Altegris Clearing Solutions White Indian Trading Company Limited 24 Program *PROP*
Monthly Performance (%)
Date Range: 12/15 - 10/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -0.96 1.90 1.62 0.30 0.14 0.59 0.26 0.82 -1.91 0.48 3.23
2016 -0.28 4.56 0.65 3.42 0.47 0.82 4.83 1.81 3.53 -1.61 -0.49 1.44 20.65
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

Short term 24 hour one a week trade utilizing an Alternate Hedge strategy Alternative Hedge - a delta covered premium strategy

Performance Statistics
Date Range: 12/15 - 10/17
  Program SP500 TR Altegris 40
Total Return 24.54% 28.86% -5.34%
Annualized Return 12.72% 14.14% -2.82%
Annualized Std. Deviation 6.06% 7.86% 7.87%
Correlation 0.10 0.19
Sharpe Ratio (rf=2.5%) 1.69 1.48 -0.68
Worst Month -1.91% -4.96% -2.92%
Date of Worst Month 09/2017 01/2016 06/2017
Worst Drawdown -2.09% -6.58% -12.29%
Date of Worst Drawdown 9/16 - 11/16 12/15 - 2/16 2/16 - 9/17
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 12/15 - 10/17
Year or YTD Program SP500 TR Altegris 40
2017 3.23 16.92 0.02
2016 20.65 11.98 -3.13
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 12/15 - 10/17
Date: 10/31/2017
Perf: $968.89 Date: 9/30/2017
Perf: $929.93 Date: 8/31/2017
Perf: $949.97 Date: 7/31/2017
Perf: $934.46 Date: 6/30/2017
Perf: $930.83 Date: 5/31/2017
Perf: $958.83 Date: 4/30/2017
Perf: $957.01 Date: 3/31/2017
Perf: $962.79 Date: 2/28/2017
Perf: $977.05 Date: 1/31/2017
Perf: $956.21 Date: 12/31/2016
Perf: $968.70 Date: 11/30/2016
Perf: $961.40 Date: 10/31/2016
Perf: $972.09 Date: 9/30/2016
Perf: $997.84 Date: 8/31/2016
Perf: $1,010.88 Date: 7/31/2016
Perf: $1,038.82 Date: 6/30/2016
Perf: $1,028.33 Date: 5/31/2016
Perf: $986.41 Date: 4/30/2016
Perf: $1,003.98 Date: 3/31/2016
Perf: $1,029.83 Date: 2/29/2016
Perf: $1,060.26 Date: 1/31/2016
Perf: $1,034.80 Date: 12/31/2015
Perf: $1,000.00 Date: 10/31/2017
Perf: $1,309.25 Date: 9/30/2017
Perf: $1,279.44 Date: 8/31/2017
Perf: $1,253.61 Date: 7/31/2017
Perf: $1,249.74 Date: 6/30/2017
Perf: $1,224.51 Date: 5/31/2017
Perf: $1,216.97 Date: 4/30/2017
Perf: $1,200.05 Date: 3/31/2017
Perf: $1,187.81 Date: 2/28/2017
Perf: $1,186.39 Date: 1/31/2017
Perf: $1,141.09 Date: 12/31/2016
Perf: $1,119.81 Date: 11/30/2016
Perf: $1,098.07 Date: 10/31/2016
Perf: $1,058.89 Date: 9/30/2016
Perf: $1,078.52 Date: 8/31/2016
Perf: $1,078.31 Date: 7/31/2016
Perf: $1,076.80 Date: 6/30/2016
Perf: $1,038.48 Date: 5/31/2016
Perf: $1,035.79 Date: 4/30/2016
Perf: $1,017.47 Date: 3/31/2016
Perf: $1,013.52 Date: 2/29/2016
Perf: $949.16 Date: 1/31/2016
Perf: $950.40 Date: 12/31/2015
Perf: $1,000.00 Date: 10/31/2017
Perf: $1,245.44 Date: 9/30/2017
Perf: $1,239.50 Date: 8/31/2017
Perf: $1,263.63 Date: 7/31/2017
Perf: $1,253.35 Date: 6/30/2017
Perf: $1,250.10 Date: 5/31/2017
Perf: $1,242.77 Date: 4/30/2017
Perf: $1,241.03 Date: 3/31/2017
Perf: $1,237.32 Date: 2/28/2017
Perf: $1,217.60 Date: 1/31/2017
Perf: $1,194.89 Date: 12/31/2016
Perf: $1,206.48 Date: 11/30/2016
Perf: $1,189.35 Date: 10/31/2016
Perf: $1,195.21 Date: 9/30/2016
Perf: $1,214.76 Date: 8/31/2016
Perf: $1,173.34 Date: 7/31/2016
Perf: $1,152.48 Date: 6/30/2016
Perf: $1,099.38 Date: 5/31/2016
Perf: $1,090.44 Date: 4/30/2016
Perf: $1,085.34 Date: 3/31/2016
Perf: $1,049.45 Date: 2/29/2016
Perf: $1,042.67 Date: 1/31/2016
Perf: $997.20 Date: 12/31/2015
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 12/15 - 10/17
Date: 10/31/2017
Return: 0.48 % Date: 9/30/2017
Return: -1.91 % Date: 8/31/2017
Return: 0.82 % Date: 7/31/2017
Return: 0.26 % Date: 6/30/2017
Return: 0.59 % Date: 5/31/2017
Return: 0.14 % Date: 4/30/2017
Return: 0.30 % Date: 3/31/2017
Return: 1.62 % Date: 2/28/2017
Return: 1.90 % Date: 1/31/2017
Return: -0.96 % Date: 12/31/2016
Return: 1.44 % Date: 11/30/2016
Return: -0.49 % Date: 10/31/2016
Return: -1.61 % Date: 9/30/2016
Return: 3.53 % Date: 8/31/2016
Return: 1.81 % Date: 7/31/2016
Return: 4.83 % Date: 6/30/2016
Return: 0.82 % Date: 5/31/2016
Return: 0.47 % Date: 4/30/2016
Return: 3.42 % Date: 3/31/2016
Return: 0.65 % Date: 2/29/2016
Return: 4.56 % Date: 1/31/2016
Return: -0.28 % Date: 12/31/2015
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 12/15 - 10/17
Return: -1.00 %
Count: 1 Return: -2.00 %
Count: 2 Return: 4.00 %
Count: 1 Return: 2.00 %
Count: 3 Return: 3.00 %
Count: 1 Return: 1.00 %
Count: 5 Return: 5.00 %
Count: 2 Return: 0.00 %
Count: 8
Note: All performance data is since program inception.

