Altegris Clearing Solutions Archetype Risk Advisors, Inc. ARA Archon *QEP*
Monthly Performance (%)
Date Range: 01/15 - 08/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 0.18 1.66 0.13 0.94 0.69 -1.79 0.34 0.95 3.11
2016 5.92 0.37 1.97 1.49 -0.21 -2.74 -1.42 -1.78 -1.91 -1.34 1.37 -1.99 -0.59
2015 0.20 1.53 1.24 -1.09 1.16 0.46 -1.16 4.71 -2.12 2.43 -0.02 7.40
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

The ARA Archon Program (“ARA Archon”) is a U.S. equity index futures trading strategy. ARA Archon actually comprises eleven distinct sub-models, each of which was designed to profit from its own unique proven trading methodology and trading time-frame. This allows ARA Archon to benefit from wide strategy and time-frame diversification, resulting in very robust (>75% winning months) trading results, regardless of the market environment. It performs comparably well in bull or bear markets, in high or moderate volatility environments, producing high returns with very low draw downs. The ARA Archon Program employs trend-following, counter-trend, volatility & momentum, behavioral and inter-market submodels to identify profitable trading opportunities across time-frames ranging from daily to the one-minute scale. This wide diversification across strategies and time-frames results in an overall model that exhibits consistently superior results. ARA Archon employs moderate leverage and selectively trades only when the best trading opportunities arise. In fact, it is in the market just 13% of the time, remaining flat the rest of the time. Importantly, it exits all trdes and reverts 100% to cash at the end of each day. ARA Archon clients bear absolutely no overnight risk exposure.

