Altegris Clearing Solutions Melissinos Trading, LLC Eupatrid Commodity Program*QEP*
Monthly Performance (%)
Date Range: 12/10 - 08/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -1.79 1.90 -3.77 -0.18 -1.34 0.09 -1.17 -3.09 -9.08
2016 5.16 2.76 -3.81 -2.08 -4.22 4.24 0.67 -0.70 1.56 -2.05 -0.20 -1.77 -0.93
2015 8.88 -4.88 1.60 -7.43 1.07 -1.04 0.49 -6.39 4.97 -10.68 7.13 -2.22 -9.99
2014 -2.83 6.70 5.26 1.97 -2.82 7.16 -5.94 3.07 8.25 0.99 9.16 3.02 38.12
2013 1.21 1.91 0.91 0.44 3.63 1.28 -0.40 -1.39 -1.99 0.61 1.80 1.95 10.29
2012 -2.05 -0.67 -3.42 1.19 9.41 -6.88 6.80 0.30 -1.71 -6.73 -2.53 -5.81 -12.66
2011 -1.19 0.24 8.20 8.67 -9.06 1.17 5.51 9.56 -5.65 -6.21 0.00 0.00 9.60
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The program is a 100% systematic long-term trend-following program trading a globally diversified portfolio of 33 financial and physical commodity and currency futures. The investment objective is to follow trends, both up and down, in a non-emotional systematic manner. The intention is to provide investors positive returns with low correlation to stocks, bonds and other hedge-fund strategies.

Performance Statistics
Date Range: 12/10 - 08/17
  Program SP500 TR Altegris 40
Total Return 18.22% 141.79% 3.21%
Annualized Return 2.54% 13.97% 0.47%
Annualized Std. Deviation 15.57% 10.97% 8.53%
Correlation -0.21 0.58
Sharpe Ratio (rf=2.5%) 0.00 1.05 -0.24
Worst Month -10.68% -7.03% -5.20%
Date of Worst Month 10/2015 09/2011 06/2015
Worst Drawdown -25.54% -16.26% -15.74%
Date of Worst Drawdown 1/15 - 8/17 4/11 - 9/11 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 12/10 - 08/17
Year or YTD Program SP500 TR Altegris 40
2017 -9.08 11.95 -1.93
2016 -0.93 11.98 -3.13
2015 -9.99 1.41 0.09
2014 38.12 13.69 15.75
2013 10.29 32.41 -2.45
2012 -12.66 15.98 -4.75
2011 9.60 2.12 -3.23
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 12/10 - 08/17
Date: 8/31/2017
Perf: $989.66 Date: 7/31/2017
Perf: $973.50 Date: 6/30/2017
Perf: $969.72 Date: 5/31/2017
Perf: $998.88 Date: 4/30/2017
Perf: $996.99 Date: 3/31/2017
Perf: $1,003.01 Date: 2/28/2017
Perf: $1,017.87 Date: 1/31/2017
Perf: $996.15 Date: 12/31/2016
Perf: $1,009.17 Date: 11/30/2016
Perf: $1,001.56 Date: 10/31/2016
Perf: $1,012.70 Date: 9/30/2016
Perf: $1,039.52 Date: 8/31/2016
Perf: $1,053.10 Date: 7/31/2016
Perf: $1,082.21 Date: 6/30/2016
Perf: $1,071.29 Date: 5/31/2016
Perf: $1,027.61 Date: 4/30/2016
Perf: $1,045.92 Date: 3/31/2016
Perf: $1,072.84 Date: 2/29/2016
Perf: $1,104.54 Date: 1/31/2016
Perf: $1,078.03 Date: 12/31/2015
Perf: $1,041.77 Date: 11/30/2015
