Altegris Clearing Solutions Urban Tree Capital, LLC UTC Client Plus Program
Monthly Performance (%)
Date Range: 02/13 - 04/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -5.77 -5.17 3.88 -2.44 -9.44
2016 0.60 0.40 3.53 2.87 3.09 -5.42 4.31 -3.95 3.88 2.27 -0.03 0.52 12.18
2015 5.93 -8.33 2.78 -3.70 2.18 -1.67 -2.75 3.82 -2.38 -3.98 2.04 2.04 -4.84
2014 7.72 0.24 3.28 3.04 -4.58 -2.80 3.84 0.42 1.55 0.98 -2.18 -2.34 8.87
2013 -2.36 -0.40 1.66 -1.61 -3.22 -2.10 0.73 2.30 0.11 0.38 -4.56
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The UTC Plus program relies on purely mechanical trading systems which concept is primarily based on Opening Range Breakout (“ORB”) method. This program tries to achieve more consistent returns by diversifying in futures market. This program currently trade futures markets including e-mini S&P 500, crude oil, Euro-Dollar, Soybean and DAX (German stock index). The target maximum risk per trade is typically less than 1% of the nominal account size and the target peak-to-valley worst drawdown for this program is 15%. The minimum investment for this program is $100,000.

Performance Statistics
Date Range: 02/13 - 04/17
  Program SP500 TR Altegris 40
Total Return 0.45% 74.17% 6.14%
Annualized Return 0.11% 13.95% 1.41%
Annualized Std. Deviation 11.49% 9.94% 8.76%
Correlation -0.36 -0.11
Sharpe Ratio (rf=2.5%) -0.21 1.15 -0.12
Worst Month -8.33% -6.03% -5.20%
Date of Worst Month 02/2015 08/2015 06/2015
Worst Drawdown -13.72% -8.35% -11.02%
Date of Worst Drawdown 1/15 - 10/15 7/15 - 9/15 4/13 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 02/13 - 04/17
Year or YTD Program SP500 TR Altegris 40
2017 -9.44 7.17 -1.21
2016 12.18 11.98 -3.13
2015 -4.84 1.41 0.09
2014 8.87 13.69 15.75
2013 -4.56 24.20 -3.71
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 02/13 - 04/17
Date: 4/30/2017
Perf: $1,067.61 Date: 3/31/2017
Perf: $1,074.05 Date: 2/28/2017
Perf: $1,089.96 Date: 1/31/2017
Perf: $1,066.71 Date: 12/31/2016
Perf: $1,080.65 Date: 11/30/2016
Perf: $1,072.50 Date: 10/31/2016
Perf: $1,084.43 Date: 9/30/2016
Perf: $1,113.15 Date: 8/31/2016
Perf: $1,127.69 Date: 7/31/2016
Perf: $1,158.87 Date: 6/30/2016
Perf: $1,147.17 Date: 5/31/2016
Perf: $1,100.40 Date: 4/30/2016
Perf: $1,120.00 Date: 3/31/2016
Perf: $1,148.84 Date: 2/29/2016
Perf: $1,182.78 Date: 1/31/2016
Perf: $1,154.38 Date: 12/31/2015
Perf: $1,115.56 Date: 11/30/2015
Perf: $1,141.82 Date: 10/31/2015
Perf: $1,104.17 Date: 9/30/2015
Perf: $1,123.72 Date: 8/31/2015
Perf: $1,099.86 Date: 7/31/2015
Perf: $1,119.22 Date: 6/30/2015
Perf: $1,077.11 Date: 5/31/2015
Perf: $1,136.19 Date: 4/30/2015
Perf: $1,144.43 Date: 3/31/2015
