Dormouse Limited

Dormouse Futures Program *QEP*

Monthly Performance (%)

Date Range: 06/11 - 01/23
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2023 -0.15 1.91   1.76 
2022 -0.55 2.55 0.13 0.81 -1.84 -2.23 6.81 0.72 -5.44 -1.06 2.50 -3.62  -1.77 
2021 -1.33 -1.12 -7.29 3.37 0.69 -1.40 1.34 2.00 -1.52 -0.08 4.19 0.92  -0.72 
2020 -2.91 0.77 -7.19 0.22 -0.42 -1.98 4.85 -2.43 4.30 -1.66 -1.09 3.75  -4.35 
2019 -0.29 0.97 2.67 -0.71 1.37 3.04 1.03 2.56 0.63 -2.16 -0.82 1.90  10.53 
2018 3.25 0.09 -2.68 2.13 1.62 2.09 3.49 0.61 0.72 -1.31 -1.13 2.56  11.83 
2017 2.53 -4.14 -2.24 1.27 -1.44 -1.04 2.88 2.00 3.53 -2.11 -2.16 -3.58  -4.78 
2016 1.01 1.67 -0.03 4.02 1.61 6.72 -0.11 -1.53 0.59 1.01 1.14 -2.94  13.61 
2015 11.26 -0.42 6.79 -1.85 2.23 0.51 5.86 2.62 -0.54 -1.24 3.77 -1.40  30.28 
2014 1.28 -2.34 1.48 -1.83 0.72 -4.96 -4.10 3.45 0.26 2.78 2.46 5.95  4.68 
2013 -3.17 -0.06 -0.26 5.97 -1.29 -2.52 -3.30 -4.08 2.29 1.99 -0.78 -0.93  -6.38 
2012 4.91 5.46 0.81 0.33 -0.51 3.52 5.72 5.28 -0.57 -1.31 -2.53 -3.55  18.33 
2011 0.14 1.64 1.16 0.72 -0.47 1.49  4.75 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

Dormouse Futures program is a systematic, quantitative, absolute return strategy. The objective is to provide long-term uncorrelated returns to traditional asset classes and other managed futures programs. The investment universe consists of liquid futures contracts in developed economies covering bonds, currencies, equity indices, commodities and short-term Interest rates. The strategy targets 10% annualised risk and seeks returns from a number of diverse sources including macroeconomic, fundamental, and technical factors to provide robustness to changing market conditions and environments. The program can be accessed through the managed accounts.

Performance Statistics

Date Range: 06/11 - 01/23
  Program S&P 500 Coquest 40 
Total Return 97.10% 281.61% 32.75% 
Annualized Return 6.03% 12.16% 2.46% 
Annualized Std. Deviation 9.99% 14.69% 8.25% 
Correlation 0.11 0.18 
Sharpe Ratio (rf=2.5%) 0.35 0.66 -0.01 
Worst Month -7.29% -12.35% -6.10% 
Date of Worst Month 03/2021 03/2020 02/2018 
Worst Drawdown -21.88% -23.86% -13.63% 
Date of Worst Drawdown 8/12 - 7/14 12/21 - 9/22 3/15 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 06/11 - 01/23
Year or YTD Program S&P 500 Coquest 40 
2023 1.76 3.69 -1.11 
2022 -1.77 -18.10 17.65 
2021 -0.72 28.72 6.26 
2020 -4.35 18.40 0.97 
2019 10.53 31.50 7.53 
2018 11.83 -4.38 -4.29 
2017 -4.78 21.84 1.24 
2016 13.61 11.98 -3.13 
2015 30.28 1.41 0.09 
2014 4.68 13.69 15.75 
2013 -6.38 32.41 -2.45 
2012 18.33 15.98 -4.75 
2011 4.75 -3.69 0.48 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 06/11 - 01/23