Perf: $1,066.30 Date: 10/31/2015
Perf: $1,031.13 Date: 9/30/2015
Perf: $1,049.39 Date: 8/31/2015
Perf: $1,027.11 Date: 7/31/2015
Perf: $1,045.19 Date: 6/30/2015
Perf: $1,005.86 Date: 5/31/2015
Perf: $1,061.03 Date: 4/30/2015
Perf: $1,068.73 Date: 3/31/2015
Perf: $1,111.64 Date: 2/28/2015
Perf: $1,087.60 Date: 1/31/2015
Perf: $1,089.34 Date: 12/31/2014
Perf: $1,040.84 Date: 11/30/2014
Perf: $1,022.84 Date: 10/31/2014
Perf: $965.40 Date: 9/30/2014
Perf: $951.41 Date: 8/31/2014
Perf: $937.44 Date: 7/31/2014
Perf: $899.40 Date: 6/30/2014
Perf: $906.65 Date: 5/31/2014
Perf: $898.92 Date: 4/30/2014
Perf: $876.48 Date: 3/31/2014
Perf: $869.87 Date: 2/28/2014
Perf: $882.94 Date: 1/31/2014
Perf: $875.76 Date: 12/31/2013
Perf: $899.23 Date: 11/30/2013
Perf: $900.49 Date: 10/31/2013
Perf: $884.48 Date: 9/30/2013
Perf: $864.68 Date: 8/31/2013
Perf: $869.90 Date: 7/31/2013
Perf: $886.93 Date: 6/30/2013
Perf: $894.71 Date: 5/31/2013
Perf: $929.96 Date: 4/30/2013
Perf: $971.74 Date: 3/31/2013
Perf: $947.30 Date: 2/28/2013
Perf: $933.85 Date: 1/31/2013
Perf: $939.30 Date: 12/31/2012
Perf: $921.79 Date: 11/30/2012
Perf: $917.29 Date: 10/31/2012
Perf: $914.73 Date: 9/30/2012
Perf: $949.09 Date: 8/31/2012
Perf: $965.01 Date: 7/31/2012
Perf: $978.32 Date: 6/30/2012
Perf: $939.88 Date: 5/31/2012
Perf: $976.60 Date: 4/30/2012
Perf: $958.39 Date: 3/31/2012
Perf: $952.67 Date: 2/29/2012
Perf: $974.80 Date: 1/31/2012
Perf: $970.82 Date: 12/31/2011
Perf: $967.72 Date: 11/30/2011
Perf: $958.52 Date: 10/31/2011
Perf: $955.65 Date: 9/30/2011
Perf: $995.06 Date: 8/31/2011
Perf: $995.65 Date: 7/31/2011
Perf: $997.65 Date: 6/30/2011
Perf: $963.08 Date: 5/31/2011
Perf: $988.78 Date: 4/30/2011
Perf: $1,026.24 Date: 3/31/2011
Perf: $987.72 Date: 2/28/2011
Perf: $1,003.07 Date: 1/31/2011
Perf: $986.30 Date: 12/31/2010
Perf: $1,000.00 Date: 8/31/2017
Perf: $2,266.51 Date: 7/31/2017
Perf: $2,259.51 Date: 6/30/2017
Perf: $2,213.90 Date: 5/31/2017
Perf: $2,200.26 Date: 4/30/2017
Perf: $2,169.67 Date: 3/31/2017
Perf: $2,147.55 Date: 2/28/2017
Perf: $2,144.98 Date: 1/31/2017
Perf: $2,063.07 Date: 12/31/2016
Perf: $2,024.60 Date: 11/30/2016
Perf: $1,985.30 Date: 10/31/2016
Perf: $1,914.46 Date: 9/30/2016
Perf: $1,949.95 Date: 8/31/2016
Perf: $1,949.56 Date: 7/31/2016
Perf: $1,946.83 Date: 6/30/2016
Perf: $1,877.55 Date: 5/31/2016
Perf: $1,872.68 Date: 4/30/2016
Perf: $1,839.57 Date: 3/31/2016
Perf: $1,832.42 Date: 2/29/2016
Perf: $1,716.07 Date: 1/31/2016
Perf: $1,718.31 Date: 12/31/2015
Perf: $1,807.98 Date: 11/30/2015
Perf: $1,837.01 Date: 10/31/2015
