Altegris Clearing Solutions Camkay Capital Management, LLC Stock Indices Short-Term
Monthly Performance (%)
Date Range: 02/12 - 10/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 3.03 -0.29 3.43 -1.04 3.91 -1.38 -0.34 -4.14 -2.21 -3.56 -2.92
2016 -1.48 -0.75 0.87 0.22 1.97 8.19 -3.57 0.45 5.88 -0.59 -3.30 -3.86 3.36
2015 6.01 -3.22 7.61 -1.31 3.88 2.07 1.13 -3.71 3.71 -1.88 -2.95 1.49 12.76
2014 1.75 1.56 4.79 2.45 -1.62 2.70 -8.39 -4.06 -2.50 -7.57 0.00 4.74 -7.01
2013 -0.29 1.44 2.40 2.14 2.25 8.41 0.77 -0.84 2.76 -1.03 2.90 2.49 25.68
2012 0.31 0.66 -8.34 16.99 4.78 -0.26 1.31 3.76 -6.39 2.64 14.29
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

Stock Indices Short-Term attempts to take advantage of short-term inefficiencies in the stock index futures markets by using multiple independent intra-day and swing trading models. The average holding period for the swing trading models is five trading days, but can be as short as one day and as long as twenty days. The intra-day strategies are primarily trend following in nature, and the swing trading strategies are primarily mean-reversion in nature. This combination of time frames and model types is designed with the intention of providing consistent returns during any market environment.

Performance Statistics
Date Range: 02/12 - 10/17
  Program SP500 TR Altegris 40
Total Return 51.13% 121.86% 3.97%
Annualized Return 7.56% 14.87% 0.68%
Annualized Std. Deviation 14.15% 9.61% 8.57%
Correlation 0.02 -0.15
Sharpe Ratio (rf=2.5%) 0.36 1.29 -0.21
Worst Month -8.39% -6.03% -5.20%
Date of Worst Month 07/2014 08/2015 06/2015
Worst Drawdown -20.79% -8.35% -12.85%
Date of Worst Drawdown 6/14 - 11/14 7/15 - 9/15 3/15 - 9/17
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 02/12 - 10/17
Year or YTD Program SP500 TR Altegris 40
2017 -2.92 16.92 0.02
2016 3.36 11.98 -3.13
2015 12.76 1.41 0.09
2014 -7.01 13.69 15.75
2013 25.68 32.41 -2.45
2012 14.29 6.41 -5.44
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 02/12 - 10/17
Date: 10/31/2017
Perf: $1,035.46 Date: 9/30/2017
Perf: $993.82 Date: 8/31/2017
Perf: $1,015.24 Date: 7/31/2017
Perf: $998.66 Date: 6/30/2017
Perf: $994.79 Date: 5/31/2017
Perf: $1,024.71 Date: 4/30/2017
Perf: $1,022.76 Date: 3/31/2017
Perf: $1,028.94 Date: 2/28/2017
Perf: $1,044.18 Date: 1/31/2017
Perf: $1,021.90 Date: 12/31/2016
Perf: $1,035.26 Date: 11/30/2016
Perf: $1,027.45 Date: 10/31/2016
Perf: $1,038.88 Date: 9/30/2016
Perf: $1,066.39 Date: 8/31/2016
Perf: $1,080.33 Date: 7/31/2016
Perf: $1,110.19 Date: 6/30/2016
Perf: $1,098.98 Date: 5/31/2016
Perf: $1,054.18 Date: 4/30/2016
Perf: $1,072.96 Date: 3/31/2016
Perf: $1,100.58 Date: 2/29/2016
Perf: $1,133.10 Date: 1/31/2016
Perf: $1,105.90 Date: 12/31/2015
Perf: $1,068.70 Date: 11/30/2015
Perf: $1,093.86 Date: 10/31/2015
Perf: $1,057.79 Date: 9/30/2015