Date: 1/31/2023 Perf: $1,362.91 Date: 12/31/2022 Perf: $1,378.21 Date: 11/30/2022 Perf: $1,387.08 Date: 10/31/2022 Perf: $1,464.25 Date: 9/30/2022 Perf: $1,453.93 Date: 8/31/2022 Perf: $1,394.52 Date: 7/31/2022 Perf: $1,356.27 Date: 6/30/2022 Perf: $1,388.20 Date: 5/31/2022 Perf: $1,370.93 Date: 4/30/2022 Perf: $1,377.40 Date: 3/31/2022 Perf: $1,306.21 Date: 2/28/2022 Perf: $1,219.73 Date: 1/31/2022 Perf: $1,193.36 Date: 12/31/2021 Perf: $1,171.45 Date: 11/30/2021 Perf: $1,170.28 Date: 10/31/2021 Perf: $1,200.04 Date: 9/30/2021 Perf: $1,176.63 Date: 8/31/2021 Perf: $1,170.78 Date: 7/31/2021 Perf: $1,170.54 Date: 6/30/2021 Perf: $1,165.41 Date: 5/31/2021 Perf: $1,169.86 Date: 4/30/2021 Perf: $1,153.03 Date: 3/31/2021 Perf: $1,133.08 Date: 2/28/2021 Perf: $1,118.10 Date: 1/31/2021 Perf: $1,092.43 Date: 12/31/2020 Perf: $1,102.46 Date: 11/30/2020 Perf: $1,062.41 Date: 10/31/2020 Perf: $1,053.14 Date: 9/30/2020 Perf: $1,056.52 Date: 8/31/2020 Perf: $1,072.18 Date: 7/31/2020 Perf: $1,084.43 Date: 6/30/2020 Perf: $1,064.10 Date: 5/31/2020 Perf: $1,077.90 Date: 4/30/2020 Perf: $1,090.66 Date: 3/31/2020 Perf: $1,087.08 Date: 2/29/2020 Perf: $1,086.42 Date: 1/31/2020 Perf: $1,102.86 Date: 12/31/2019 Perf: $1,091.83 Date: 11/30/2019 Perf: $1,098.64 Date: 10/31/2019 Perf: $1,087.98 Date: 9/30/2019 Perf: $1,112.57 Date: 8/31/2019 Perf: $1,144.26 Date: 7/31/2019 Perf: $1,104.29 Date: 6/30/2019 Perf: $1,067.87 Date: 5/31/2019 Perf: $1,046.93 Date: 4/30/2019 Perf: $1,067.86 Date: 3/31/2019 Perf: $1,039.28 Date: 2/28/2019 Perf: $1,003.27 Date: 1/31/2019 Perf: $996.89 Date: 12/31/2018 Perf: $1,015.37 Date: 11/30/2018 Perf: $1,011.12 Date: 10/31/2018 Perf: $1,023.40 Date: 9/30/2018 Perf: $1,049.32 Date: 8/31/2018 Perf: $1,054.06 Date: 7/31/2018 Perf: $1,027.85 Date: 6/30/2018 Perf: $1,035.62 Date: 5/31/2018 Perf: $1,026.99 Date: 4/30/2018 Perf: $1,040.41 Date: 3/31/2018 Perf: $1,029.30 Date: 2/28/2018 Perf: $1,030.22 Date: 1/31/2018 Perf: $1,097.15 Date: 12/31/2017 Perf: $1,060.87 Date: 11/30/2017 Perf: $1,049.43 Date: 10/31/2017 Perf: $1,048.07 Date: 9/30/2017 Perf: $1,005.92 Date: 8/31/2017 Perf: $1,027.60 Date: 7/31/2017 Perf: $1,010.82 Date: 6/30/2017 Perf: $1,006.89 Date: 5/31/2017 Perf: $1,037.18 Date: 4/30/2017 Perf: $1,035.21 Date: 3/31/2017 Perf: $1,041.46 Date: 2/28/2017 Perf: $1,056.89 Date: 1/31/2017 Perf: $1,034.34 Date: 12/31/2016 Perf: $1,047.86 Date: 11/30/2016 Perf: $1,039.96 Date: 10/31/2016 Perf: $1,051.52 Date: 9/30/2016 Perf: $1,079.37 Date: 8/31/2016 Perf: $1,093.48 Date: 7/31/2016 Perf: $1,123.71 Date: 6/30/2016 Perf: $1,112.36 Date: 5/31/2016 Perf: $1,067.01 Date: 4/30/2016 Perf: $1,086.02 Date: 3/31/2016 Perf: $1,113.98 Date: 2/29/2016 Perf: $1,146.89 Date: 1/31/2016 Perf: $1,119.36 Date: 12/31/2015 Perf: $1,081.71 Date: 11/30/2015 Perf: $1,107.18 Date: 10/31/2015 Perf: $1,070.67 Date: 9/30/2015 Perf: $1,089.63 Date: 8/31/2015 Perf: $1,066.49 Date: 7/31/2015 Perf: $1,085.26 Date: 6/30/2015 Perf: $1,044.42 Date: 5/31/2015 Perf: $1,101.71 Date: 4/30/2015 Perf: $1,109.70 Date: 3/31/2015 Perf: $1,154.26 Date: 2/28/2015 Perf: $1,129.30 Date: 1/31/2015 Perf: $1,131.11 Date: 12/31/2014 Perf: $1,080.75 Date: 11/30/2014 Perf: $1,062.05 Date: 10/31/2014 Perf: $1,002.41 Date: 9/30/2014 Perf: $987.89 Date: 8/31/2014 Perf: $973.39 Date: 7/31/2014 Perf: $933.88 Date: 6/30/2014 Perf: $941.41 Date: 5/31/2014 Perf: $933.39 Date: 4/30/2014 Perf: $910.09 Date: 3/31/2014 Perf: $903.22 Date: 2/28/2014 Perf: $916.79 Date: 1/31/2014 Perf: $909.34 Date: 12/31/2013 Perf: $933.71 Date: 11/30/2013 Perf: $935.01 Date: 10/31/2013 Perf: $918.39 Date: 9/30/2013 Perf: $897.83 Date: 8/31/2013 Perf: $903.25 Date: 7/31/2013 Perf: $920.93 Date: 6/30/2013 Perf: $929.02 Date: 5/31/2013 Perf: $965.61 Date: 4/30/2013 Perf: $1,009.00 Date: 3/31/2013 Perf: $983.62 Date: 2/28/2013 Perf: $969.66 Date: 1/31/2013 Perf: $975.32 Date: 12/31/2012 Perf: $957.13 Date: 11/30/2012 Perf: $952.46 Date: 10/31/2012 Perf: $949.80 Date: 9/30/2012 Perf: $985.48 Date: 8/31/2012 Perf: $1,002.01 Date: 7/31/2012 Perf: $1,015.83 Date: 6/30/2012 Perf: $975.91 Date: 5/31/2012 Perf: $1,014.04 Date: 4/30/2012 Perf: $995.13 Date: 3/31/2012 Perf: $989.20 Date: 2/29/2012 Perf: $1,012.17 Date: 1/31/2012 Perf: $1,008.04 Date: 12/31/2011 Perf: $1,004.82 Date: 11/30/2011 Perf: $995.27 Date: 10/31/2011 Perf: $992.29 Date: 9/30/2011 Perf: $1,033.21 Date: 8/31/2011 Perf: $1,033.83 Date: 7/31/2011 Perf: $1,035.90 Date: 6/30/2011 Perf: $1,000.00 Date: 2/28/2023 Perf: $3,786.26 Date: 1/31/2023 Perf: $3,880.96 Date: 12/31/2022 Perf: $3,651.63 Date: 11/30/2022 Perf: $3,874.82 Date: 10/31/2022 Perf: $3,669.69 Date: 9/30/2022 Perf: $3,394.72 Date: 8/31/2022 Perf: $3,739.09 Date: 7/31/2022 Perf: $3,898.13 Date: 6/30/2022 Perf: $3,569.06 Date: 5/31/2022 Perf: $3,889.99 Date: 4/30/2022 Perf: $3,883.00 Date: 3/31/2022 Perf: $4,253.94 Date: 2/28/2022 Perf: $4,101.76 Date: 1/31/2022 Perf: $4,228.19 Date: 12/31/2021 Perf: $4,458.70 Date: 11/30/2021 Perf: $4,267.52 Date: 10/31/2021 Perf: $4,297.17 Date: 9/30/2021 Perf: $4,015.67 Date: 8/31/2021 Perf: $4,211.50 Date: 7/31/2021 Perf: $4,087.25 Date: 6/30/2021 Perf: $3,992.24 Date: 5/31/2021 Perf: $3,901.34 Date: 4/30/2021 Perf: $3,874.22 Date: 3/31/2021 Perf: $3,677.82 Date: 2/28/2021 Perf: $3,523.49 Date: 1/31/2021 Perf: $3,428.86 Date: 