Altegris Clearing Solutions Deep Field Capital AG SINGULARITY Program *QEP*
Monthly Performance (%)
Date Range: 06/10 - 02/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -3.60 -0.89 -4.46
2016 2.28 -0.22 -5.26 -2.34 -7.91 -0.64 0.77 -17.35 -3.80 -4.31 0.05 0.83 -33.18
2015 -0.08 -2.11 6.50 5.43 3.09 -0.15 6.53 1.69 2.00 1.82 1.27 3.21 32.94
2014 -3.01 2.50 -6.48 -3.48 3.07 1.86 -3.40 0.99 -1.12 7.75 0.39 7.61 5.79
2013 2.15 1.55 -0.08 0.82 3.65 1.99 -3.18 3.10 -5.71 -2.22 2.81 1.06 5.63
2012 4.45 3.19 1.49 -0.12 2.91 2.39 2.69 -2.88 -0.08 -1.75 3.71 -0.11 16.77
2011 5.23 -0.01 7.40 0.87 10.51 -0.14 6.27 6.49 0.93 3.44 -2.29 0.27 45.61
2010 -2.27 9.89 -0.24 0.20 9.40 2.97 20.93
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

SINGULARITY is a fully automated managed futures program designed to deliver a regular stream of multi-directional alpha that has a low correlation to traditional and other alternative investment strategies. The program executes a purely systematic trading approach using quantitative analysis of real-time price data to identify price trends and patterns that offer a high statistical likelihood of delivering consistent investment profits over time. While the highly reactive system only trades pure trend following signals in a diversified portfolio of liquid futures markets across all asset classes, it actually shows no correlation to the trend following space or any other trading styles. The idiosyncratic investment profile is driven by the combination of intra-market diversification (number of strategy elements/strategy variations in every traded market) and cross-market diversification (number of instruments), offering great scalability and attractive risk-adjusted returns. As of today SINGULARITY trades more than 1000 independent strategy elements in up to 23 markets across short- mid-, and long-term time frames, each independently generating buy and sell signals. Execution and risk management is entirely electronic and automated, utilizing in-house proprietary software. SINGULARITY is open for external investors since 09/2011.

Performance Statistics
Date Range: 06/10 - 02/17
  Program SP500 TR Altegris 40
Total Return 95.02% 150.58% 11.76%
Annualized Return 10.54% 14.58% 1.66%
Annualized Std. Deviation 14.54% 12.08% 8.82%
Correlation -0.12 0.17
Sharpe Ratio (rf=2.5%) 0.55 1.00 -0.10
Worst Month -17.35% -7.03% -5.20%
Date of Worst Month 08/2016 09/2011 06/2015
Worst Drawdown -37.58% -16.26% -15.74%
Date of Worst Drawdown 1/16 - 2/17 4/11 - 9/11 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 06/10 - 02/17
Year or YTD Program SP500 TR Altegris 40
2017 -4.46 5.95 0.86
2016 -33.18 11.98 -3.13
2015 32.94 1.41 0.09
2014 5.79 13.69 15.75
2013 5.63 32.41 -2.45
2012 16.77 15.98 -4.75
2011 45.61 2.12 -3.23