Underwater Curve
Date Range: 12/15 - 10/17
Date: 10/31/2017
Drawdown: -1.44 % Date: 9/30/2017
Drawdown: -1.91 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: 0.00 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: -1.64 % Date: 12/31/2016
Drawdown: -0.68 % Date: 11/30/2016
Drawdown: -2.09 % Date: 10/31/2016
Drawdown: -1.61 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: 0.00 % 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: -0.28 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  White Indian Trading Company Limited
Address: 316 Ridgewood Rd.
City: Fort Worth
State: TX
Zip: 76107
Country: USA
Key People
Name:  Robb Ross
Position:  Principal
Biography: 

Robb Ross attended Texas Christian University and graduated from the University of Texas at Arlington with a Bachelor of Science in Mathematics along with a minor in Computer Science. The business background of Robb Ross during the last 12 years has been that of a Consulting Systems Analyst and Application Developer. Working through Shangri-La Systems, Inc during this time he has worked with and consulted for: ARCO Western Energy, Equitable Life Insurance (Now AXA), Microsoft, The Container Store, Global Group, Brookmays, Dyncorp, SkillsNet, Impact Innovations, Volt, SourceCorp, Regency College, Trademark, Thomson/PPC, & Nix Hilton. This has given Mr. Ross a broad range of experience in a host of various businesses and environments. His interest in commodity trading began over 20 years ago in 1985 as an extension of his Stock, Bond, and Option computer trading models. During this time he has developed computerized trading methodologies in a variety of markets. He has also been contracted out by other industry traders and professionals to program and test their trading methodologies. This has given him a unique view as to what has worked and not worked in the past.


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.