Perf: $1,076.52 Date: 8/31/2015
Perf: $1,053.66 Date: 7/31/2015
Perf: $1,072.21 Date: 6/30/2015
Perf: $1,031.86 Date: 5/31/2015
Perf: $1,088.46 Date: 4/30/2015
Perf: $1,096.36 Date: 3/31/2015
Perf: $1,140.38 Date: 2/28/2015
Perf: $1,115.72 Date: 1/31/2015
Perf: $1,117.51 Date: 12/31/2014
Perf: $1,067.75 Date: 11/30/2014
Perf: $1,049.28 Date: 10/31/2014
Perf: $990.36 Date: 9/30/2014
Perf: $976.01 Date: 8/31/2014
Perf: $961.68 Date: 7/31/2014
Perf: $922.65 Date: 6/30/2014
Perf: $930.09 Date: 5/31/2014
Perf: $922.16 Date: 4/30/2014
Perf: $899.14 Date: 3/31/2014
Perf: $892.36 Date: 2/28/2014
Perf: $905.77 Date: 1/31/2014
Perf: $898.40 Date: 12/31/2013
Perf: $922.48 Date: 11/30/2013
Perf: $923.77 Date: 10/31/2013
Perf: $907.35 Date: 9/30/2013
Perf: $887.03 Date: 8/31/2013
Perf: $892.39 Date: 7/31/2013
Perf: $909.86 Date: 6/30/2013
Perf: $917.84 Date: 5/31/2013
Perf: $954.00 Date: 4/30/2013
Perf: $996.86 Date: 3/31/2013
Perf: $971.79 Date: 2/28/2013
Perf: $958.00 Date: 1/31/2013
Perf: $963.59 Date: 12/31/2012
Perf: $945.62 Date: 11/30/2012
Perf: $941.01 Date: 10/31/2012
Perf: $938.38 Date: 9/30/2012
Perf: $973.63 Date: 8/31/2012
Perf: $989.96 Date: 7/31/2012
Perf: $1,003.61 Date: 6/30/2012
Perf: $964.17 Date: 5/31/2012
Perf: $1,001.84 Date: 4/30/2012
Perf: $983.16 Date: 3/31/2012
Perf: $977.30 Date: 2/29/2012
Perf: $1,000.00 Date: 10/31/2017
Perf: $2,126.74 Date: 9/30/2017
Perf: $2,078.32 Date: 8/31/2017
Perf: $2,036.37 Date: 7/31/2017
Perf: $2,030.08 Date: 6/30/2017
Perf: $1,989.10 Date: 5/31/2017
Perf: $1,976.84 Date: 4/30/2017
Perf: $1,949.36 Date: 3/31/2017
Perf: $1,929.48 Date: 2/28/2017
Perf: $1,927.17 Date: 1/31/2017
Perf: $1,853.58 Date: 12/31/2016
Perf: $1,819.02 Date: 11/30/2016
Perf: $1,783.71 Date: 10/31/2016
Perf: $1,720.06 Date: 9/30/2016
Perf: $1,751.95 Date: 8/31/2016
Perf: $1,751.60 Date: 7/31/2016
Perf: $1,749.15 Date: 6/30/2016
Perf: $1,686.90 Date: 5/31/2016
Perf: $1,682.53 Date: 4/30/2016
Perf: $1,652.78 Date: 3/31/2016
Perf: $1,646.36 Date: 2/29/2016
Perf: $1,541.82 Date: 1/31/2016
Perf: $1,543.83 Date: 12/31/2015
Perf: $1,624.40 Date: 11/30/2015
Perf: $1,650.48 Date: 10/31/2015
Perf: $1,645.54 Date: 9/30/2015
Perf: $1,517.47 Date: 8/31/2015
Perf: $1,555.90 Date: 7/31/2015
Perf: $1,655.74 Date: 6/30/2015
Perf: $1,621.68 Date: 5/31/2015
Perf: $1,653.77 Date: 4/30/2015
Perf: $1,632.70 Date: 3/31/2015
Perf: $1,617.18 Date: 2/28/2015
Perf: $1,643.14 Date: 1/31/2015
Perf: $1,553.80 Date: 12/31/2014
Perf: $1,601.85 Date: 11/30/2014
Perf: $1,605.87 Date: 10/31/2014
Perf: $1,563.80 Date: 9/30/2014
Perf: $1,526.55 Date: 8/31/2014
Perf: $1,548.23 Date: 7/31/2014
Perf: $1,488.68 Date: 6/30/2014
Perf: $1,509.51 Date: 5/31/2014
Perf: $1,478.90 Date: 4/30/2014
Perf: $1,444.94 Date: 3/31/2014
Perf: $1,434.33 Date: 2/28/2014
Perf: $1,422.38 Date: 1/31/2014
Perf: $1,360.22 Date: 12/31/2013
