Altegris Clearing Solutions County Cork LLC The County Cork B&R Program *QEP*
Monthly Performance (%)
Date Range: 04/10 - 02/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -0.17 -0.05 -0.22
2016 0.00 -0.49 0.78 -1.30 -0.57 -1.77 -1.25 1.26 0.48 5.41 6.94 -1.86 7.46
2015 -1.95 9.43 -2.59 1.12 0.57 -4.98 1.30 -3.35 4.22 -9.92 -6.26 0.41 -12.62
2014 0.87 -0.41 0.59 0.17 0.58 1.07 0.44 -1.68 2.71 0.60 3.72 -7.56 0.67
2013 0.24 -2.76 -0.46 -0.46 -0.62 -0.78 0.48 -1.09 -0.56 -0.81 -0.22 -0.38 -7.21
2012 -0.59 0.06 1.83 0.91 -0.17 0.37 2.89 1.83 -2.26 -1.06 -2.39 -0.02 1.27
2011 1.07 1.82 -0.31 5.91 3.93 -5.19 3.46 2.39 -4.86 0.96 0.70 -0.16 9.53
2010 -0.19 0.54 0.12 1.04 0.71 1.56 1.64 0.84 6.42
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The B&R program is managed by Bill Bauman and Jim Rose. Bauman and Rose rely on a combined 55+ years of trading experience using both fundamental as well as technical analysis in making their discretionary trading decisions and managing risk. This analysis aims at identifying, significantly overbought/oversold markets and optimal trades. Options are extensively used in trade setups and to manage risk. In their fundamental analysis, Bauman and Rose look at various factors that will affect supply and demand in trying to forecast future prices. Factors observed include beef imports, beef exports, as well as the prices and supply and demand of competing meats such as pork. Bauman and Rose also observe external factors that drive cattle prices, such as weather conditions regionally, nationally, and worldwide.

Performance Statistics
Date Range: 04/10 - 02/17
  Program SP500 TR Altegris 40
Total Return 3.30% 134.20% 10.73%
Annualized Return 0.48% 13.09% 1.48%
Annualized Std. Deviation 9.68% 12.43% 8.78%
Correlation 0.09 0.08
Sharpe Ratio (rf=2.5%) -0.21 0.85 -0.12
Worst Month -9.92% -7.99% -5.20%
Date of Worst Month 10/2015 05/2010 06/2015
Worst Drawdown -26.46% -16.26% -15.74%
Date of Worst Drawdown 8/12 - 7/16 4/11 - 9/11 4/11 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 04/10 - 02/17
Year or YTD Program SP500 TR Altegris 40
2017 -0.22 5.95 0.86
2016 7.46 11.98 -3.13
2015 -12.62 1.41 0.09
2014 0.67 13.69 15.75
2013 -7.21 32.41 -2.45
2012 1.27 15.98 -4.75
2011 9.53 2.12 -3.23
2010 6.42 7.49 7.14
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 04/10 - 02/17
Date: 2/28/2017
Perf: $1,090.52 Date: 1/31/2017
Perf: $1,067.25 Date: 12/31/2016
Perf: $1,081.20 Date: 11/30/2016
Perf: $1,073.04 Date: 10/31/2016
Perf: $1,084.98 Date: 9/30/2016
Perf: $1,113.71 Date: 8/31/2016
Perf: $1,128.27 Date: 7/31/2016
Perf: $1,159.46 Date: 6/30/2016
Perf: $1,147.75 Date: 5/31/2016
Perf: $1,100.96 Date: 4/30/2016
