Altegris Clearing Solutions Amplitude Capital International Ltd Klassik Strategy *QEP*
Monthly Performance (%)
Date Range: 08/09 - 09/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -0.96 0.77 2.21 2.11 3.14 -0.20 -2.02 2.34 -2.18 5.17
2016 9.22 2.95 1.06 0.40 1.73 9.98 2.94 -0.78 -2.21 -3.37 1.43 3.35 29.14
2015 0.79 1.63 0.87 -2.82 -2.55 -9.71 1.48 3.93 0.83 -2.20 -0.50 -11.26 -18.87
2014 2.83 4.25 -4.27 -1.41 4.65 2.06 -2.37 6.96 -3.05 9.42 4.85 0.76 26.47
2013 2.81 -2.66 1.32 -0.88 -5.80 -4.28 4.10 -0.80 0.33 3.47 1.10 -3.44 -5.16
2012 8.25 4.28 -1.72 0.87 5.83 -4.57 3.11 3.52 2.08 -6.60 1.57 0.00 16.82
2011 -0.50 1.07 -2.59 3.75 -5.39 -2.00 3.10 9.55 -3.44 -0.87 -4.70 -1.03 -3.91
2010 -2.57 -6.46 7.74 3.06 -0.05 2.12 -8.24 2.07 1.44 4.83 -3.35 3.86 3.26
2009 0.55 -3.57 4.54 -3.77 -2.46
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The Klassik Strategy trades via managed accounts and the Amplitude Trading Strategy Fund (''Fund''). Instruments include liquid exchange traded futures across all asset classes: equities, FX, fixed income and commodities. This strategy utilizes a systematic and fully automated directional program which uses extensive quantitative analysis of real time price data and sophisticated portfolio methodology to detect short term market trends on multiple time frames. The strategy incorporates a small mean reversion component and some pattern recognition. Execution is entirely electronic. Execution costs and slippage are closely monitored. The risk management function is also monitored real-time and is fully automated. As of 1st December 2015, 73 markets are traded, with each instrument independently analyzed. The average holding period is 7.5 days.

Performance Statistics
Date Range: 08/09 - 09/17
  Program SP500 TR Altegris 40
Total Return 49.43% 203.32% 7.80%
Annualized Return 5.09% 14.55% 0.92%
Annualized Std. Deviation 13.95% 11.96% 8.71%
Correlation 0.09 0.61
Sharpe Ratio (rf=2.5%) 0.19 1.01 -0.18
Worst Month -11.26% -7.99% -5.20%
Date of Worst Month 12/2015 05/2010 06/2015
Worst Drawdown -21.48% -16.26% -15.74%
Date of Worst Drawdown 3/15 - 12/15 4/11 - 9/11 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 08/09 - 09/17
Year or YTD Program SP500 TR Altegris 40
2017 5.17 14.25 -4.00
2016 29.14 11.98 -3.13
2015 -18.87 1.41 0.09
2014 26.47 13.69 15.75
2013 -5.16 32.41 -2.45
2012 16.82 15.98 -4.75
2011 -3.91 2.12 -3.23
2010 3.26 15.06 11.33
2009 -2.46 9.99 -0.37
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 08/09 - 09/17
Date: 9/30/2017
Perf: $1,074.50 Date: 8/31/2017
Perf: $1,097.66 Date: 7/31/2017
Perf: $1,079.73 Date: 6/30/2017