Performance Statistics
Date Range: 01/15 - 08/17
  Program SP500 TR Altegris 40
Total Return 10.08% 27.13% -4.92%
Annualized Return 3.79% 9.42% -1.87%
Annualized Std. Deviation 6.55% 10.37% 8.75%
Correlation -0.24 0.25
Sharpe Ratio (rf=2.5%) 0.20 0.67 -0.50
Worst Month -2.74% -6.03% -5.20%
Date of Worst Month 06/2016 08/2015 06/2015
Worst Drawdown -9.64% -8.35% -12.77%
Date of Worst Drawdown 4/16 - 12/16 7/15 - 9/15 3/15 - 6/17
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 01/15 - 08/17
Year or YTD Program SP500 TR Altegris 40
2017 3.11 11.95 -1.93
2016 -0.59 11.98 -3.13
2015 7.40 4.54 -4.37
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 01/15 - 08/17
Date: 8/31/2017
Perf: $908.49 Date: 7/31/2017
Perf: $893.65 Date: 6/30/2017
Perf: $890.18 Date: 5/31/2017
Perf: $916.96 Date: 4/30/2017
Perf: $915.22 Date: 3/31/2017
Perf: $920.74 Date: 2/28/2017
Perf: $934.39 Date: 1/31/2017
Perf: $914.45 Date: 12/31/2016
Perf: $926.40 Date: 11/30/2016
Perf: $919.41 Date: 10/31/2016
Perf: $929.64 Date: 9/30/2016
Perf: $954.26 Date: 8/31/2016
Perf: $966.73 Date: 7/31/2016
Perf: $993.45 Date: 6/30/2016
Perf: $983.42 Date: 5/31/2016
Perf: $943.33 Date: 4/30/2016
Perf: $960.13 Date: 3/31/2016
Perf: $984.85 Date: 2/29/2016
Perf: $1,013.95 Date: 1/31/2016
Perf: $989.61 Date: 12/31/2015
Perf: $956.33 Date: 11/30/2015
Perf: $978.84 Date: 10/31/2015
Perf: $946.57 Date: 9/30/2015
Perf: $963.33 Date: 8/31/2015
Perf: $942.87 Date: 7/31/2015
Perf: $959.47 Date: 6/30/2015
Perf: $923.36 Date: 5/31/2015
Perf: $974.01 Date: 4/30/2015
Perf: $981.07 Date: 3/31/2015
Perf: $1,020.46 Date: 2/28/2015
Perf: $998.40 Date: 1/31/2015
Perf: $1,000.00 Date: 8/31/2017
Perf: $1,310.58 Date: 7/31/2017
Perf: $1,306.53 Date: 6/30/2017
Perf: $1,280.15 Date: 5/31/2017
Perf: $1,272.27 Date: 4/30/2017
Perf: $1,254.58 Date: 3/31/2017
Perf: $1,241.79 Date: 2/28/2017
Perf: $1,240.30 Date: 1/31/2017
Perf: $1,192.94 Date: 12/31/2016
Perf: $1,170.70 Date: 11/30/2016
Perf: $1,147.97 Date: 10/31/2016
Perf: $1,107.01 Date: 9/30/2016
Perf: $1,127.53 Date: 8/31/2016
Perf: $1,127.30 Date: 7/31/2016
Perf: $1,125.73 Date: 6/30/2016
Perf: $1,085.67 Date: 5/31/2016
Perf: $1,082.85 Date: 4/30/2016
Perf: $1,063.70 Date: 3/31/2016
Perf: $1,059.57 Date: 2/29/2016
Perf: $992.29 Date: 1/31/2016
Perf: $993.58 Date: 12/31/2015
Perf: $1,045.44 Date: 11/30/2015
Perf: $1,062.22 Date: 10/31/2015
Perf: $1,059.04 Date: 9/30/2015
Perf: $976.62 Date: 8/31/2015
Perf: $1,001.35 Date: 7/31/2015
Perf: $1,065.61 Date: 6/30/2015
Perf: $1,043.69 Date: 5/31/2015
Perf: $1,064.34 Date: 4/30/2015
Perf: $1,050.78 Date: 3/31/2015
Perf: $1,040.79 Date: 2/28/2015
Perf: $1,057.50 Date: 1/31/2015
Perf: $1,000.00 Date: 8/31/2017
Perf: $1,100.84 Date: 7/31/2017
Perf: $1,090.49 Date: 6/30/2017
Perf: $1,086.79 Date: 5/31/2017
Perf: $1,106.60 Date: 4/30/2017
Perf: $1,099.01 Date: 3/31/2017
Perf: $1,088.78 Date: 2/28/2017
Perf: $1,087.37 Date: 1/31/2017
Perf: $1,069.61 Date: 12/31/2016
Perf: $1,067.69 Date: 11/30/2016
Perf: $1,089.37 Date: 10/31/2016
Perf: $1,074.65 Date: 9/30/2016
Perf: $1,089.24 Date: 8/31/2016
Perf: $1,110.45 Date: 7/31/2016
Perf: $1,130.57 Date: 6/30/2016
Perf: $1,146.86 Date: 5/31/2016
Perf: $1,179.17 Date: 4/30/2016
Perf: $1,181.65 Date: 3/31/2016
Perf: $1,164.30 Date: 2/29/2016
Perf: $1,141.81 Date: 1/31/2016
Perf: $1,137.60 Date: 12/31/2015
Perf: $1,074.02 Date: 11/30/2015
Perf: $1,074.23 Date: 10/31/2015
Perf: $1,048.75 Date: 9/30/2015
Perf: $1,071.46 Date: 8/31/2015
Perf: $1,023.27 Date: 7/31/2015
Perf: $1,035.28 Date: 6/30/2015
Perf: $1,030.54 Date: 5/31/2015
Perf: $1,018.72 Date: 4/30/2015
Perf: $1,029.95 Date: 3/31/2015
Perf: $1,017.33 Date: 2/28/2015
Perf: $1,002.00 Date: 1/31/2015
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 01/15 - 08/17
Date: 8/31/2017
Return: 0.95 % Date: 7/31/2017
Return: 0.34 % Date: 6/30/2017
Return: -1.79 % Date: 5/31/2017
Return: 0.69 % Date: 4/30/2017
Return: 0.94 % Date: 3/31/2017
Return: 0.13 % Date: 2/28/2017
Return: 1.66 % Date: 1/31/2017
Return: 0.18 % Date: 12/31/2016
Return: -1.99 % Date: 11/30/2016
Return: 1.37 % Date: 10/31/2016
Return: -1.34 % Date: 9/30/2016
Return: -1.91 % Date: 8/31/2016
Return: -1.78 % Date: 7/31/2016
Return: -1.42 % Date: 6/30/2016
Return: -2.74 % Date: 5/31/2016
Return: -0.21 % Date: 4/30/2016
Return: 1.49 % Date: 3/31/2016
Return: 1.97 % Date: 2/29/2016
Return: 0.37 % Date: 1/31/2016
Return: 5.92 % Date: 12/31/2015
Return: -0.02 % Date: 11/30/2015
Return: 2.43 % Date: 10/31/2015
Return: -2.12 % Date: 9/30/2015
Return: 4.71 % Date: 8/31/2015
Return: -1.16 % Date: 7/31/2015
Return: 0.46 % Date: 6/30/2015
Return: 1.16 % Date: 5/31/2015
Return: -1.09 % Date: 4/30/2015
Return: 1.24 % Date: 3/31/2015
Return: 1.53 % Date: 2/28/2015
Return: 0.20 % Date: 1/31/2015
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 01/15 - 08/17
Return: -3.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: -2.00 %
Count: 5 Return: 5.00 %
Count: 1 Return: -1.00 %
Count: 4 Return: 1.00 %
Count: 7 Return: 2.00 %
Count: 4 Return: 0.00 %
Count: 9
Note: All performance data is since program inception.