Perf: $1,120.57 Date: 3/31/2016
Perf: $1,149.42 Date: 2/29/2016
Perf: $1,183.38 Date: 1/31/2016
Perf: $1,154.97 Date: 12/31/2015
Perf: $1,116.13 Date: 11/30/2015
Perf: $1,142.40 Date: 10/31/2015
Perf: $1,104.73 Date: 9/30/2015
Perf: $1,124.30 Date: 8/31/2015
Perf: $1,100.42 Date: 7/31/2015
Perf: $1,119.79 Date: 6/30/2015
Perf: $1,077.65 Date: 5/31/2015
Perf: $1,136.76 Date: 4/30/2015
Perf: $1,145.01 Date: 3/31/2015
Perf: $1,190.98 Date: 2/28/2015
Perf: $1,165.23 Date: 1/31/2015
Perf: $1,167.10 Date: 12/31/2014
Perf: $1,115.13 Date: 11/30/2014
Perf: $1,095.84 Date: 10/31/2014
Perf: $1,034.30 Date: 9/30/2014
Perf: $1,019.32 Date: 8/31/2014
Perf: $1,004.35 Date: 7/31/2014
Perf: $963.59 Date: 6/30/2014
Perf: $971.36 Date: 5/31/2014
Perf: $963.08 Date: 4/30/2014
Perf: $939.04 Date: 3/31/2014
Perf: $931.96 Date: 2/28/2014
Perf: $945.96 Date: 1/31/2014
Perf: $938.27 Date: 12/31/2013
Perf: $963.41 Date: 11/30/2013
Perf: $964.76 Date: 10/31/2013
Perf: $947.61 Date: 9/30/2013
Perf: $926.40 Date: 8/31/2013
Perf: $931.99 Date: 7/31/2013
Perf: $950.23 Date: 6/30/2013
Perf: $958.57 Date: 5/31/2013
Perf: $996.33 Date: 4/30/2013
Perf: $1,041.10 Date: 3/31/2013
Perf: $1,014.92 Date: 2/28/2013
Perf: $1,000.51 Date: 1/31/2013
Perf: $1,006.34 Date: 12/31/2012
Perf: $987.58 Date: 11/30/2012
Perf: $982.77 Date: 10/31/2012
Perf: $980.02 Date: 9/30/2012
Perf: $1,016.83 Date: 8/31/2012
Perf: $1,033.89 Date: 7/31/2012
Perf: $1,048.14 Date: 6/30/2012
Perf: $1,006.96 Date: 5/31/2012
Perf: $1,046.30 Date: 4/30/2012
Perf: $1,026.79 Date: 3/31/2012
Perf: $1,020.67 Date: 2/29/2012
Perf: $1,044.38 Date: 1/31/2012
Perf: $1,040.11 Date: 12/31/2011
Perf: $1,036.79 Date: 11/30/2011
Perf: $1,026.93 Date: 10/31/2011
Perf: $1,023.86 Date: 9/30/2011
Perf: $1,066.08 Date: 8/31/2011
Perf: $1,066.72 Date: 7/31/2011
Perf: $1,068.86 Date: 6/30/2011
Perf: $1,031.81 Date: 5/31/2011
Perf: $1,059.36 Date: 4/30/2011
Perf: $1,099.49 Date: 3/31/2011
Perf: $1,058.22 Date: 2/28/2011
Perf: $1,074.66 Date: 1/31/2011
Perf: $1,056.70 Date: 12/31/2010
Perf: $1,071.38 Date: 11/30/2010
Perf: $1,027.30 Date: 10/31/2010
Perf: $1,065.01 Date: 9/30/2010
Perf: $1,025.23 Date: 8/31/2010
Perf: $1,006.90 Date: 7/31/2010
Perf: $966.87 Date: 6/30/2010
Perf: $979.51 Date: 5/31/2010
Perf: $975.80 Date: 4/30/2010
Perf: $1,000.00 Date: 2/28/2017
Perf: $2,305.60 Date: 1/31/2017
Perf: $2,217.56 Date: 12/31/2016
Perf: $2,176.21 Date: 11/30/2016
Perf: $2,133.96 Date: 10/31/2016
Perf: $2,057.82 Date: 9/30/2016
Perf: $2,095.97 Date: 8/31/2016
Perf: $2,095.55 Date: 7/31/2016
Perf: $2,092.62 Date: 6/30/2016
Perf: $2,018.15 Date: 5/31/2016
Perf: $2,012.92 Date: 4/30/2016
Perf: $1,977.32 Date: 3/31/2016
Perf: $1,969.64 Date: 2/29/2016
