Altegris Clearing Solutions Rivercast Capital LLC Rivercast Program *QEP*
Monthly Performance (%)
Date Range: 09/12 - 02/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.43 0.03 0.46
2016 -0.97 -0.04 -0.17 -0.42 0.01 0.04 0.17 0.14 0.64 0.66 -0.32 -0.20 -0.47
2015 -0.49 0.77 0.75 0.08 0.44 0.67 -0.16 -4.74 -0.14 -0.08 -0.07 -0.33 -3.37
2014 -0.65 -0.44 0.42 0.14 1.15 0.37 0.89 0.27 1.03 0.34 0.02 2.83 6.51
2013 0.76 1.20 -0.40 0.04 0.03 3.18 0.07 -0.76 0.84 0.78 0.65 1.14 7.74
2012 -0.44 0.26 1.69 1.51
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

Rivercast seeks to provide clients with predictable returns in the liquid CME S&P 500 Mini, US 10 and US 30 Year Bond futures markets through proprietary statistical modeling and disciplined short-term discretionary trading while maintaining a targeted level of risk.

Performance Statistics
Date Range: 09/12 - 02/17
  Program SP500 TR Altegris 40
Total Return 12.54% 85.07% 5.48%
Annualized Return 2.71% 14.66% 1.19%
Annualized Std. Deviation 3.55% 9.96% 8.74%
Correlation 0.25 0.02
Sharpe Ratio (rf=2.5%) 0.06 1.22 -0.15
Worst Month -4.74% -6.03% -5.20%
Date of Worst Month 08/2015 08/2015 06/2015
Worst Drawdown -6.99% -8.35% -11.02%
Date of Worst Drawdown 6/15 - 6/16 7/15 - 9/15 4/13 - 9/13
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 09/12 - 02/17
Year or YTD Program SP500 TR Altegris 40
2017 0.46 5.95 0.86
2016 -0.47 11.98 -3.13
2015 -3.37 1.41 0.09
2014 6.51 13.69 15.75
2013 7.74 32.41 -2.45
2012 1.51 -0.38 -2.88
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 09/12 - 02/17
Date: 2/28/2017
Perf: $1,072.47 Date: 1/31/2017
Perf: $1,049.59 Date: 12/31/2016
Perf: $1,063.30 Date: 11/30/2016
Perf: $1,055.28 Date: 10/31/2016
Perf: $1,067.02 Date: 9/30/2016
Perf: $1,095.28 Date: 8/31/2016
Perf: $1,109.59 Date: 7/31/2016
Perf: $1,140.27 Date: 6/30/2016
Perf: $1,128.75 Date: 5/31/2016
Perf: $1,082.74 Date: 4/30/2016
Perf: $1,102.02 Date: 3/31/2016
Perf: $1,130.39 Date: 2/29/2016
Perf: $1,163.79 Date: 1/31/2016
Perf: $1,135.85 Date: 12/31/2015
Perf: $1,097.65 Date: 11/30/2015
Perf: $1,123.49 Date: 10/31/2015
Perf: $1,086.45 Date: 9/30/2015
Perf: $1,105.69 Date: 8/31/2015
Perf: $1,082.20 Date: 7/31/2015
Perf: $1,101.25 Date: 6/30/2015
Perf: $1,059.82 Date: 5/31/2015
Perf: $1,117.95 Date: 4/30/2015
Perf: $1,126.06 Date: 3/31/2015
Perf: $1,171.27 Date: 2/28/2015
Perf: $1,145.94 Date: 1/31/2015
Perf: $1,147.78 Date: 12/31/2014
Perf: $1,096.67 Date: 11/30/2014
Perf: $1,077.71 Date: 10/31/2014
Perf: $1,017.18 Date: 9/30/2014
Perf: $1,002.45 Date: 8/31/2014
Perf: $987.73 Date: 7/31/2014
Perf: $947.64 Date: 6/30/2014
Perf: $955.29 Date: 5/31/2014
Perf: $947.14 Date: 4/30/2014
Perf: $923.50 Date: 3/31/2014
Perf: $916.53 Date: 2/28/2014
Perf: $930.30 Date: 1/31/2014