Perf: $1,831.51 Date: 9/30/2015
Perf: $1,688.97 Date: 8/31/2015
Perf: $1,731.74 Date: 7/31/2015
Perf: $1,842.86 Date: 6/30/2015
Perf: $1,804.96 Date: 5/31/2015
Perf: $1,840.67 Date: 4/30/2015
Perf: $1,817.23 Date: 3/31/2015
Perf: $1,799.95 Date: 2/28/2015
Perf: $1,828.84 Date: 1/31/2015
Perf: $1,729.40 Date: 12/31/2014
Perf: $1,782.89 Date: 11/30/2014
Perf: $1,787.36 Date: 10/31/2014
Perf: $1,740.54 Date: 9/30/2014
Perf: $1,699.08 Date: 8/31/2014
Perf: $1,723.20 Date: 7/31/2014
Perf: $1,656.93 Date: 6/30/2014
Perf: $1,680.11 Date: 5/31/2014
Perf: $1,646.04 Date: 4/30/2014
Perf: $1,608.25 Date: 3/31/2014
Perf: $1,596.43 Date: 2/28/2014
Perf: $1,583.13 Date: 1/31/2014
Perf: $1,513.95 Date: 12/31/2013
Perf: $1,568.21 Date: 11/30/2013
Perf: $1,529.51 Date: 10/31/2013
Perf: $1,484.24 Date: 9/30/2013
Perf: $1,418.97 Date: 8/31/2013
Perf: $1,375.77 Date: 7/31/2013
Perf: $1,416.86 Date: 6/30/2013
Perf: $1,348.23 Date: 5/31/2013
Perf: $1,366.54 Date: 4/30/2013
Perf: $1,335.30 Date: 3/31/2013
Perf: $1,310.02 Date: 2/28/2013
Perf: $1,262.67 Date: 1/31/2013
Perf: $1,245.72 Date: 12/31/2012
Perf: $1,184.37 Date: 11/30/2012
Perf: $1,173.69 Date: 10/31/2012
Perf: $1,166.92 Date: 9/30/2012
Perf: $1,188.92 Date: 8/31/2012
Perf: $1,159.02 Date: 7/31/2012
Perf: $1,133.51 Date: 6/30/2012
Perf: $1,117.97 Date: 5/31/2012
Perf: $1,073.74 Date: 4/30/2012
Perf: $1,142.39 Date: 3/31/2012
Perf: $1,149.64 Date: 2/29/2012
Perf: $1,113.02 Date: 1/31/2012
Perf: $1,066.93 Date: 12/31/2011
Perf: $1,021.18 Date: 11/30/2011
Perf: $1,010.87 Date: 10/31/2011
Perf: $1,013.10 Date: 9/30/2011
Perf: $913.27 Date: 8/31/2011
Perf: $982.33 Date: 7/31/2011
Perf: $1,038.74 Date: 6/30/2011
Perf: $1,060.26 Date: 5/31/2011
Perf: $1,078.27 Date: 4/30/2011
Perf: $1,090.59 Date: 3/31/2011
Perf: $1,059.24 Date: 2/28/2011
Perf: $1,058.81 Date: 1/31/2011
Perf: $1,023.70 Date: 12/31/2010
Perf: $1,000.00 Date: 8/31/2017
Perf: $1,182.21 Date: 7/31/2017
Perf: $1,219.91 Date: 6/30/2017
Perf: $1,234.35 Date: 5/31/2017
Perf: $1,233.24 Date: 4/30/2017
Perf: $1,249.99 Date: 3/31/2017
Perf: $1,252.24 Date: 2/28/2017
Perf: $1,301.30 Date: 1/31/2017
Perf: $1,277.04 Date: 12/31/2016
Perf: $1,300.32 Date: 11/30/2016
Perf: $1,323.75 Date: 10/31/2016
Perf: $1,326.40 Date: 9/30/2016
Perf: $1,354.16 Date: 8/31/2016
Perf: $1,333.36 Date: 7/31/2016
Perf: $1,342.76 Date: 6/30/2016
Perf: $1,333.82 Date: 5/31/2016
Perf: $1,279.57 Date: 4/30/2016
Perf: $1,335.94 Date: 3/31/2016
Perf: $1,364.32 Date: 2/29/2016
Perf: $1,418.36 Date: 1/31/2016
Perf: $1,380.27 Date: 12/31/2015
Perf: $1,312.54 Date: 11/30/2015
