Altegris Clearing Solutions Auctos Capital Management LLC Global Diversified Program *QEP*
Monthly Performance (%)
Date Range: 10/07 - 05/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.21 1.50 0.22 1.09 0.83 3.90
2016 5.17 1.46 -3.57 -1.01 -0.58 4.54 0.38 -1.12 -0.12 -2.76 -1.27 -0.75 0.00
2015 5.21 -1.01 1.44 -1.73 1.34 -1.91 0.46 -3.74 1.41 -2.20 1.30 -1.16 -0.90
2014 -0.29 2.04 -0.46 1.40 1.83 1.68 0.09 2.13 -1.77 -0.26 1.99 2.49 11.31
2013 0.27 -1.36 0.44 1.43 -1.98 -3.30 0.20 0.10 0.86 0.85 2.37 0.44 0.19
2012 0.87 0.10 0.09 0.30 -2.21 -0.73 1.31 0.84 -1.20 -1.72 -0.01 0.64 -1.77
2011 1.06 2.17 -0.62 3.71 -3.75 -1.19 4.41 1.14 -4.54 -0.75 0.15 0.37 1.79
2010 -3.32 2.17 2.69 1.92 -3.90 1.89 2.41 1.54 4.83 4.92 -1.33 3.02 17.69
2009 0.52 0.91 0.26 -2.53 -2.89 1.87 -0.26 2.19 2.07 -0.17 4.76 -0.61 6.04
2008 0.91 14.16 -5.11 -0.65 2.10 6.60 -5.69 -4.07 -2.97 0.51 7.31 2.28 14.47
2007 -1.33 4.41 3.02
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

Auctos Capital Management ("Auctos") is a United States based Alternative Investment management firm founded in 2007. The Auctos Global Diversified Program is an absolute return strategy that seeks to capitalize on rising as well as declining price movements throughout the global financial and commodity markets. The program is 100% systematic and employs a multi-system approach that participates in long, intermediate as well as short-term time frames. Auctos incorporates unique trading models across multiple sub strategies which include relative value, trend following, pattern recognition, spread and machine learning strategies. In addition, the program utilizes a dynamic risk management system and is diversified across markets, time-frames and strategies. Currently, the program participates in over seventy (70) return streams diversified across six (6) market sectors including: Financials, Stock Indices, Energies, Currencies, Metals and Soft Commodities.

Performance Statistics
Date Range: 10/07 - 05/17
  Program SP500 TR Altegris 40
Total Return 68.98% 94.98% 22.17%
Annualized Return 5.63% 7.15% 2.09%
Annualized Std. Deviation 9.36% 15.32% 8.93%
Correlation 0.01 0.67
Sharpe Ratio (rf=2.5%) 0.33 0.30 -0.05
Worst Month -5.69% -16.79% -5.20%
Date of Worst Month 07/2008 10/2008 06/2015
Worst Drawdown -12.22% -50.95% -15.74%
Date of Worst Drawdown 6/08 - 9/08 10/07 - 2/09 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 10/07 - 05/17
Year or YTD Program SP500 TR Altegris 40
2017 3.90 8.68 -1.02
2016 0.00 11.98 -3.13
2015 -0.90 1.41 0.09
2014 11.31 13.69 15.75
2013 0.19 32.41 -2.45
2012 -1.77 15.98 -4.75
2011 1.79 2.12 -3.23
2010 17.69 15.06 11.33
2009 6.04 26.45 -7.98
2008 14.47 -36.99 15.47
2007 3.02 -4.84 -0.88
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 10/07 - 05/17
Date: 5/31/2017
Perf: $1,171.21 Date: 4/30/2017
Perf: $1,168.99 Date: 3/31/2017
Perf: $1,176.04 Date: 2/28/2017
