/31/2014
Return: -0.38 % Date: 9/30/2014
Return: -2.65 % Date: 8/31/2014
Return: 3.67 % Date: 7/31/2014
Return: -3.01 % Date: 6/30/2014
Return: -0.18 % Date: 5/31/2014
Return: -0.33 % Date: 4/30/2014
Return: 1.80 % Date: 3/31/2014
Return: -1.83 % Date: 2/28/2014
Return: 3.10 % Date: 1/31/2014
Return: 0.17 % Date: 12/31/2013
Return: -1.14 % Date: 11/30/2013
Return: 1.96 % Date: 10/31/2013
Return: 4.49 % Date: 9/30/2013
Return: 1.18 % Date: 8/31/2013
Return: -2.44 % Date: 7/31/2013
Return: 4.55 % Date: 6/30/2013
Return: -0.27 % Date: 5/31/2013
Return: -2.93 % Date: 4/30/2013
Return: 2.08 % Date: 3/31/2013
Return: 0.84 % Date: 2/28/2013
Return: -1.81 % Date: 1/31/2013
Return: 3.54 % Date: 12/31/2012
Return: 0.97 % Date: 11/30/2012
Return: 0.76 % Date: 10/31/2012
Return: -5.44 % Date: 9/30/2012
Return: 0.52 % Date: 8/31/2012
Return: -2.61 % Date: 7/31/2012
Return: 3.58 % Date: 6/30/2012
Return: -5.73 % Date: 5/31/2012
Return: 8.82 % Date: 4/30/2012
Return: -5.32 % Date: 3/31/2012
Return: 2.12 % Date: 2/29/2012
Return: 1.56 % Date: 1/31/2012
Return: 5.27 % Date: 12/31/2011
Return: -4.39 % Date: 11/30/2011
Return: -4.55 % Date: 10/31/2011
Return: -2.73 % Date: 9/30/2011
Return: 2.96 % Date: 8/31/2011
Return: 3.89 % Date: 7/31/2011
Return: 0.41 % Date: 6/30/2011
Return: -0.31 % Date: 5/31/2011
Return: -6.90 % Date: 4/30/2011
Return: 4.99 % Date: 3/31/2011
Return: 1.62 % Date: 2/28/2011
Return: 1.17 % Date: 1/31/2011
Return: -0.93 % Date: 12/31/2010
Return: 0.78 % Date: 11/30/2010
Return: -3.14 % Date: 10/31/2010
Return: -1.86 % Date: 9/30/2010
Return: 1.23 % Date: 8/31/2010
Return: 1.86 % Date: 7/31/2010
Return: -1.97 % Date: 6/30/2010
Return: 2.99 % Date: 5/31/2010
Return: 9.33 % Date: 4/30/2010
Return: 1.59 % Date: 3/31/2010
Return: 2.33 % Date: 2/28/2010
Return: -1.94 % Date: 1/31/2010
Return: 3.37 % Date: 12/31/2009
Return: -1.83 % Date: 11/30/2009
Return: -8.37 % Date: 10/31/2009
Return: 3.94 % Date: 9/30/2009
Return: 1.16 % Date: 8/31/2009
Return: 0.09 % Date: 7/31/2009
Return: 3.38 % Date: 6/30/2009
Return: -11.14 % Date: 5/31/2009
Return: 12.37 % Date: 4/30/2009
Return: -2.00 % Date: 3/31/2009
Return: -6.01 % Date: 2/28/2009
Return: 1.47 % Date: 1/31/2009
Return: 2.52 % Date: 12/31/2008
Return: -11.43 % Date: 11/30/2008
Return: 0.30 % Date: 10/31/2008
Return: -1.44 % Date: 9/30/2008
Return: 13.23 % Date: 8/31/2008
Return: -3.45 % Date: 7/31/2008
Return: -0.55 % Date: 6/30/2008
Return: 1.52 % Date: 5/31/2008
Return: 3.20 % Date: 4/30/2008
Return: 3.57 % Date: 3/31/2008
Return: 5.54 % Date: 2/29/2008
Return: 2.43 % Date: 1/31/2008
Return: 0.69 % Date: 12/31/2007
Return: 5.83 % Date: 11/30/2007
Return: 6.29 % Date: 10/31/2007
Return: 2.89 % Date: 9/30/2007
Return: 7.48 % Date: 8/31/2007
Return: 3.76 % Date: 7/31/2007
Return: 4.98 % Date: 6/30/2007
Return: -3.23 % Date: 5/31/2007
Return: 0.17 % Date: 4/30/2007
Return: 6.05 % Date: 3/31/2007
Return: -0.56 % Date: 2/28/2007
Return: 1.26 % Date: 1/31/2007
Return: 1.48 % Date: 12/31/2006
Return: -2.56 % Date: 11/30/2006
Return: 3.94 % Date: 10/31/2006
Return: 6.98 % Date: 9/30/2006
Return: 3.29 % Date: 8/31/2006
Return: -6.83 % Date: 7/31/2006
Return: 0.52 % Date: 6/30/2006
Return: 1.52 % Date: 5/31/2006
Return: -4.48 % Date: 4/30/2006
Return: 4.20 % Date: 3/31/2006
Return: 1.26 % Date: 2/28/2006
Return: -4.16 % Date: 1/31/2006
Return: 4.37 % Date: 12/31/2005
Return: -4.67 % Date: 11/30/2005
Return: 0.56 % Date: 10/31/2005
