Altegris Clearing Solutions NovoDyn Advisors LLC NDC Mean Reversion FT - A (Extended Markets) *QEP*
Monthly Performance (%)
Date Range: 11/13 - 02/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.00 -0.29 -0.29
2016 -0.33 -0.20 0.09 -0.05 0.00 0.04 -0.14 -0.11 0.02 0.00 0.11 0.00 -0.57
2015 -0.27 -0.26 -0.37 -0.48 0.42 0.32 0.31 -0.22 0.45 -0.19 -0.60 -0.06 -0.95
2014 -0.90 -0.12 -0.23 -0.60 -0.33 0.33 0.32 -0.28 -0.28 -0.71 -2.90 -0.56 -6.12
2013 0.30 0.30
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

Strategy applies Fourier Transform signal processing to multiple US futures contracts. The strategy’s technology identifies short term price waves. NDC utilizes transforms to resolve the amplitude and frequency of these waves, removing white noise (random walk). Mean reversion and inverse mean reversion are employed. Mean reversion is a theory by which prices at amplitude crests and troughs tend to revert to the wave’s mean. Positions are of short duration (avg 2 days). The strategy supports a very low margin to nominal funding ratio (avg 8%, maximum 16%). The program attempts to achieve portfolio diversification through the speculative trading of U.S. regulated futures contracts including metals, currencies, energies, and grains. Entry and exit decisions are program controlled and automated.