Perf: $1,193.47 Date: 1/31/2017
Perf: $1,168.01 Date: 12/31/2016
Perf: $1,183.27 Date: 11/30/2016
Perf: $1,174.35 Date: 10/31/2016
Perf: $1,187.41 Date: 9/30/2016
Perf: $1,218.85 Date: 8/31/2016
Perf: $1,234.78 Date: 7/31/2016
Perf: $1,268.92 Date: 6/30/2016
Perf: $1,256.10 Date: 5/31/2016
Perf: $1,204.90 Date: 4/30/2016
Perf: $1,226.36 Date: 3/31/2016
Perf: $1,257.93 Date: 2/29/2016
Perf: $1,295.10 Date: 1/31/2016
Perf: $1,264.01 Date: 12/31/2015
Perf: $1,221.50 Date: 11/30/2015
Perf: $1,250.25 Date: 10/31/2015
Perf: $1,209.03 Date: 9/30/2015
Perf: $1,230.44 Date: 8/31/2015
Perf: $1,204.30 Date: 7/31/2015
Perf: $1,225.50 Date: 6/30/2015
Perf: $1,179.39 Date: 5/31/2015
Perf: $1,244.08 Date: 4/30/2015
Perf: $1,253.10 Date: 3/31/2015
Perf: $1,303.42 Date: 2/28/2015
Perf: $1,275.23 Date: 1/31/2015
Perf: $1,277.28 Date: 12/31/2014
Perf: $1,220.41 Date: 11/30/2014
Perf: $1,199.30 Date: 10/31/2014
Perf: $1,131.95 Date: 9/30/2014
Perf: $1,115.55 Date: 8/31/2014
Perf: $1,099.17 Date: 7/31/2014
Perf: $1,054.56 Date: 6/30/2014
Perf: $1,063.07 Date: 5/31/2014
Perf: $1,054.00 Date: 4/30/2014
Perf: $1,027.69 Date: 3/31/2014
Perf: $1,019.94 Date: 2/28/2014
Perf: $1,035.26 Date: 1/31/2014
Perf: $1,026.84 Date: 12/31/2013
Perf: $1,054.36 Date: 11/30/2013
Perf: $1,055.84 Date: 10/31/2013
Perf: $1,037.07 Date: 9/30/2013
Perf: $1,013.85 Date: 8/31/2013
Perf: $1,019.97 Date: 7/31/2013
Perf: $1,039.94 Date: 6/30/2013
Perf: $1,049.07 Date: 5/31/2013
Perf: $1,090.39 Date: 4/30/2013
Perf: $1,139.39 Date: 3/31/2013
Perf: $1,110.73 Date: 2/28/2013
Perf: $1,094.96 Date: 1/31/2013
Perf: $1,101.35 Date: 12/31/2012
Perf: $1,080.81 Date: 11/30/2012
Perf: $1,075.54 Date: 10/31/2012
Perf: $1,072.54 Date: 9/30/2012
Perf: $1,112.83 Date: 8/31/2012
Perf: $1,131.50 Date: 7/31/2012
Perf: $1,147.10 Date: 6/30/2012
Perf: $1,102.02 Date: 5/31/2012
Perf: $1,145.08 Date: 4/30/2012
Perf: $1,123.73 Date: 3/31/2012
Perf: $1,117.02 Date: 2/29/2012
Perf: $1,142.97 Date: 1/31/2012
Perf: $1,138.30 Date: 12/31/2011
Perf: $1,134.67 Date: 11/30/2011
Perf: $1,123.88 Date: 10/31/2011
Perf: $1,120.52 Date: 9/30/2011
Perf: $1,166.72 Date: 8/31/2011
Perf: $1,167.42 Date: 7/31/2011
Perf: $1,169.76 Date: 6/30/2011
Perf: $1,129.22 Date: 5/31/2011
Perf: $1,159.37 Date: 4/30/2011
Perf: $1,203.29 Date: 3/31/2011
Perf: $1,158.12 Date: 2/28/2011
Perf: $1,176.12 Date: 1/31/2011
Perf: $1,156.46 Date: 12/31/2010
Perf: $1,172.52 Date: 11/30/2010
Perf: $1,124.29 Date: 10/31/2010
Perf: $1,165.55 Date: 9/30/2010
Perf: $1,122.01 Date: 8/31/2010
Perf: $1,101.96 Date: 7/31/2010
Perf: $1,058.15 Date: 6/30/2010
Perf: $1,071.98 Date: 5/31/2010
Perf: $1,067.92 Date: 4/30/2010
Perf: $1,094.41 Date: 3/31/2010
Perf: $1,077.81 Date: 2/28/2010
Perf: $1,036.65 Date: 1/31/2010
Perf: $1,027.00 Date: 12/31/2009
Perf: $1,053.22 Date: 11/30/2009
Perf: $1,097.11 Date: 10/31/2009
Perf: $1,054.61 Date: 9/30/2009
Perf: $1,082.31 Date: 8/31/2009
Perf: $1,057.15 Date: 7/31/2009