Underwater Curve
Date Range: 01/15 - 08/17
Date: 8/31/2017
Drawdown: -6.84 % Date: 7/31/2017
Drawdown: -7.72 % Date: 6/30/2017
Drawdown: -8.03 % Date: 5/31/2017
Drawdown: -6.35 % Date: 4/30/2017
Drawdown: -6.99 % Date: 3/31/2017
Drawdown: -7.86 % Date: 2/28/2017
Drawdown: -7.98 % Date: 1/31/2017
Drawdown: -9.48 % Date: 12/31/2016
Drawdown: -9.64 % Date: 11/30/2016
Drawdown: -7.81 % Date: 10/31/2016
Drawdown: -9.06 % Date: 9/30/2016
Drawdown: -7.82 % Date: 8/31/2016
Drawdown: -6.03 % Date: 7/31/2016
Drawdown: -4.32 % Date: 6/30/2016
Drawdown: -2.94 % Date: 5/31/2016
Drawdown: -0.21 % 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: -0.02 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: -2.12 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: -1.16 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: -1.09 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Archetype Risk Advisors, Inc.
Address: 142 Temple Street - Suite 101
City: New Haven
State: CT
Zip: 06510
Country: United States
Key People
Name:  Rajpal Arulpragasam
Position:  Principal
Biography: 

Mr. Arulpragasam is the founder and president of Archetype Risk Advisors, Inc. (“ARA”) and is responsible for the overall management of the firm. He is also responsible for all marketing and oversees research and development at ARA. Mr. Arulpragasam has three decades of experience managing hedge fund companies and developing quantitative trading strategies and risk models for alternative investment funds. His areas of expertise include fixed income arbitrage, systematic technical analysis modeling, long/short and multi-factor market-neutral equity strategies, and volatility-based strategies. Prior to founding ARA, Mr. Arulpragasam was head of research at Fairfield Financial Corp., a boutique yield curve arbitrage firm, where he also served on the trading desk as the assistant trader. Mr. Arulpragasam earned his B.S. in mathematics from the Massachusetts Institute of Technology, followed by graduate studies at Stanford University in the field of operations research. He has been a member of the NFA since 1992 and is a member of PRMIA.


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.