Perf: $1,844.58 Date: 1/31/2016
Perf: $1,846.98 Date: 12/31/2015
Perf: $1,943.37 Date: 11/30/2015
Perf: $1,974.57 Date: 10/31/2015
Perf: $1,968.67 Date: 9/30/2015
Perf: $1,815.44 Date: 8/31/2015
Perf: $1,861.42 Date: 7/31/2015
Perf: $1,980.87 Date: 6/30/2015
Perf: $1,940.12 Date: 5/31/2015
Perf: $1,978.51 Date: 4/30/2015
Perf: $1,953.31 Date: 3/31/2015
Perf: $1,934.73 Date: 2/28/2015
Perf: $1,965.79 Date: 1/31/2015
Perf: $1,858.91 Date: 12/31/2014
Perf: $1,916.40 Date: 11/30/2014
Perf: $1,921.20 Date: 10/31/2014
Perf: $1,870.88 Date: 9/30/2014
Perf: $1,826.31 Date: 8/31/2014
Perf: $1,852.24 Date: 7/31/2014
Perf: $1,781.00 Date: 6/30/2014
Perf: $1,805.93 Date: 5/31/2014
Perf: $1,769.30 Date: 4/30/2014
Perf: $1,728.68 Date: 3/31/2014
Perf: $1,715.98 Date: 2/28/2014
Perf: $1,701.69 Date: 1/31/2014
Perf: $1,627.32 Date: 12/31/2013
Perf: $1,685.64 Date: 11/30/2013
Perf: $1,644.05 Date: 10/31/2013
Perf: $1,595.39 Date: 9/30/2013
Perf: $1,525.23 Date: 8/31/2013
Perf: $1,478.79 Date: 7/31/2013
Perf: $1,522.96 Date: 6/30/2013
Perf: $1,449.19 Date: 5/31/2013
Perf: $1,468.88 Date: 4/30/2013
Perf: $1,435.29 Date: 3/31/2013
Perf: $1,408.11 Date: 2/28/2013
Perf: $1,357.22 Date: 1/31/2013
Perf: $1,339.01 Date: 12/31/2012
Perf: $1,273.06 Date: 11/30/2012
Perf: $1,261.58 Date: 10/31/2012
Perf: $1,254.31 Date: 9/30/2012
Perf: $1,277.95 Date: 8/31/2012
Perf: $1,245.81 Date: 7/31/2012
Perf: $1,218.39 Date: 6/30/2012
Perf: $1,201.69 Date: 5/31/2012
Perf: $1,154.14 Date: 4/30/2012
Perf: $1,227.94 Date: 3/31/2012
Perf: $1,235.72 Date: 2/29/2012
Perf: $1,196.36 Date: 1/31/2012
Perf: $1,146.82 Date: 12/31/2011
Perf: $1,097.65 Date: 11/30/2011
Perf: $1,086.56 Date: 10/31/2011
Perf: $1,088.96 Date: 9/30/2011
Perf: $981.66 Date: 8/31/2011
Perf: $1,055.89 Date: 7/31/2011
Perf: $1,116.52 Date: 6/30/2011
Perf: $1,139.66 Date: 5/31/2011
Perf: $1,159.01 Date: 4/30/2011
Perf: $1,172.26 Date: 3/31/2011
Perf: $1,138.56 Date: 2/28/2011
Perf: $1,138.10 Date: 1/31/2011
Perf: $1,100.36 Date: 12/31/2010
Perf: $1,074.88 Date: 11/30/2010
Perf: $1,007.58 Date: 10/31/2010
Perf: $1,007.48 Date: 9/30/2010
Perf: $970.50 Date: 8/31/2010
Perf: $891.02 Date: 7/31/2010
Perf: $933.10 Date: 6/30/2010
Perf: $871.98 Date: 5/31/2010
Perf: $920.10 Date: 4/30/2010
Perf: $1,000.00 Date: 2/28/2017
Perf: $1,032.98 Date: 1/31/2017
Perf: $1,033.50 Date: 12/31/2016
Perf: $1,035.26 Date: 11/30/2016
Perf: $1,054.88 Date: 10/31/2016
Perf: $986.42 Date: 9/30/2016
Perf: $935.80 Date: 8/31/2016
Perf: $931.33 Date: 7/31/2016
Perf: $919.74 Date: 6/30/2016
Perf: $931.38 Date: 5/31/2016
Perf: $948.16 Date: 4/30/2016
Perf: $953.60 Date: 3/31/2016
Perf: $966.16 Date: 2/29/2016
Perf: $958.68 Date: 1/31/2016
Perf: $963.40 Date: 12/31/2015