Perf: $1,075.54 Date: 5/31/2017
Perf: $1,107.89 Date: 4/30/2017
Perf: $1,105.79 Date: 3/31/2017
Perf: $1,112.46 Date: 2/28/2017
Perf: $1,128.94 Date: 1/31/2017
Perf: $1,104.86 Date: 12/31/2016
Perf: $1,119.30 Date: 11/30/2016
Perf: $1,110.86 Date: 10/31/2016
Perf: $1,123.21 Date: 9/30/2016
Perf: $1,152.96 Date: 8/31/2016
Perf: $1,168.02 Date: 7/31/2016
Perf: $1,200.31 Date: 6/30/2016
Perf: $1,188.19 Date: 5/31/2016
Perf: $1,139.75 Date: 4/30/2016
Perf: $1,160.05 Date: 3/31/2016
Perf: $1,189.92 Date: 2/29/2016
Perf: $1,225.08 Date: 1/31/2016
Perf: $1,195.67 Date: 12/31/2015
Perf: $1,155.46 Date: 11/30/2015
Perf: $1,182.66 Date: 10/31/2015
Perf: $1,143.66 Date: 9/30/2015
Perf: $1,163.91 Date: 8/31/2015
Perf: $1,139.19 Date: 7/31/2015
Perf: $1,159.25 Date: 6/30/2015
Perf: $1,115.63 Date: 5/31/2015
Perf: $1,176.82 Date: 4/30/2015
Perf: $1,185.36 Date: 3/31/2015
Perf: $1,232.95 Date: 2/28/2015
Perf: $1,206.29 Date: 1/31/2015
Perf: $1,208.22 Date: 12/31/2014
Perf: $1,154.42 Date: 11/30/2014
Perf: $1,134.46 Date: 10/31/2014
Perf: $1,070.75 Date: 9/30/2014
Perf: $1,055.24 Date: 8/31/2014
Perf: $1,039.74 Date: 7/31/2014
Perf: $997.55 Date: 6/30/2014
Perf: $1,005.59 Date: 5/31/2014
Perf: $997.02 Date: 4/30/2014
Perf: $972.13 Date: 3/31/2014
Perf: $964.80 Date: 2/28/2014
Perf: $979.29 Date: 1/31/2014
Perf: $971.33 Date: 12/31/2013
Perf: $997.36 Date: 11/30/2013
Perf: $998.76 Date: 10/31/2013
Perf: $981.00 Date: 9/30/2013
Perf: $959.04 Date: 8/31/2013
Perf: $964.83 Date: 7/31/2013
Perf: $983.72 Date: 6/30/2013
Perf: $992.35 Date: 5/31/2013
Perf: $1,031.44 Date: 4/30/2013
Perf: $1,077.79 Date: 3/31/2013
Perf: $1,050.68 Date: 2/28/2013
Perf: $1,035.76 Date: 1/31/2013
Perf: $1,041.81 Date: 12/31/2012
Perf: $1,022.38 Date: 11/30/2012
Perf: $1,017.40 Date: 10/31/2012
Perf: $1,014.55 Date: 9/30/2012
Perf: $1,052.66 Date: 8/31/2012
Perf: $1,070.32 Date: 7/31/2012
Perf: $1,085.08 Date: 6/30/2012
Perf: $1,042.44 Date: 5/31/2012
Perf: $1,083.17 Date: 4/30/2012
Perf: $1,062.97 Date: 3/31/2012
Perf: $1,056.63 Date: 2/29/2012
Perf: $1,081.18 Date: 1/31/2012
Perf: $1,076.76 Date: 12/31/2011
Perf: $1,073.33 Date: 11/30/2011
Perf: $1,063.12 Date: 10/31/2011
Perf: $1,059.94 Date: 9/30/2011
Perf: $1,103.65 Date: 8/31/2011
Perf: $1,104.31 Date: 7/31/2011
Perf: $1,106.52 Date: 6/30/2011
Perf: $1,068.17 Date: 5/31/2011
Perf: $1,096.69 Date: 4/30/2011
Perf: $1,138.23 Date: 3/31/2011
Perf: $1,095.51 Date: 2/28/2011
Perf: $1,112.53 Date: 1/31/2011
Perf: $1,093.93 Date: 12/31/2010
Perf: $1,109.13 Date: 11/30/2010
Perf: $1,063.50 Date: 10/31/2010
Perf: $1,102.53 Date: 9/30/2010
Perf: $1,061.35 Date: 8/31/2010