Perf: $1,053.68 Date: 6/30/2009
Perf: $1,054.84 Date: 5/31/2009
Perf: $1,083.66 Date: 4/30/2009
Perf: $1,068.91 Date: 3/31/2009
Perf: $1,105.05 Date: 2/28/2009
Perf: $1,136.53 Date: 1/31/2009
Perf: $1,137.10 Date: 12/31/2008
Perf: $1,144.54 Date: 11/30/2008
Perf: $1,115.86 Date: 10/31/2008
Perf: $1,076.36 Date: 9/30/2008
Perf: $1,023.64 Date: 8/31/2008
Perf: $1,021.49 Date: 7/31/2008
Perf: $1,049.52 Date: 6/30/2008
Perf: $1,100.01 Date: 5/31/2008
Perf: $1,071.40 Date: 4/30/2008
Perf: $1,049.78 Date: 3/31/2008
Perf: $1,061.99 Date: 2/29/2008
Perf: $1,066.68 Date: 1/31/2008
Perf: $1,009.26 Date: 12/31/2007
Perf: $991.21 Date: 11/30/2007
Perf: $993.50 Date: 10/31/2007
Perf: $1,000.00 Date: 5/31/2017
Perf: $1,919.31 Date: 4/30/2017
Perf: $1,892.62 Date: 3/31/2017
Perf: $1,873.33 Date: 2/28/2017
Perf: $1,871.08 Date: 1/31/2017
Perf: $1,799.63 Date: 12/31/2016
Perf: $1,766.08 Date: 11/30/2016
Perf: $1,731.79 Date: 10/31/2016
Perf: $1,670.00 Date: 9/30/2016
Perf: $1,700.96 Date: 8/31/2016
Perf: $1,700.62 Date: 7/31/2016
Perf: $1,698.24 Date: 6/30/2016
Perf: $1,637.80 Date: 5/31/2016
Perf: $1,633.56 Date: 4/30/2016
Perf: $1,604.67 Date: 3/31/2016
Perf: $1,598.44 Date: 2/29/2016
Perf: $1,496.95 Date: 1/31/2016
Perf: $1,498.90 Date: 12/31/2015
Perf: $1,577.12 Date: 11/30/2015
Perf: $1,602.44 Date: 10/31/2015
Perf: $1,597.65 Date: 9/30/2015
Perf: $1,473.30 Date: 8/31/2015
Perf: $1,510.61 Date: 7/31/2015
Perf: $1,607.55 Date: 6/30/2015
Perf: $1,574.48 Date: 5/31/2015
Perf: $1,605.63 Date: 4/30/2015
Perf: $1,585.18 Date: 3/31/2015
Perf: $1,570.11 Date: 2/28/2015
Perf: $1,595.32 Date: 1/31/2015
Perf: $1,508.57 Date: 12/31/2014
Perf: $1,555.23 Date: 11/30/2014
Perf: $1,559.13 Date: 10/31/2014
Perf: $1,518.29 Date: 9/30/2014
Perf: $1,482.12 Date: 8/31/2014
Perf: $1,503.17 Date: 7/31/2014
Perf: $1,445.35 Date: 6/30/2014
Perf: $1,465.58 Date: 5/31/2014
Perf: $1,435.85 Date: 4/30/2014
Perf: $1,402.89 Date: 3/31/2014
Perf: $1,392.58 Date: 2/28/2014
Perf: $1,380.98 Date: 1/31/2014
Perf: $1,320.63 Date: 12/31/2013
Perf: $1,367.96 Date: 11/30/2013
Perf: $1,334.20 Date: 10/31/2013
Perf: $1,294.72 Date: 9/30/2013
Perf: $1,237.78 Date: 8/31/2013
Perf: $1,200.10 Date: 7/31/2013
Perf: $1,235.94 Date: 6/30/2013
Perf: $1,176.08 Date: 5/31/2013
Perf: $1,192.05 Date: 4/30/2013
Perf: $1,164.79 Date: 3/31/2013
Perf: $1,142.74 Date: 2/28/2013
Perf: $1,101.43 Date: 1/31/2013
Perf: $1,086.66 Date: 12/31/2012
Perf: $1,033.14 Date: 11/30/2012
Perf: $1,023.82 Date: 10/31/2012
Perf: $1,017.92 Date: 9/30/2012
Perf: $1,037.10 Date: 8/31/2012
Perf: $1,011.02 Date: 7/31/2012
Perf: $988.77 Date: 6/30/2012
Perf: $975.22 Date: 5/31/2012
Perf: $936.63 Date: 4/30/2012
Perf: $996.52 Date: 3/31/2012
Perf: $1,002.84 Date: 2/29/2012
Perf: $970.89 Date: 1/31/2012
Perf: $930.69 Date: 12/31/2011
Perf: $890.78 Date: 11/30/2011
Perf: $881.79 Date: 10/31/2011
Perf: $883.73 Date: 9/30/2011
Perf: $796.66 Date: 8/31/2011