12/31/2020 Perf: $3,463.84 Date: 11/30/2020 Perf: $3,335.75 Date: 10/31/2020 Perf: $3,006.53 Date: 9/30/2020 Perf: $3,088.69 Date: 8/31/2020 Perf: $3,210.70 Date: 7/31/2020 Perf: $2,995.33 Date: 6/30/2020 Perf: $2,835.42 Date: 5/31/2020 Perf: $2,780.09 Date: 4/30/2020 Perf: $2,653.77 Date: 3/31/2020 Perf: $2,352.22 Date: 2/29/2020 Perf: $2,683.65 Date: 1/31/2020 Perf: $2,924.32 Date: 12/31/2019 Perf: $2,925.49 Date: 11/30/2019 Perf: $2,839.73 Date: 10/31/2019 Perf: $2,740.26 Date: 9/30/2019 Perf: $2,682.06 Date: 8/31/2019 Perf: $2,632.82 Date: 7/31/2019 Perf: $2,675.09 Date: 6/30/2019 Perf: $2,637.12 Date: 5/31/2019 Perf: $2,463.44 Date: 4/30/2019 Perf: $2,630.48 Date: 3/31/2019 Perf: $2,528.09 Date: 2/28/2019 Perf: $2,479.98 Date: 1/31/2019 Perf: $2,402.85 Date: 12/31/2018 Perf: $2,224.65 Date: 11/30/2018 Perf: $2,445.48 Date: 10/31/2018 Perf: $2,396.59 Date: 9/30/2018 Perf: $2,572.55 Date: 8/31/2018 Perf: $2,557.97 Date: 7/31/2018 Perf: $2,477.22 Date: 6/30/2018 Perf: $2,388.37 Date: 5/31/2018 Perf: $2,373.65 Date: 4/30/2018 Perf: $2,317.79 Date: 3/31/2018 Perf: $2,309.02 Date: 2/28/2018 Perf: $2,369.20 Date: 1/31/2018 Perf: $2,459.97 Date: 12/31/2017 Perf: $2,326.65 Date: 11/30/2017 Perf: $2,301.11 Date: 10/31/2017 Perf: $2,232.57 Date: 9/30/2017 Perf: $2,181.74 Date: 8/31/2017 Perf: $2,137.70 Date: 7/31/2017 Perf: $2,131.09 Date: 6/30/2017 Perf: $2,088.08 Date: 5/31/2017 Perf: $2,075.21 Date: 4/30/2017 Perf: $2,046.36 Date: 3/31/2017 Perf: $2,025.50 Date: 2/28/2017 Perf: $2,023.07 Date: 1/31/2017 Perf: $1,945.82 Date: 12/31/2016 Perf: $1,909.54 Date: 11/30/2016 Perf: $1,872.46 Date: 10/31/2016 Perf: $1,805.65 Date: 9/30/2016 Perf: $1,839.13 Date: 8/31/2016 Perf: $1,838.76 Date: 7/31/2016 Perf: $1,836.19 Date: 6/30/2016 Perf: $1,770.84 Date: 5/31/2016 Perf: $1,766.25 Date: 4/30/2016 Perf: $1,735.02 Date: 3/31/2016 Perf: $1,728.28 Date: 2/29/2016 Perf: $1,618.54 Date: 1/31/2016 Perf: $1,620.65 Date: 12/31/2015 Perf: $1,705.23 Date: 11/30/2015 Perf: $1,732.60 Date: 10/31/2015 Perf: $1,727.42 Date: 9/30/2015 Perf: $1,592.97 Date: 8/31/2015 Perf: $1,633.32 Date: 7/31/2015 Perf: $1,738.13 Date: 6/30/2015 Perf: $1,702.38 Date: 5/31/2015 Perf: $1,736.06 Date: 4/30/2015 Perf: $1,713.95 Date: 3/31/2015 Perf: $1,697.65 Date: 2/28/2015 Perf: $1,724.90 Date: 1/31/2015 Perf: $1,631.11 Date: 12/31/2014 Perf: $1,681.56 Date: 11/30/2014 Perf: $1,685.77 Date: 10/31/2014 Perf: $1,641.62 Date: 9/30/2014 Perf: $1,602.51 Date: 8/31/2014 Perf: $1,625.27 Date: 7/31/2014 Perf: $1,562.76 Date: 6/30/2014 Perf: $1,584.63 Date: 5/31/2014 Perf: $1,552.49 Date: 4/30/2014 Perf: $1,516.84 Date: 3/31/2014 Perf: $1,505.70 Date: 2/28/2014 Perf: $1,493.16 Date: 