Perf: $1,042.38 Date: 7/31/2010
Perf: $1,000.94 Date: 6/30/2010
Perf: $1,014.02 Date: 5/31/2010
Perf: $1,010.18 Date: 4/30/2010
Perf: $1,035.24 Date: 3/31/2010
Perf: $1,019.54 Date: 2/28/2010
Perf: $980.61 Date: 1/31/2010
Perf: $971.47 Date: 12/31/2009
Perf: $996.28 Date: 11/30/2009
Perf: $1,037.79 Date: 10/31/2009
Perf: $997.59 Date: 9/30/2009
Perf: $1,023.80 Date: 8/31/2009
Perf: $1,000.00 Date: 9/30/2017
Perf: $2,927.56 Date: 8/31/2017
Perf: $2,868.47 Date: 7/31/2017
Perf: $2,859.61 Date: 6/30/2017
Perf: $2,801.89 Date: 5/31/2017
Perf: $2,784.63 Date: 4/30/2017
Perf: $2,745.91 Date: 3/31/2017
Perf: $2,717.91 Date: 2/28/2017
Perf: $2,714.66 Date: 1/31/2017
Perf: $2,611.00 Date: 12/31/2016
Perf: $2,562.32 Date: 11/30/2016
Perf: $2,512.57 Date: 10/31/2016
Perf: $2,422.92 Date: 9/30/2016
Perf: $2,467.83 Date: 8/31/2016
Perf: $2,467.34 Date: 7/31/2016
Perf: $2,463.89 Date: 6/30/2016
Perf: $2,376.21 Date: 5/31/2016
Perf: $2,370.05 Date: 4/30/2016
Perf: $2,328.14 Date: 3/31/2016
Perf: $2,319.09 Date: 2/29/2016
Perf: $2,171.84 Date: 1/31/2016
Perf: $2,174.67 Date: 12/31/2015
Perf: $2,288.16 Date: 11/30/2015
Perf: $2,324.90 Date: 10/31/2015
Perf: $2,317.94 Date: 9/30/2015
Perf: $2,137.54 Date: 8/31/2015
Perf: $2,191.67 Date: 7/31/2015
Perf: $2,332.31 Date: 6/30/2015
Perf: $2,284.34 Date: 5/31/2015
Perf: $2,329.53 Date: 4/30/2015
Perf: $2,299.86 Date: 3/31/2015
Perf: $2,277.99 Date: 2/28/2015
Perf: $2,314.56 Date: 1/31/2015
Perf: $2,188.71 Date: 12/31/2014
Perf: $2,256.40 Date: 11/30/2014
Perf: $2,262.06 Date: 10/31/2014
Perf: $2,202.80 Date: 9/30/2014
Perf: $2,150.34 Date: 8/31/2014
Perf: $2,180.87 Date: 7/31/2014
Perf: $2,096.99 Date: 6/30/2014
Perf: $2,126.33 Date: 5/31/2014
Perf: $2,083.21 Date: 4/30/2014
Perf: $2,035.38 Date: 3/31/2014
Perf: $2,020.43 Date: 2/28/2014
Perf: $2,003.60 Date: 1/31/2014
Perf: $1,916.03 Date: 12/31/2013
Perf: $1,984.70 Date: 11/30/2013
Perf: $1,935.73 Date: 10/31/2013
Perf: $1,878.44 Date: 9/30/2013
Perf: $1,795.83 Date: 8/31/2013
Perf: $1,741.16 Date: 7/31/2013
Perf: $1,793.16 Date: 6/30/2013
Perf: $1,706.31 Date: 5/31/2013
Perf: $1,729.48 Date: 4/30/2013
Perf: $1,689.94 Date: 3/31/2013
Perf: $1,657.94 Date: 2/28/2013
Perf: $1,598.01 Date: 1/31/2013
Perf: $1,576.57 Date: 12/31/2012
Perf: $1,498.93 Date: 11/30/2012
Perf: $1,485.41 Date: 10/31/2012
Perf: $1,476.85 Date: 9/30/2012
Perf: $1,504.68 Date: 8/31/2012
Perf: $1,466.84 Date: 7/31/2012
Perf: $1,434.56 Date: 6/30/2012
Perf: $1,414.89 Date: 5/31/2012
Perf: $1,358.91 Date: 4/30/2012
Perf: $1,445.80 Date: 3/31/2012
Perf: $1,454.97 Date: 2/29/2012
Perf: $1,408.62 Date: 1/31/2012