2010 20.93 23.27 9.38
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 06/10 - 02/17
Date: 2/28/2017
Perf: $1,113.33 Date: 1/31/2017
Perf: $1,089.58 Date: 12/31/2016
Perf: $1,103.82 Date: 11/30/2016
Perf: $1,095.49 Date: 10/31/2016
Perf: $1,107.68 Date: 9/30/2016
Perf: $1,137.01 Date: 8/31/2016
Perf: $1,151.87 Date: 7/31/2016
Perf: $1,183.71 Date: 6/30/2016
Perf: $1,171.76 Date: 5/31/2016
Perf: $1,123.99 Date: 4/30/2016
Perf: $1,144.01 Date: 3/31/2016
Perf: $1,173.47 Date: 2/29/2016
Perf: $1,208.14 Date: 1/31/2016
Perf: $1,179.13 Date: 12/31/2015
Perf: $1,139.48 Date: 11/30/2015
Perf: $1,166.30 Date: 10/31/2015
Perf: $1,127.84 Date: 9/30/2015
Perf: $1,147.82 Date: 8/31/2015
Perf: $1,123.44 Date: 7/31/2015
Perf: $1,143.22 Date: 6/30/2015
Perf: $1,100.20 Date: 5/31/2015
Perf: $1,160.55 Date: 4/30/2015
Perf: $1,168.96 Date: 3/31/2015
Perf: $1,215.90 Date: 2/28/2015
Perf: $1,189.61 Date: 1/31/2015
Perf: $1,191.51 Date: 12/31/2014
Perf: $1,138.46 Date: 11/30/2014
Perf: $1,118.77 Date: 10/31/2014
Perf: $1,055.94 Date: 9/30/2014
Perf: $1,040.64 Date: 8/31/2014
Perf: $1,025.37 Date: 7/31/2014
Perf: $983.75 Date: 6/30/2014
Perf: $991.69 Date: 5/31/2014
Perf: $983.23 Date: 4/30/2014
Perf: $958.69 Date: 3/31/2014
Perf: $951.46 Date: 2/28/2014
Perf: $965.75 Date: 1/31/2014
Perf: $957.90 Date: 12/31/2013
Perf: $983.57 Date: 11/30/2013
Perf: $984.95 Date: 10/31/2013
Perf: $967.44 Date: 9/30/2013
Perf: $945.78 Date: 8/31/2013
Perf: $951.49 Date: 7/31/2013
Perf: $970.11 Date: 6/30/2013
Perf: $978.63 Date: 5/31/2013
Perf: $1,017.18 Date: 4/30/2013
Perf: $1,062.88 Date: 3/31/2013
Perf: $1,036.15 Date: 2/28/2013
Perf: $1,021.44 Date: 1/31/2013
Perf: $1,027.40 Date: 12/31/2012
Perf: $1,008.24 Date: 11/30/2012
Perf: $1,003.33 Date: 10/31/2012
Perf: $1,000.52 Date: 9/30/2012
Perf: $1,038.10 Date: 8/31/2012
Perf: $1,055.52 Date: 7/31/2012
Perf: $1,070.07 Date: 6/30/2012
Perf: $1,028.03 Date: 5/31/2012
Perf: $1,068.19 Date: 4/30/2012
Perf: $1,048.27 Date: 3/31/2012
Perf: $1,042.02 Date: 2/29/2012
Perf: $1,066.22 Date: 1/31/2012
Perf: $1,061.87 Date: 12/31/2011
Perf: $1,058.48 Date: 11/30/2011
Perf: $1,048.42 Date: 10/31/2011
Perf: $1,045.28 Date: 9/30/2011
Perf: $1,088.38 Date: 8/31/2011
Perf: $1,089.04 Date: 7/31/2011
Perf: $1,091.22 Date: 6/30/2011
Perf: $1,053.40 Date: 5/31/2011
Perf: $1,081.52 Date: 4/30/2011
Perf: $1,122.49 Date: 3/31/2011
Perf: $1,080.36 Date: 2/28/2011
Perf: $1,097.14 Date: 1/31/2011
Perf: $1,078.80 Date: 12/31/2010
Perf: $1,093.79 Date: 11/30/2010
Perf: $1,048.80 Date: 10/31/2010
Perf: $1,087.29 Date: 9/30/2010
Perf: $1,046.67 Date: 8/31/2010
Perf: $1,027.97 Date: 7/31/2010
Perf: $987.10 Date: 6/30/2010
Perf: $1,000.00 Date: 2/28/2017
Perf: $2,644.10 Date: 1/31/2017
Perf: $2,543.14 Date: 12/31/2016
Perf: $2,495.72 Date: 11/30/2016
