Altegris Clearing Solutions Rosetta Capital Management LLC Rosetta Macro Program
Monthly Performance (%)
Date Range: 12/08 - 03/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.86 1.17 3.27 5.38
2016 -1.60 2.43 -5.91 -1.18 2.84 -5.38 -5.38 -2.57 -5.32 -5.72 0.91 -9.11 -31.17
2015 9.76 -7.87 13.18 -4.67 4.16 14.42 -1.48 -14.87 -2.97 6.62 -4.81 -0.79 6.55
2014 3.15 -5.15 -0.20 -0.74 0.32 2.28 8.77 1.19 6.41 -13.00 -0.80 0.73 1.25
2013 4.49 -1.68 -2.64 0.81 -12.54 4.79 5.97 -17.54 1.44 -3.60 -3.28 0.00 -23.62
2012 0.33 -2.94 -6.96 -0.84 -0.30 14.29 3.60 2.56 -5.26 5.39 -1.32 -5.14 1.66
2011 -4.59 1.73 -3.36 2.14 4.80 -5.41 4.28 -0.08 12.98 -11.98 0.32 8.48 7.10
2010 6.46 -3.42 7.10 -2.99 11.85 -6.55 0.60 7.70 0.66 8.61 -4.45 4.37 31.90
2009 14.16 22.32 -0.54 -6.04 -11.57 29.76 2.80 -6.27 -0.19 -1.23 -2.62 1.62 40.75
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The Rosetta Macro Program is a discretionary global trading program that trades across a diversified set of financial and commodity futures markets. The Program primarily relies on fundamental analysis, which considers the various factors that affect the supply and demand of a particular commodity interest in order to predict future prices. Fundamental analysis assumes that markets are imperfect and that information is not instantaneously assimilated or disseminated in the marketplace. By monitoring relevant supply and demand factors, a state of disequilibrium of conditions may be identified that has yet to be reflected in the price of that commodity interest. Such factors may include weather, the economics of a particular business or commodity, government policies, domestic and foreign political and economic events and changing trade prospects. However, the Program also utilizes certain technical overlays. Technical analysis is based on the theory that the study of the past price action in a given market, rather than factors that affect the supply and demand of a particular commodity interest, provides a means of anticipating future prices. Technical analysis operates on the theory that market prices at any given time reflect all known factors affecting supply and demand for a particular commodity interest. Consequently, only a detailed analysis of, among other things, actual daily, weekly and monthly price fluctuations, volume variations and changes in open interest are of predictive value when determining the future course of price movements.

Performance Statistics
Date Range: 12/08 - 03/17
  Program SP500 TR Altegris 40
Total Return 20.80% 215.77% 5.39%
Annualized Return 2.32% 14.80% 0.63%
Annualized Std. Deviation 25.08% 13.80% 8.75%
Correlation -0.29 0.03
Sharpe Ratio (rf=2.5%) -0.01 0.89 -0.21
Worst Month -17.54% -10.65% -5.20%
Date of Worst Month 08/2013 02/2009 06/2015
Worst Drawdown -46.99% -18.18% -15.74%