Perf: $1,350.29 Date: 12/31/2011
Perf: $1,292.39 Date: 11/30/2011
Perf: $1,279.34 Date: 10/31/2011
Perf: $1,282.16 Date: 9/30/2011
Perf: $1,155.83 Date: 8/31/2011
Perf: $1,243.23 Date: 7/31/2011
Perf: $1,314.61 Date: 6/30/2011
Perf: $1,341.85 Date: 5/31/2011
Perf: $1,364.64 Date: 4/30/2011
Perf: $1,380.24 Date: 3/31/2011
Perf: $1,340.56 Date: 2/28/2011
Perf: $1,340.02 Date: 1/31/2011
Perf: $1,295.58 Date: 12/31/2010
Perf: $1,265.59 Date: 11/30/2010
Perf: $1,186.34 Date: 10/31/2010
Perf: $1,186.22 Date: 9/30/2010
Perf: $1,142.69 Date: 8/31/2010
Perf: $1,049.11 Date: 7/31/2010
Perf: $1,098.65 Date: 6/30/2010
Perf: $1,026.68 Date: 5/31/2010
Perf: $1,083.34 Date: 4/30/2010
Perf: $1,177.42 Date: 3/31/2010
Perf: $1,159.11 Date: 2/28/2010
Perf: $1,093.19 Date: 1/31/2010
Perf: $1,060.32 Date: 12/31/2009
Perf: $1,099.91 Date: 11/30/2009
Perf: $1,079.09 Date: 10/31/2009
Perf: $1,018.01 Date: 9/30/2009
Perf: $1,037.30 Date: 8/31/2009
Perf: $1,000.00 Date: 9/30/2017
Perf: $1,494.30 Date: 8/31/2017
Perf: $1,527.60 Date: 7/31/2017
Perf: $1,492.67 Date: 6/30/2017
Perf: $1,523.45 Date: 5/31/2017
Perf: $1,526.50 Date: 4/30/2017
Perf: $1,480.03 Date: 3/31/2017
Perf: $1,449.44 Date: 2/28/2017
Perf: $1,418.10 Date: 1/31/2017
Perf: $1,407.27 Date: 12/31/2016
Perf: $1,420.91 Date: 11/30/2016
Perf: $1,374.85 Date: 10/31/2016
Perf: $1,355.47 Date: 9/30/2016
Perf: $1,402.74 Date: 8/31/2016
Perf: $1,434.44 Date: 7/31/2016
Perf: $1,445.72 Date: 6/30/2016
Perf: $1,404.43 Date: 5/31/2016
Perf: $1,276.98 Date: 4/30/2016
Perf: $1,255.27 Date: 3/31/2016
Perf: $1,250.27 Date: 2/29/2016
Perf: $1,237.15 Date: 1/31/2016
Perf: $1,201.70 Date: 12/31/2015
Perf: $1,100.26 Date: 11/30/2015
Perf: $1,239.87 Date: 10/31/2015
Perf: $1,246.10 Date: 9/30/2015
Perf: $1,274.13 Date: 8/31/2015
Perf: $1,263.64 Date: 7/31/2015
Perf: $1,215.86 Date: 6/30/2015
Perf: $1,198.13 Date: 5/31/2015
Perf: $1,326.98 Date: 4/30/2015
Perf: $1,361.70 Date: 3/31/2015
Perf: $1,401.21 Date: 2/28/2015
Perf: $1,389.13 Date: 1/31/2015
Perf: $1,366.85 Date: 12/31/2014
Perf: $1,356.13 Date: 11/30/2014
Perf: $1,345.91 Date: 10/31/2014
Perf: $1,283.65 Date: 9/30/2014
Perf: $1,173.14 Date: 8/31/2014
Perf: $1,210.05 Date: 7/31/2014
Perf: $1,131.31 Date: 6/30/2014
Perf: $1,158.77 Date: 5/31/2014
Perf: $1,135.38 Date: 4/30/2014
Perf: $1,084.93 Date: 3/31/2014
Perf: $1,100.45 Date: 2/28/2014
Perf: $1,149.53 Date: 1/31/2014
Perf: $1,102.67 Date: 12/31/2013
Perf: $1,072.32 Date: 11/30/2013
Perf: $1,110.52 Date: 10/31/2013
Perf: $1,098.44 Date: 9/30/2013
Perf: $1,061.60 Date: 8/31/2013
Perf: $1,058.11 Date: 7/31/2013
Perf: $1,066.64 Date: 6/30/2013
