The Diversified Futures Program #2 utilizes a different risk management model than the Diversified Futures Program #1, targeting lower volatility and lower return.  The Diversified Futures Program #2 trades the same portfolio of markets as the Diversified Futures Program #1.

MONTHLY PERFORMANCE (%) – Somers Brothers Diversified Futures Program #2

 Jan  Feb  Mar  Apr May Jun Jul Aug Sep Oct Nov  Dec YTD  S&P
500
 HFRI
 2007  -2.57  1.22  -2.60 -12.32  1.89 6.61 0.06  4.27  -4.55*  -0.95*  5.64*
 2008  11.01 11.25  -3.62  -3.52  1.59  2.13  -6.71  2.53  5.93  7.06  1.64  2.92  35.20  -38.50  -19.00
 2009  -1.10  -1.13  -1.74  -2.56  2.15  -4.11 -0.04 2.77 0.94 -1.58  6.35  -5.35  -5.79 23.40 20.50
 2010  -4.36  -1.45  2.62  0.05  -6.10  0.11 -0.45 2.51 5.25 7.33 -1.77 6.81 10.03 12.78 10.44
 2011  0.32  -0.52  -4.15  0.40  -2.16  -0.94  5.51 1.86 0.26 -5.37 -1.01 -0.40 -5.61 0.04 -5.02
 2012  -1.04  4.47  1.65  -3.16  -0.39  -3.41 4.51 -2.97 -0.8 -5.38 -0.06 -0.06 -6.90 13.41 6.24
 2013  0.11  0.47 3.15   0.34  1.39  -0.50 -3.22 1.10 -2.75 -0.35 -0.49 -0.57 -2.38 29.60 9.14
 2014  0.10  0.66  0.79  0.31  -0.55  0.66  0.67 0.89  4.61 -3.43   4.93  2.65 9.50 11.39 2.98
 2015  1.95  -4.30  0.96  -2.94  0.01  0.20  -1.50  -0.73  1.23 -2.55 0.92 -1.09  -7.74 -0.73  -1.11

 

The Somers Brothers Diversified Futures Program #2 is only available in separately managed accounts. The results for this program have not been audited by any third party.

* Indicates performance for May through December, 2007.

Past performance is not necessarily indicative of future results. There is a risk of loss in trading futures.

Performance shown is net of a 2% management fee of assets
per year and a performance fee of 20%

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