Altegris Clearing Solutions Emil Van Essen, LLC Long-Short Commodity Program - Accelerated *QEP*
Monthly Performance (%)
Date Range: 04/14 - 09/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -0.77 -1.27 1.06 7.48 -2.60 -0.41 1.53 5.24 -2.02 8.07
2016 7.16 -0.34 -2.22 -4.54 -2.36 -2.04 6.78 1.06 -0.62 2.23 -1.11 -1.31 2.02
2015 5.50 -3.48 -0.64 -4.05 -1.38 2.23 -2.14 0.72 -0.51 -2.99 9.29 4.29 6.12
2014 -4.59 2.37 -2.70 -0.97 -3.27 -0.03 3.91 14.60 8.37
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The EvE LSCP-Accelerated is a short to medium-term systematic program that trades outright positions on 13 exchange-listed commodity futures contracts. The program uses multiple trend models on both outright and calendar spread data and analyzes historical spread levels to generate daily trade signals. Trade signal generation is fully systematic, however, in rare instances the PM will exercise discretion regarding where in the term structure the trade signal will be executed and to overweight or underweight positions based on inter-commodity relationships. The program has a deleveraging component that will systematically reduce position sizes at the portfolio level after periods of rapid gains. The program is designed to generate returns that have a low to negative correlation to most CTA and commodity programs including our EVE Spread Trading Program. Compared to the standard LSCP, the Accelerated program will typically have higher leverage and larger relative position sizing based on the lower threshold required to take on a position. The deleveraging and leveraging component of the LSCP would not have as large of an impact in the Accelerated Program because of this factor. However, it will still add value by reducing the size of the positions in the portfolio after large run ups in performance.

Performance Statistics
Date Range: 04/14 - 09/17
  Program SP500 TR Altegris 40
Total Return 26.79% 44.90% 11.37%
Annualized Return 7.19% 11.18% 3.12%
Annualized Std. Deviation 14.14% 9.55% 8.86%
Correlation -0.31 0.26
Sharpe Ratio (rf=2.5%) 0.33 0.91 0.07
Worst Month -4.59% -6.03% -5.20%
Date of Worst Month 05/2014 08/2015 06/2015
Worst Drawdown -11.75% -8.35% -12.85%
Date of Worst Drawdown 1/15 - 10/15 7/15 - 9/15 3/15 - 9/17
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 04/14 - 09/17
Year or YTD Program SP500 TR Altegris 40
2017 8.07 14.25 -4.00
2016 2.02 11.98 -3.13
2015 6.12 1.41 0.09
2014 8.37 10.86 18.75
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 04/14 - 09/17
Date: 9/30/2017
Perf: $1,105.30 Date: 8/31/2017
Perf: $1,129.12 Date: 7/31/2017
Perf: $1,110.68 Date: 6/30/2017
Perf: $1,106.37 Date: 5/31/2017
Perf: $1,139.65 Date: 4/30/2017
Perf: $1,137.49 Date: 3/31/2017
Perf: $1,144.35 Date: 2/28/2017
Perf: $1,161.31 Date: 1/31/2017
Perf: $1,136.53 Date: 12/31/2016
Perf: $1,151.38 Date: 11/30/2016
Perf: $1,142.70 Date: 10/31/2016
Perf: $1,155.41 Date: 9/30/2016
Perf: $1,186.01 Date: 8/31/2016
Perf: $1,201.51 Date: 7/31/2016
Perf: $1,234.72 Date: 6/30/2016
Perf: $1,222.25 Date: 5/31/2016
Perf: $1,172.43 Date: 4/30/2016
Perf: $1,193.31 Date: 3/31/2016
Perf: $1,224.03 Date: 2/29/2016
Perf: $1,260.20 Date: 1/31/2016
Perf: $1,229.94 Date: 12/31/2015
Perf: $1,188.58 Date: 11/30/2015
Perf: $1,216.56 Date: 10/31/2015
Perf: $1,176.45 Date: 9/30/2015
Perf: $1,197.28 Date: 8/31/2015
Perf: $1,171.85 Date: 7/31/2015
Perf: $1,192.48 Date: 6/30/2015
Perf: $1,147.61 Date: 5/31/2015
Perf: $1,210.56 Date: 4/30/2015
Perf: $1,219.34 Date: 3/31/2015
Perf: $1,268.29 Date: 2/28/2015
Perf: $1,240.87 Date: 1/31/2015
Perf: $1,242.86 Date: 12/31/2014
Perf: $1,187.52 Date: 11/30/2014
Perf: $1,166.98 Date: 10/31/2014
Perf: $1,101.44 Date: 9/30/2014
Perf: $1,085.49 Date: 8/31/2014