Perf: $1,024.63 Date: 5/31/2013
Perf: $1,070.45 Date: 4/30/2013
Perf: $1,136.36 Date: 3/31/2013
Perf: $1,146.45 Date: 2/28/2013
Perf: $1,131.51 Date: 1/31/2013
Perf: $1,162.43 Date: 12/31/2012
Perf: $1,130.66 Date: 11/30/2012
Perf: $1,130.66 Date: 10/31/2012
Perf: $1,113.18 Date: 9/30/2012
Perf: $1,191.85 Date: 8/31/2012
Perf: $1,167.56 Date: 7/31/2012
Perf: $1,127.86 Date: 6/30/2012
Perf: $1,093.84 Date: 5/31/2012
Perf: $1,146.22 Date: 4/30/2012
Perf: $1,083.08 Date: 3/31/2012
Perf: $1,073.74 Date: 2/29/2012
Perf: $1,092.53 Date: 1/31/2012
Perf: $1,047.69 Date: 12/31/2011
Perf: $967.84 Date: 11/30/2011
Perf: $977.91 Date: 10/31/2011
Perf: $1,026.14 Date: 9/30/2011
Perf: $1,035.15 Date: 8/31/2011
Perf: $1,072.03 Date: 7/31/2011
Perf: $978.57 Date: 6/30/2011
Perf: $949.15 Date: 5/31/2011
Perf: $968.52 Date: 4/30/2011
Perf: $1,023.70 Date: 3/31/2011
Perf: $986.70 Date: 2/28/2011
Perf: $1,012.93 Date: 1/31/2011
Perf: $1,002.21 Date: 12/31/2010
Perf: $1,007.24 Date: 11/30/2010
Perf: $969.81 Date: 10/31/2010
Perf: $1,003.42 Date: 9/30/2010
Perf: $957.19 Date: 8/31/2010
Perf: $943.60 Date: 7/31/2010
Perf: $924.47 Date: 6/30/2010
Perf: $1,007.48 Date: 5/31/2010
Perf: $986.57 Date: 4/30/2010
Perf: $987.06 Date: 3/31/2010
Perf: $957.75 Date: 2/28/2010
Perf: $888.95 Date: 1/31/2010
Perf: $950.34 Date: 12/31/2009
Perf: $975.41 Date: 11/30/2009
Perf: $1,013.62 Date: 10/31/2009
Perf: $969.60 Date: 9/30/2009
Perf: $1,005.50 Date: 8/31/2009
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 08/09 - 09/17
Date: 9/30/2017
Return: -2.18 % Date: 8/31/2017
Return: 2.34 % Date: 7/31/2017
Return: -2.02 % Date: 6/30/2017
Return: -0.20 % Date: 5/31/2017
Return: 3.14 % Date: 4/30/2017
Return: 2.11 % Date: 3/31/2017
Return: 2.21 % Date: 2/28/2017
Return: 0.77 % Date: 1/31/2017
Return: -0.96 % Date: 12/31/2016
Return: 3.35 % Date: 11/30/2016
Return: 1.43 % Date: 10/31/2016
Return: -3.37 % Date: 9/30/2016
Return: -2.21 % Date: 8/31/2016
Return: -0.78 % Date: 7/31/2016
Return: 2.94 % Date: 6/30/2016
Return: 9.98 % Date: 5/31/2016
Return: 1.73 % Date: 4/30/2016
Return: 0.40 % Date: 3/31/2016
Return: 1.06 % Date: 2/29/2016
Return: 2.95 % Date: 1/31/2016
Return: 9.22 % Date: 12/31/2015
Return: -11.26 % Date: 11/30/2015
Return: -0.50 % Date: 10/31/2015
Return: -2.20 % Date: 9/30/2015
Return: 0.83 % Date: 8/31/2015
Return: 3.93 % Date: 7/31/2015
Return: 1.48 % Date: 6/30/2015
Return: -9.71 % Date: 5/31/2015
Return: -2.55 % Date: 4/30/2015
Return: -2.82 % Date: 3/31/2015
Return: 0.87 % Date: 2/28/2015
Return: 1.63 % Date: 1/31/2015
Return: 0.79 % Date: 12/31/2014
Return: 0.76 % Date: 11/30/2014