Perf: $2,447.26 Date: 10/31/2016
Perf: $2,359.95 Date: 9/30/2016
Perf: $2,403.69 Date: 8/31/2016
Perf: $2,403.21 Date: 7/31/2016
Perf: $2,399.85 Date: 6/30/2016
Perf: $2,314.45 Date: 5/31/2016
Perf: $2,308.45 Date: 4/30/2016
Perf: $2,267.63 Date: 3/31/2016
Perf: $2,258.82 Date: 2/29/2016
Perf: $2,115.40 Date: 1/31/2016
Perf: $2,118.15 Date: 12/31/2015
Perf: $2,228.69 Date: 11/30/2015
Perf: $2,264.47 Date: 10/31/2015
Perf: $2,257.70 Date: 9/30/2015
Perf: $2,081.98 Date: 8/31/2015
Perf: $2,134.71 Date: 7/31/2015
Perf: $2,271.69 Date: 6/30/2015
Perf: $2,224.97 Date: 5/31/2015
Perf: $2,268.98 Date: 4/30/2015
Perf: $2,240.09 Date: 3/31/2015
Perf: $2,218.79 Date: 2/28/2015
Perf: $2,254.41 Date: 1/31/2015
Perf: $2,131.83 Date: 12/31/2014
Perf: $2,197.76 Date: 11/30/2014
Perf: $2,203.27 Date: 10/31/2014
Perf: $2,145.55 Date: 9/30/2014
Perf: $2,094.45 Date: 8/31/2014
Perf: $2,124.19 Date: 7/31/2014
Perf: $2,042.49 Date: 6/30/2014
Perf: $2,071.07 Date: 5/31/2014
Perf: $2,029.07 Date: 4/30/2014
Perf: $1,982.48 Date: 3/31/2014
Perf: $1,967.91 Date: 2/28/2014
Perf: $1,951.52 Date: 1/31/2014
Perf: $1,866.23 Date: 12/31/2013
Perf: $1,933.12 Date: 11/30/2013
Perf: $1,885.42 Date: 10/31/2013
Perf: $1,829.62 Date: 9/30/2013
Perf: $1,749.16 Date: 8/31/2013
Perf: $1,695.90 Date: 7/31/2013
Perf: $1,746.55 Date: 6/30/2013
Perf: $1,661.96 Date: 5/31/2013
Perf: $1,684.53 Date: 4/30/2013
Perf: $1,646.02 Date: 3/31/2013
Perf: $1,614.85 Date: 2/28/2013
Perf: $1,556.48 Date: 1/31/2013
Perf: $1,535.60 Date: 12/31/2012
Perf: $1,459.97 Date: 11/30/2012
Perf: $1,446.80 Date: 10/31/2012
Perf: $1,438.46 Date: 9/30/2012
Perf: $1,465.57 Date: 8/31/2012
Perf: $1,428.71 Date: 7/31/2012
Perf: $1,397.28 Date: 6/30/2012
Perf: $1,378.12 Date: 5/31/2012
Perf: $1,323.59 Date: 4/30/2012
Perf: $1,408.22 Date: 3/31/2012
Perf: $1,417.15 Date: 2/29/2012
Perf: $1,372.01 Date: 1/31/2012
Perf: $1,315.19 Date: 12/31/2011
Perf: $1,258.80 Date: 11/30/2011
Perf: $1,246.09 Date: 10/31/2011
Perf: $1,248.84 Date: 9/30/2011
Perf: $1,125.79 Date: 8/31/2011
Perf: $1,210.92 Date: 7/31/2011
Perf: $1,280.44 Date: 6/30/2011
Perf: $1,306.98 Date: 5/31/2011
Perf: $1,329.17 Date: 4/30/2011
Perf: $1,344.36 Date: 3/31/2011
Perf: $1,305.72 Date: 2/28/2011
Perf: $1,305.19 Date: 1/31/2011
Perf: $1,261.91 Date: 12/31/2010
Perf: $1,232.69 Date: 11/30/2010
Perf: $1,155.51 Date: 10/31/2010
Perf: $1,155.39 Date: 9/30/2010
Perf: $1,112.99 Date: 8/31/2010
Perf: $1,021.84 Date: 7/31/2010
Perf: $1,070.10 Date: 6/30/2010
Perf: $1,000.00 Date: 2/28/2017
Perf: $1,950.17 Date: 1/31/2017
Perf: $1,967.68 Date: 12/31/2016
Perf: $2,041.16 Date: 11/30/2016
Perf: $2,024.36 Date: 10/31/2016
Perf: $2,023.35 Date: 9/30/2016
Perf: $2,114.48 Date: 8/31/2016
Perf: $2,198.00 Date: 7/31/2016
Perf: $2,659.41 Date: 6/30/2016