Perf: $856.90 Date: 7/31/2011
Perf: $906.10 Date: 6/30/2011
Perf: $924.87 Date: 5/31/2011
Perf: $940.58 Date: 4/30/2011
Perf: $951.33 Date: 3/31/2011
Perf: $923.98 Date: 2/28/2011
Perf: $923.61 Date: 1/31/2011
Perf: $892.98 Date: 12/31/2010
Perf: $872.31 Date: 11/30/2010
Perf: $817.69 Date: 10/31/2010
Perf: $817.61 Date: 9/30/2010
Perf: $787.60 Date: 8/31/2010
Perf: $723.10 Date: 7/31/2010
Perf: $757.25 Date: 6/30/2010
Perf: $707.64 Date: 5/31/2010
Perf: $746.70 Date: 4/30/2010
Perf: $811.54 Date: 3/31/2010
Perf: $798.91 Date: 2/28/2010
Perf: $753.48 Date: 1/31/2010
Perf: $730.82 Date: 12/31/2009
Perf: $758.12 Date: 11/30/2009
Perf: $743.76 Date: 10/31/2009
Perf: $701.66 Date: 9/30/2009
Perf: $714.96 Date: 8/31/2009
Perf: $689.25 Date: 7/31/2009
Perf: $665.24 Date: 6/30/2009
Perf: $618.48 Date: 5/31/2009
Perf: $617.24 Date: 4/30/2009
Perf: $584.57 Date: 3/31/2009
Perf: $533.51 Date: 2/28/2009
Perf: $490.54 Date: 1/31/2009
Perf: $549.01 Date: 12/31/2008
Perf: $599.55 Date: 11/30/2008
Perf: $593.26 Date: 10/31/2008
Perf: $639.15 Date: 9/30/2008
Perf: $768.12 Date: 8/31/2008
Perf: $843.26 Date: 7/31/2008
Perf: $831.20 Date: 6/30/2008
Perf: $838.24 Date: 5/31/2008
Perf: $915.41 Date: 4/30/2008
Perf: $903.67 Date: 3/31/2008
Perf: $861.70 Date: 2/29/2008
Perf: $865.42 Date: 1/31/2008
Perf: $894.49 Date: 12/31/2007
Perf: $951.59 Date: 11/30/2007
Perf: $958.20 Date: 10/31/2007
Perf: $1,000.00 Date: 5/31/2017
Perf: $1,689.76 Date: 4/30/2017
Perf: $1,675.85 Date: 3/31/2017
Perf: $1,657.78 Date: 2/28/2017
Perf: $1,654.14 Date: 1/31/2017
Perf: $1,629.70 Date: 12/31/2016
Perf: $1,626.28 Date: 11/30/2016
Perf: $1,638.57 Date: 10/31/2016
Perf: $1,659.65 Date: 9/30/2016
Perf: $1,706.76 Date: 8/31/2016
Perf: $1,708.81 Date: 7/31/2016
Perf: $1,728.16 Date: 6/30/2016
Perf: $1,721.62 Date: 5/31/2016
Perf: $1,646.85 Date: 4/30/2016
Perf: $1,656.46 Date: 3/31/2016
Perf: $1,673.36 Date: 2/29/2016
Perf: $1,735.31 Date: 1/31/2016
Perf: $1,710.34 Date: 12/31/2015
Perf: $1,626.26 Date: 11/30/2015
Perf: $1,645.35 Date: 10/31/2015
Perf: $1,624.23 Date: 9/30/2015
Perf: $1,660.77 Date: 8/31/2015
Perf: $1,637.68 Date: 7/31/2015
Perf: $1,701.31 Date: 6/30/2015
Perf: $1,693.52 Date: 5/31/2015
Perf: $1,726.50 Date: 4/30/2015
Perf: $1,703.67 Date: 3/31/2015
Perf: $1,733.66 Date: 2/28/2015
Perf: $1,709.05 Date: 1/31/2015
Perf: $1,726.49 Date: 12/31/2014
Perf: $1,640.99 Date: 11/30/2014
Perf: $1,601.12 Date: 10/31/2014
Perf: $1,569.88 Date: 9/30/2014
Perf: $1,573.97 Date: 8/31/2014
Perf: $1,602.34 Date: 7/31/2014
Perf: $1,568.92 Date: 6/30/2014
Perf: $1,567.51 Date: 5/31/2014
Perf: $1,541.61 Date: 4/30/2014
Perf: $1,513.90 Date: 3/31/2014
Perf: $1,493.00 Date: 2/28/2014
Perf: $1,499.90 Date: 1/31/2014
Perf: $1,469.91 Date: 12/31/2013
Perf: $1,474.19 Date: 11/30/2013
Perf: $1,467.73 Date: 10/31/2013
Perf: $1,433.75 Date: 9/30/2013
Perf: $1,421.67 Date: 8/31/2013
Perf: $1,409.55 Date: 7/31/2013