Perf: $1,069.55 Date: 7/31/2014
Perf: $1,026.14 Date: 6/30/2014
Perf: $1,034.42 Date: 5/31/2014
Perf: $1,025.60 Date: 4/30/2014
Perf: $1,000.00 Date: 9/30/2017
Perf: $1,438.34 Date: 8/31/2017
Perf: $1,409.31 Date: 7/31/2017
Perf: $1,404.95 Date: 6/30/2017
Perf: $1,376.59 Date: 5/31/2017
Perf: $1,368.11 Date: 4/30/2017
Perf: $1,349.09 Date: 3/31/2017
Perf: $1,335.34 Date: 2/28/2017
Perf: $1,333.74 Date: 1/31/2017
Perf: $1,282.81 Date: 12/31/2016
Perf: $1,258.89 Date: 11/30/2016
Perf: $1,234.45 Date: 10/31/2016
Perf: $1,190.40 Date: 9/30/2016
Perf: $1,212.47 Date: 8/31/2016
Perf: $1,212.23 Date: 7/31/2016
Perf: $1,210.53 Date: 6/30/2016
Perf: $1,167.45 Date: 5/31/2016
Perf: $1,164.43 Date: 4/30/2016
Perf: $1,143.84 Date: 3/31/2016
Perf: $1,139.39 Date: 2/29/2016
Perf: $1,067.05 Date: 1/31/2016
Perf: $1,068.44 Date: 12/31/2015
Perf: $1,124.20 Date: 11/30/2015
Perf: $1,142.24 Date: 10/31/2015
Perf: $1,138.83 Date: 9/30/2015
Perf: $1,050.19 Date: 8/31/2015
Perf: $1,076.79 Date: 7/31/2015
Perf: $1,145.88 Date: 6/30/2015
Perf: $1,122.32 Date: 5/31/2015
Perf: $1,144.52 Date: 4/30/2015
Perf: $1,129.94 Date: 3/31/2015
Perf: $1,119.20 Date: 2/28/2015
Perf: $1,137.17 Date: 1/31/2015
Perf: $1,075.33 Date: 12/31/2014
Perf: $1,108.59 Date: 11/30/2014
Perf: $1,111.37 Date: 10/31/2014
Perf: $1,082.26 Date: 9/30/2014
Perf: $1,056.48 Date: 8/31/2014
Perf: $1,071.48 Date: 7/31/2014
Perf: $1,030.27 Date: 6/30/2014
Perf: $1,044.69 Date: 5/31/2014
Perf: $1,023.50 Date: 4/30/2014
Perf: $1,000.00 Date: 9/30/2017
Perf: $1,267.91 Date: 8/31/2017
Perf: $1,294.05 Date: 7/31/2017
Perf: $1,229.62 Date: 6/30/2017
Perf: $1,211.09 Date: 5/31/2017
Perf: $1,216.08 Date: 4/30/2017
Perf: $1,248.54 Date: 3/31/2017
Perf: $1,161.65 Date: 2/28/2017
Perf: $1,149.46 Date: 1/31/2017
Perf: $1,164.25 Date: 12/31/2016
Perf: $1,173.28 Date: 11/30/2016
Perf: $1,188.86 Date: 10/31/2016
Perf: $1,202.20 Date: 9/30/2016
Perf: $1,175.98 Date: 8/31/2016
Perf: $1,183.31 Date: 7/31/2016
Perf: $1,170.90 Date: 6/30/2016
Perf: $1,096.55 Date: 5/31/2016
Perf: $1,119.39 Date: 4/30/2016
Perf: $1,146.45 Date: 3/31/2016
Perf: $1,200.97 Date: 2/29/2016
Perf: $1,228.24 Date: 1/31/2016
Perf: $1,232.43 Date: 12/31/2015
Perf: $1,150.08 Date: 11/30/2015
Perf: $1,102.77 Date: 10/31/2015
Perf: $1,009.03 Date: 9/30/2015
Perf: $1,040.13 Date: 8/31/2015
Perf: $1,045.47 Date: 7/31/2015
Perf: $1,037.99 Date: 6/30/2015
Perf: $1,060.69 Date: 5/31/2015
Perf: $1,037.55 Date: 4/30/2015
Perf: $1,052.07 Date: 3/31/2015
Perf: $1,096.48 Date: 2/28/2015
Perf: $1,103.54 Date: 1/31/2015
Perf: $1,143.33 Date: 12/31/2014
Perf: $1,083.72 Date: 11/30/2014
Perf: $945.66 Date: 10/31/2014
Perf: $910.07 Date: 9/30/2014
Perf: $910.35 Date: 8/31/2014
Perf: $941.12 Date: 7/31/2014
Perf: $950.34 Date: 6/30/2014
Perf: $976.71 Date: 5/31/2014
Perf: $954.10 Date: 4/30/2014
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 04/14 - 09/17
Date: 9/30/2017
Return: -2.02 % Date: 8/31/2017
Return: 5.24 % Date: 7/31/2017
Return: 1.53 % Date: 6/30/2017
Return: -0.41 % Date: 5/31/2017
Return: -2.60 % Date: 4/30/2017
Return: 7.48 % Date: 3/31/2017
Return: 1.06 % Date: 2/28/2017
Return: -1.27 % Date: 1/31/2017
Return: -0.77 % Date: 12/31/2016
Return: -1.31 % Date: 11/30/2016
Return: -1.11 % Date: 10/31/2016
Return: 2.23 % Date: 9/30/2016
Return: -0.62 % Date: 8/31/2016
Return: 1.06 % Date: 7/31/2016
Return: 6.78 % Date: 6/30/2016
Return: -2.04 % Date: 5/31/2016
Return: -2.36 % Date: 4/30/2016
Return: -4.54 % Date: 3/31/2016
Return: -2.22 % Date: 2/29/2016
Return: -0.34 % Date: 1/31/2016
Return: 7.16 % Date: 12/31/2015
Return: 4.29 % Date: 11/30/2015
Return: 9.29 % Date: 10/31/2015
Return: -2.99 % Date: 9/30/2015
Return: -0.51 % Date: 8/31/2015
Return: 0.72 % Date: 7/31/2015
Return: -2.14 % Date: 6/30/2015