Date of Worst Drawdown 8/12 - 12/16 12/08 - 2/09 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 12/08 - 03/17
Year or YTD Program SP500 TR Altegris 40
2017 5.38 6.07 -0.61
2016 -31.17 11.98 -3.13
2015 6.55 1.41 0.09
2014 1.25 13.69 15.75
2013 -23.62 32.41 -2.45
2012 1.66 15.98 -4.75
2011 7.10 2.12 -3.23
2010 31.90 15.06 11.33
2009 40.75 26.45 -7.98
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 12/08 - 03/17
Date: 3/31/2017
Perf: $1,027.53 Date: 2/28/2017
Perf: $1,042.75 Date: 1/31/2017
Perf: $1,020.51 Date: 12/31/2016
Perf: $1,033.84 Date: 11/30/2016
Perf: $1,026.04 Date: 10/31/2016
Perf: $1,037.46 Date: 9/30/2016
Perf: $1,064.93 Date: 8/31/2016
Perf: $1,078.85 Date: 7/31/2016
Perf: $1,108.67 Date: 6/30/2016
Perf: $1,097.48 Date: 5/31/2016
Perf: $1,052.74 Date: 4/30/2016
Perf: $1,071.49 Date: 3/31/2016
Perf: $1,099.07 Date: 2/29/2016
Perf: $1,131.55 Date: 1/31/2016
Perf: $1,104.38 Date: 12/31/2015
Perf: $1,067.24 Date: 11/30/2015
Perf: $1,092.37 Date: 10/31/2015
Perf: $1,056.34 Date: 9/30/2015
Perf: $1,075.05 Date: 8/31/2015
Perf: $1,052.22 Date: 7/31/2015
Perf: $1,070.74 Date: 6/30/2015
Perf: $1,030.45 Date: 5/31/2015
Perf: $1,086.97 Date: 4/30/2015
Perf: $1,094.86 Date: 3/31/2015
Perf: $1,138.81 Date: 2/28/2015
Perf: $1,114.19 Date: 1/31/2015
Perf: $1,115.98 Date: 12/31/2014
Perf: $1,066.29 Date: 11/30/2014
Perf: $1,047.85 Date: 10/31/2014
Perf: $989.00 Date: 9/30/2014
Perf: $974.67 Date: 8/31/2014
Perf: $960.36 Date: 7/31/2014
Perf: $921.39 Date: 6/30/2014
Perf: $928.82 Date: 5/31/2014
Perf: $920.90 Date: 4/30/2014
Perf: $897.91 Date: 3/31/2014
Perf: $891.14 Date: 2/28/2014
Perf: $904.53 Date: 1/31/2014
Perf: $897.17 Date: 12/31/2013
Perf: $921.21 Date: 11/30/2013
Perf: $922.51 Date: 10/31/2013
Perf: $906.10 Date: 9/30/2013
Perf: $885.82 Date: 8/31/2013
Perf: $891.17 Date: 7/31/2013
Perf: $908.61 Date: 6/30/2013
Perf: $916.59 Date: 5/31/2013
Perf: $952.69 Date: 4/30/2013
Perf: $995.50 Date: 3/31/2013
Perf: $970.46 Date: 2/28/2013
Perf: $956.69 Date: 1/31/2013
Perf: $962.27 Date: 12/31/2012
Perf: $944.32 Date: 11/30/2012
Perf: $939.72 Date: 10/31/2012
Perf: $937.10 Date: 9/30/2012
Perf: $972.29 Date: 8/31/2012
Perf: $988.60 Date: 7/31/2012
Perf: $1,002.24 Date: 6/30/2012
Perf: $962.85 Date: 5/31/2012
Perf: $1,000.47 Date: 4/30/2012
Perf: $981.82 Date: 3/31/2012
Perf: $975.96 Date: 2/29/2012
Perf: $998.63 Date: 1/31/2012
Perf: $994.55 Date: 12/31/2011
Perf: $991.38 Date: 11/30/2011
Perf: $981.95 Date: 10/31/2011
Perf: $979.02 Date: 9/30/2011
Perf: $1,019.38 Date: 8/31/2011
Perf: $1,020.00 Date: 7/31/2011
Perf: $1,022.04 Date: 6/30/2011
Perf: $986.62 Date: 5/31/2011
Perf: $1,012.96 Date: 4/30/2011
Perf: $1,051.33 Date: 3/31/2011
Perf: $1,011.87 Date: 2/28/2011
Perf: $1,027.59 Date: 1/31/2011
Perf: $1,010.41 Date: 12/31/2010