Return: 4.85 % Date: 10/31/2014
Return: 9.42 % Date: 9/30/2014
Return: -3.05 % Date: 8/31/2014
Return: 6.96 % Date: 7/31/2014
Return: -2.37 % Date: 6/30/2014
Return: 2.06 % Date: 5/31/2014
Return: 4.65 % Date: 4/30/2014
Return: -1.41 % Date: 3/31/2014
Return: -4.27 % Date: 2/28/2014
Return: 4.25 % Date: 1/31/2014
Return: 2.83 % Date: 12/31/2013
Return: -3.44 % Date: 11/30/2013
Return: 1.10 % Date: 10/31/2013
Return: 3.47 % Date: 9/30/2013
Return: 0.33 % Date: 8/31/2013
Return: -0.80 % Date: 7/31/2013
Return: 4.10 % Date: 6/30/2013
Return: -4.28 % Date: 5/31/2013
Return: -5.80 % Date: 4/30/2013
Return: -0.88 % Date: 3/31/2013
Return: 1.32 % Date: 2/28/2013
Return: -2.66 % Date: 1/31/2013
Return: 2.81 % Date: 12/31/2012
Return: 0.00 % Date: 11/30/2012
Return: 1.57 % Date: 10/31/2012
Return: -6.60 % Date: 9/30/2012
Return: 2.08 % Date: 8/31/2012
Return: 3.52 % Date: 7/31/2012
Return: 3.11 % Date: 6/30/2012
Return: -4.57 % Date: 5/31/2012
Return: 5.83 % Date: 4/30/2012
Return: 0.87 % Date: 3/31/2012
Return: -1.72 % Date: 2/29/2012
Return: 4.28 % Date: 1/31/2012
Return: 8.25 % Date: 12/31/2011
Return: -1.03 % Date: 11/30/2011
Return: -4.70 % Date: 10/31/2011
Return: -0.87 % Date: 9/30/2011
Return: -3.44 % Date: 8/31/2011
Return: 9.55 % Date: 7/31/2011
Return: 3.10 % Date: 6/30/2011
Return: -2.00 % Date: 5/31/2011
Return: -5.39 % Date: 4/30/2011
Return: 3.75 % Date: 3/31/2011
Return: -2.59 % Date: 2/28/2011
Return: 1.07 % Date: 1/31/2011
Return: -0.50 % Date: 12/31/2010
Return: 3.86 % Date: 11/30/2010
Return: -3.35 % Date: 10/31/2010
Return: 4.83 % Date: 9/30/2010
Return: 1.44 % Date: 8/31/2010
Return: 2.07 % Date: 7/31/2010
Return: -8.24 % Date: 6/30/2010
Return: 2.12 % Date: 5/31/2010
Return: -0.05 % Date: 4/30/2010
Return: 3.06 % Date: 3/31/2010
Return: 7.74 % Date: 2/28/2010
Return: -6.46 % Date: 1/31/2010
Return: -2.57 % Date: 12/31/2009
Return: -3.77 % Date: 11/30/2009
Return: 4.54 % Date: 10/31/2009
Return: -3.57 % Date: 9/30/2009
Return: 0.55 % Date: 8/31/2009
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 08/09 - 09/17
Return: -11.00 %
Count: 1 Return: -10.00 %
Count: 1 Return: 9.00 %
Count: 2 Return: 7.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: -1.00 %
Count: 8 Return: 10.00 %
Count: 2 Return: -2.00 %
Count: 7 Return: -5.00 %
Count: 3 Return: 4.00 %
Count: 7 Return: -8.00 %
Count: 1 Return: 2.00 %
Count: 10 Return: 3.00 %
Count: 10 Return: 8.00 %
Count: 2 Return: -6.00 %
Count: 2 Return: -3.00 %
Count: 10 Return: 5.00 %
Count: 4 Return: -4.00 %
Count: 4 Return: 1.00 %
Count: 14 Return: 0.00 %
Count: 7
Note: All performance data is since program inception.

