Altegris Clearing Solutions Altavest Wealth Management, LLC Legend Multi-Strategy CTA *QEP*
Monthly Performance (%)
Date Range: 07/15 - 02/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 6.76 -9.25 -3.12
2016 2.95 0.96 3.60 1.73 2.15 1.45 -6.22 5.63 2.62 -5.96 -3.41 -12.15 -7.91
2015 -1.80 1.86 -6.95 8.68 7.00 8.23
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The goal of the Legend Multi-Strategy CTA program is to try to optimize alpha returns from a combination complimentary non-correlated strategies to hopefully achieve a higher overall return. More importantly, our program seeks to lower risk by minimizing monthly or periodic drawdowns resulting from any single strategy.

Performance Statistics
Date Range: 07/15 - 02/17
  Program SP500 TR Altegris 40
Total Return -3.44% 18.84% 1.19%
Annualized Return -2.18% 10.91% 0.71%
Annualized Std. Deviation 19.71% 11.79% 8.53%
Correlation -0.31 -0.04
Sharpe Ratio (rf=2.5%) -0.24 0.71 -0.21
Worst Month -12.15% -6.03% -2.87%
Date of Worst Month 12/2016 08/2015 03/2016
Worst Drawdown -22.69% -8.35% -9.81%
Date of Worst Drawdown 9/16 - 2/17 7/15 - 9/15 2/16 - 1/17
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 07/15 - 02/17
Year or YTD Program SP500 TR Altegris 40
2017 -3.12 5.95 0.86
2016 -7.91 11.98 -3.13
2015 8.23 -1.89 -0.33
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 07/15 - 02/17
Date: 2/28/2017
Perf: $973.86 Date: 1/31/2017
Perf: $953.08 Date: 12/31/2016
Perf: $965.54 Date: 11/30/2016
Perf: $958.26 Date: 10/31/2016
Perf: $968.91 Date: 9/30/2016
Perf: $994.57 Date: 8/31/2016
Perf: $1,007.57 Date: 7/31/2016
Perf: $1,035.42 Date: 6/30/2016
Perf: $1,024.97 Date: 5/31/2016
Perf: $983.18 Date: 4/30/2016
Perf: $1,000.70 Date: 3/31/2016
Perf: $1,026.46 Date: 2/29/2016
Perf: $1,056.79 Date: 1/31/2016
Perf: $1,031.42 Date: 12/31/2015
Perf: $996.73 Date: 11/30/2015
Perf: $1,020.20 Date: 10/31/2015
Perf: $986.55 Date: 9/30/2015
Perf: $1,004.02 Date: 8/31/2015
Perf: $982.70 Date: 7/31/2015
Perf: $1,000.00 Date: 2/28/2017
Perf: $1,163.94 Date: 1/31/2017
Perf: $1,119.49 Date: 12/31/2016
Perf: $1,098.62 Date: 11/30/2016
Perf: $1,077.29 Date: 10/31/2016
Perf: $1,038.85 Date: 9/30/2016
Perf: $1,058.11 Date: 8/31/2016
Perf: $1,057.90 Date: 7/31/2016
Perf: $1,056.42 Date: 6/30/2016
Perf: $1,018.82 Date: 5/31/2016
Perf: $1,016.18 Date: 4/30/2016
Perf: $998.21 Date: 3/31/2016
Perf: $994.33 Date: 2/29/2016
Perf: $931.20 Date: 1/31/2016
Perf: $932.41 Date: 12/31/2015
Perf: $981.07 Date: 11/30/2015
Perf: $996.82 Date: 10/31/2015
Perf: $993.84 Date: 9/30/2015
Perf: $916.49 Date: 8/31/2015
Perf: $939.70 Date: 7/31/2015
Perf: $1,000.00 Date: 2/28/2017
Perf: $965.63 Date: 1/31/2017
Perf: $1,064.06 Date: 12/31/2016
Perf: $996.68 Date: 11/30/2016
Perf: $1,134.53 Date: 10/31/2016
Perf: $1,174.58 Date: 9/30/2016
Perf: $1,249.02 Date: 8/31/2016
Perf: $1,217.13 Date: 7/31/2016
Perf: $1,152.26 Date: 6/30/2016
Perf: $1,228.68 Date: 5/31/2016
Perf: $1,211.12 Date: 4/30/2016
Perf: $1,185.63 Date: 3/31/2016
Perf: $1,165.47 Date: 2/29/2016
Perf: $1,124.97 Date: 1/31/2016
Perf: $1,114.27 Date: 12/31/2015
Perf: $1,082.34 Date: 11/30/2015
Perf: $1,011.54 Date: 10/31/2015
Perf: $930.75 Date: 9/30/2015
Perf: $1,000.27 Date: 8/31/2015
Perf: $982.00 Date: 7/31/2015
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 07/15 - 02/17
Date: 2/28/2017
Return: -9.25 % Date: 1/31/2017
Return: 6.76 % Date: 12/31/2016
Return: -12.15 % Date: 11/30/2016
Return: -3.41 % Date: 10/31/2016
Return: -5.96 % Date: 9/30/2016
Return: 2.62 % Date: 8/31/2016
Return: 5.63 % Date: 7/31/2016
Return: -6.22 % Date: 6/30/2016
Return: 1.45 % Date: 5/31/2016
Return: 2.15 % Date: 4/30/2016
Return: 1.73 % Date: 3/31/2016
Return: 3.60 % Date: 2/29/2016
Return: 0.96 % Date: 1/31/2016
Return: 2.95 % Date: 12/31/2015
Return: 7.00 % Date: 11/30/2015
Return: 8.68 % Date: 10/31/2015
Return: -6.95 % Date: 9/30/2015
Return: 1.86 % Date: 8/31/2015
Return: -1.80 % Date: 7/31/2015
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 07/15 - 02/17
Return: -9.00 %
Count: 1 Return: -12.00 %
Count: 1 Return: -3.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: -6.00 %
Count: 2 Return: 4.00 %
Count: 1 Return: 1.00 %
Count: 2 Return: 3.00 %
Count: 2 Return: 7.00 %
Count: 2 Return: 9.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: 2.00 %
Count: 3 Return: -2.00 %
Count: 1 Return: 0.00 %
Count: 1
Note: All performance data is since program inception.

Underwater Curve
Date Range: 07/15 - 02/17
Date: 2/28/2017
Drawdown: -22.69 % Date: 1/31/2017
Drawdown: -14.81 % Date: 12/31/2016
Drawdown: -20.20 % Date: 11/30/2016
Drawdown: -9.17 % Date: 10/31/2016
Drawdown: -5.96 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -0.94 % Date: 7/31/2016
Drawdown: -6.22 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: 0.00 % Date: 4/30/2016
Drawdown: 0.00 % Date: 3/31/2016
Drawdown: 0.00 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: -6.95 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: -1.80 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Altavest Wealth Management, LLC
Address: 905 Calle Amanecer, Suite 160
City: San Clemente
State: CA
Zip: 92673
Country: United States
Key People

Employee information is not available.
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.