Perf: $1,024.45 Date: 11/30/2010
Perf: $982.31 Date: 10/31/2010
Perf: $1,018.36 Date: 9/30/2010
Perf: $980.32 Date: 8/31/2010
Perf: $962.80 Date: 7/31/2010
Perf: $924.52 Date: 6/30/2010
Perf: $936.61 Date: 5/31/2010
Perf: $933.06 Date: 4/30/2010
Perf: $956.20 Date: 3/31/2010
Perf: $941.70 Date: 2/28/2010
Perf: $905.74 Date: 1/31/2010
Perf: $897.30 Date: 12/31/2009
Perf: $920.22 Date: 11/30/2009
Perf: $958.56 Date: 10/31/2009
Perf: $921.43 Date: 9/30/2009
Perf: $945.64 Date: 8/31/2009
Perf: $923.65 Date: 7/31/2009
Perf: $920.61 Date: 6/30/2009
Perf: $921.63 Date: 5/31/2009
Perf: $946.81 Date: 4/30/2009
Perf: $933.93 Date: 3/31/2009
Perf: $965.50 Date: 2/28/2009
Perf: $993.00 Date: 1/31/2009
Perf: $993.50 Date: 12/31/2008
Perf: $1,000.00 Date: 3/31/2017
Perf: $3,124.55 Date: 2/28/2017
Perf: $3,120.80 Date: 1/31/2017
Perf: $3,001.64 Date: 12/31/2016
Perf: $2,945.67 Date: 11/30/2016
Perf: $2,888.48 Date: 10/31/2016
Perf: $2,785.42 Date: 9/30/2016
Perf: $2,837.05 Date: 8/31/2016
Perf: $2,836.49 Date: 7/31/2016
Perf: $2,832.52 Date: 6/30/2016
Perf: $2,731.72 Date: 5/31/2016
Perf: $2,724.64 Date: 4/30/2016
Perf: $2,676.46 Date: 3/31/2016
Perf: $2,666.06 Date: 2/29/2016
Perf: $2,496.78 Date: 1/31/2016
Perf: $2,500.03 Date: 12/31/2015
Perf: $2,630.50 Date: 11/30/2015
Perf: $2,672.73 Date: 10/31/2015
Perf: $2,664.74 Date: 9/30/2015
Perf: $2,457.34 Date: 8/31/2015
Perf: $2,519.57 Date: 7/31/2015
Perf: $2,681.25 Date: 6/30/2015
Perf: $2,626.10 Date: 5/31/2015
Perf: $2,678.06 Date: 4/30/2015
Perf: $2,643.95 Date: 3/31/2015
Perf: $2,618.81 Date: 2/28/2015
Perf: $2,660.85 Date: 1/31/2015
Perf: $2,516.17 Date: 12/31/2014
Perf: $2,593.99 Date: 11/30/2014
Perf: $2,600.49 Date: 10/31/2014
Perf: $2,532.37 Date: 9/30/2014
Perf: $2,472.05 Date: 8/31/2014
Perf: $2,507.15 Date: 7/31/2014
Perf: $2,410.72 Date: 6/30/2014
Perf: $2,444.46 Date: 5/31/2014
Perf: $2,394.88 Date: 4/30/2014
Perf: $2,339.90 Date: 3/31/2014
Perf: $2,322.71 Date: 2/28/2014
Perf: $2,303.36 Date: 1/31/2014
Perf: $2,202.70 Date: 12/31/2013
Perf: $2,281.64 Date: 11/30/2013
Perf: $2,225.34 Date: 10/31/2013
Perf: $2,159.48 Date: 9/30/2013
Perf: $2,064.51 Date: 8/31/2013
Perf: $2,001.66 Date: 7/31/2013
Perf: $2,061.44 Date: 6/30/2013
Perf: $1,961.59 Date: 5/31/2013
Perf: $1,988.24 Date: 4/30/2013
Perf: $1,942.78 Date: 3/31/2013
Perf: $1,905.99 Date: 2/28/2013
Perf: $1,837.10 Date: 1/31/2013
Perf: $1,812.45 Date: 12/31/2012
Perf: $1,723.19 Date: 11/30/2012
Perf: $1,707.65 Date: 10/31/2012
Perf: $1,697.80 Date: 9/30/2012
Perf: $1,729.80 Date: 8/31/2012
Perf: $1,686.30 Date: 7/31/2012
Perf: $1,649.19 Date: 6/30/2012
Perf: $1,626.58 Date: 5/31/2012
Perf: $1,562.22 Date: 4/30/2012
Perf: $1,662.11 Date: 3/31/2012
Perf: $1,672.65 Date: 2/29/2012
Perf: $1,619.37 Date: 1/31/2012
Perf: $1,552.31 Date: 12/31/2011
Perf: $1,485.75 Date: 11/30/2011