Perf: $2,639.09 Date: 5/31/2016
Perf: $2,656.09 Date: 4/30/2016
Perf: $2,884.23 Date: 3/31/2016
Perf: $2,953.34 Date: 2/29/2016
Perf: $3,117.31 Date: 1/31/2016
Perf: $3,124.19 Date: 12/31/2015
Perf: $3,054.54 Date: 11/30/2015
Perf: $2,959.54 Date: 10/31/2015
Perf: $2,922.43 Date: 9/30/2015
Perf: $2,870.19 Date: 8/31/2015
Perf: $2,813.91 Date: 7/31/2015
Perf: $2,767.15 Date: 6/30/2015
Perf: $2,597.53 Date: 5/31/2015
Perf: $2,601.43 Date: 4/30/2015
Perf: $2,523.45 Date: 3/31/2015
Perf: $2,393.49 Date: 2/28/2015
Perf: $2,247.41 Date: 1/31/2015
Perf: $2,295.85 Date: 12/31/2014
Perf: $2,297.69 Date: 11/30/2014
Perf: $2,135.20 Date: 10/31/2014
Perf: $2,126.90 Date: 9/30/2014
Perf: $1,973.92 Date: 8/31/2014
Perf: $1,996.28 Date: 7/31/2014
Perf: $1,976.71 Date: 6/30/2014
Perf: $2,046.29 Date: 5/31/2014
Perf: $2,008.92 Date: 4/30/2014
Perf: $1,949.08 Date: 3/31/2014
Perf: $2,019.36 Date: 2/28/2014
Perf: $2,159.28 Date: 1/31/2014
Perf: $2,106.61 Date: 12/31/2013
Perf: $2,171.99 Date: 11/30/2013
Perf: $2,149.21 Date: 10/31/2013
Perf: $2,090.47 Date: 9/30/2013
Perf: $2,137.93 Date: 8/31/2013
Perf: $2,267.40 Date: 7/31/2013
Perf: $2,199.22 Date: 6/30/2013
Perf: $2,271.45 Date: 5/31/2013
Perf: $2,227.13 Date: 4/30/2013
Perf: $2,148.71 Date: 3/31/2013
Perf: $2,131.23 Date: 2/28/2013
Perf: $2,132.94 Date: 1/31/2013
Perf: $2,100.38 Date: 12/31/2012
Perf: $2,056.17 Date: 11/30/2012
Perf: $2,058.44 Date: 10/31/2012
Perf: $1,984.80 Date: 9/30/2012
Perf: $2,020.15 Date: 8/31/2012
Perf: $2,021.77 Date: 7/31/2012
Perf: $2,081.72 Date: 6/30/2012
Perf: $2,027.19 Date: 5/31/2012
Perf: $1,979.87 Date: 4/30/2012
Perf: $1,923.89 Date: 3/31/2012
Perf: $1,926.20 Date: 2/29/2012
Perf: $1,897.92 Date: 1/31/2012
Perf: $1,839.25 Date: 12/31/2011
Perf: $1,760.89 Date: 11/30/2011
Perf: $1,756.15 Date: 10/31/2011
Perf: $1,797.31 Date: 9/30/2011
Perf: $1,737.54 Date: 8/31/2011
Perf: $1,721.53 Date: 7/31/2011
Perf: $1,616.61 Date: 6/30/2011
Perf: $1,521.23 Date: 5/31/2011
Perf: $1,523.36 Date: 4/30/2011
Perf: $1,378.48 Date: 3/31/2011
Perf: $1,366.59 Date: 2/28/2011
Perf: $1,272.43 Date: 1/31/2011
Perf: $1,272.56 Date: 12/31/2010
Perf: $1,209.31 Date: 11/30/2010
Perf: $1,174.43 Date: 10/31/2010
Perf: $1,073.52 Date: 9/30/2010
Perf: $1,071.38 Date: 8/31/2010
Perf: $1,073.96 Date: 7/31/2010
Perf: $977.30 Date: 6/30/2010
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 06/10 - 02/17
Date: 2/28/2017
Return: -0.89 % Date: 1/31/2017
Return: -3.60 % Date: 12/31/2016
Return: 0.83 % Date: 11/30/2016
Return: 0.05 % Date: 10/31/2016
Return: -4.31 % Date: 9/30/2016
Return: -3.80 % Date: 8/31/2016
Return: -17.35 % Date: 7/31/2016
Return: 0.77 % Date: 6/30/2016
Return: -0.64 % Date: 5/31/2016
Return: -7.91 % Date: 4/30/2016
Return: -2.34 % Date: 3/31/2016
Return: -5.26 % Date: 2/29/2016