Perf: $1,408.97 Date: 11/30/2013
Perf: $1,374.20 Date: 10/31/2013
Perf: $1,333.53 Date: 9/30/2013
Perf: $1,274.88 Date: 8/31/2013
Perf: $1,236.07 Date: 7/31/2013
Perf: $1,272.99 Date: 6/30/2013
Perf: $1,211.33 Date: 5/31/2013
Perf: $1,227.78 Date: 4/30/2013
Perf: $1,199.71 Date: 3/31/2013
Perf: $1,176.99 Date: 2/28/2013
Perf: $1,134.45 Date: 1/31/2013
Perf: $1,119.23 Date: 12/31/2012
Perf: $1,064.11 Date: 11/30/2012
Perf: $1,054.51 Date: 10/31/2012
Perf: $1,048.43 Date: 9/30/2012
Perf: $1,068.19 Date: 8/31/2012
Perf: $1,041.33 Date: 7/31/2012
Perf: $1,018.41 Date: 6/30/2012
Perf: $1,004.45 Date: 5/31/2012
Perf: $964.71 Date: 4/30/2012
Perf: $1,026.39 Date: 3/31/2012
Perf: $1,032.90 Date: 2/29/2012
Perf: $1,000.00 Date: 10/31/2017
Perf: $1,511.34 Date: 9/30/2017
Perf: $1,567.13 Date: 8/31/2017
Perf: $1,602.54 Date: 7/31/2017
Perf: $1,671.75 Date: 6/30/2017
Perf: $1,677.46 Date: 5/31/2017
Perf: $1,700.93 Date: 4/30/2017
Perf: $1,636.93 Date: 3/31/2017
Perf: $1,654.13 Date: 2/28/2017
Perf: $1,599.27 Date: 1/31/2017
Perf: $1,603.93 Date: 12/31/2016
Perf: $1,556.76 Date: 11/30/2016
Perf: $1,619.26 Date: 10/31/2016
Perf: $1,674.52 Date: 9/30/2016
Perf: $1,684.46 Date: 8/31/2016
Perf: $1,590.91 Date: 7/31/2016
Perf: $1,583.78 Date: 6/30/2016
Perf: $1,642.42 Date: 5/31/2016
Perf: $1,518.09 Date: 4/30/2016
Perf: $1,488.76 Date: 3/31/2016
Perf: $1,485.49 Date: 2/29/2016
Perf: $1,472.68 Date: 1/31/2016
Perf: $1,483.81 Date: 12/31/2015
Perf: $1,506.10 Date: 11/30/2015
Perf: $1,483.99 Date: 10/31/2015
Perf: $1,529.09 Date: 9/30/2015
Perf: $1,558.39 Date: 8/31/2015
Perf: $1,502.64 Date: 7/31/2015
Perf: $1,560.54 Date: 6/30/2015
Perf: $1,543.10 Date: 5/31/2015
Perf: $1,511.81 Date: 4/30/2015
Perf: $1,455.34 Date: 3/31/2015
Perf: $1,474.66 Date: 2/28/2015
Perf: $1,370.37 Date: 1/31/2015
Perf: $1,415.97 Date: 12/31/2014
Perf: $1,335.69 Date: 11/30/2014
Perf: $1,275.25 Date: 10/31/2014
Perf: $1,275.25 Date: 9/30/2014
Perf: $1,379.69 Date: 8/31/2014
Perf: $1,415.06 Date: 7/31/2014
Perf: $1,474.95 Date: 6/30/2014
Perf: $1,610.03 Date: 5/31/2014
Perf: $1,567.70 Date: 4/30/2014
Perf: $1,593.52 Date: 3/31/2014
Perf: $1,555.41 Date: 2/28/2014
Perf: $1,484.31 Date: 1/31/2014
Perf: $1,461.51 Date: 12/31/2013
Perf: $1,436.37 Date: 11/30/2013
Perf: $1,401.48 Date: 10/31/2013
Perf: $1,361.98 Date: 9/30/2013
Perf: $1,376.15 Date: 8/31/2013
Perf: $1,339.19 Date: 7/31/2013
Perf: $1,350.54 Date: 6/30/2013
Perf: $1,340.22 Date: 5/31/2013
Perf: $1,236.25 Date: 4/30/2013
Perf: $1,209.04 Date: 3/31/2013
Perf: $1,183.71 Date: 2/28/2013
Perf: $1,155.97 Date: 1/31/2013
Perf: $1,139.56 Date: 12/31/2012
Perf: $1,142.87 Date: 11/30/2012
Perf: $1,113.48 Date: 10/31/2012
Perf: $1,189.49 Date: 9/30/2012
Perf: $1,146.38 Date: 8/31/2012
Perf: $1,131.56 Date: 7/31/2012
Perf: $1,134.51 Date: 6/30/2012
Perf: $1,082.75 Date: 5/31/2012