Perf: $963.40 Date: 11/30/2015
Perf: $959.47 Date: 10/31/2015
Perf: $1,023.54 Date: 9/30/2015
Perf: $1,136.26 Date: 8/31/2015
Perf: $1,090.25 Date: 7/31/2015
Perf: $1,128.04 Date: 6/30/2015
Perf: $1,113.56 Date: 5/31/2015
Perf: $1,171.92 Date: 4/30/2015
Perf: $1,165.28 Date: 3/31/2015
Perf: $1,152.37 Date: 2/28/2015
Perf: $1,183.01 Date: 1/31/2015
Perf: $1,081.07 Date: 12/31/2014
Perf: $1,102.57 Date: 11/30/2014
Perf: $1,192.74 Date: 10/31/2014
Perf: $1,149.96 Date: 9/30/2014
Perf: $1,143.10 Date: 8/31/2014
Perf: $1,112.94 Date: 7/31/2014
Perf: $1,131.96 Date: 6/30/2014
Perf: $1,127.00 Date: 5/31/2014
Perf: $1,115.07 Date: 4/30/2014
Perf: $1,108.64 Date: 3/31/2014
Perf: $1,106.76 Date: 2/28/2014
Perf: $1,100.27 Date: 1/31/2014
Perf: $1,104.80 Date: 12/31/2013
Perf: $1,095.27 Date: 11/30/2013
Perf: $1,099.44 Date: 10/31/2013
Perf: $1,101.87 Date: 9/30/2013
Perf: $1,110.87 Date: 8/31/2013
Perf: $1,117.12 Date: 7/31/2013
Perf: $1,129.43 Date: 6/30/2013
Perf: $1,124.04 Date: 5/31/2013
Perf: $1,132.87 Date: 4/30/2013
Perf: $1,139.94 Date: 3/31/2013
Perf: $1,145.21 Date: 2/28/2013
Perf: $1,150.50 Date: 1/31/2013
Perf: $1,183.16 Date: 12/31/2012
Perf: $1,180.32 Date: 11/30/2012
Perf: $1,180.56 Date: 10/31/2012
Perf: $1,209.47 Date: 9/30/2012
Perf: $1,222.42 Date: 8/31/2012
Perf: $1,250.69 Date: 7/31/2012
Perf: $1,228.21 Date: 6/30/2012
Perf: $1,193.72 Date: 5/31/2012
Perf: $1,189.32 Date: 4/30/2012
Perf: $1,191.34 Date: 3/31/2012
Perf: $1,180.60 Date: 2/29/2012
Perf: $1,159.38 Date: 1/31/2012
Perf: $1,158.69 Date: 12/31/2011
Perf: $1,165.56 Date: 11/30/2011
Perf: $1,167.43 Date: 10/31/2011
Perf: $1,159.31 Date: 9/30/2011
Perf: $1,148.29 Date: 8/31/2011
Perf: $1,206.95 Date: 7/31/2011
Perf: $1,178.78 Date: 6/30/2011
Perf: $1,139.35 Date: 5/31/2011
Perf: $1,201.72 Date: 4/30/2011
Perf: $1,156.28 Date: 3/31/2011
Perf: $1,091.76 Date: 2/28/2011
Perf: $1,095.15 Date: 1/31/2011
Perf: $1,075.58 Date: 12/31/2010
Perf: $1,064.19 Date: 11/30/2010
Perf: $1,055.33 Date: 10/31/2010
Perf: $1,038.30 Date: 9/30/2010
Perf: $1,022.35 Date: 8/31/2010
Perf: $1,015.14 Date: 7/31/2010
Perf: $1,004.69 Date: 6/30/2010
Perf: $1,003.49 Date: 5/31/2010
Perf: $998.10 Date: 4/30/2010
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 04/10 - 02/17
Date: 2/28/2017
Return: -0.05 % Date: 1/31/2017
Return: -0.17 % Date: 12/31/2016
Return: -1.86 % Date: 11/30/2016
Return: 6.94 % Date: 10/31/2016
Return: 5.41 % Date: 9/30/2016
Return: 0.48 % Date: 8/31/2016
Return: 1.26 % Date: 7/31/2016
Return: -1.25 % Date: 6/30/2016
Return: -1.77 % Date: 5/31/2016
Return: -0.57 % Date: 4/30/2016
Return: -1.30 % Date: 3/31/2016
Return: 0.78 % Date: 2/29/2016
Return: -0.49 % Date: 1/31/2016