Perf: $1,342.34 Date: 10/31/2015
Perf: $1,253.00 Date: 9/30/2015
Perf: $1,402.82 Date: 8/31/2015
Perf: $1,336.40 Date: 7/31/2015
Perf: $1,427.63 Date: 6/30/2015
Perf: $1,420.67 Date: 5/31/2015
Perf: $1,435.60 Date: 4/30/2015
Perf: $1,420.40 Date: 3/31/2015
Perf: $1,534.41 Date: 2/28/2015
Perf: $1,510.24 Date: 1/31/2015
Perf: $1,587.72 Date: 12/31/2014
Perf: $1,458.23 Date: 11/30/2014
Perf: $1,415.48 Date: 10/31/2014
Perf: $1,296.71 Date: 9/30/2014
Perf: $1,283.99 Date: 8/31/2014
Perf: $1,186.14 Date: 7/31/2014
Perf: $1,150.81 Date: 6/30/2014
Perf: $1,223.48 Date: 5/31/2014
Perf: $1,141.73 Date: 4/30/2014
Perf: $1,174.87 Date: 3/31/2014
Perf: $1,152.17 Date: 2/28/2014
Perf: $1,094.59 Date: 1/31/2014
Perf: $1,025.86 Date: 12/31/2013
Perf: $1,055.74 Date: 11/30/2013
Perf: $1,035.54 Date: 10/31/2013
Perf: $1,017.23 Date: 9/30/2013
Perf: $1,011.07 Date: 8/31/2013
Perf: $1,031.60 Date: 7/31/2013
Perf: $1,046.14 Date: 6/30/2013
Perf: $1,050.34 Date: 5/31/2013
Perf: $1,037.06 Date: 4/30/2013
Perf: $1,000.74 Date: 3/31/2013
Perf: $996.35 Date: 2/28/2013
Perf: $987.37 Date: 1/31/2013
Perf: $968.86 Date: 12/31/2012
Perf: $957.28 Date: 11/30/2012
Perf: $1,016.33 Date: 10/31/2012
Perf: $1,042.71 Date: 9/30/2012
Perf: $1,117.95 Date: 8/31/2012
Perf: $1,137.40 Date: 7/31/2012
Perf: $1,133.99 Date: 6/30/2012
Perf: $1,061.79 Date: 5/31/2012
Perf: $1,140.24 Date: 4/30/2012
Perf: $1,042.17 Date: 3/31/2012
Perf: $1,029.92 Date: 2/29/2012
Perf: $1,066.39 Date: 1/31/2012
Perf: $1,073.58 Date: 12/31/2011
Perf: $1,096.05 Date: 11/30/2011
Perf: $1,096.05 Date: 10/31/2011
Perf: $1,096.05 Date: 9/30/2011
Perf: $1,168.62 Date: 8/31/2011
Perf: $1,238.60 Date: 7/31/2011
Perf: $1,130.52 Date: 6/30/2011
Perf: $1,071.48 Date: 5/31/2011
Perf: $1,059.09 Date: 4/30/2011
Perf: $1,164.61 Date: 3/31/2011
Perf: $1,071.69 Date: 2/28/2011
Perf: $990.47 Date: 1/31/2011
Perf: $988.10 Date: 12/31/2010
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 12/10 - 08/17
Date: 8/31/2017
Return: -3.09 % Date: 7/31/2017
Return: -1.17 % Date: 6/30/2017
Return: 0.09 % Date: 5/31/2017
Return: -1.34 % Date: 4/30/2017
Return: -0.18 % Date: 3/31/2017
Return: -3.77 % Date: 2/28/2017
Return: 1.90 % Date: 1/31/2017
Return: -1.79 % Date: 12/31/2016
Return: -1.77 % Date: 11/30/2016
Return: -0.20 % Date: 10/31/2016
Return: -2.05 % Date: 9/30/2016
Return: 1.56 % Date: 8/31/2016
Return: -0.70 % Date: 7/31/2016
Return: 0.67 % Date: 6/30/2016
Return: 4.24 % Date: 5/31/2016
Return: -4.22 % Date: 4/30/2016
Return: -2.08 % Date: 3/31/2016
Return: -3.81 % Date: 2/29/2016
Return: 2.76 % Date: 1/31/2016
