| Index | Start Date | Monthly Return |
YTD Return |
Annual ROR1 |
Maximum Drawdown2 |
Best 3 Yrs3 |
Worst 3 Yrs3 |
Avg 3 Yrs3 |
Best 5 Yrs3 |
Worst 5 Yrs3 |
Avg 5 Yrs3 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AG Capital - Discretionary Global Macro | Oct-14 | -1.95% | 24.89% | 16.40% | -25.27% | 130.54% | -18.67% | 45.51% | 185.36% | 26.77% | 86.68% |
| Blue Bar Futures Trading - Prime Ag | Jan-14 | -0.28% | 1.59% | 20.59% | -42.26% | 240.02% | 3.74% | 72.79% | 662.59% | 18.31% | 151.96% |
| Blue Bar Futures Trading - U.S. Commodity Diversified Prg | Feb-17 | -0.27% | 1.48% | 10.77% | -11.24% | 97.67% | 3.40% | 25.94% | 142.26% | 17.55% | 46.37% |
| Buckingham Global Adv. - WEEKLY E MINI Program (WEP) | Mar-15 | 0.64% | 6.51% | 10.74% | -13.77% | 76.78% | 10.61% | 32.19% | 84.27% | 30.20% | 50.99% |
| Buckingham Global Adv. - Strategic E-Mini Program | Dec-18 | 1.03% | 10.86% | 9.89% | -13.30% | 61.10% | 6.69% | 34.80% | 85.80% | 47.46% | 63.70% |
| Cayler Capital LLC - Systematic Energy Diversified | Jan-19 | 1.59% | 3.03% | 5.65% | -36.06% | 99.53% | -26.60% | 26.55% | 98.26% | -3.36% | 31.78% |
| Covenant Capital Mgt - Long Volatility Program | Jul-21 | -0.07% | -7.64% | -5.56% | -22.37% | -9.28% | -18.90% | -13.98% | N/A | N/A | N/A |
| Covenant Capital Mgt - Hedged Equity Program | Jan-20 | 6.01% | 18.54% | 21.43% | -44.72% | 109.92% | -12.86% | 21.00% | 176.14% | 43.86% | 88.00% |
| Covenant Capital Mgt - Total Volatility Program | Jan-18 | -4.26% | -13.01% | 5.42% | -17.64% | 66.93% | -10.77% | 17.59% | 55.11% | -4.04% | 30.16% |
| Davis Commodities - Macro Trading Program | Jan-19 | 2.58% | 12.46% | 3.16% | -22.14% | 45.78% | -18.54% | 13.84% | 27.86% | 7.51% | 15.61% |
| Davis Commodities - Agricultural Program | Jan-12 | -1.14% | -4.78% | 7.06% | -29.72% | 69.46% | -21.19% | 20.76% | 77.19% | -11.91% | 33.42% |
| Demeter Cap. - Livestock & Grain Trading Program | Mar-10 | -1.63% | -7.18% | 4.69% | -25.66% | 48.86% | -20.87% | 12.39% | 101.54% | -18.31% | 23.91% |
| Diamond Capital - Enhanced S&P Program | Oct-09 | 1.52% | 5.85% | 7.87% | -14.39% | 92.38% | -10.14% | 27.33% | 135.72% | -0.27% | 48.46% |
| Diamond Capital - Diamond Enhanced Solutions | Jan-20 | 0.59% | -2.06% | -0.53% | -11.94% | 7.78% | -8.89% | 0.36% | 3.64% | -2.70% | 0.71% |
| Goldman Mgt - Stock Index Futures | Jan-12 | 1.35% | 4.86% | 8.05% | -19.51% | 52.79% | 4.29% | 23.15% | 71.02% | 14.36% | 43.40% |
| Goldman Mgt - Stock Index Futures (P) | Feb-02 | 2.65% | 9.03% | 10.77% | -19.74% | 96.40% | 5.61% | 32.81% | 162.00% | 18.44% | 60.48% |
| M&R Capital LLC - Livestock Program | May-14 | 11.41% | -2.63% | 11.88% | -27.33% | 139.20% | -9.99% | 29.03% | 206.44% | 10.21% | 44.20% |
| Opus Futures, LLC - Advanced Ag | Mar-11 | -2.92% | -7.39% | 9.64% | -50.62% | 198.39% | -11.79% | 49.42% | 179.64% | 2.67% | 86.46% |
| Opus Futures, LLC - Macro Monitor | Apr-17 | -6.09% | 1.88% | 0.15% | -32.35% | 73.79% | -29.26% | 22.49% | 69.37% | 4.16% | 36.58% |
| SinoPacAM - SinoPac Multi Strategy Quant Fund | Oct-09 | 1.12% | 3.77% | 7.74% | -14.68% | 96.74% | -7.45% | 28.06% | 115.87% | -4.06% | 51.11% |
| White River - Dynamic S&P Options Strategy | Nov-14 | 1.61% | 16.77% | 9.03% | -27.46% | 56.30% | -14.95% | 26.36% | 111.09% | 11.08% | 44.33% |
| White River - Stock Index Option Writing | Nov-08 | 3.82% | 14.94% | 9.75% | -18.73% | 83.46% | -13.73% | 29.00% | 114.49% | -7.81% | 47.73% |
1. The Annual Compound Rate of Return ("Annual ROR") represents the compounded rate of return or each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period, 2. The Maximum Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value, 3. Best, Worst, and Average represents the the best, worst and average rolling returns over the period indicated. |