Return: -0.22 % Date: 1/31/2016
Return: 2.28 % Date: 12/31/2015
Return: 3.21 % Date: 11/30/2015
Return: 1.27 % Date: 10/31/2015
Return: 1.82 % Date: 9/30/2015
Return: 2.00 % Date: 8/31/2015
Return: 1.69 % Date: 7/31/2015
Return: 6.53 % Date: 6/30/2015
Return: -0.15 % Date: 5/31/2015
Return: 3.09 % Date: 4/30/2015
Return: 5.43 % Date: 3/31/2015
Return: 6.50 % Date: 2/28/2015
Return: -2.11 % Date: 1/31/2015
Return: -0.08 % Date: 12/31/2014
Return: 7.61 % Date: 11/30/2014
Return: 0.39 % Date: 10/31/2014
Return: 7.75 % Date: 9/30/2014
Return: -1.12 % Date: 8/31/2014
Return: 0.99 % Date: 7/31/2014
Return: -3.40 % Date: 6/30/2014
Return: 1.86 % Date: 5/31/2014
Return: 3.07 % Date: 4/30/2014
Return: -3.48 % Date: 3/31/2014
Return: -6.48 % Date: 2/28/2014
Return: 2.50 % Date: 1/31/2014
Return: -3.01 % Date: 12/31/2013
Return: 1.06 % Date: 11/30/2013
Return: 2.81 % Date: 10/31/2013
Return: -2.22 % Date: 9/30/2013
Return: -5.71 % Date: 8/31/2013
Return: 3.10 % Date: 7/31/2013
Return: -3.18 % Date: 6/30/2013
Return: 1.99 % Date: 5/31/2013
Return: 3.65 % Date: 4/30/2013
Return: 0.82 % Date: 3/31/2013
Return: -0.08 % Date: 2/28/2013
Return: 1.55 % Date: 1/31/2013
Return: 2.15 % Date: 12/31/2012
Return: -0.11 % Date: 11/30/2012
Return: 3.71 % Date: 10/31/2012
Return: -1.75 % Date: 9/30/2012
Return: -0.08 % Date: 8/31/2012
Return: -2.88 % Date: 7/31/2012
Return: 2.69 % Date: 6/30/2012
Return: 2.39 % Date: 5/31/2012
Return: 2.91 % Date: 4/30/2012
Return: -0.12 % Date: 3/31/2012
Return: 1.49 % Date: 2/29/2012
Return: 3.19 % Date: 1/31/2012
Return: 4.45 % Date: 12/31/2011
Return: 0.27 % Date: 11/30/2011
Return: -2.29 % Date: 10/31/2011
Return: 3.44 % Date: 9/30/2011
Return: 0.93 % Date: 8/31/2011
Return: 6.49 % Date: 7/31/2011
Return: 6.27 % Date: 6/30/2011
Return: -0.14 % Date: 5/31/2011
Return: 10.51 % Date: 4/30/2011
Return: 0.87 % Date: 3/31/2011
Return: 7.40 % Date: 2/28/2011
Return: -0.01 % Date: 1/31/2011
Return: 5.23 % Date: 12/31/2010
Return: 2.97 % Date: 11/30/2010
Return: 9.40 % Date: 10/31/2010
Return: 0.20 % Date: 9/30/2010
Return: -0.24 % Date: 8/31/2010
Return: 9.89 % Date: 7/31/2010
Return: -2.27 % Date: 6/30/2010
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 06/10 - 02/17
Return: -4.00 %
Count: 3 Return: -17.00 %
Count: 1 Return: -8.00 %
Count: 1 Return: -5.00 %
Count: 1 Return: 8.00 %
Count: 2 Return: -1.00 %
Count: 3 Return: -6.00 %
Count: 2 Return: -3.00 %
Count: 5 Return: 2.00 %
Count: 9 Return: 4.00 %
Count: 3 Return: 6.00 %
Count: 3 Return: 11.00 %
Count: 1 Return: 1.00 %
Count: 9 Return: 7.00 %
Count: 2 Return: 5.00 %
Count: 2 Return: 3.00 %
Count: 11 Return: 9.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: -2.00 %
Count: 6 Return: 0.00 %
Count: 15
Note: All performance data is since program inception.