Perf: $925.51 Date: 4/30/2012
Perf: $1,009.72 Date: 3/31/2012
Perf: $1,003.10 Date: 2/29/2012
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 02/12 - 10/17
Date: 10/31/2017
Return: -3.56 % Date: 9/30/2017
Return: -2.21 % Date: 8/31/2017
Return: -4.14 % Date: 7/31/2017
Return: -0.34 % Date: 6/30/2017
Return: -1.38 % Date: 5/31/2017
Return: 3.91 % Date: 4/30/2017
Return: -1.04 % Date: 3/31/2017
Return: 3.43 % Date: 2/28/2017
Return: -0.29 % Date: 1/31/2017
Return: 3.03 % Date: 12/31/2016
Return: -3.86 % Date: 11/30/2016
Return: -3.30 % Date: 10/31/2016
Return: -0.59 % Date: 9/30/2016
Return: 5.88 % Date: 8/31/2016
Return: 0.45 % Date: 7/31/2016
Return: -3.57 % Date: 6/30/2016
Return: 8.19 % Date: 5/31/2016
Return: 1.97 % Date: 4/30/2016
Return: 0.22 % Date: 3/31/2016
Return: 0.87 % Date: 2/29/2016
Return: -0.75 % Date: 1/31/2016
Return: -1.48 % Date: 12/31/2015
Return: 1.49 % Date: 11/30/2015
Return: -2.95 % Date: 10/31/2015
Return: -1.88 % Date: 9/30/2015
Return: 3.71 % Date: 8/31/2015
Return: -3.71 % Date: 7/31/2015
Return: 1.13 % Date: 6/30/2015
Return: 2.07 % Date: 5/31/2015
Return: 3.88 % Date: 4/30/2015
Return: -1.31 % Date: 3/31/2015
Return: 7.61 % Date: 2/28/2015
Return: -3.22 % Date: 1/31/2015
Return: 6.01 % Date: 12/31/2014
Return: 4.74 % Date: 11/30/2014
Return: 0.00 % Date: 10/31/2014
Return: -7.57 % Date: 9/30/2014
Return: -2.50 % Date: 8/31/2014
Return: -4.06 % Date: 7/31/2014
Return: -8.39 % Date: 6/30/2014
Return: 2.70 % Date: 5/31/2014
Return: -1.62 % Date: 4/30/2014
Return: 2.45 % Date: 3/31/2014
Return: 4.79 % Date: 2/28/2014
Return: 1.56 % Date: 1/31/2014
Return: 1.75 % Date: 12/31/2013
Return: 2.49 % Date: 11/30/2013
Return: 2.90 % Date: 10/31/2013
Return: -1.03 % Date: 9/30/2013
Return: 2.76 % Date: 8/31/2013
Return: -0.84 % Date: 7/31/2013
Return: 0.77 % Date: 6/30/2013
Return: 8.41 % Date: 5/31/2013
Return: 2.25 % Date: 4/30/2013
Return: 2.14 % Date: 3/31/2013
Return: 2.40 % Date: 2/28/2013
Return: 1.44 % Date: 1/31/2013
Return: -0.29 % Date: 12/31/2012
Return: 2.64 % Date: 11/30/2012
Return: -6.39 % Date: 10/31/2012
Return: 3.76 % Date: 9/30/2012
Return: 1.31 % Date: 8/31/2012
Return: -0.26 % Date: 7/31/2012
Return: 4.78 % Date: 6/30/2012
Return: 16.99 % Date: 5/31/2012
Return: -8.34 % Date: 4/30/2012
Return: 0.66 % Date: 3/31/2012
Return: 0.31 % Date: 2/29/2012
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 02/12 - 10/17
Return: -3.00 %
Count: 3 Return: 6.00 %
Count: 2 Return: -4.00 %
Count: 6 Return: -2.00 %
Count: 4 Return: -1.00 %
Count: 8 Return: 8.00 %
Count: 3 Return: 2.00 %
Count: 9 Return: 3.00 %
Count: 6 Return: -6.00 %
Count: 1 Return: 4.00 %
Count: 4 Return: 5.00 %
Count: 3 Return: 17.00 %
Count: 1 Return: -8.00 %
Count: 3 Return: 1.00 %
Count: 7 Return: 0.00 %
Count: 9
Note: All performance data is since program inception.

