ACTUAL MONTHLY PERFORMANCE (%) – Somers Brothers Diversified Futures Program #1
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD S&P 500 HFRI
2005 -1.47 -0.62 -2.37 -0.81 7.89 0.70 1.79 -6.34 10.62 2.55 19.67 2.99 37.32 3.00 9.30
2006 8.47 -2.87 1.16 11.38 5.88 -1.53 -3.31 4.10 2.06 8.80 5.93 -4.86 39.41 13.60 13.00
2007 1.60 -3.72 -7.45 13.42 -4.86 2.90 -3.87 -27.70 5.41 13.70 0.58 4.71 -11.81 3.50 10.20
2008 24.60 21.90 -4.68 -3.50 4.72 4.17 -17.61 5.73 15.01 11.48 3.50 2.61 80.78 -38.50 -19.00
2009 -3.48 -1.11 -3.45 -5.78 4.41 -7.00 0.47 5.23 1.89 -3.64 13.05 -11.35 -12.29 23.40 20.50
2010 -8.41 -3.01 5.33 0.18 -11.66 1.37 -1.68 5.52 10.53 14.18 -3.02 11.01 18.30 12.78 10.44
2011 0.84 -1.32 -6.47 0.71 -5.84 -2.05 11.74 4.30 0.34 -10.97 0.18 -0.71 -10.47 0.04 -5.02
2012 -2.00 9.39 3.73 -6.25 -0.23 -6.34 10.27 -5.96 -1.90 -10.55 0.65 -1.48 -12.01 13.41 6.24
2013 0.45 -1.26 5.84 -1.4 3.93 -0.36 -7.11 2.85 -2.30 -1.16 -1.04 1.30 -0.87 29.60 9.14
2014 1.27 3.40 3.36 2.51 2.97 8.62 0.82 2.45 8.12 -7.59 10.42 5.72 49.5 11.39 2.98
2015 3.64 -6.95  2.01  -5.12  0.28  0.49  -3.06  -1.31  2.56 -4.85 1.86 -2.49  -12.78 -0.73   -1.11

Performance since inception new of:
a) management fee of 2% of assets per year and b) performance fee of 20%.

Past performance is not necessarily indicative of future results.
Please see our full risk disclosure statement for further information.

S&P 500 and HFRI are commonly used indexes used for performance comparison.
See glossary of terms page.

Time Window Analysis

Drawdown Report
 Depth  Length
(Mos.)
 Recovery
(Mos.)
 Start
Date
 End
Date
 33.56%  9  5  Nov 06  Aug 07
 27.60%  19  5  Dec 08  Jul 10
 23.82%  26  10  Sep 11  Nov 13
 17.61%  1  2  Jun 08  Jul 08
 15.84%  11  *  Jan 15  Dec 15
14.27%  5  3  Jan 11  Jun 11
 8.02% 2  2  Feb 08  Apr 08
Time Windows
 Length
(Mos.)
 Best  Worst  Average
 1  24.60%  -27.70% 1.14%
 3  59.04%  -28.48% 3.61%
 6 91.72%  -28.61% 7.54%
 9 84.67%  -33.56%  11.46%
 12 84.48%  -21.83%  15.55%
 18  117.80% -26.36%  21.99%
 24 107.23%  -22.12%  25.90%

Drawdown Report
A drawdown is defined as a loss of equity from a peak to valley in a period of consecutive months. The depth is the percentage loss from peak to valley. The Length is the duration of drawdown in months from peak to valley. The Recovery is the number of months from valley to new high. The Start Date is the month in which peak occurs.
The End Date is Month in which valley occurs.

* indicates that a Recovery (new high) has not been reached as of the publishing date.

Time Windows
This tabular analysis summarizes the best, worst and average performance for the trading program during time windows of varying lengths. For example, three-month time windows measure performance in all rolling three-month time periods (e.g., months one through three, two through four, etc.).