Performance Reports

Trading Program SPK – E-Mini S&P 500 Options

MONTHLY AND ANNUAL RATES OF RETURN

Month 2013 2014 2015 2016 2017
January NT 1.17% 2.02% -0.82% -0.16%
February -0.16% 0.59% 1.90% -1.05% -0.98%
March -0.13% 1.66% 1.56% -1.00% 1.37%
April 1.36% 0.99% 0.89% 0.26% -0.02%
May -1.56% -1.44% 0.83% 0.85% 0.56%
June 1.28% -0.83% -0.14% 1.24% 1.03%
July -0.52% 1.03% 2.86% -0.37% -0.21%
August 0.93% -0.11% -6.22% 2.32% -0.32%
September -2.03% 1.45% 2.11% 0.15% -0.65%
October -0.46% -6.24% -2.29% 2.07% -4.20%
November 0.33% 1.19% 0.72% -0.73%
December -0.01% -3.42% 1.28% 0.10%
Annual Rate of Return -1.02% -4.20% 5.30% 5.16% -3.62%

NT-No Trading


PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Keep in mind futures trading involves risk of loss and is not suitable for everyone. See current CTA disclosure document before investing.