Perf: $1,470.75 Date: 10/31/2011
Perf: $1,473.99 Date: 9/30/2011
Perf: $1,328.76 Date: 8/31/2011
Perf: $1,429.23 Date: 7/31/2011
Perf: $1,511.29 Date: 6/30/2011
Perf: $1,542.61 Date: 5/31/2011
Perf: $1,568.81 Date: 4/30/2011
Perf: $1,586.74 Date: 3/31/2011
Perf: $1,541.12 Date: 2/28/2011
Perf: $1,540.51 Date: 1/31/2011
Perf: $1,489.42 Date: 12/31/2010
Perf: $1,454.94 Date: 11/30/2010
Perf: $1,363.83 Date: 10/31/2010
Perf: $1,363.70 Date: 9/30/2010
Perf: $1,313.65 Date: 8/31/2010
Perf: $1,206.07 Date: 7/31/2010
Perf: $1,263.03 Date: 6/30/2010
Perf: $1,180.29 Date: 5/31/2010
Perf: $1,245.43 Date: 4/30/2010
Perf: $1,353.58 Date: 3/31/2010
Perf: $1,332.52 Date: 2/28/2010
Perf: $1,256.74 Date: 1/31/2010
Perf: $1,218.95 Date: 12/31/2009
Perf: $1,264.47 Date: 11/30/2009
Perf: $1,240.53 Date: 10/31/2009
Perf: $1,170.31 Date: 9/30/2009
Perf: $1,192.49 Date: 8/31/2009
Perf: $1,149.61 Date: 7/31/2009
Perf: $1,109.56 Date: 6/30/2009
Perf: $1,031.57 Date: 5/31/2009
Perf: $1,029.51 Date: 4/30/2009
Perf: $975.01 Date: 3/31/2009
Perf: $889.85 Date: 2/28/2009
Perf: $818.18 Date: 1/31/2009
Perf: $915.70 Date: 12/31/2008
Perf: $1,000.00 Date: 3/31/2017
Perf: $1,207.99 Date: 2/28/2017
Perf: $1,169.74 Date: 1/31/2017
Perf: $1,156.21 Date: 12/31/2016
Perf: $1,146.35 Date: 11/30/2016
Perf: $1,261.25 Date: 10/31/2016
Perf: $1,249.88 Date: 9/30/2016
Perf: $1,325.71 Date: 8/31/2016
Perf: $1,400.20 Date: 7/31/2016
Perf: $1,437.13 Date: 6/30/2016
Perf: $1,518.84 Date: 5/31/2016
Perf: $1,605.20 Date: 4/30/2016
Perf: $1,560.88 Date: 3/31/2016
Perf: $1,579.51 Date: 2/29/2016
Perf: $1,678.73 Date: 1/31/2016
Perf: $1,638.90 Date: 12/31/2015
Perf: $1,665.55 Date: 11/30/2015
Perf: $1,678.81 Date: 10/31/2015
Perf: $1,763.64 Date: 9/30/2015
Perf: $1,654.14 Date: 8/31/2015
Perf: $1,704.77 Date: 7/31/2015
Perf: $2,002.55 Date: 6/30/2015
Perf: $2,032.63 Date: 5/31/2015
Perf: $1,776.47 Date: 4/30/2015
Perf: $1,705.52 Date: 3/31/2015
Perf: $1,789.07 Date: 2/28/2015
Perf: $1,580.73 Date: 1/31/2015
Perf: $1,715.76 Date: 12/31/2014
Perf: $1,563.19 Date: 11/30/2014
Perf: $1,551.86 Date: 10/31/2014
Perf: $1,564.38 Date: 9/30/2014
Perf: $1,798.13 Date: 8/31/2014
Perf: $1,689.82 Date: 7/31/2014
Perf: $1,669.94 Date: 6/30/2014
Perf: $1,535.30 Date: 5/31/2014
Perf: $1,501.07 Date: 4/30/2014
Perf: $1,496.29 Date: 3/31/2014
Perf: $1,507.44 Date: 2/28/2014
Perf: $1,510.46 Date: 1/31/2014
Perf: $1,592.47 Date: 12/31/2013
Perf: $1,543.84 Date: 11/30/2013
Perf: $1,543.84 Date: 10/31/2013
Perf: $1,596.20 Date: 9/30/2013
Perf: $1,655.81 Date: 8/31/2013
Perf: $1,632.30 Date: 7/31/2013
Perf: $1,979.51 Date: 6/30/2013
Perf: $1,867.99 Date: 5/31/2013
Perf: $1,782.60 Date: 4/30/2013
Perf: $2,038.19 Date: 3/31/2013
Perf: $2,021.81 Date: 2/28/2013
Perf: $2,076.64 Date: 1/31/2013
Perf: $2,112.12 Date: 12/31/2012