Perf: $1,190.38 Date: 2/28/2015
Perf: $1,164.64 Date: 1/31/2015
Perf: $1,166.50 Date: 12/31/2014
Perf: $1,114.56 Date: 11/30/2014
Perf: $1,095.29 Date: 10/31/2014
Perf: $1,033.78 Date: 9/30/2014
Perf: $1,018.80 Date: 8/31/2014
Perf: $1,003.84 Date: 7/31/2014
Perf: $963.10 Date: 6/30/2014
Perf: $970.87 Date: 5/31/2014
Perf: $962.59 Date: 4/30/2014
Perf: $938.57 Date: 3/31/2014
Perf: $931.49 Date: 2/28/2014
Perf: $945.48 Date: 1/31/2014
Perf: $937.79 Date: 12/31/2013
Perf: $962.92 Date: 11/30/2013
Perf: $964.27 Date: 10/31/2013
Perf: $947.13 Date: 9/30/2013
Perf: $925.93 Date: 8/31/2013
Perf: $931.51 Date: 7/31/2013
Perf: $949.75 Date: 6/30/2013
Perf: $958.09 Date: 5/31/2013
Perf: $995.83 Date: 4/30/2013
Perf: $1,040.57 Date: 3/31/2013
Perf: $1,014.40 Date: 2/28/2013
Perf: $1,000.00 Date: 4/30/2017
Perf: $1,718.32 Date: 3/31/2017
Perf: $1,700.81 Date: 2/28/2017
Perf: $1,698.77 Date: 1/31/2017
Perf: $1,633.90 Date: 12/31/2016
Perf: $1,603.44 Date: 11/30/2016
Perf: $1,572.30 Date: 10/31/2016
Perf: $1,516.21 Date: 9/30/2016
Perf: $1,544.31 Date: 8/31/2016
Perf: $1,544.00 Date: 7/31/2016
Perf: $1,541.84 Date: 6/30/2016
Perf: $1,486.97 Date: 5/31/2016
Perf: $1,483.12 Date: 4/30/2016
Perf: $1,456.89 Date: 3/31/2016
Perf: $1,451.23 Date: 2/29/2016
Perf: $1,359.09 Date: 1/31/2016
Perf: $1,360.86 Date: 12/31/2015
Perf: $1,431.88 Date: 11/30/2015
Perf: $1,454.87 Date: 10/31/2015
Perf: $1,450.51 Date: 9/30/2015
Perf: $1,337.62 Date: 8/31/2015
Perf: $1,371.50 Date: 7/31/2015
Perf: $1,459.50 Date: 6/30/2015
Perf: $1,429.48 Date: 5/31/2015
Perf: $1,457.76 Date: 4/30/2015
Perf: $1,439.20 Date: 3/31/2015
Perf: $1,425.51 Date: 2/28/2015
Perf: $1,448.40 Date: 1/31/2015
Perf: $1,369.64 Date: 12/31/2014
Perf: $1,412.00 Date: 11/30/2014
Perf: $1,415.54 Date: 10/31/2014
Perf: $1,378.46 Date: 9/30/2014
Perf: $1,345.63 Date: 8/31/2014
Perf: $1,364.74 Date: 7/31/2014
Perf: $1,312.25 Date: 6/30/2014
Perf: $1,330.61 Date: 5/31/2014
Perf: $1,303.62 Date: 4/30/2014
Perf: $1,273.69 Date: 3/31/2014
Perf: $1,264.34 Date: 2/28/2014
Perf: $1,253.80 Date: 1/31/2014
Perf: $1,199.01 Date: 12/31/2013
Perf: $1,241.98 Date: 11/30/2013
Perf: $1,211.33 Date: 10/31/2013
Perf: $1,175.48 Date: 9/30/2013
Perf: $1,123.79 Date: 8/31/2013
Perf: $1,089.58 Date: 7/31/2013
Perf: $1,122.12 Date: 6/30/2013
Perf: $1,067.77 Date: 5/31/2013
Perf: $1,082.27 Date: 4/30/2013
Perf: $1,057.52 Date: 3/31/2013
Perf: $1,037.50 Date: 2/28/2013
Perf: $1,000.00 Date: 4/30/2017
Perf: $1,004.47 Date: 3/31/2017
Perf: $1,029.59 Date: 2/28/2017
Perf: $991.14 Date: 1/31/2017
Perf: $1,045.17 Date: 12/31/2016
Perf: $1,109.17 Date: 11/30/2016
Perf: $1,103.43 Date: 10/31/2016
Perf: $1,103.76 Date: 9/30/2016
