Performance Reports

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

MONTHLY AND ANNUAL RATES OF RETURN

Month 2009 2010 2011 2012 2013 2014 2015 2016
January 0.97% 1.45% NT NT 1.17% 2.02% -0.82%
February -0.25% 1.02% NT -0.16% 0.59% 1.90% -1.05%
March -0.09% 0.46% NT -0.13% 1.66% 1.56% -1.00%
April -0.46% -1.37% NT 1.36% 0.99% 0.89% 0.26%
May 2.21% 0.13% NT -1.56% -1.44% 0.83% 0.85%
June 1.94% -0.02% NT 1.28% -0.83% -0.14% 1.24%
July -2.56% 0.75% NT -0.52% 1.03% 2.86% -0.37%
August -0.56% -0.19% NT 0.93% -0.11% -6.22% 2.32%
September -0.45% NT NT -2.03% 1.45% 2.11% 0.15%
October -0.17% -0.38% NT NT -0.46% -6.24% -2.29% 2.07%
November 2.04% -0.04% NT NT 0.33% 1.19% 0.72% -0.73%
December 3.50% 0.01% NT NT -0.01% -3.42% 1.28% 0.10%
Annual Rate of Return 5.43% 0.25% 5.07% -1.02% -4.20% 5.30% 5.16%

NT-No Trading

Trading Program AST MIX – E-Mini S&P 500 Futures and Options

MONTHLY AND ANNUAL RATES OF RETURN

Month 2011 2012 2013 2014 2015 2016
January 0.31% 0.37% 5.19% -4.78% -8.59% 12.17%
February 0.61% 0.66% 0.42% 11.20% 5.98% -9.66%
March 6.61% -0.92% -3.00% -9.31% 7.05% -0.86%
April 0.21% -6.91% 3.50% 2.05% -6.50% -3.88%
May -0.90% -3.48% 6.27% -13.73% 0.55% -6.36%
June 1.00% -1.62% 0.04% -3.60% -4.50% 7.71%
July 5.43% -0.86% -4.61% 3.14% 1.21% -0.40%
August 0.40% -5.95% 11.56% 2.68% -7.89% -0.58%
September 9.81% 0.74% 4.89% -3.19% 3.03% -0.84%
October 13.79% -6.20% -2.85% -5.78% -3.61% -3.75%
November 3.44% 2.72% 4.08% -2.21% 1.50% -1.61%
December 3.50% -3.10% -2.64% -7.41% 8.58% -1.14%
Annual Rate of Return 52.81% -22.40% 23.88% -28.72% -5.00% -10.49%

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.