Return: 5.16 % Date: 12/31/2015
Return: -2.22 % Date: 11/30/2015
Return: 7.13 % Date: 10/31/2015
Return: -10.68 % Date: 9/30/2015
Return: 4.97 % Date: 8/31/2015
Return: -6.39 % Date: 7/31/2015
Return: 0.49 % Date: 6/30/2015
Return: -1.04 % Date: 5/31/2015
Return: 1.07 % Date: 4/30/2015
Return: -7.43 % Date: 3/31/2015
Return: 1.60 % Date: 2/28/2015
Return: -4.88 % Date: 1/31/2015
Return: 8.88 % Date: 12/31/2014
Return: 3.02 % Date: 11/30/2014
Return: 9.16 % Date: 10/31/2014
Return: 0.99 % Date: 9/30/2014
Return: 8.25 % Date: 8/31/2014
Return: 3.07 % Date: 7/31/2014
Return: -5.94 % Date: 6/30/2014
Return: 7.16 % Date: 5/31/2014
Return: -2.82 % Date: 4/30/2014
Return: 1.97 % Date: 3/31/2014
Return: 5.26 % Date: 2/28/2014
Return: 6.70 % Date: 1/31/2014
Return: -2.83 % Date: 12/31/2013
Return: 1.95 % Date: 11/30/2013
Return: 1.80 % Date: 10/31/2013
Return: 0.61 % Date: 9/30/2013
Return: -1.99 % Date: 8/31/2013
Return: -1.39 % Date: 7/31/2013
Return: -0.40 % Date: 6/30/2013
Return: 1.28 % Date: 5/31/2013
Return: 3.63 % Date: 4/30/2013
Return: 0.44 % Date: 3/31/2013
Return: 0.91 % Date: 2/28/2013
Return: 1.91 % Date: 1/31/2013
Return: 1.21 % Date: 12/31/2012
Return: -5.81 % Date: 11/30/2012
Return: -2.53 % Date: 10/31/2012
Return: -6.73 % Date: 9/30/2012
Return: -1.71 % Date: 8/31/2012
Return: 0.30 % Date: 7/31/2012
Return: 6.80 % Date: 6/30/2012
Return: -6.88 % Date: 5/31/2012
Return: 9.41 % Date: 4/30/2012
Return: 1.19 % Date: 3/31/2012
Return: -3.42 % Date: 2/29/2012
Return: -0.67 % Date: 1/31/2012
Return: -2.05 % Date: 12/31/2011
Return: 0.00 % Date: 11/30/2011
Return: 0.00 % Date: 10/31/2011
Return: -6.21 % Date: 9/30/2011
Return: -5.65 % Date: 8/31/2011
Return: 9.56 % Date: 7/31/2011
Return: 5.51 % Date: 6/30/2011
Return: 1.17 % Date: 5/31/2011
Return: -9.06 % Date: 4/30/2011
Return: 8.67 % Date: 3/31/2011
Return: 8.20 % Date: 2/28/2011
Return: 0.24 % Date: 1/31/2011
Return: -1.19 % Date: 12/31/2010
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 12/10 - 08/17
Return: -4.00 %
Count: 3 Return: -11.00 %
Count: 1 Return: -5.00 %
Count: 1 Return: 3.00 %
Count: 3 Return: 5.00 %
Count: 3 Return: 4.00 %
Count: 2 Return: 2.00 %
Count: 7 Return: 7.00 %
Count: 4 Return: -7.00 %
Count: 3 Return: -3.00 %
Count: 5 Return: -2.00 %
Count: 8 Return: -6.00 %
Count: 5 Return: 10.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: 1.00 %
Count: 9 Return: -9.00 %
Count: 1 Return: 9.00 %
Count: 4 Return: 8.00 %
Count: 2 Return: -1.00 %
Count: 7 Return: 0.00 %
Count: 11
Note: All performance data is since program inception.