Perf: $2,021.36 Date: 11/30/2012
Perf: $2,130.89 Date: 10/31/2012
Perf: $2,159.39 Date: 9/30/2012
Perf: $2,048.96 Date: 8/31/2012
Perf: $2,162.71 Date: 7/31/2012
Perf: $2,108.73 Date: 6/30/2012
Perf: $2,035.45 Date: 5/31/2012
Perf: $1,780.96 Date: 4/30/2012
Perf: $1,786.31 Date: 3/31/2012
Perf: $1,801.45 Date: 2/29/2012
Perf: $1,936.21 Date: 1/31/2012
Perf: $1,994.86 Date: 12/31/2011
Perf: $1,988.29 Date: 11/30/2011
Perf: $1,832.87 Date: 10/31/2011
Perf: $1,827.02 Date: 9/30/2011
Perf: $2,075.69 Date: 8/31/2011
Perf: $1,837.22 Date: 7/31/2011
Perf: $1,838.69 Date: 6/30/2011
Perf: $1,763.22 Date: 5/31/2011
Perf: $1,864.07 Date: 4/30/2011
Perf: $1,778.69 Date: 3/31/2011
Perf: $1,741.42 Date: 2/28/2011
Perf: $1,801.97 Date: 1/31/2011
Perf: $1,771.33 Date: 12/31/2010
Perf: $1,856.54 Date: 11/30/2010
Perf: $1,778.81 Date: 10/31/2010
Perf: $1,861.65 Date: 9/30/2010
Perf: $1,714.07 Date: 8/31/2010
Perf: $1,702.83 Date: 7/31/2010
Perf: $1,581.09 Date: 6/30/2010
Perf: $1,571.66 Date: 5/31/2010
Perf: $1,681.82 Date: 4/30/2010
Perf: $1,503.64 Date: 3/31/2010
Perf: $1,549.98 Date: 2/28/2010
Perf: $1,447.23 Date: 1/31/2010
Perf: $1,498.48 Date: 12/31/2009
Perf: $1,407.55 Date: 11/30/2009
Perf: $1,385.11 Date: 10/31/2009
Perf: $1,422.38 Date: 9/30/2009
Perf: $1,440.09 Date: 8/31/2009
Perf: $1,442.83 Date: 7/31/2009
Perf: $1,539.35 Date: 6/30/2009
Perf: $1,497.42 Date: 5/31/2009
Perf: $1,153.99 Date: 4/30/2009
Perf: $1,304.98 Date: 3/31/2009
Perf: $1,388.86 Date: 2/28/2009
Perf: $1,396.41 Date: 1/31/2009
Perf: $1,141.60 Date: 12/31/2008
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 12/08 - 03/17
Date: 3/31/2017
Return: 3.27 % Date: 2/28/2017
Return: 1.17 % Date: 1/31/2017
Return: 0.86 % Date: 12/31/2016
Return: -9.11 % Date: 11/30/2016
Return: 0.91 % Date: 10/31/2016
Return: -5.72 % Date: 9/30/2016
Return: -5.32 % Date: 8/31/2016
Return: -2.57 % Date: 7/31/2016
Return: -5.38 % Date: 6/30/2016
Return: -5.38 % Date: 5/31/2016
Return: 2.84 % Date: 4/30/2016
Return: -1.18 % Date: 3/31/2016
Return: -5.91 % Date: 2/29/2016
Return: 2.43 % Date: 1/31/2016
Return: -1.60 % Date: 12/31/2015
Return: -0.79 % Date: 11/30/2015
Return: -4.81 % Date: 10/31/2015
Return: 6.62 % Date: 9/30/2015
Return: -2.97 % Date: 8/31/2015
Return: -14.87 % Date: 7/31/2015
Return: -1.48 % Date: 6/30/2015
Return: 14.42 % Date: 5/31/2015
Return: 4.16 % Date: 4/30/2015
Return: -4.67 % Date: 3/31/2015
Return: 13.18 % Date: 2/28/2015
Return: -7.87 % Date: 1/31/2015
Return: 9.76 % Date: 12/31/2014
Return: 0.73 % Date: 11/30/2014
Return: -0.80 % Date: 10/31/2014
Return: -13.00 % Date: 9/30/2014
Return: 6.41 % Date: 8/31/2014
Return: 1.19 % Date: 7/31/2014
Return: 8.77 % Date: 6/30/2014
Return: 2.28 % Date: 5/31/2014
Return: 0.32 % Date: 4/30/2014
Return: -0.74 % Date: 3/31/2014
Return: -0.20 % Date: 2/28/2014