Underwater Curve
Date Range: 02/12 - 10/17
Date: 10/31/2017
Drawdown: -11.15 % Date: 9/30/2017
Drawdown: -7.87 % Date: 8/31/2017
Drawdown: -5.78 % Date: 7/31/2017
Drawdown: -1.72 % Date: 6/30/2017
Drawdown: -1.38 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: -2.82 % Date: 3/31/2017
Drawdown: -1.80 % Date: 2/28/2017
Drawdown: -5.06 % Date: 1/31/2017
Drawdown: -4.78 % Date: 12/31/2016
Drawdown: -7.58 % Date: 11/30/2016
Drawdown: -3.87 % Date: 10/31/2016
Drawdown: -0.59 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -3.14 % Date: 7/31/2016
Drawdown: -3.57 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: -5.71 % Date: 4/30/2016
Drawdown: -7.53 % Date: 3/31/2016
Drawdown: -7.74 % Date: 2/29/2016
Drawdown: -8.53 % Date: 1/31/2016
Drawdown: -7.84 % Date: 12/31/2015
Drawdown: -6.46 % Date: 11/30/2015
Drawdown: -7.83 % Date: 10/31/2015
Drawdown: -5.03 % Date: 9/30/2015
Drawdown: -3.21 % Date: 8/31/2015
Drawdown: -6.67 % Date: 7/31/2015
Drawdown: -3.07 % Date: 6/30/2015
Drawdown: -4.16 % Date: 5/31/2015
Drawdown: -6.10 % Date: 4/30/2015
Drawdown: -9.61 % Date: 3/31/2015
Drawdown: -8.41 % Date: 2/28/2015
Drawdown: -14.89 % Date: 1/31/2015
Drawdown: -12.05 % Date: 12/31/2014
Drawdown: -17.04 % Date: 11/30/2014
Drawdown: -20.79 % Date: 10/31/2014
Drawdown: -20.79 % Date: 9/30/2014
Drawdown: -14.31 % Date: 8/31/2014
Drawdown: -12.11 % Date: 7/31/2014
Drawdown: -8.39 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: -1.62 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: -1.03 % Date: 9/30/2013
Drawdown: 0.00 % Date: 8/31/2013
Drawdown: -0.84 % Date: 7/31/2013
Drawdown: 0.00 % 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: -0.49 % Date: 2/28/2013
Drawdown: -2.82 % Date: 1/31/2013
Drawdown: -4.20 % Date: 12/31/2012
Drawdown: -3.92 % Date: 11/30/2012
Drawdown: -6.39 % Date: 10/31/2012
Drawdown: 0.00 % Date: 9/30/2012
Drawdown: 0.00 % Date: 8/31/2012
Drawdown: -0.26 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: -8.34 % Date: 4/30/2012
Drawdown: 0.00 % Date: 3/31/2012
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Camkay Capital Management, LLC
Address: 7335 E. Acoma Dr., Suite 204
City: Scottsdale
State: AZ
Zip: 85260
Country: USA
Key People
Name:  Gary D. Hart
Position:  Principal
Biography: 

Gary D. Hart has a unique pedigree for a trading advisor as a structural engineer. From January of 1998 through July of 2010, Mr. Hart owned a structural engineering firm, Hart Engineering, PLLC. The firm specialized in multi-family and custom residential construction. Since January of 2009 through the present, Mr. Hart has owned a trading system vendor business, Trendfinder Trading Systems LLC. The business provides fully automated trading strategies for individuals to lease with brokers executing the signals in their futures account. Thetrading strategies offered via Trendfinder Trading Systems LLC have similarities but are not the same as the strategies being employed by the CTA. Mr. Hart graduated from Oklahoma State University in 1992 with a Bachelor of Architectural Engineering. He earned a Master of Science in Structural Engineering from Arizona State University in 1999.


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.