Perf: $922.74 Date: 12/31/2013
Perf: $947.47 Date: 11/30/2013
Perf: $948.79 Date: 10/31/2013
Perf: $931.93 Date: 9/30/2013
Perf: $911.06 Date: 8/31/2013
Perf: $916.56 Date: 7/31/2013
Perf: $934.50 Date: 6/30/2013
Perf: $942.71 Date: 5/31/2013
Perf: $979.84 Date: 4/30/2013
Perf: $1,023.87 Date: 3/31/2013
Perf: $998.12 Date: 2/28/2013
Perf: $983.95 Date: 1/31/2013
Perf: $989.69 Date: 12/31/2012
Perf: $971.23 Date: 11/30/2012
Perf: $966.50 Date: 10/31/2012
Perf: $963.80 Date: 9/30/2012
Perf: $1,000.00 Date: 2/28/2017
Perf: $1,804.14 Date: 1/31/2017
Perf: $1,735.25 Date: 12/31/2016
Perf: $1,702.89 Date: 11/30/2016
Perf: $1,669.83 Date: 10/31/2016
Perf: $1,610.25 Date: 9/30/2016
Perf: $1,640.10 Date: 8/31/2016
Perf: $1,639.77 Date: 7/31/2016
Perf: $1,637.48 Date: 6/30/2016
Perf: $1,579.21 Date: 5/31/2016
Perf: $1,575.11 Date: 4/30/2016
Perf: $1,547.26 Date: 3/31/2016
Perf: $1,541.25 Date: 2/29/2016
Perf: $1,443.39 Date: 1/31/2016
Perf: $1,445.27 Date: 12/31/2015
Perf: $1,520.70 Date: 11/30/2015
Perf: $1,545.11 Date: 10/31/2015
Perf: $1,540.49 Date: 9/30/2015
Perf: $1,420.59 Date: 8/31/2015
Perf: $1,456.57 Date: 7/31/2015
Perf: $1,550.03 Date: 6/30/2015
Perf: $1,518.15 Date: 5/31/2015
Perf: $1,548.19 Date: 4/30/2015
Perf: $1,528.47 Date: 3/31/2015
Perf: $1,513.94 Date: 2/28/2015
Perf: $1,538.24 Date: 1/31/2015
Perf: $1,454.60 Date: 12/31/2014
Perf: $1,499.59 Date: 11/30/2014
Perf: $1,503.35 Date: 10/31/2014
Perf: $1,463.97 Date: 9/30/2014
Perf: $1,429.10 Date: 8/31/2014
Perf: $1,449.39 Date: 7/31/2014
Perf: $1,393.64 Date: 6/30/2014
Perf: $1,413.14 Date: 5/31/2014
Perf: $1,384.48 Date: 4/30/2014
Perf: $1,352.70 Date: 3/31/2014
Perf: $1,342.76 Date: 2/28/2014
Perf: $1,331.57 Date: 1/31/2014
Perf: $1,273.38 Date: 12/31/2013
Perf: $1,319.02 Date: 11/30/2013
Perf: $1,286.47 Date: 10/31/2013
Perf: $1,248.39 Date: 9/30/2013
Perf: $1,193.49 Date: 8/31/2013
Perf: $1,157.16 Date: 7/31/2013
Perf: $1,191.72 Date: 6/30/2013
Perf: $1,134.00 Date: 5/31/2013
Perf: $1,149.40 Date: 4/30/2013
Perf: $1,123.12 Date: 3/31/2013
Perf: $1,101.85 Date: 2/28/2013
Perf: $1,062.03 Date: 1/31/2013
Perf: $1,047.78 Date: 12/31/2012
Perf: $996.18 Date: 11/30/2012
Perf: $987.19 Date: 10/31/2012
Perf: $981.50 Date: 9/30/2012
Perf: $1,000.00 Date: 2/28/2017
Perf: $1,125.43 Date: 1/31/2017
Perf: $1,125.09 Date: 12/31/2016
Perf: $1,120.28 Date: 11/30/2016
Perf: $1,122.52 Date: 10/31/2016
Perf: $1,126.12 Date: 9/30/2016
Perf: $1,118.74 Date: 8/31/2016
Perf: $1,111.63 Date: 7/31/2016
Perf: $1,110.07 Date: 6/30/2016
Perf: $1,108.19 Date: 5/31/2016
Perf: $1,107.75 Date: 4/30/2016
Perf: $1,107.63 Date: 3/31/2016
Perf: $1,112.31 Date: 2/29/2016
Perf: $1,114.20 Date: 1/31/2016
Perf: $1,114.65 Date: 12/31/2015
Perf: $1,125.56 Date: 11/30/2015
Perf: $1,129.29 Date: 10/31/2015