Return: -5.15 % Date: 1/31/2014
Return: 3.15 % Date: 12/31/2013
Return: 0.00 % Date: 11/30/2013
Return: -3.28 % Date: 10/31/2013
Return: -3.60 % Date: 9/30/2013
Return: 1.44 % Date: 8/31/2013
Return: -17.54 % Date: 7/31/2013
Return: 5.97 % Date: 6/30/2013
Return: 4.79 % Date: 5/31/2013
Return: -12.54 % Date: 4/30/2013
Return: 0.81 % Date: 3/31/2013
Return: -2.64 % Date: 2/28/2013
Return: -1.68 % Date: 1/31/2013
Return: 4.49 % Date: 12/31/2012
Return: -5.14 % Date: 11/30/2012
Return: -1.32 % Date: 10/31/2012
Return: 5.39 % Date: 9/30/2012
Return: -5.26 % Date: 8/31/2012
Return: 2.56 % Date: 7/31/2012
Return: 3.60 % Date: 6/30/2012
Return: 14.29 % Date: 5/31/2012
Return: -0.30 % Date: 4/30/2012
Return: -0.84 % Date: 3/31/2012
Return: -6.96 % Date: 2/29/2012
Return: -2.94 % Date: 1/31/2012
Return: 0.33 % Date: 12/31/2011
Return: 8.48 % Date: 11/30/2011
Return: 0.32 % Date: 10/31/2011
Return: -11.98 % Date: 9/30/2011
Return: 12.98 % Date: 8/31/2011
Return: -0.08 % Date: 7/31/2011
Return: 4.28 % Date: 6/30/2011
Return: -5.41 % Date: 5/31/2011
Return: 4.80 % Date: 4/30/2011
Return: 2.14 % Date: 3/31/2011
Return: -3.36 % Date: 2/28/2011
Return: 1.73 % Date: 1/31/2011
Return: -4.59 % Date: 12/31/2010
Return: 4.37 % Date: 11/30/2010
Return: -4.45 % Date: 10/31/2010
Return: 8.61 % Date: 9/30/2010
Return: 0.66 % Date: 8/31/2010
Return: 7.70 % Date: 7/31/2010
Return: 0.60 % Date: 6/30/2010
Return: -6.55 % Date: 5/31/2010
Return: 11.85 % Date: 4/30/2010
Return: -2.99 % Date: 3/31/2010
Return: 7.10 % Date: 2/28/2010
Return: -3.42 % Date: 1/31/2010
Return: 6.46 % Date: 12/31/2009
Return: 1.62 % Date: 11/30/2009
Return: -2.62 % Date: 10/31/2009
Return: -1.23 % Date: 9/30/2009
Return: -0.19 % Date: 8/31/2009
Return: -6.27 % Date: 7/31/2009
Return: 2.80 % Date: 6/30/2009
Return: 29.76 % Date: 5/31/2009
Return: -11.57 % Date: 4/30/2009
Return: -6.04 % Date: 3/31/2009
Return: -0.54 % Date: 2/28/2009
Return: 22.32 % Date: 1/31/2009
Return: 14.16 % Date: 12/31/2008
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 12/08 - 03/17
Return: -9.00 %
Count: 1 Return: -15.00 %
Count: 1 Return: -8.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: -18.00 %
Count: 1 Return: -13.00 %
Count: 2 Return: -2.00 %
Count: 2 Return: 13.00 %
Count: 2 Return: 5.00 %
Count: 3 Return: -5.00 %
Count: 10 Return: 4.00 %
Count: 5 Return: -4.00 %
Count: 2 Return: 9.00 %
Count: 2 Return: 8.00 %
Count: 2 Return: 1.00 %
Count: 9 Return: -7.00 %
Count: 2 Return: 12.00 %
Count: 1 Return: 7.00 %
Count: 2 Return: 6.00 %
Count: 3 Return: 2.00 %
Count: 5 Return: -3.00 %
Count: 9 Return: 3.00 %
Count: 5 Return: 30.00 %
Count: 1 Return: -12.00 %
Count: 2 Return: -6.00 %
Count: 4 Return: -1.00 %
Count: 9 Return: 22.00 %
Count: 1 Return: 14.00 %
Count: 3 Return: 0.00 %
Count: 9
Note: All performance data is since program inception.