Return: 0.00 % Date: 12/31/2015
Return: 0.41 % Date: 11/30/2015
Return: -6.26 % Date: 10/31/2015
Return: -9.92 % Date: 9/30/2015
Return: 4.22 % Date: 8/31/2015
Return: -3.35 % Date: 7/31/2015
Return: 1.30 % Date: 6/30/2015
Return: -4.98 % Date: 5/31/2015
Return: 0.57 % Date: 4/30/2015
Return: 1.12 % Date: 3/31/2015
Return: -2.59 % Date: 2/28/2015
Return: 9.43 % Date: 1/31/2015
Return: -1.95 % Date: 12/31/2014
Return: -7.56 % Date: 11/30/2014
Return: 3.72 % Date: 10/31/2014
Return: 0.60 % Date: 9/30/2014
Return: 2.71 % Date: 8/31/2014
Return: -1.68 % Date: 7/31/2014
Return: 0.44 % Date: 6/30/2014
Return: 1.07 % Date: 5/31/2014
Return: 0.58 % Date: 4/30/2014
Return: 0.17 % Date: 3/31/2014
Return: 0.59 % Date: 2/28/2014
Return: -0.41 % Date: 1/31/2014
Return: 0.87 % Date: 12/31/2013
Return: -0.38 % Date: 11/30/2013
Return: -0.22 % Date: 10/31/2013
Return: -0.81 % Date: 9/30/2013
Return: -0.56 % Date: 8/31/2013
Return: -1.09 % Date: 7/31/2013
Return: 0.48 % Date: 6/30/2013
Return: -0.78 % Date: 5/31/2013
Return: -0.62 % Date: 4/30/2013
Return: -0.46 % Date: 3/31/2013
Return: -0.46 % Date: 2/28/2013
Return: -2.76 % Date: 1/31/2013
Return: 0.24 % Date: 12/31/2012
Return: -0.02 % Date: 11/30/2012
Return: -2.39 % Date: 10/31/2012
Return: -1.06 % Date: 9/30/2012
Return: -2.26 % Date: 8/31/2012
Return: 1.83 % Date: 7/31/2012
Return: 2.89 % Date: 6/30/2012
Return: 0.37 % Date: 5/31/2012
Return: -0.17 % Date: 4/30/2012
Return: 0.91 % Date: 3/31/2012
Return: 1.83 % Date: 2/29/2012
Return: 0.06 % Date: 1/31/2012
Return: -0.59 % Date: 12/31/2011
Return: -0.16 % Date: 11/30/2011
Return: 0.70 % Date: 10/31/2011
Return: 0.96 % Date: 9/30/2011
Return: -4.86 % Date: 8/31/2011
Return: 2.39 % Date: 7/31/2011
Return: 3.46 % Date: 6/30/2011
Return: -5.19 % Date: 5/31/2011
Return: 3.93 % Date: 4/30/2011
Return: 5.91 % Date: 3/31/2011
Return: -0.31 % Date: 2/28/2011
Return: 1.82 % Date: 1/31/2011
Return: 1.07 % Date: 12/31/2010
Return: 0.84 % Date: 11/30/2010
Return: 1.64 % Date: 10/31/2010
Return: 1.56 % Date: 9/30/2010
Return: 0.71 % Date: 8/31/2010
Return: 1.04 % Date: 7/31/2010
Return: 0.12 % Date: 6/30/2010
Return: 0.54 % Date: 5/31/2010
Return: -0.19 % Date: 4/30/2010
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 04/10 - 02/17
Return: 7.00 %
Count: 1 Return: 5.00 %
Count: 1 Return: -6.00 %
Count: 1 Return: -10.00 %
Count: 1 Return: 9.00 %
Count: 1 Return: -8.00 %
Count: 1 Return: -3.00 %
Count: 3 Return: -2.00 %
Count: 6 Return: -1.00 %
Count: 10 Return: 3.00 %
Count: 3 Return: -5.00 %
Count: 3 Return: 4.00 %
Count: 3 Return: 6.00 %
Count: 1 Return: 2.00 %
Count: 6 Return: 1.00 %
Count: 18 Return: 0.00 %
Count: 24
Note: All performance data is since program inception.