Perf: $1,408.14 Date: 6/30/2013
Perf: $1,405.33 Date: 5/31/2013
Perf: $1,453.29 Date: 4/30/2013
Perf: $1,482.64 Date: 3/31/2013
Perf: $1,461.74 Date: 2/28/2013
Perf: $1,455.33 Date: 1/31/2013
Perf: $1,475.40 Date: 12/31/2012
Perf: $1,471.43 Date: 11/30/2012
Perf: $1,462.07 Date: 10/31/2012
Perf: $1,462.22 Date: 9/30/2012
Perf: $1,487.81 Date: 8/31/2012
Perf: $1,505.88 Date: 7/31/2012
Perf: $1,493.33 Date: 6/30/2012
Perf: $1,474.02 Date: 5/31/2012
Perf: $1,484.86 Date: 4/30/2012
Perf: $1,518.42 Date: 3/31/2012
Perf: $1,513.88 Date: 2/29/2012
Perf: $1,512.52 Date: 1/31/2012
Perf: $1,511.01 Date: 12/31/2011
Perf: $1,497.97 Date: 11/30/2011
Perf: $1,492.45 Date: 10/31/2011
Perf: $1,490.22 Date: 9/30/2011
Perf: $1,501.48 Date: 8/31/2011
Perf: $1,572.89 Date: 7/31/2011
Perf: $1,555.16 Date: 6/30/2011
Perf: $1,489.47 Date: 5/31/2011
Perf: $1,507.41 Date: 4/30/2011
Perf: $1,566.14 Date: 3/31/2011
Perf: $1,510.12 Date: 2/28/2011
Perf: $1,519.54 Date: 1/31/2011
Perf: $1,487.26 Date: 12/31/2010
Perf: $1,471.66 Date: 11/30/2010
Perf: $1,428.52 Date: 10/31/2010
Perf: $1,447.78 Date: 9/30/2010
Perf: $1,379.89 Date: 8/31/2010
Perf: $1,316.31 Date: 7/31/2010
Perf: $1,296.35 Date: 6/30/2010
Perf: $1,265.84 Date: 5/31/2010
Perf: $1,242.36 Date: 4/30/2010
Perf: $1,292.78 Date: 3/31/2010
Perf: $1,268.42 Date: 2/28/2010
Perf: $1,235.20 Date: 1/31/2010
Perf: $1,208.96 Date: 12/31/2009
Perf: $1,250.48 Date: 11/30/2009
Perf: $1,258.15 Date: 10/31/2009
Perf: $1,200.99 Date: 9/30/2009
Perf: $1,203.03 Date: 8/31/2009
Perf: $1,178.63 Date: 7/31/2009
Perf: $1,153.37 Date: 6/30/2009
Perf: $1,156.38 Date: 5/31/2009
Perf: $1,135.15 Date: 4/30/2009
Perf: $1,168.94 Date: 3/31/2009
Perf: $1,199.28 Date: 2/28/2009
Perf: $1,196.17 Date: 1/31/2009
Perf: $1,185.38 Date: 12/31/2008
Perf: $1,179.25 Date: 11/30/2008
Perf: $1,152.96 Date: 10/31/2008
Perf: $1,074.42 Date: 9/30/2008
Perf: $1,068.97 Date: 8/31/2008
Perf: $1,101.69 Date: 7/31/2008
Perf: $1,148.43 Date: 6/30/2008
Perf: $1,217.72 Date: 5/31/2008
Perf: $1,142.32 Date: 4/30/2008
Perf: $1,118.83 Date: 3/31/2008
Perf: $1,126.15 Date: 2/29/2008
Perf: $1,186.79 Date: 1/31/2008
Perf: $1,039.59 Date: 12/31/2007
Perf: $1,030.21 Date: 11/30/2007
Perf: $986.70 Date: 10/31/2007
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 10/07 - 05/17
Date: 5/31/2017
Return: 0.83 % Date: 4/30/2017
Return: 1.09 % Date: 3/31/2017
Return: 0.22 % Date: 2/28/2017
Return: 1.50 % Date: 1/31/2017
Return: 0.21 % Date: 12/31/2016
Return: -0.75 % Date: 11/30/2016
Return: -1.27 % Date: 10/31/2016
Return: -2.76 % Date: 9/30/2016
Return: -0.12 % Date: 8/31/2016
Return: -1.12 % Date: 7/31/2016
Return: 0.38 % Date: 6/30/2016
Return: 4.54 % Date: 5/31/2016
Return: -0.58 % Date: 4/30/2016
Return: -1.01 % Date: 3/31/2016
Return: -3.57 % Date: 2/29/2016
Return: 1.46 % Date: 1/31/2016
Return: 5.17 % Date: 12/31/2015
Return: -1.16 % Date: 11/30/2015
Return: 1.30 % Date: 10/31/2015