Perf: $1,130.08 Date: 9/30/2015
Perf: $1,130.99 Date: 8/31/2015
Perf: $1,132.57 Date: 7/31/2015
Perf: $1,188.93 Date: 6/30/2015
Perf: $1,190.83 Date: 5/31/2015
Perf: $1,182.91 Date: 4/30/2015
Perf: $1,177.73 Date: 3/31/2015
Perf: $1,176.78 Date: 2/28/2015
Perf: $1,168.02 Date: 1/31/2015
Perf: $1,159.10 Date: 12/31/2014
Perf: $1,164.81 Date: 11/30/2014
Perf: $1,132.75 Date: 10/31/2014
Perf: $1,132.52 Date: 9/30/2014
Perf: $1,128.69 Date: 8/31/2014
Perf: $1,117.18 Date: 7/31/2014
Perf: $1,114.17 Date: 6/30/2014
Perf: $1,104.34 Date: 5/31/2014
Perf: $1,100.27 Date: 4/30/2014
Perf: $1,087.76 Date: 3/31/2014
Perf: $1,086.24 Date: 2/28/2014
Perf: $1,081.70 Date: 1/31/2014
Perf: $1,086.48 Date: 12/31/2013
Perf: $1,093.59 Date: 11/30/2013
Perf: $1,081.26 Date: 10/31/2013
Perf: $1,074.28 Date: 9/30/2013
Perf: $1,065.96 Date: 8/31/2013
Perf: $1,057.08 Date: 7/31/2013
Perf: $1,065.18 Date: 6/30/2013
Perf: $1,064.43 Date: 5/31/2013
Perf: $1,031.63 Date: 4/30/2013
Perf: $1,031.32 Date: 3/31/2013
Perf: $1,030.91 Date: 2/28/2013
Perf: $1,035.05 Date: 1/31/2013
Perf: $1,022.77 Date: 12/31/2012
Perf: $1,015.06 Date: 11/30/2012
Perf: $998.19 Date: 10/31/2012
Perf: $995.60 Date: 9/30/2012
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 09/12 - 02/17
Date: 2/28/2017
Return: 0.03 % Date: 1/31/2017
Return: 0.43 % Date: 12/31/2016
Return: -0.20 % Date: 11/30/2016
Return: -0.32 % Date: 10/31/2016
Return: 0.66 % Date: 9/30/2016
Return: 0.64 % Date: 8/31/2016
Return: 0.14 % Date: 7/31/2016
Return: 0.17 % Date: 6/30/2016
Return: 0.04 % Date: 5/31/2016
Return: 0.01 % Date: 4/30/2016
Return: -0.42 % Date: 3/31/2016
Return: -0.17 % Date: 2/29/2016
Return: -0.04 % Date: 1/31/2016
Return: -0.97 % Date: 12/31/2015
Return: -0.33 % Date: 11/30/2015
Return: -0.07 % Date: 10/31/2015
Return: -0.08 % Date: 9/30/2015
Return: -0.14 % Date: 8/31/2015
Return: -4.74 % Date: 7/31/2015
Return: -0.16 % Date: 6/30/2015
Return: 0.67 % Date: 5/31/2015
Return: 0.44 % Date: 4/30/2015
Return: 0.08 % Date: 3/31/2015
Return: 0.75 % Date: 2/28/2015
Return: 0.77 % Date: 1/31/2015
Return: -0.49 % Date: 12/31/2014
Return: 2.83 % Date: 11/30/2014
Return: 0.02 % Date: 10/31/2014
Return: 0.34 % Date: 9/30/2014
Return: 1.03 % Date: 8/31/2014
Return: 0.27 % Date: 7/31/2014
Return: 0.89 % Date: 6/30/2014
Return: 0.37 % Date: 5/31/2014
Return: 1.15 % Date: 4/30/2014
Return: 0.14 % Date: 3/31/2014
Return: 0.42 % Date: 2/28/2014
Return: -0.44 % Date: 1/31/2014
Return: -0.65 % Date: 12/31/2013
Return: 1.14 % Date: 11/30/2013
Return: 0.65 % Date: 10/31/2013
Return: 0.78 % Date: 9/30/2013
Return: 0.84 % Date: 8/31/2013
Return: -0.76 % Date: 7/31/2013
Return: 0.07 % Date: 6/30/2013
Return: 3.18 % Date: 5/31/2013
Return: 0.03 % Date: 4/30/2013
Return: 0.04 % Date: 3/31/2013
Return: -0.40 % Date: 2/28/2013