Underwater Curve
Date Range: 04/10 - 02/17
Date: 2/28/2017
Drawdown: -17.41 % Date: 1/31/2017
Drawdown: -17.37 % Date: 12/31/2016
Drawdown: -17.23 % Date: 11/30/2016
Drawdown: -15.66 % Date: 10/31/2016
Drawdown: -21.13 % Date: 9/30/2016
Drawdown: -25.18 % Date: 8/31/2016
Drawdown: -25.54 % Date: 7/31/2016
Drawdown: -26.46 % Date: 6/30/2016
Drawdown: -25.53 % Date: 5/31/2016
Drawdown: -24.19 % Date: 4/30/2016
Drawdown: -23.75 % Date: 3/31/2016
Drawdown: -22.75 % Date: 2/29/2016
Drawdown: -23.35 % Date: 1/31/2016
Drawdown: -22.97 % Date: 12/31/2015
Drawdown: -22.97 % Date: 11/30/2015
Drawdown: -23.29 % Date: 10/31/2015
Drawdown: -18.16 % Date: 9/30/2015
Drawdown: -9.15 % Date: 8/31/2015
Drawdown: -12.83 % Date: 7/31/2015
Drawdown: -9.81 % Date: 6/30/2015
Drawdown: -10.96 % Date: 5/31/2015
Drawdown: -6.30 % Date: 4/30/2015
Drawdown: -6.83 % Date: 3/31/2015
Drawdown: -7.86 % Date: 2/28/2015
Drawdown: -5.41 % Date: 1/31/2015
Drawdown: -13.56 % Date: 12/31/2014
Drawdown: -11.84 % Date: 11/30/2014
Drawdown: -4.63 % Date: 10/31/2014
Drawdown: -8.05 % Date: 9/30/2014
Drawdown: -8.60 % Date: 8/31/2014
Drawdown: -11.01 % Date: 7/31/2014
Drawdown: -9.49 % Date: 6/30/2014
Drawdown: -9.89 % Date: 5/31/2014
Drawdown: -10.84 % Date: 4/30/2014
Drawdown: -11.36 % Date: 3/31/2014
Drawdown: -11.51 % Date: 2/28/2014
Drawdown: -12.03 % Date: 1/31/2014
Drawdown: -11.67 % Date: 12/31/2013
Drawdown: -12.43 % Date: 11/30/2013
Drawdown: -12.09 % Date: 10/31/2013
Drawdown: -11.90 % Date: 9/30/2013
Drawdown: -11.18 % Date: 8/31/2013
Drawdown: -10.68 % Date: 7/31/2013
Drawdown: -9.70 % Date: 6/30/2013
Drawdown: -10.13 % Date: 5/31/2013
Drawdown: -9.42 % Date: 4/30/2013
Drawdown: -8.85 % Date: 3/31/2013
Drawdown: -8.43 % Date: 2/28/2013
Drawdown: -8.01 % Date: 1/31/2013
Drawdown: -5.40 % Date: 12/31/2012
Drawdown: -5.63 % Date: 11/30/2012
Drawdown: -5.61 % Date: 10/31/2012
Drawdown: -3.30 % Date: 9/30/2012
Drawdown: -2.26 % Date: 8/31/2012
Drawdown: 0.00 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: -1.10 % Date: 5/31/2012
Drawdown: -1.46 % Date: 4/30/2012
Drawdown: -1.29 % Date: 3/31/2012
Drawdown: -2.18 % Date: 2/29/2012
Drawdown: -3.94 % Date: 1/31/2012
Drawdown: -4.00 % Date: 12/31/2011
Drawdown: -3.43 % Date: 11/30/2011
Drawdown: -3.27 % Date: 10/31/2011
Drawdown: -3.95 % Date: 9/30/2011
Drawdown: -4.86 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -1.91 % Date: 6/30/2011
Drawdown: -5.19 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -0.31 % Date: 2/28/2011
Drawdown: 0.00 % 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: 0.00 % Date: 9/30/2010
Drawdown: 0.00 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: 0.00 % Date: 6/30/2010
Drawdown: 0.00 % Date: 5/31/2010
Drawdown: -0.19 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  County Cork LLC
Address: 5215 Old Orchard Rd. suite 800
City: Skokie
State: IL
Zip: 60077
Country: United States
Key People
Name:  Robert J. O'Brien Jr.
Position:  Principal
Biography: 

Robert J. O’Brien, Jr.is County Cork LLC’s Chairman and CEO and the Manager of County Cork Asset Management LLC (“CCAM”), an affiliate of County Cork LLC. Mr. O’Brien has been registered as an Associated Person with County Cork LLC since May8, 2002. Mr. O’Brien is one of County Cork LLC’s trading principals and is primarily responsible for review and acceptance of trading-related decisions, including money management, portfolio selection, and halt trading decisions.


Name:  Thomas Senft
Position:  Principal
Biography: 

Thomas W. Senft is the Chief Operating Officer of County Cork LLC since August, 2011. Mr. Senft is responsible for the CTA’s operations and risk management.


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.