Return: -2.20 % Date: 9/30/2015
Return: 1.41 % Date: 8/31/2015
Return: -3.74 % Date: 7/31/2015
Return: 0.46 % Date: 6/30/2015
Return: -1.91 % Date: 5/31/2015
Return: 1.34 % Date: 4/30/2015
Return: -1.73 % Date: 3/31/2015
Return: 1.44 % Date: 2/28/2015
Return: -1.01 % Date: 1/31/2015
Return: 5.21 % Date: 12/31/2014
Return: 2.49 % Date: 11/30/2014
Return: 1.99 % Date: 10/31/2014
Return: -0.26 % Date: 9/30/2014
Return: -1.77 % Date: 8/31/2014
Return: 2.13 % Date: 7/31/2014
Return: 0.09 % Date: 6/30/2014
Return: 1.68 % Date: 5/31/2014
Return: 1.83 % Date: 4/30/2014
Return: 1.40 % Date: 3/31/2014
Return: -0.46 % Date: 2/28/2014
Return: 2.04 % Date: 1/31/2014
Return: -0.29 % Date: 12/31/2013
Return: 0.44 % Date: 11/30/2013
Return: 2.37 % Date: 10/31/2013
Return: 0.85 % Date: 9/30/2013
Return: 0.86 % Date: 8/31/2013
Return: 0.10 % Date: 7/31/2013
Return: 0.20 % Date: 6/30/2013
Return: -3.30 % Date: 5/31/2013
Return: -1.98 % Date: 4/30/2013
Return: 1.43 % Date: 3/31/2013
Return: 0.44 % Date: 2/28/2013
Return: -1.36 % Date: 1/31/2013
Return: 0.27 % Date: 12/31/2012
Return: 0.64 % Date: 11/30/2012
Return: -0.01 % Date: 10/31/2012
Return: -1.72 % Date: 9/30/2012
Return: -1.20 % Date: 8/31/2012
Return: 0.84 % Date: 7/31/2012
Return: 1.31 % Date: 6/30/2012
Return: -0.73 % Date: 5/31/2012
Return: -2.21 % Date: 4/30/2012
Return: 0.30 % Date: 3/31/2012
Return: 0.09 % Date: 2/29/2012
Return: 0.10 % Date: 1/31/2012
Return: 0.87 % Date: 12/31/2011
Return: 0.37 % Date: 11/30/2011
Return: 0.15 % Date: 10/31/2011
Return: -0.75 % Date: 9/30/2011
Return: -4.54 % Date: 8/31/2011
Return: 1.14 % Date: 7/31/2011
Return: 4.41 % Date: 6/30/2011
Return: -1.19 % Date: 5/31/2011
Return: -3.75 % Date: 4/30/2011
Return: 3.71 % Date: 3/31/2011
Return: -0.62 % Date: 2/28/2011
Return: 2.17 % Date: 1/31/2011
Return: 1.06 % Date: 12/31/2010
Return: 3.02 % Date: 11/30/2010
Return: -1.33 % Date: 10/31/2010
Return: 4.92 % Date: 9/30/2010
Return: 4.83 % Date: 8/31/2010
Return: 1.54 % Date: 7/31/2010
Return: 2.41 % Date: 6/30/2010
Return: 1.89 % Date: 5/31/2010
Return: -3.90 % Date: 4/30/2010
Return: 1.92 % Date: 3/31/2010
Return: 2.69 % Date: 2/28/2010
Return: 2.17 % Date: 1/31/2010
Return: -3.32 % Date: 12/31/2009
Return: -0.61 % Date: 11/30/2009
Return: 4.76 % Date: 10/31/2009
Return: -0.17 % Date: 9/30/2009
Return: 2.07 % Date: 8/31/2009
Return: 2.19 % Date: 7/31/2009
Return: -0.26 % Date: 6/30/2009
Return: 1.87 % Date: 5/31/2009
Return: -2.89 % Date: 4/30/2009
Return: -2.53 % Date: 3/31/2009
Return: 0.26 % Date: 2/28/2009
Return: 0.91 % Date: 1/31/2009
Return: 0.52 % Date: 12/31/2008
Return: 2.28 % Date: 11/30/2008
Return: 7.31 % Date: 10/31/2008
Return: 0.51 % Date: 9/30/2008
Return: -2.97 % Date: 8/31/2008
Return: -4.07 % Date: 7/31/2008
Return: -5.69 % Date: 6/30/2008
Return: 6.60 % Date: 5/31/2008
Return: 2.10 % Date: 4/30/2008
Return: -0.65 % Date: 3/31/2008
Return: -5.11 % Date: 2/29/2008