Perf: $1,079.27 Date: 8/31/2016
Perf: $1,038.95 Date: 7/31/2016
Perf: $1,081.68 Date: 6/30/2016
Perf: $1,036.99 Date: 5/31/2016
Perf: $1,096.41 Date: 4/30/2016
Perf: $1,063.55 Date: 3/31/2016
Perf: $1,033.88 Date: 2/29/2016
Perf: $998.62 Date: 1/31/2016
Perf: $994.65 Date: 12/31/2015
Perf: $988.71 Date: 11/30/2015
Perf: $968.95 Date: 10/31/2015
Perf: $949.58 Date: 9/30/2015
Perf: $988.94 Date: 8/31/2015
Perf: $1,013.05 Date: 7/31/2015
Perf: $975.77 Date: 6/30/2015
Perf: $1,003.36 Date: 5/31/2015
Perf: $1,020.40 Date: 4/30/2015
Perf: $998.63 Date: 3/31/2015
Perf: $1,037.00 Date: 2/28/2015
Perf: $1,008.95 Date: 1/31/2015
Perf: $1,100.64 Date: 12/31/2014
Perf: $1,039.02 Date: 11/30/2014
Perf: $1,063.92 Date: 10/31/2014
Perf: $1,087.63 Date: 9/30/2014
Perf: $1,077.07 Date: 8/31/2014
Perf: $1,060.63 Date: 7/31/2014
Perf: $1,056.20 Date: 6/30/2014
Perf: $1,017.14 Date: 5/31/2014
Perf: $1,046.44 Date: 4/30/2014
Perf: $1,096.67 Date: 3/31/2014
Perf: $1,064.31 Date: 2/28/2014
Perf: $1,030.51 Date: 1/31/2014
Perf: $1,028.04 Date: 12/31/2013
Perf: $954.37 Date: 11/30/2013
Perf: $950.75 Date: 10/31/2013
Perf: $949.71 Date: 9/30/2013
Perf: $928.36 Date: 8/31/2013
Perf: $921.63 Date: 7/31/2013
Perf: $941.40 Date: 6/30/2013
Perf: $972.72 Date: 5/31/2013
Perf: $988.64 Date: 4/30/2013
Perf: $972.49 Date: 3/31/2013
Perf: $976.40 Date: 2/28/2013
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 02/13 - 04/17
Date: 4/30/2017
Return: -2.44 % Date: 3/31/2017
Return: 3.88 % Date: 2/28/2017
Return: -5.17 % Date: 1/31/2017
Return: -5.77 % Date: 12/31/2016
Return: 0.52 % Date: 11/30/2016
Return: -0.03 % Date: 10/31/2016
Return: 2.27 % Date: 9/30/2016
Return: 3.88 % Date: 8/31/2016
Return: -3.95 % Date: 7/31/2016
Return: 4.31 % Date: 6/30/2016
Return: -5.42 % Date: 5/31/2016
Return: 3.09 % Date: 4/30/2016
Return: 2.87 % Date: 3/31/2016
Return: 3.53 % Date: 2/29/2016
Return: 0.40 % Date: 1/31/2016
Return: 0.60 % Date: 12/31/2015
Return: 2.04 % Date: 11/30/2015
Return: 2.04 % Date: 10/31/2015
Return: -3.98 % Date: 9/30/2015
Return: -2.38 % Date: 8/31/2015
Return: 3.82 % Date: 7/31/2015
Return: -2.75 % Date: 6/30/2015
Return: -1.67 % Date: 5/31/2015
Return: 2.18 % Date: 4/30/2015
Return: -3.70 % Date: 3/31/2015
Return: 2.78 % Date: 2/28/2015
Return: -8.33 % Date: 1/31/2015
Return: 5.93 % Date: 12/31/2014
Return: -2.34 % Date: 11/30/2014
Return: -2.18 % Date: 10/31/2014
Return: 0.98 % Date: 9/30/2014
Return: 1.55 % Date: 8/31/2014
Return: 0.42 % Date: 7/31/2014
Return: 3.84 % Date: 6/30/2014
Return: -2.80 % Date: 5/31/2014
Return: -4.58 % Date: 4/30/2014
Return: 3.04 % Date: 3/31/2014
Return: 3.28 % Date: 2/28/2014
Return: 0.24 % Date: 1/31/2014
Return: 7.72 % Date: 12/31/2013