1/31/2014 Perf: $1,427.90 Date: 12/31/2013 Perf: $1,479.08 Date: 11/30/2013 Perf: $1,442.58 Date: 10/31/2013 Perf: $1,399.89 Date: 9/30/2013 Perf: $1,338.32 Date: 8/31/2013 Perf: $1,297.58 Date: 7/31/2013 Perf: $1,336.33 Date: 6/30/2013 Perf: $1,271.61 Date: 5/31/2013 Perf: $1,288.88 Date: 4/30/2013 Perf: $1,259.41 Date: 3/31/2013 Perf: $1,235.56 Date: 2/28/2013 Perf: $1,190.90 Date: 1/31/2013 Perf: $1,174.92 Date: 12/31/2012 Perf: $1,117.06 Date: 11/30/2012 Perf: $1,106.99 Date: 10/31/2012 Perf: $1,100.60 Date: 9/30/2012 Perf: $1,121.35 Date: 8/31/2012 Perf: $1,093.14 Date: 7/31/2012 Perf: $1,069.09 Date: 6/30/2012 Perf: $1,054.43 Date: 5/31/2012 Perf: $1,012.71 Date: 4/30/2012 Perf: $1,077.47 Date: 3/31/2012 Perf: $1,084.30 Date: 2/29/2012 Perf: $1,049.76 Date: 1/31/2012 Perf: $1,006.29 Date: 12/31/2011 Perf: $963.14 Date: 11/30/2011 Perf: $953.41 Date: 10/31/2011 Perf: $955.52 Date: 9/30/2011 Perf: $861.37 Date: 8/31/2011 Perf: $926.50 Date: 7/31/2011 Perf: $979.70 Date: 6/30/2011 Perf: $1,000.00 Date: 2/28/2023 Perf: $2,008.62 Date: 1/31/2023 Perf: $1,970.97 Date: 12/31/2022 Perf: $1,973.93 Date: 11/30/2022 Perf: $2,048.07 Date: 10/31/2022 Perf: $1,998.12 Date: 9/30/2022 Perf: $2,019.53 Date: 8/31/2022 Perf: $2,135.71 Date: 7/31/2022 Perf: $2,120.44 Date: 6/30/2022 Perf: $1,985.25 Date: 5/31/2022 Perf: $2,030.53 Date: 4/30/2022 Perf: $2,068.59 Date: 3/31/2022 Perf: $2,051.97 Date: 2/28/2022 Perf: $2,049.30 Date: 1/31/2022 Perf: $1,998.35 Date: 12/31/2021 Perf: $2,009.40 Date: 11/30/2021 Perf: $1,991.08 Date: 10/31/2021 Perf: $1,911.01 Date: 9/30/2021 Perf: $1,912.54 Date: 8/31/2021 Perf: $1,942.06 Date: 7/31/2021 Perf: $1,903.98 Date: 6/30/2021 Perf: $1,878.80 Date: 5/31/2021 Perf: $1,905.48 Date: 4/30/2021 Perf: $1,892.42 Date: 3/31/2021 Perf: $1,830.73 Date: 2/28/2021 Perf: $1,974.68 Date: 1/31/2021 Perf: $1,997.05 Date: 12/31/2020 Perf: $2,023.97 Date: 11/30/2020 Perf: $1,950.81 Date: 10/31/2020 Perf: $1,972.31 Date: 9/30/2020 Perf: $2,005.60 Date: 8/31/2020 Perf: $1,922.92 Date: 7/31/2020 Perf: $1,970.81 Date: 6/30/2020 Perf: $1,879.64 Date: 5/31/2020 Perf: $1,917.61 Date: 4/30/2020 Perf: $1,925.70 Date: 3/31/2020 Perf: $1,921.47 Date: 2/29/2020 Perf: $2,070.33 Date: 1/31/2020 Perf: $2,054.51 Date: 12/31/2019 Perf: $2,116.09 Date: 11/30/2019 Perf: $2,076.63 Date: 10/31/2019 Perf: $2,093.80 Date: 9/30/2019 Perf: $2,140.03 Date: 8/31/2019 Perf: $2,126.63 Date: 7/31/2019 Perf: $2,073.55 Date: 6/30/2019 Perf: $2,052.41 Date: 5/31/2019 Perf: $1,991.85 Date: 4/30/2019 Perf: $1,964.93 Date: 3/31/2019 Perf: $1,978.99 Date: 2/28/2019 Perf: $1,927.52 Date: 1/31/2019 Perf: $1,909.00 Date: 12/31/2018 Perf: $1,914.56 Date: 