Underwater Curve
Date Range: 12/08 - 03/17
Date: 3/31/2017
Drawdown: -44.14 % Date: 2/28/2017
Drawdown: -45.91 % Date: 1/31/2017
Drawdown: -46.54 % Date: 12/31/2016
Drawdown: -46.99 % Date: 11/30/2016
Drawdown: -41.68 % Date: 10/31/2016
Drawdown: -42.21 % Date: 9/30/2016
Drawdown: -38.70 % Date: 8/31/2016
Drawdown: -35.26 % Date: 7/31/2016
Drawdown: -33.55 % Date: 6/30/2016
Drawdown: -29.77 % Date: 5/31/2016
Drawdown: -25.78 % Date: 4/30/2016
Drawdown: -27.83 % Date: 3/31/2016
Drawdown: -26.97 % Date: 2/29/2016
Drawdown: -22.38 % Date: 1/31/2016
Drawdown: -24.22 % Date: 12/31/2015
Drawdown: -22.99 % Date: 11/30/2015
Drawdown: -22.37 % Date: 10/31/2015
Drawdown: -18.45 % Date: 9/30/2015
Drawdown: -23.52 % Date: 8/31/2015
Drawdown: -21.17 % Date: 7/31/2015
Drawdown: -7.41 % Date: 6/30/2015
Drawdown: -6.01 % Date: 5/31/2015
Drawdown: -17.86 % Date: 4/30/2015
Drawdown: -21.14 % Date: 3/31/2015
Drawdown: -17.28 % Date: 2/28/2015
Drawdown: -26.91 % Date: 1/31/2015
Drawdown: -20.67 % Date: 12/31/2014
Drawdown: -27.72 % Date: 11/30/2014
Drawdown: -28.24 % Date: 10/31/2014
Drawdown: -27.67 % Date: 9/30/2014
Drawdown: -16.86 % Date: 8/31/2014
Drawdown: -21.87 % Date: 7/31/2014
Drawdown: -22.78 % Date: 6/30/2014
Drawdown: -29.01 % Date: 5/31/2014
Drawdown: -30.59 % Date: 4/30/2014
Drawdown: -30.81 % Date: 3/31/2014
Drawdown: -30.30 % Date: 2/28/2014
Drawdown: -30.16 % Date: 1/31/2014
Drawdown: -26.37 % Date: 12/31/2013
Drawdown: -28.62 % Date: 11/30/2013
Drawdown: -28.62 % Date: 10/31/2013
Drawdown: -26.19 % Date: 9/30/2013
Drawdown: -23.44 % Date: 8/31/2013
Drawdown: -24.53 % Date: 7/31/2013
Drawdown: -8.47 % Date: 6/30/2013
Drawdown: -13.63 % Date: 5/31/2013
Drawdown: -17.58 % Date: 4/30/2013
Drawdown: -5.76 % Date: 3/31/2013
Drawdown: -6.51 % Date: 2/28/2013
Drawdown: -3.98 % Date: 1/31/2013
Drawdown: -2.34 % Date: 12/31/2012
Drawdown: -6.54 % Date: 11/30/2012
Drawdown: -1.47 % Date: 10/31/2012
Drawdown: -0.15 % Date: 9/30/2012
Drawdown: -5.26 % Date: 8/31/2012
Drawdown: 0.00 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: -1.94 % Date: 5/31/2012
Drawdown: -14.20 % Date: 4/30/2012
Drawdown: -13.94 % Date: 3/31/2012
Drawdown: -13.21 % Date: 2/29/2012
Drawdown: -6.72 % Date: 1/31/2012
Drawdown: -3.89 % Date: 12/31/2011
Drawdown: -4.21 % Date: 11/30/2011
Drawdown: -11.70 % Date: 10/31/2011
Drawdown: -11.98 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: -1.44 % Date: 7/31/2011
Drawdown: -1.36 % Date: 6/30/2011
Drawdown: -5.41 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: -4.46 % Date: 3/31/2011
Drawdown: -6.46 % Date: 2/28/2011
Drawdown: -3.21 % Date: 1/31/2011
Drawdown: -4.85 % Date: 12/31/2010
Drawdown: -0.27 % Date: 11/30/2010
Drawdown: -4.45 % 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: -5.99 % Date: 6/30/2010
Drawdown: -6.55 % Date: 5/31/2010
Drawdown: 0.00 % Date: 4/30/2010
Drawdown: -2.99 % Date: 3/31/2010
Drawdown: 0.00 % Date: 2/28/2010
Drawdown: -5.98 % Date: 1/31/2010
Drawdown: -2.66 % Date: 12/31/2009
Drawdown: -8.56 % Date: 11/30/2009
Drawdown: -10.02 % Date: 10/31/2009
Drawdown: -7.60 % Date: 9/30/2009
Drawdown: -6.45 % Date: 8/31/2009
Drawdown: -6.27 % Date: 7/31/2009