Underwater Curve
Date Range: 06/10 - 02/17
Date: 2/28/2017
Drawdown: -37.58 % Date: 1/31/2017
Drawdown: -37.02 % Date: 12/31/2016
Drawdown: -34.67 % Date: 11/30/2016
Drawdown: -35.20 % Date: 10/31/2016
Drawdown: -35.24 % Date: 9/30/2016
Drawdown: -32.32 % Date: 8/31/2016
Drawdown: -29.65 % Date: 7/31/2016
Drawdown: -14.88 % Date: 6/30/2016
Drawdown: -15.53 % Date: 5/31/2016
Drawdown: -14.98 % Date: 4/30/2016
Drawdown: -7.68 % Date: 3/31/2016
Drawdown: -5.47 % Date: 2/29/2016
Drawdown: -0.22 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: -0.15 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -2.19 % Date: 1/31/2015
Drawdown: -0.08 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -6.00 % Date: 10/31/2014
Drawdown: -6.36 % Date: 9/30/2014
Drawdown: -13.10 % Date: 8/31/2014
Drawdown: -12.11 % Date: 7/31/2014
Drawdown: -12.98 % Date: 6/30/2014
Drawdown: -9.91 % Date: 5/31/2014
Drawdown: -11.56 % Date: 4/30/2014
Drawdown: -14.19 % Date: 3/31/2014
Drawdown: -11.10 % Date: 2/28/2014
Drawdown: -4.94 % Date: 1/31/2014
Drawdown: -7.26 % Date: 12/31/2013
Drawdown: -4.38 % Date: 11/30/2013
Drawdown: -5.38 % Date: 10/31/2013
Drawdown: -7.97 % Date: 9/30/2013
Drawdown: -5.88 % Date: 8/31/2013
Drawdown: -0.18 % Date: 7/31/2013
Drawdown: -3.18 % Date: 6/30/2013
Drawdown: 0.00 % Date: 5/31/2013
Drawdown: 0.00 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -0.08 % Date: 2/28/2013
Drawdown: 0.00 % Date: 1/31/2013
Drawdown: 0.00 % Date: 12/31/2012
Drawdown: -1.23 % Date: 11/30/2012
Drawdown: -1.12 % Date: 10/31/2012
Drawdown: -4.66 % Date: 9/30/2012
Drawdown: -2.96 % Date: 8/31/2012
Drawdown: -2.88 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: -0.12 % Date: 3/31/2012
Drawdown: 0.00 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: -2.03 % Date: 11/30/2011
Drawdown: -2.29 % Date: 10/31/2011
Drawdown: 0.00 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: 0.00 % Date: 6/30/2011
Drawdown: -0.14 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: 0.00 % Date: 2/28/2011
Drawdown: -0.01 % Date: 1/31/2011
Drawdown: 0.00 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: 0.00 % Date: 10/31/2010
Drawdown: -0.04 % Date: 9/30/2010
Drawdown: -0.24 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -2.27 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Deep Field Capital AG
Address: Baarerstrasse 125
City: CH-6300 Zug
State:
Zip:
Country: Switzerland
Key People
Name:  Bastian Bolesta
Position:  Chief Executive Officer
Biography: 

As CEO I oversee all aspects of the firm’s day-to-day business and represent the team and its trading strategies to investors and all other external parties. Our objective is to provide institutional and other qualified investors with high quality quantitative investment strategies to optimize long term risk adjusted returns. Our quantitative trading ideas and programs are built on more than 15 years of personal experience in self-funded proprietary day trading and in depth research. Separating the development and management of our systematic trading programs from the former discretionary proprietary trading business, we transferred the asset management responsibilities for the SINGULARITY Program (the BVI fund and any related managed accounts) from our former asset management company to the newly established Deep Field Capital AG in 2014.


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.