11/30/2018 Perf: $1,866.77 Date: 10/31/2018 Perf: $1,888.10 Date: 9/30/2018 Perf: $1,913.16 Date: 8/31/2018 Perf: $1,899.49 Date: 7/31/2018 Perf: $1,887.97 Date: 6/30/2018 Perf: $1,824.30 Date: 5/31/2018 Perf: $1,786.96 Date: 4/30/2018 Perf: $1,758.47 Date: 3/31/2018 Perf: $1,721.79 Date: 2/28/2018 Perf: $1,769.21 Date: 1/31/2018 Perf: $1,767.62 Date: 12/31/2017 Perf: $1,711.98 Date: 11/30/2017 Perf: $1,775.54 Date: 10/31/2017 Perf: $1,814.74 Date: 9/30/2017 Perf: $1,853.86 Date: 8/31/2017 Perf: $1,790.65 Date: 7/31/2017 Perf: $1,755.54 Date: 6/30/2017 Perf: $1,706.39 Date: 5/31/2017 Perf: $1,724.33 Date: 4/30/2017 Perf: $1,749.52 Date: 3/31/2017 Perf: $1,727.58 Date: 2/28/2017 Perf: $1,767.16 Date: 1/31/2017 Perf: $1,843.48 Date: 12/31/2016 Perf: $1,797.99 Date: 11/30/2016 Perf: $1,852.46 Date: 10/31/2016 Perf: $1,831.58 Date: 9/30/2016 Perf: $1,813.26 Date: 8/31/2016 Perf: $1,802.63 Date: 7/31/2016 Perf: $1,830.64 Date: 6/30/2016 Perf: $1,832.65 Date: 5/31/2016 Perf: $1,717.25 Date: 4/30/2016 Perf: $1,690.04 Date: 3/31/2016 Perf: $1,624.73 Date: 2/29/2016 Perf: $1,625.22 Date: 1/31/2016 Perf: $1,598.52 Date: 12/31/2015 Perf: $1,582.54 Date: 11/30/2015 Perf: $1,605.01 Date: 10/31/2015 Perf: $1,546.70 Date: 9/30/2015 Perf: $1,566.12 Date: 8/31/2015 Perf: $1,574.62 Date: 7/31/2015 Perf: $1,534.42 Date: 6/30/2015 Perf: $1,449.48 Date: 5/31/2015 Perf: $1,442.12 Date: 4/30/2015 Perf: $1,410.67 Date: 3/31/2015 Perf: $1,437.26 Date: 2/28/2015 Perf: $1,345.87 Date: 1/31/2015 Perf: $1,351.55 Date: 12/31/2014 Perf: $1,214.76 Date: 11/30/2014 Perf: $1,146.55 Date: 10/31/2014 Perf: $1,119.02 Date: 9/30/2014 Perf: $1,088.75 Date: 8/31/2014 Perf: $1,085.93 Date: 7/31/2014 Perf: $1,049.71 Date: 6/30/2014 Perf: $1,094.59 Date: 5/31/2014 Perf: $1,151.72 Date: 4/30/2014 Perf: $1,143.48 Date: 3/31/2014 Perf: $1,164.80 Date: 2/28/2014 Perf: $1,147.81 Date: 1/31/2014 Perf: $1,175.31 Date: 12/31/2013 Perf: $1,160.46 Date: 11/30/2013 Perf: $1,171.35 Date: 10/31/2013 Perf: $1,180.56 Date: 9/30/2013 Perf: $1,157.53 Date: 8/31/2013 Perf: $1,131.61 Date: 7/31/2013 Perf: $1,179.75 Date: 6/30/2013 Perf: $1,220.01 Date: 5/31/2013 Perf: $1,251.54 Date: 4/30/2013 Perf: $1,267.90 Date: 3/31/2013 Perf: $1,196.47 Date: 2/28/2013 Perf: $1,199.59 Date: 1/31/2013 Perf: $1,200.31 Date: 12/31/2012 Perf: $1,239.61 Date: 11/30/2012 Perf: $1,285.23 Date: 10/31/2012 Perf: $1,318.59 Date: 9/30/2012 Perf: $1,336.09 Date: 8/31/2012 Perf: $1,343.75 Date: 7/31/2012 Perf: $1,276.36 Date: 6/30/2012 Perf: $1,207.30 Date: 5/31/2012 Perf: $1,166.25 Date: 4/30/2012 Perf: $1,172.23 Date: 3/31/2012 Perf: $1,168.38 Date: 2/29/2012 Perf: $1,158.99 Date: 1/31/2012 Perf: $1,098.98 Date: 12/31/2011 Perf: $1,047.55 Date: 11/30/2011 Perf: $1,032.17 Date: 10/31/2011 Perf: $1,037.04 Date: 9/30/2011 Perf: $1,029.63 Date: 8/31/2011 Perf: $1,017.82 Date: 7/31/2011 Perf: $1,001.40 Date: 6/30/2011 Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 06/11 - 01/23