Underwater Curve
Date Range: 12/10 - 08/17
Date: 8/31/2017
Drawdown: -25.54 % Date: 7/31/2017
Drawdown: -23.17 % Date: 6/30/2017
Drawdown: -22.26 % Date: 5/31/2017
Drawdown: -22.33 % Date: 4/30/2017
Drawdown: -21.27 % Date: 3/31/2017
Drawdown: -21.13 % Date: 2/28/2017
Drawdown: -18.04 % Date: 1/31/2017
Drawdown: -19.57 % Date: 12/31/2016
Drawdown: -18.10 % Date: 11/30/2016
Drawdown: -16.63 % Date: 10/31/2016
Drawdown: -16.46 % Date: 9/30/2016
Drawdown: -14.71 % Date: 8/31/2016
Drawdown: -16.02 % Date: 7/31/2016
Drawdown: -15.43 % Date: 6/30/2016
Drawdown: -15.99 % Date: 5/31/2016
Drawdown: -19.41 % Date: 4/30/2016
Drawdown: -15.86 % Date: 3/31/2016
Drawdown: -14.07 % Date: 2/29/2016
Drawdown: -10.67 % Date: 1/31/2016
Drawdown: -13.07 % Date: 12/31/2015
Drawdown: -17.33 % Date: 11/30/2015
Drawdown: -15.46 % Date: 10/31/2015
Drawdown: -21.08 % Date: 9/30/2015
Drawdown: -11.65 % Date: 8/31/2015
Drawdown: -15.83 % Date: 7/31/2015
Drawdown: -10.08 % Date: 6/30/2015
Drawdown: -10.52 % Date: 5/31/2015
Drawdown: -9.58 % Date: 4/30/2015
Drawdown: -10.54 % Date: 3/31/2015
Drawdown: -3.36 % Date: 2/28/2015
Drawdown: -4.88 % 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: 0.00 % Date: 8/31/2014
Drawdown: -4.24 % Date: 7/31/2014
Drawdown: -7.09 % Date: 6/30/2014
Drawdown: -1.22 % Date: 5/31/2014
Drawdown: -7.82 % Date: 4/30/2014
Drawdown: -5.15 % Date: 3/31/2014
Drawdown: -6.98 % Date: 2/28/2014
Drawdown: -11.63 % Date: 1/31/2014
Drawdown: -17.18 % Date: 12/31/2013
Drawdown: -14.76 % Date: 11/30/2013
Drawdown: -16.39 % Date: 10/31/2013
Drawdown: -17.87 % Date: 9/30/2013
Drawdown: -18.37 % Date: 8/31/2013
Drawdown: -16.71 % Date: 7/31/2013
Drawdown: -15.54 % Date: 6/30/2013
Drawdown: -15.20 % Date: 5/31/2013
Drawdown: -16.27 % Date: 4/30/2013
Drawdown: -19.20 % Date: 3/31/2013
Drawdown: -19.56 % Date: 2/28/2013
Drawdown: -20.28 % Date: 1/31/2013
Drawdown: -21.78 % Date: 12/31/2012
Drawdown: -22.71 % Date: 11/30/2012
Drawdown: -17.95 % Date: 10/31/2012
Drawdown: -15.82 % Date: 9/30/2012
Drawdown: -9.74 % Date: 8/31/2012
Drawdown: -8.17 % Date: 7/31/2012
Drawdown: -8.45 % Date: 6/30/2012
Drawdown: -14.27 % Date: 5/31/2012
Drawdown: -7.94 % Date: 4/30/2012
Drawdown: -15.86 % Date: 3/31/2012
Drawdown: -16.85 % Date: 2/29/2012
Drawdown: -13.90 % Date: 1/31/2012
Drawdown: -13.32 % Date: 12/31/2011
Drawdown: -11.51 % Date: 11/30/2011
Drawdown: -11.51 % Date: 10/31/2011
Drawdown: -11.51 % Date: 9/30/2011
Drawdown: -5.65 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -2.93 % Date: 6/30/2011
Drawdown: -8.00 % Date: 5/31/2011
Drawdown: -9.06 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: 0.00 % Date: 2/28/2011
Drawdown: -0.95 % Date: 1/31/2011
Drawdown: -1.19 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Melissinos Trading, LLC
Address: 9 Brandywine Drive
City: Matawan
State: NJ
Zip: 07747
Country: United States
Key People
Name:  Michael Melissinos
Position:  Principal
Biography: 

Michael G. Melissinos became registered as a principal and associated person of the Advisor in November 2010. He has performed commodity market research for the company since inception. Mr. Melissinos received a bachelor’s degree in accounting from Seton Hall University in 2006. From January 2007 to October 2007, he worked as a financial services staff accountant at Rothstein-Kass & Co, a public accounting professional services firm. From October 2007 to January 2009, he worked as an equity research trading desk analyst concentrating on healthcare equities at Bear Stearns and JP Morgan, two global investment bank and securities trading and brokerage firms. From February 2009 to May 2009, he was unemployed and conducted research on systematic technical trading. From June 2009 to December 2010, he worked as an equities trader at SMB Capital, a proprietary trading desk in New York, NY. Since March 2011, he has worked as a baseball pitching instructor at CK’s Baseball4U, a baseball training facility, in Morganville, NJ. Mr. Melissinos is the market analyst, research programmer, and has developed the Advisor’s trading system.


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.