Return: 14.16 % Date: 1/31/2008
Return: 0.91 % Date: 12/31/2007
Return: 4.41 % Date: 11/30/2007
Return: -1.33 % Date: 10/31/2007
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 10/07 - 05/17
Return: -2.00 %
Count: 7 Return: 3.00 %
Count: 2 Return: 5.00 %
Count: 6 Return: -3.00 %
Count: 6 Return: -4.00 %
Count: 5 Return: -6.00 %
Count: 1 Return: 7.00 %
Count: 2 Return: 2.00 %
Count: 18 Return: -5.00 %
Count: 2 Return: 14.00 %
Count: 1 Return: 1.00 %
Count: 22 Return: 4.00 %
Count: 3 Return: -1.00 %
Count: 17 Return: 0.00 %
Count: 24
Note: All performance data is since program inception.

Underwater Curve
Date Range: 10/07 - 05/17
Date: 5/31/2017
Drawdown: -2.62 % Date: 4/30/2017
Drawdown: -3.43 % Date: 3/31/2017
Drawdown: -4.47 % Date: 2/28/2017
Drawdown: -4.68 % Date: 1/31/2017
Drawdown: -6.09 % Date: 12/31/2016
Drawdown: -6.28 % Date: 11/30/2016
Drawdown: -5.57 % Date: 10/31/2016
Drawdown: -4.36 % Date: 9/30/2016
Drawdown: -1.65 % Date: 8/31/2016
Drawdown: -1.53 % Date: 7/31/2016
Drawdown: -0.41 % Date: 6/30/2016
Drawdown: -0.79 % Date: 5/31/2016
Drawdown: -5.10 % Date: 4/30/2016
Drawdown: -4.54 % Date: 3/31/2016
Drawdown: -3.57 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: -1.34 % Date: 12/31/2015
Drawdown: -6.19 % Date: 11/30/2015
Drawdown: -5.09 % Date: 10/31/2015
Drawdown: -6.31 % Date: 9/30/2015
Drawdown: -4.20 % Date: 8/31/2015
Drawdown: -5.54 % Date: 7/31/2015
Drawdown: -1.87 % Date: 6/30/2015
Drawdown: -2.32 % Date: 5/31/2015
Drawdown: -0.41 % Date: 4/30/2015
Drawdown: -1.73 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -1.01 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -0.08 % Date: 10/31/2014
Drawdown: -2.03 % Date: 9/30/2014
Drawdown: -1.77 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -0.25 % Date: 6/30/2014
Drawdown: -0.34 % Date: 5/31/2014
Drawdown: -1.99 % Date: 4/30/2014
Drawdown: -3.75 % Date: 3/31/2014
Drawdown: -5.08 % Date: 2/28/2014
Drawdown: -4.64 % Date: 1/31/2014
Drawdown: -6.55 % Date: 12/31/2013
Drawdown: -6.27 % Date: 11/30/2013
Drawdown: -6.69 % Date: 10/31/2013
Drawdown: -8.85 % Date: 9/30/2013
Drawdown: -9.61 % Date: 8/31/2013
Drawdown: -10.38 % Date: 7/31/2013
Drawdown: -10.47 % Date: 6/30/2013
Drawdown: -10.65 % Date: 5/31/2013
Drawdown: -7.60 % Date: 4/30/2013
Drawdown: -5.74 % Date: 3/31/2013
Drawdown: -7.07 % Date: 2/28/2013
Drawdown: -7.47 % Date: 1/31/2013
Drawdown: -6.20 % Date: 12/31/2012
Drawdown: -6.45 % Date: 11/30/2012
Drawdown: -7.05 % Date: 10/31/2012
Drawdown: -7.04 % Date: 9/30/2012
Drawdown: -5.41 % Date: 8/31/2012
Drawdown: -4.26 % Date: 7/31/2012
Drawdown: -5.06 % Date: 6/30/2012
Drawdown: -6.29 % Date: 5/31/2012
Drawdown: -5.60 % Date: 4/30/2012
Drawdown: -3.46 % Date: 3/31/2012
Drawdown: -3.75 % Date: 2/29/2012
Drawdown: -3.84 % Date: 1/31/2012
Drawdown: -3.93 % Date: 12/31/2011
Drawdown: -4.76 % Date: 11/30/2011
Drawdown: -5.11 % Date: 10/31/2011
Drawdown: -5.26 % Date: 9/30/2011