Drawdown: 0.00 % Date: 6/30/2009
Drawdown: 0.00 % Date: 5/31/2009
Drawdown: -17.36 % Date: 4/30/2009
Drawdown: -6.55 % Date: 3/31/2009
Drawdown: -0.54 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

The performance from January 2009 forward is a composite of accounts, and not representative of any single account. The returns shown are net of all fees and expenses and assume a 2% management fee and 20% incentive fee.

Performance results of separately managed accounts may vary as a result of varying degrees of leverage, differing commissions and other fees, account size and portfolio composition, the timing of increases or decrease in trading level and the entry of orders, and other factors. Past performance is not necessarily indicative of future results. No representation is being made that any account in the future will or is likely to achieve profits or losses similar to those shown.

Manager Information
Manager Name:  Rosetta Capital Management LLC
Address: 190 South LaSalle Suite 3000
City: Chicago
State: IL
Zip: 60603
Country: USA
Key People
Name:  James Green
Position:  Principal
Biography: 

Jim Green is a founding principal of RCM. Along with his partner Michael Swinford, Mr. Green is responsible to manage all aspects of RCM’s operations and trading decisions. Mr. Green and Mr. Swinford registered RCM in May 1997 with themselves as associated persons and principals of RCM. Mr. Green’s agricultural experience began during his childhood on a grain and livestock farm in Henderson County in Western Illinois. He attended Western Illinois University in Macomb, Illinois, where he earned a bachelor’s degree in Finance with a minor in Economics. Mr. Green supported himself through college by working for DeKalb Ag Research. Upon graduation, he entered the management training program and was quickly promoted to District Sales Manager. In 1979, Mr. Green entered the Management Trainee Program at Heinold Commodities. After completion of the program he was appointed Regional Sales Manager of Heinold’s Central Region. He served in this position until 1985, when he accepted a position as National Sales Manager of Merchants Trading. At Merchants, he diversified his pursuits by establishing a retail business as well as expanding the firm’s local and introducing broker business. In 1988, Mr. Green joined Balfour Maclaine as Senior Vice-President and returned its troubled Chicago operations to profitability. In December 1990, Mr. Green and Mr. Swinford, along with a group of colleagues, left Balfour Maclaine and founded the Ceres Trading Division (previously the Livestock Division) of Rosenthal Collins Group, a Chicago based Futures commission merchant. In February 1991, Ceres Trading Division of Rosenthal Collins Group registered as a branch office of RCG with Mr. Green as its manager and associated person. In addition to his responsibilities with the Advisor, Mr. Green is the manager of the Ceres Trading Division. By virtue of this affiliation, he may experience certain financial benefits with respect to clients of the Advisor who elect to use RCG as their FCM.


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.