Performance Statistics
Date Range: 11/13 - 02/17
  Program SP500 TR Altegris 40
Total Return -7.54% 44.52% 15.08%
Annualized Return -2.38% 11.68% 4.30%
Annualized Std. Deviation 1.87% 10.32% 8.95%
Correlation -0.01 -0.36
Sharpe Ratio (rf=2.5%) -2.62 0.89 0.20
Worst Month -2.90% -6.03% -5.20%
Date of Worst Month 11/2014 08/2015 06/2015
Worst Drawdown -7.81% -8.35% -10.39%
Date of Worst Drawdown 12/13 - 2/17 7/15 - 9/15 3/15 - 1/17
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 11/13 - 02/17
Year or YTD Program SP500 TR Altegris 40
2017 -0.29 5.95 0.86
2016 -0.57 11.98 -3.13
2015 -0.95 1.41 0.09
2014 -6.12 13.69 15.75
2013 0.30 2.53 -0.14
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 11/13 - 02/17
Date: 2/28/2017
Perf: $1,130.35 Date: 1/31/2017
Perf: $1,106.23 Date: 12/31/2016
Perf: $1,120.69 Date: 11/30/2016
Perf: $1,112.24 Date: 10/31/2016
Perf: $1,124.61 Date: 9/30/2016
Perf: $1,154.39 Date: 8/31/2016
Perf: $1,169.48 Date: 7/31/2016
Perf: $1,201.81 Date: 6/30/2016
Perf: $1,189.67 Date: 5/31/2016
Perf: $1,141.17 Date: 4/30/2016
Perf: $1,161.50 Date: 3/31/2016
Perf: $1,191.40 Date: 2/29/2016
Perf: $1,226.61 Date: 1/31/2016
Perf: $1,197.16 Date: 12/31/2015
Perf: $1,156.90 Date: 11/30/2015
Perf: $1,184.13 Date: 10/31/2015
Perf: $1,145.08 Date: 9/30/2015
Perf: $1,165.36 Date: 8/31/2015
Perf: $1,140.61 Date: 7/31/2015
Perf: $1,160.69 Date: 6/30/2015
Perf: $1,117.01 Date: 5/31/2015
Perf: $1,178.28 Date: 4/30/2015
Perf: $1,186.83 Date: 3/31/2015
Perf: $1,234.48 Date: 2/28/2015
Perf: $1,207.79 Date: 1/31/2015
Perf: $1,209.72 Date: 12/31/2014
Perf: $1,155.86 Date: 11/30/2014
Perf: $1,135.87 Date: 10/31/2014
Perf: $1,072.08 Date: 9/30/2014
Perf: $1,056.55 Date: 8/31/2014
Perf: $1,041.04 Date: 7/31/2014
Perf: $998.79 Date: 6/30/2014
Perf: $1,006.84 Date: 5/31/2014
Perf: $998.26 Date: 4/30/2014
Perf: $973.34 Date: 3/31/2014
Perf: $966.00 Date: 2/28/2014
Perf: $980.51 Date: 1/31/2014
Perf: $972.54 Date: 12/31/2013
Perf: $998.60 Date: 11/30/2013
Perf: $1,000.00 Date: 2/28/2017
Perf: $1,402.39 Date: 1/31/2017
Perf: $1,348.84 Date: 12/31/2016
Perf: $1,323.69 Date: 11/30/2016
Perf: $1,297.99 Date: 10/31/2016
Perf: $1,251.68 Date: 9/30/2016
Perf: $1,274.88 Date: 8/31/2016
Perf: $1,274.63 Date: 7/31/2016
Perf: $1,272.85 Date: 6/30/2016
Perf: $1,227.55 Date: 5/31/2016
Perf: $1,224.37 Date: 4/30/2016
Perf: $1,202.72 Date: 3/31/2016
Perf: $1,198.05 Date: 2/29/2016
Perf: $1,121.98 Date: 1/31/2016
Perf: $1,123.44 Date: 12/31/2015
Perf: $1,182.07 Date: 11/30/2015
Perf: $1,201.04 Date: 10/31/2015
Perf: $1,197.45 Date: 9/30/2015
Perf: $1,104.25 Date: 8/31/2015
Perf: $1,132.22 Date: 7/31/2015
Perf: $1,204.87 Date: 6/30/2015
Perf: $1,180.09 Date: 5/31/2015
Perf: $1,203.44 Date: 4/30/2015
Perf: $1,188.11 Date: 3/31/2015
Perf: $1,176.81 Date: 2/28/2015
Perf: $1,195.71 Date: 1/31/2015
Perf: $1,130.69 Date: 12/31/2014
Perf: $1,165.66 Date: 11/30/2014
Perf: $1,168.58 Date: 10/31/2014
Perf: $1,137.97 Date: 9/30/2014
Perf: $1,110.87 Date: 8/31/2014
Perf: $1,126.64 Date: 7/31/2014
Perf: $1,083.31 Date: 6/30/2014
Perf: $1,098.46 Date: 5/31/2014
Perf: $1,076.19 Date: 4/30/2014
Perf: $1,051.48 Date: 3/31/2014
Perf: $1,043.75 Date: 2/28/2014
Perf: $1,035.06 Date: 1/31/2014
Perf: $989.82 Date: 12/31/2013
Perf: $1,025.30 Date: 11/30/2013
Perf: $1,000.00 Date: 2/28/2017
Perf: $924.64 Date: 1/31/2017
Perf: $927.33 Date: 12/31/2016
Perf: $927.33 Date: 11/30/2016
Perf: $927.33 Date: 10/31/2016
Perf: $926.31 Date: 9/30/2016
Perf: $926.31 Date: 8/31/2016
Perf: $926.12 Date: 7/31/2016
Perf: $927.14 Date: 6/30/2016
Perf: $928.44 Date: 5/31/2016
Perf: $928.07 Date: 4/30/2016
Perf: $928.07 Date: 3/31/2016
Perf: $928.54 Date: 2/29/2016
Perf: $927.70 Date: 1/31/2016
Perf: $929.56 Date: 12/31/2015
Perf: $932.64 Date: 11/30/2015
Perf: $933.20 Date: 10/31/2015
Perf: $938.83 Date: 9/30/2015
Perf: $940.62 Date: 8/31/2015
Perf: $936.41 Date: 7/31/2015
Perf: $938.47 Date: 6/30/2015
Perf: $935.57 Date: 5/31/2015
Perf: $932.59 Date: 4/30/2015
Perf: $928.68 Date: 3/31/2015
Perf: $933.16 Date: 2/28/2015
Perf: $936.63 Date: 1/31/2015
Perf: $939.07 Date: 12/31/2014
Perf: $941.61 Date: 11/30/2014
Perf: $946.92 Date: 10/31/2014
Perf: $975.20 Date: 9/30/2014
Perf: $982.17 Date: 8/31/2014
Perf: $984.93 Date: 7/31/2014
Perf: $987.69 Date: 6/30/2014
Perf: $984.54 Date: 5/31/2014
Perf: $981.30 Date: 4/30/2014
Perf: $984.55 Date: 3/31/2014
Perf: $990.50 Date: 2/28/2014
Perf: $992.78 Date: 1/31/2014
Perf: $993.97 Date: 12/31/2013
Perf: $1,003.00 Date: 11/30/2013
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 11/13 - 02/17
Date: 2/28/2017
Return: -0.29 % Date: 1/31/2017
Return: 0.00 % Date: 12/31/2016
Return: 0.00 % Date: 11/30/2016
Return: 0.11 % Date: 10/31/2016
Return: 0.00 % Date: 9/30/2016
Return: 0.02 % Date: 8/31/2016
Return: -0.11 % Date: 7/31/2016
Return: -0.14 % Date: 6/30/2016
Return: 0.04 % Date: 5/31/2016
Return: 0.00 % Date: 4/30/2016
Return: -0.05 % Date: 3/31/2016
Return: 0.09 % Date: 2/29/2016
Return: -0.20 % Date: 1/31/2016
Return: -0.33 % Date: 12/31/2015
Return: -0.06 % Date: 11/30/2015
Return: -0.60 % Date: 10/31/2015
Return: -0.19 % Date: 9/30/2015
Return: 0.45 % Date: 8/31/2015
Return: -0.22 % Date: 7/31/2015
Return: 0.31 % Date: 6/30/2015
Return: 0.32 % Date: 5/31/2015
Return: 0.42 % Date: 4/30/2015
Return: -0.48 % Date: 3/31/2015
Return: -0.37 % Date: 2/28/2015
Return: -0.26 % Date: 1/31/2015
Return: -0.27 % Date: 12/31/2014
Return: -0.56 % Date: 11/30/2014
Return: -2.90 % Date: 10/31/2014
Return: -0.71 % Date: 9/30/2014
Return: -0.28 % Date: 8/31/2014
Return: -0.28 % Date: 7/31/2014
Return: 0.32 % Date: 6/30/2014
Return: 0.33 % Date: 5/31/2014
Return: -0.33 % Date: 4/30/2014
Return: -0.60 % Date: 3/31/2014
Return: -0.23 % Date: 2/28/2014
Return: -0.12 % Date: 1/31/2014
Return: -0.90 % Date: 12/31/2013
Return: 0.30 % Date: 11/30/2013
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 11/13 - 02/17
Return: -3.00 %
Count: 1 Return: -1.00 %
Count: 5 Return: 0.00 %
Count: 34
Note: All performance data is since program inception.