Return: 2.23 % Date: 5/31/2015
Return: -1.38 % Date: 4/30/2015
Return: -4.05 % Date: 3/31/2015
Return: -0.64 % Date: 2/28/2015
Return: -3.48 % Date: 1/31/2015
Return: 5.50 % Date: 12/31/2014
Return: 14.60 % Date: 11/30/2014
Return: 3.91 % Date: 10/31/2014
Return: -0.03 % Date: 9/30/2014
Return: -3.27 % Date: 8/31/2014
Return: -0.97 % Date: 7/31/2014
Return: -2.70 % Date: 6/30/2014
Return: 2.37 % Date: 5/31/2014
Return: -4.59 % Date: 4/30/2014
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 04/14 - 09/17
Return: 5.00 %
Count: 1 Return: 7.00 %
Count: 3 Return: 9.00 %
Count: 1 Return: 1.00 %
Count: 3 Return: -2.00 %
Count: 5 Return: -4.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: 15.00 %
Count: 1 Return: 4.00 %
Count: 2 Return: -1.00 %
Count: 9 Return: -3.00 %
Count: 5 Return: 2.00 %
Count: 4 Return: -5.00 %
Count: 2 Return: 0.00 %
Count: 4
Note: All performance data is since program inception.

Underwater Curve
Date Range: 04/14 - 09/17
Date: 9/30/2017
Drawdown: -2.02 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: -1.52 % Date: 6/30/2017
Drawdown: -3.00 % Date: 5/31/2017
Drawdown: -2.60 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: -5.74 % Date: 2/28/2017
Drawdown: -6.73 % Date: 1/31/2017
Drawdown: -5.53 % Date: 12/31/2016
Drawdown: -4.80 % Date: 11/30/2016
Drawdown: -3.54 % Date: 10/31/2016
Drawdown: -2.45 % Date: 9/30/2016
Drawdown: -4.58 % Date: 8/31/2016
Drawdown: -3.99 % Date: 7/31/2016
Drawdown: -4.99 % Date: 6/30/2016
Drawdown: -11.02 % Date: 5/31/2016
Drawdown: -9.17 % Date: 4/30/2016
Drawdown: -6.98 % Date: 3/31/2016
Drawdown: -2.55 % Date: 2/29/2016
Drawdown: -0.34 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: -3.55 % Date: 10/31/2015
Drawdown: -11.75 % Date: 9/30/2015
Drawdown: -9.03 % Date: 8/31/2015
Drawdown: -8.56 % Date: 7/31/2015
Drawdown: -9.21 % Date: 6/30/2015
Drawdown: -7.23 % Date: 5/31/2015
Drawdown: -9.25 % Date: 4/30/2015
Drawdown: -7.98 % Date: 3/31/2015
Drawdown: -4.10 % Date: 2/28/2015
Drawdown: -3.48 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -5.43 % Date: 10/31/2014
Drawdown: -8.99 % Date: 9/30/2014
Drawdown: -8.97 % Date: 8/31/2014
Drawdown: -5.89 % Date: 7/31/2014
Drawdown: -4.97 % Date: 6/30/2014
Drawdown: -2.33 % Date: 5/31/2014
Drawdown: -4.59 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Emil Van Essen, LLC
Address: 200 S Wacker Drive, suite 2400
City: Chicago
State: IL
Zip: 60606
Country: USA
Key People
Name:  Emil Van Essen
Position:  Principal
Biography: 

Emil van Essen is the CIO & CEO of EMIL VAN ESSEN LLC a registered CTA. Emil has more than 20 years of experience in the futures industry in both Canada and the U.S. Additionally, he has been a registered Commodity Trading Advisor since 1997. His positions in the futures industry have included being an Institutional Futures Specialist for Prudential Securities, Director of Quantitative Futures Analysis at REFCO Global Ltd. LLC, Chicago, and Director of Managed Futures for the Bank of Montreal in Toronto, Canada. At Bank of Montreal, Mr. van Essen established its managed futures operations and began testing and developing a Commodity Trading Advisor (CTA) selection model. Emil studied honors mathematics at the University of Waterloo in Waterloo, Ontario from 1983 to 1986. Emil left the University of Waterloo to accept a highly regarded position at Prudential Bache Securities where he became one of the youngest brokers to qualify for Vice-Presidency and to be accepted into Prudential's elite International Presidents Club. He holds a Series 3 license. Emil has been a member of Mensa, has won awards for achievement in mathematics, and has authored two books on systematic futures trading.


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.