Return: 6.17 % Date: 9/30/2005
Return: 2.39 % Date: 8/31/2005
Return: 1.59 % Date: 7/31/2005
Return: 1.52 % Date: 6/30/2005
Return: 3.51 % Date: 5/31/2005
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 05/05 - 06/17
Return: -10.00 %
Count: 1 Return: 8.00 %
Count: 1 Return: -9.00 %
Count: 1 Return: 9.00 %
Count: 3 Return: -8.00 %
Count: 1 Return: 12.00 %
Count: 1 Return: -2.00 %
Count: 11 Return: -6.00 %
Count: 3 Return: -11.00 %
Count: 2 Return: 13.00 %
Count: 1 Return: 5.00 %
Count: 4 Return: -1.00 %
Count: 8 Return: -3.00 %
Count: 11 Return: 7.00 %
Count: 3 Return: 3.00 %
Count: 13 Return: -7.00 %
Count: 4 Return: -4.00 %
Count: 5 Return: -5.00 %
Count: 4 Return: 1.00 %
Count: 19 Return: 6.00 %
Count: 5 Return: 2.00 %
Count: 15 Return: 4.00 %
Count: 15 Return: 0.00 %
Count: 15
Note: All performance data is since program inception.

Underwater Curve
Date Range: 05/05 - 06/17
Date: 6/30/2017
Drawdown: -13.04 % Date: 5/31/2017
Drawdown: -10.73 % Date: 4/30/2017
Drawdown: -11.91 % Date: 3/31/2017
Drawdown: -12.12 % Date: 2/28/2017
Drawdown: -14.97 % Date: 1/31/2017
Drawdown: -14.00 % Date: 12/31/2016
Drawdown: -14.23 % Date: 11/30/2016
Drawdown: -16.80 % Date: 10/31/2016
Drawdown: -18.00 % Date: 9/30/2016
Drawdown: -11.99 % Date: 8/31/2016
Drawdown: -11.05 % Date: 7/31/2016
Drawdown: -8.69 % Date: 6/30/2016
Drawdown: -11.82 % Date: 5/31/2016
Drawdown: -17.74 % Date: 4/30/2016
Drawdown: -17.13 % Date: 3/31/2016
Drawdown: -17.15 % Date: 2/29/2016
Drawdown: -20.54 % Date: 1/31/2016
Drawdown: -23.13 % Date: 12/31/2015
Drawdown: -21.75 % Date: 11/30/2015
Drawdown: -13.37 % Date: 10/31/2015
Drawdown: -19.73 % Date: 9/30/2015
Drawdown: -26.52 % Date: 8/31/2015
Drawdown: -21.64 % Date: 7/31/2015
Drawdown: -18.40 % Date: 6/30/2015
Drawdown: -16.98 % Date: 5/31/2015
Drawdown: -8.39 % Date: 4/30/2015
Drawdown: -4.66 % Date: 3/31/2015
Drawdown: -3.02 % Date: 2/28/2015
Drawdown: -3.30 % Date: 1/31/2015
Drawdown: -6.71 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -2.45 % Date: 10/31/2014
Drawdown: -3.04 % Date: 9/30/2014
Drawdown: -2.67 % Date: 8/31/2014
Drawdown: -0.03 % Date: 7/31/2014
Drawdown: -3.56 % Date: 6/30/2014
Drawdown: -0.57 % Date: 5/31/2014
Drawdown: -0.39 % Date: 4/30/2014
Drawdown: -0.06 % Date: 3/31/2014
Drawdown: -1.83 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: -0.97 % Date: 12/31/2013
Drawdown: -1.14 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: 0.00 % Date: 9/30/2013
Drawdown: -4.29 % Date: 8/31/2013
Drawdown: -5.41 % Date: 7/31/2013
Drawdown: -3.04 % Date: 6/30/2013
Drawdown: -7.26 % Date: 5/31/2013
Drawdown: -7.01 % Date: 4/30/2013
Drawdown: -4.21 % Date: 3/31/2013
Drawdown: -6.16 % Date: 2/28/2013
Drawdown: -6.94 % Date: 1/31/2013
Drawdown: -5.22 % Date: 12/31/2012
Drawdown: -8.46 % Date: 11/30/2012
Drawdown: -9.34 % Date: 10/31/2012
Drawdown: -10.03 % Date: 9/30/2012
Drawdown: -4.85 % Date: 8/31/2012
Drawdown: -5.34 % Date: 7/31/2012
Drawdown: -2.81 % Date: 6/30/2012
Drawdown: -6.17 % Date: 5/31/2012
Drawdown: -0.46 % Date: 4/30/2012
Drawdown: -8.53 % Date: 3/31/2012
Drawdown: -3.39 % Date: 2/29/2012
Drawdown: -5.40 % Date: 1/31/2012
Drawdown: -6.85 % Date: 12/31/2011
Drawdown: -11.51 % Date: 11/30/2011
Drawdown: -7.45 % Date: 10/31/2011
Drawdown: -3.04 % Date: 9/30/2011
Drawdown: -0.32 % Date: 8/31/2011
Drawdown: -3.18 % Date: 7/31/2011
Drawdown: -6.81 % Date: 6/30/2011
Drawdown: -7.19 % Date: 5/31/2011