Underwater Curve
Date Range: 08/09 - 09/17
Date: 9/30/2017
Drawdown: -2.18 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: -2.22 % Date: 6/30/2017
Drawdown: -0.20 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: -1.91 % Date: 1/31/2017
Drawdown: -2.66 % Date: 12/31/2016
Drawdown: -1.72 % Date: 11/30/2016
Drawdown: -4.90 % Date: 10/31/2016
Drawdown: -6.24 % Date: 9/30/2016
Drawdown: -2.97 % Date: 8/31/2016
Drawdown: -0.78 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: -8.87 % Date: 4/30/2016
Drawdown: -10.42 % Date: 3/31/2016
Drawdown: -10.77 % Date: 2/29/2016
Drawdown: -11.71 % Date: 1/31/2016
Drawdown: -14.24 % Date: 12/31/2015
Drawdown: -21.48 % Date: 11/30/2015
Drawdown: -11.51 % Date: 10/31/2015
Drawdown: -11.07 % Date: 9/30/2015
Drawdown: -9.07 % Date: 8/31/2015
Drawdown: -9.82 % Date: 7/31/2015
Drawdown: -13.23 % Date: 6/30/2015
Drawdown: -14.49 % Date: 5/31/2015
Drawdown: -5.30 % Date: 4/30/2015
Drawdown: -2.82 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: -3.05 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -5.08 % Date: 6/30/2014
Drawdown: -2.78 % Date: 5/31/2014
Drawdown: -4.74 % Date: 4/30/2014
Drawdown: -8.97 % Date: 3/31/2014
Drawdown: -7.67 % Date: 2/28/2014
Drawdown: -3.55 % Date: 1/31/2014
Drawdown: -7.48 % Date: 12/31/2013
Drawdown: -10.03 % Date: 11/30/2013
Drawdown: -6.82 % Date: 10/31/2013
Drawdown: -7.84 % Date: 9/30/2013
Drawdown: -10.93 % Date: 8/31/2013
Drawdown: -11.22 % Date: 7/31/2013
Drawdown: -10.50 % Date: 6/30/2013
Drawdown: -14.03 % Date: 5/31/2013
Drawdown: -10.19 % Date: 4/30/2013
Drawdown: -4.66 % Date: 3/31/2013
Drawdown: -3.81 % Date: 2/28/2013
Drawdown: -5.06 % Date: 1/31/2013
Drawdown: -2.47 % Date: 12/31/2012
Drawdown: -5.13 % Date: 11/30/2012
Drawdown: -5.13 % Date: 10/31/2012
Drawdown: -6.60 % Date: 9/30/2012
Drawdown: 0.00 % Date: 8/31/2012
Drawdown: 0.00 % Date: 7/31/2012
Drawdown: -1.60 % Date: 6/30/2012
Drawdown: -4.57 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: -0.86 % Date: 3/31/2012
Drawdown: -1.72 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: -2.27 % Date: 12/31/2011
Drawdown: -9.72 % Date: 11/30/2011
Drawdown: -8.78 % Date: 10/31/2011
Drawdown: -4.28 % Date: 9/30/2011
Drawdown: -3.44 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -4.41 % Date: 6/30/2011
Drawdown: -7.28 % Date: 5/31/2011
Drawdown: -5.39 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -2.66 % Date: 2/28/2011
Drawdown: -0.07 % Date: 1/31/2011
Drawdown: -1.13 % Date: 12/31/2010
Drawdown: -0.63 % Date: 11/30/2010
Drawdown: -4.32 % Date: 10/31/2010
Drawdown: -1.01 % Date: 9/30/2010
Drawdown: -5.57 % Date: 8/31/2010
Drawdown: -6.91 % Date: 7/31/2010
Drawdown: -8.80 % Date: 6/30/2010
Drawdown: -0.61 % Date: 5/31/2010
Drawdown: -2.67 % Date: 4/30/2010
Drawdown: -2.62 % Date: 3/31/2010
Drawdown: -5.51 % Date: 2/28/2010
Drawdown: -12.30 % Date: 1/31/2010
Drawdown: -6.24 % Date: 12/31/2009
Drawdown: -3.77 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -3.57 % Date: 9/30/2009
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Amplitude Capital International Ltd
Address: 1st Floor, Grand Pavilion Commercial Centre, 802 West Bay
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.