Return: 0.38 % Date: 11/30/2013
Return: 0.11 % Date: 10/31/2013
Return: 2.30 % Date: 9/30/2013
Return: 0.73 % Date: 8/31/2013
Return: -2.10 % Date: 7/31/2013
Return: -3.22 % Date: 6/30/2013
Return: -1.61 % Date: 5/31/2013
Return: 1.66 % Date: 4/30/2013
Return: -0.40 % Date: 3/31/2013
Return: -2.36 % Date: 2/28/2013
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 02/13 - 04/17
Return: -6.00 %
Count: 1 Return: -4.00 %
Count: 3 Return: -8.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: 4.00 %
Count: 6 Return: -5.00 %
Count: 3 Return: 3.00 %
Count: 5 Return: 8.00 %
Count: 1 Return: 1.00 %
Count: 4 Return: -3.00 %
Count: 3 Return: 2.00 %
Count: 7 Return: -2.00 %
Count: 8 Return: 0.00 %
Count: 8
Note: All performance data is since program inception.

Underwater Curve
Date Range: 02/13 - 04/17
Date: 4/30/2017
Drawdown: -9.44 % Date: 3/31/2017
Drawdown: -7.17 % Date: 2/28/2017
Drawdown: -10.64 % Date: 1/31/2017
Drawdown: -5.77 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: -0.03 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: -1.94 % Date: 8/31/2016
Drawdown: -5.60 % Date: 7/31/2016
Drawdown: -1.72 % Date: 6/30/2016
Drawdown: -5.78 % Date: 5/31/2016
Drawdown: -0.38 % Date: 4/30/2016
Drawdown: -3.37 % Date: 3/31/2016
Drawdown: -6.07 % Date: 2/29/2016
Drawdown: -9.27 % Date: 1/31/2016
Drawdown: -9.63 % Date: 12/31/2015
Drawdown: -10.17 % Date: 11/30/2015
Drawdown: -11.96 % Date: 10/31/2015
Drawdown: -13.72 % Date: 9/30/2015
Drawdown: -10.15 % Date: 8/31/2015
Drawdown: -7.96 % Date: 7/31/2015
Drawdown: -11.34 % Date: 6/30/2015
Drawdown: -8.84 % Date: 5/31/2015
Drawdown: -7.29 % Date: 4/30/2015
Drawdown: -9.27 % Date: 3/31/2015
Drawdown: -5.78 % Date: 2/28/2015
Drawdown: -8.33 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -5.26 % Date: 11/30/2014
Drawdown: -2.99 % Date: 10/31/2014
Drawdown: -0.82 % Date: 9/30/2014
Drawdown: -1.79 % Date: 8/31/2014
Drawdown: -3.29 % Date: 7/31/2014
Drawdown: -3.69 % Date: 6/30/2014
Drawdown: -7.25 % Date: 5/31/2014
Drawdown: -4.58 % 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: -4.56 % Date: 11/30/2013
Drawdown: -4.92 % Date: 10/31/2013
Drawdown: -5.03 % Date: 9/30/2013
Drawdown: -7.16 % Date: 8/31/2013
Drawdown: -7.84 % Date: 7/31/2013
Drawdown: -5.86 % Date: 6/30/2013
Drawdown: -2.73 % Date: 5/31/2013
Drawdown: -1.14 % Date: 4/30/2013
Drawdown: -2.75 % Date: 3/31/2013
Drawdown: -2.36 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Urban Tree Capital, LLC
Address: 6017 Blackbird CT
City: San Jose
State: CA
Zip: 95120
Country: USA
Key People
Name:  Marc Woo
Position:  Principal
Biography: 


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.