Drawdown: -6.90 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -4.06 % Date: 2/28/2011
Drawdown: -5.59 % Date: 1/31/2011
Drawdown: -6.68 % Date: 12/31/2010
Drawdown: -5.80 % Date: 11/30/2010
Drawdown: -6.53 % Date: 10/31/2010
Drawdown: -3.50 % Date: 9/30/2010
Drawdown: -1.67 % Date: 8/31/2010
Drawdown: -2.87 % Date: 7/31/2010
Drawdown: -4.64 % Date: 6/30/2010
Drawdown: -2.72 % Date: 5/31/2010
Drawdown: -5.55 % Date: 4/30/2010
Drawdown: -13.61 % Date: 3/31/2010
Drawdown: -14.96 % Date: 2/28/2010
Drawdown: -16.90 % Date: 1/31/2010
Drawdown: -15.25 % Date: 12/31/2009
Drawdown: -18.02 % Date: 11/30/2009
Drawdown: -16.49 % Date: 10/31/2009
Drawdown: -8.86 % Date: 9/30/2009
Drawdown: -12.31 % Date: 8/31/2009
Drawdown: -13.32 % Date: 7/31/2009
Drawdown: -13.40 % Date: 6/30/2009
Drawdown: -16.23 % Date: 5/31/2009
Drawdown: -5.73 % Date: 4/30/2009
Drawdown: -16.10 % Date: 3/31/2009
Drawdown: -14.39 % Date: 2/28/2009
Drawdown: -8.92 % Date: 1/31/2009
Drawdown: -10.24 % Date: 12/31/2008
Drawdown: -12.44 % Date: 11/30/2008
Drawdown: -1.14 % Date: 10/31/2008
Drawdown: -1.44 % Date: 9/30/2008
Drawdown: 0.00 % Date: 8/31/2008
Drawdown: -3.98 % Date: 7/31/2008
Drawdown: -0.55 % 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: 0.00 % 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: -3.23 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: -0.56 % Date: 2/28/2007
Drawdown: 0.00 % Date: 1/31/2007
Drawdown: -1.12 % Date: 12/31/2006
Drawdown: -2.56 % Date: 11/30/2006
Drawdown: 0.00 % Date: 10/31/2006
Drawdown: 0.00 % Date: 9/30/2006
Drawdown: -6.19 % Date: 8/31/2006
Drawdown: -9.18 % Date: 7/31/2006
Drawdown: -2.52 % Date: 6/30/2006
Drawdown: -3.03 % Date: 5/31/2006
Drawdown: -4.48 % Date: 4/30/2006
Drawdown: 0.00 % Date: 3/31/2006
Drawdown: -3.44 % Date: 2/28/2006
Drawdown: -4.64 % Date: 1/31/2006
Drawdown: -0.50 % Date: 12/31/2005
Drawdown: -4.67 % Date: 11/30/2005
Drawdown: 0.00 % Date: 10/31/2005
Drawdown: 0.00 % 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 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Amplitude Capital International Limited
Address: 1st Floor 802 West Bay Grand Pavilion Commercial Centre
City: Grand Cayman
State: GC
Zip: KY1-1203
Country: Cayman Islands
Key People
Name:  Karsten Schroeder
Position:  Chief Executive Officer
Biography: 

Karsten Schroeder is the Chief Executive Officer of the Investment Adviser, and from 2004 to December 2008 he was the Chief Executive Officer of Amplitude Capital LLP. He oversees all the key decisions of the Investment Adviser relating to product development, trading ideas and strategy and is the portfolio manager for the group investment funds. He had been working on the development of the Master Fund’s trading system for over five years until he founded Amplitude Capital LLP in September 2004. Mr Schroeder was with McKinsey from September 2001 to January 2004, where he was involved in a number of key corporate finance projects involving blue chip European clients. Between 1997 and 1999, Mr Schroeder read for a pre-diploma in Computer Science and Business at the European Business School in Oestrich-Winkel and took his diploma in Business Administration from HHL Leipzig Graduate School of Management in Leipzig between 1999 and 2001, which included an international term at the Australian Graduate School of Management.


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.