Return: 1.20 % Date: 1/31/2013
Return: 0.76 % Date: 12/31/2012
Return: 1.69 % Date: 11/30/2012
Return: 0.26 % Date: 10/31/2012
Return: -0.44 % Date: 9/30/2012
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 09/12 - 02/17
Return: -5.00 %
Count: 1 Return: -1.00 %
Count: 3 Return: 3.00 %
Count: 2 Return: 1.00 %
Count: 14 Return: 2.00 %
Count: 1 Return: 0.00 %
Count: 33
Note: All performance data is since program inception.

Underwater Curve
Date Range: 09/12 - 02/17
Date: 2/28/2017
Drawdown: -5.49 % Date: 1/31/2017
Drawdown: -5.52 % Date: 12/31/2016
Drawdown: -5.93 % Date: 11/30/2016
Drawdown: -5.74 % Date: 10/31/2016
Drawdown: -5.43 % Date: 9/30/2016
Drawdown: -6.05 % Date: 8/31/2016
Drawdown: -6.65 % Date: 7/31/2016
Drawdown: -6.78 % Date: 6/30/2016
Drawdown: -6.94 % Date: 5/31/2016
Drawdown: -6.98 % Date: 4/30/2016
Drawdown: -6.99 % Date: 3/31/2016
Drawdown: -6.59 % Date: 2/29/2016
Drawdown: -6.44 % Date: 1/31/2016
Drawdown: -6.40 % Date: 12/31/2015
Drawdown: -5.48 % Date: 11/30/2015
Drawdown: -5.17 % Date: 10/31/2015
Drawdown: -5.10 % Date: 9/30/2015
Drawdown: -5.03 % Date: 8/31/2015
Drawdown: -4.89 % Date: 7/31/2015
Drawdown: -0.16 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: -0.49 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: 0.00 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: -0.53 % Date: 3/31/2014
Drawdown: -0.67 % Date: 2/28/2014
Drawdown: -1.09 % Date: 1/31/2014
Drawdown: -0.65 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: 0.00 % Date: 9/30/2013
Drawdown: 0.00 % Date: 8/31/2013
Drawdown: -0.76 % Date: 7/31/2013
Drawdown: 0.00 % Date: 6/30/2013
Drawdown: 0.00 % Date: 5/31/2013
Drawdown: -0.33 % Date: 4/30/2013
Drawdown: -0.36 % Date: 3/31/2013
Drawdown: -0.40 % Date: 2/28/2013
Drawdown: 0.00 % Date: 1/31/2013
Drawdown: 0.00 % Date: 12/31/2012
Drawdown: 0.00 % Date: 11/30/2012
Drawdown: -0.18 % Date: 10/31/2012
Drawdown: -0.44 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Rivercast Capital LLC
Address: 1942 Broadway, Suite 314
City: Boulder
State:
Zip: 80302
Country:
Key People
Name:  Duncan Coker
Position:  Principal
Biography: 

Mr. Coker is the founder of Rivercast Capital LLC. He became registered with the CFTC as a principal in September of 2009, and an Associate Member of the NFA. He has successfully traded a proprietary fund Rivercast Fund LP and expanded research and trading skills form 2009 to present. He began managing customer accounts through Rivercast Capital LLC in October of 2012. Prior to founding Rivercast, he was employed as a futures trader. For the period of January 2003 through September 2007, Mr. Coker was a trader and analyst for Manchester Trading LLC, headed by well-known trading advisor.


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.