Underwater Curve
Date Range: 11/13 - 02/17
Date: 2/28/2017
Drawdown: -7.81 % Date: 1/31/2017
Drawdown: -7.54 % Date: 12/31/2016
Drawdown: -7.54 % Date: 11/30/2016
Drawdown: -7.54 % Date: 10/31/2016
Drawdown: -7.65 % Date: 9/30/2016
Drawdown: -7.65 % Date: 8/31/2016
Drawdown: -7.66 % Date: 7/31/2016
Drawdown: -7.56 % Date: 6/30/2016
Drawdown: -7.43 % Date: 5/31/2016
Drawdown: -7.47 % Date: 4/30/2016
Drawdown: -7.47 % Date: 3/31/2016
Drawdown: -7.42 % Date: 2/29/2016
Drawdown: -7.51 % Date: 1/31/2016
Drawdown: -7.32 % Date: 12/31/2015
Drawdown: -7.02 % Date: 11/30/2015
Drawdown: -6.96 % Date: 10/31/2015
Drawdown: -6.40 % Date: 9/30/2015
Drawdown: -6.22 % Date: 8/31/2015
Drawdown: -6.64 % Date: 7/31/2015
Drawdown: -6.43 % Date: 6/30/2015
Drawdown: -6.72 % Date: 5/31/2015
Drawdown: -7.02 % Date: 4/30/2015
Drawdown: -7.41 % Date: 3/31/2015
Drawdown: -6.96 % Date: 2/28/2015
Drawdown: -6.62 % Date: 1/31/2015
Drawdown: -6.37 % Date: 12/31/2014
Drawdown: -6.12 % Date: 11/30/2014
Drawdown: -5.59 % Date: 10/31/2014
Drawdown: -2.77 % Date: 9/30/2014
Drawdown: -2.08 % Date: 8/31/2014
Drawdown: -1.80 % Date: 7/31/2014
Drawdown: -1.53 % Date: 6/30/2014
Drawdown: -1.84 % Date: 5/31/2014
Drawdown: -2.16 % Date: 4/30/2014
Drawdown: -1.84 % Date: 3/31/2014
Drawdown: -1.25 % Date: 2/28/2014
Drawdown: -1.02 % Date: 1/31/2014
Drawdown: -0.90 % Date: 12/31/2013
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  NovoDyn Advisors LLC
Address: 1410 Winrock Blvd Suite 32303
City: Houston
State: TX
Zip: 77057
Country: United States
Key People
Name:  Jay Laughlin
Position:  Principal
Biography: 


Name:  John Nobile
Position:  Principal
Biography: 


Name:  Chris Thompson
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.