ALTERAMA, Inc.
Commodity Trading Advisor – Commodity Pool Operator
CFTC Registered –NFA Member
TRENDOSCIL ACTUAL COMPOSITE PERFORMANCE (net after fees):
Jan.
2001
2002
2003
2004
2005
2006
+11.12%
+14.99%
+2.52%
-13.83%
-1.32%
Feb.
March
Apr.
-3.53%
+4.79%
-2.75%
+2.67%
-3.96%
+1.86%
-5.74%
-10.81%
-9.90%
-9.54%
May
-4.62%
+1.40%
-3.98%
-10.68%
+9.15%
June
+32.78%
+8.46%
-4.14%
+34.82%
-4.67%
+6.96%
-3.05%
-4.84%
+10.99%
July
-1.15%
-13.55%
-3.99%
-11.26%
-2.87%
Aug.
+8.92%
+7.63%
-1.02%
-8.06%
-2.57%
Sept.
-12.04%
+9.74%
-5.71%
+0.67%
+5.49%
Oct.
-9.06%
-2.44%
+0.19%
+17.92%
+5.03%
Nov.
-0.002%
+0.33%
+8.98%
+37.52%
+0.64%
Dec.
+20.11%
+17.43%
+19.59%
+8.24%
-14.83%
Annual
+3.33%
+73.60%
+41.70%
+12.28%
-2.45%
-10.82%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
3500
50.000%
3000
40.000%
2500
30.000%
20.000%
2000
10.000%
1500
Vami
Linear Regression
S & P 500
Oct-05
Feb-06
Jun-05
Oct-04
Feb-05
Jun-04
Oct-03
Feb-04
Jun-03
Oct-02
Feb-03
Jun-02
Feb-02
Jun-01
Feb-06
Oct-05
Jun-05
Feb-05
Oct-04
Jun-04
Oct-03
Feb-04
Jun-03
Oct-02
Feb-03
Jun-02
-20.000%
Oct-01
500
Feb-02
-10.000%
Jun-01
1000
Oct-01
0.000%
Monthly %
Statistics (net after fees)
Average monthly return
Geometric monthly return
Year-to-date
Latest 12 months Period
Since inception (July 1, 2001)
Number of Winning Months
Number of Losing Months
Worst Draw Down
Worst Draw Down Recovery time
+2.17%
+1.58%
-10.82%
-9.35%
+151.55%
29
30
-37.30%
3 Months
% 12 months period profitable
Standard Deviation (12 months rolling)
12 Months Rolling Sharpe Ratio 5.00%
Best 12 Months Period
Worst 12 Months Period
Average 12 Months Period
Gain Monthly Standard Deviation
Loss Monthly Standard Deviation
Monthly Profit/Loss Ratio
+79.817%
33.61%
0.83
+95.135%
-20.85%
+32.86%
+10.38%
+4.20%
1.70
This estimated performance does not constitute an offer to sell or a sollicitation of an offer to buy any interest in the Trendoscil program. The results set forth
herein are based on the estimated historical performance of the Trendoscil program during the specified time period(s). None of the estimated results set
forth herein have been verified by an independent third-party or determined as final. Nothing set forth herein should be construed or relied upon as
investment advice, either with regard to the Trendoscil program or with regard to overall investment strategies. Neither Alterama, Inc., nor any of its
principals, officers, employees or associated companies, hereby makes any representation to any person as to the suitability for any purpose of any
investment in the Trendoscil program.This composite performance does not represent the performance of any specific individual account. The performance
can be affected by, among other factors, the size of the account which , in turn can affect the leveage. Also this composite performance can be affected by
the timing of new accounts gettng into the program in the curse of any given month.
444 Madison Avenue ● 37th Floor ● NEW YORK ● NY 10022
Tel : (646) 840-0385 Fax: (212) 319-5884 Toll Free: (866) 800-7140
e-Mail: info@alterama.com
www.alterama.com