Drawdown: -4.54 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -0.70 % Date: 6/30/2011
Drawdown: -4.90 % Date: 5/31/2011
Drawdown: -3.75 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -0.62 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: 0.00 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -1.33 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: 0.00 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: 0.00 % Date: 6/30/2010
Drawdown: -2.08 % Date: 5/31/2010
Drawdown: -3.90 % Date: 4/30/2010
Drawdown: 0.00 % Date: 3/31/2010
Drawdown: 0.00 % Date: 2/28/2010
Drawdown: -1.82 % Date: 1/31/2010
Drawdown: -3.91 % Date: 12/31/2009
Drawdown: -0.61 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -1.37 % Date: 9/30/2009
Drawdown: -1.21 % Date: 8/31/2009
Drawdown: -3.21 % Date: 7/31/2009
Drawdown: -5.28 % Date: 6/30/2009
Drawdown: -5.04 % Date: 5/31/2009
Drawdown: -6.78 % Date: 4/30/2009
Drawdown: -4.01 % Date: 3/31/2009
Drawdown: -1.51 % Date: 2/28/2009
Drawdown: -1.77 % Date: 1/31/2009
Drawdown: -2.66 % Date: 12/31/2008
Drawdown: -3.16 % Date: 11/30/2008
Drawdown: -5.32 % Date: 10/31/2008
Drawdown: -11.77 % Date: 9/30/2008
Drawdown: -12.22 % Date: 8/31/2008
Drawdown: -9.53 % Date: 7/31/2008
Drawdown: -5.69 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: -3.75 % Date: 4/30/2008
Drawdown: -5.73 % Date: 3/31/2008
Drawdown: -5.11 % 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: -1.33 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Auctos Capital Management LLC
Address: 621 S. Plymouth Court, 1st floor
City: Chicago
State: IL
Zip: 60605
Country: USA
Key People
Name:  Kevin Jamali
Position:  Principal
Biography: 

Kevin Jamali formed and has been a Managing Member of Auctos Capital Management LLC ("Auctos") since August 2007. He also serves as Portfolio Manager. Mr. Jamali is Portfolio Manager for Catalyst Auctos Managed Futures Multi-Strategy Fund and is responsible for day-to- day management of the Fund's portfolio. In September 2003, he formed Focus Ventures LLC (“Focus”), a company which was involved in projects inside and outside the trading industry until August 2007. Focus Ventures managed a proprietary trading group and provided management and funding for developmental projects that contributed to the formation of Auctos Capital Management LLC. Mr. Jamali traded a broad range of futures and cash products independently from 1997 to 2007 including agricultural, equities, soft commodities, energy and metal products, as well as futures and cash treasury products. He was an independent local floor trader at the CBOT from March 2000 to March 2003. Mr. Jamali was a member of the CBOT from September 1997 to December 2014. He was approved as a principal of the Advisor on October 22, 2007 and was registered as an associated person on November 5, 2007.


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.