Date: 2/28/2023 Return: 1.91 % Date: 1/31/2023 Return: -0.15 % Date: 12/31/2022 Return: -3.62 % Date: 11/30/2022 Return: 2.50 % Date: 10/31/2022 Return: -1.06 % Date: 9/30/2022 Return: -5.44 % Date: 8/31/2022 Return: 0.72 % Date: 7/31/2022 Return: 6.81 % Date: 6/30/2022 Return: -2.23 % Date: 5/31/2022 Return: -1.84 % Date: 4/30/2022 Return: 0.81 % Date: 3/31/2022 Return: 0.13 % Date: 2/28/2022 Return: 2.55 % Date: 1/31/2022 Return: -0.55 % Date: 12/31/2021 Return: 0.92 % Date: 11/30/2021 Return: 4.19 % Date: 10/31/2021 Return: -0.08 % Date: 9/30/2021 Return: -1.52 % Date: 8/31/2021 Return: 2.00 % Date: 7/31/2021 Return: 1.34 % Date: 6/30/2021 Return: -1.40 % Date: 5/31/2021 Return: 0.69 % Date: 4/30/2021 Return: 3.37 % Date: 3/31/2021 Return: -7.29 % Date: 2/28/2021 Return: -1.12 % Date: 1/31/2021 Return: -1.33 % Date: 12/31/2020 Return: 3.75 % Date: 11/30/2020 Return: -1.09 % Date: 10/31/2020 Return: -1.66 % Date: 9/30/2020 Return: 4.30 % Date: 8/31/2020 Return: -2.43 % Date: 7/31/2020 Return: 4.85 % Date: 6/30/2020 Return: -1.98 % Date: 5/31/2020 Return: -0.42 % Date: 4/30/2020 Return: 0.22 % Date: 3/31/2020 Return: -7.19 % Date: 2/29/2020 Return: 0.77 % Date: 1/31/2020 Return: -2.91 % Date: 12/31/2019 Return: 1.90 % Date: 11/30/2019 Return: -0.82 % Date: 10/31/2019 Return: -2.16 % Date: 9/30/2019 Return: 0.63 % Date: 8/31/2019 Return: 2.56 % Date: 7/31/2019 Return: 1.03 % Date: 6/30/2019 Return: 3.04 % Date: 5/31/2019 Return: 1.37 % Date: 4/30/2019 Return: -0.71 % Date: 3/31/2019 Return: 2.67 % Date: 2/28/2019 Return: 0.97 % Date: 1/31/2019 Return: -0.29 % Date: 12/31/2018 Return: 2.56 % Date: 11/30/2018 Return: -1.13 % Date: 10/31/2018 Return: -1.31 % Date: 9/30/2018 Return: 0.72 % Date: 8/31/2018 Return: 0.61 % Date: 7/31/2018 Return: 3.49 % Date: 6/30/2018 Return: 2.09 % Date: 5/31/2018 Return: 1.62 % Date: 4/30/2018 Return: 2.13 % Date: 3/31/2018 Return: -2.68 % Date: 2/28/2018 Return: 0.09 % Date: 1/31/2018 Return: 3.25 % Date: 12/31/2017 Return: -3.58 % Date: 11/30/2017 Return: -2.16 % Date: 10/31/2017 Return: -2.11 % Date: 9/30/2017 Return: 3.53 % Date: 8/31/2017 Return: 2.00 % Date: 7/31/2017 Return: 2.88 % Date: 6/30/2017 Return: -1.04 % Date: 5/31/2017 Return: -1.44 % Date: 4/30/2017 Return: 1.27 % Date: 3/31/2017 Return: -2.24 % Date: 2/28/2017 Return: -4.14 % Date: 1/31/2017 Return: 2.53 % Date: 12/31/2016 Return: -2.94 % Date: 11/30/2016 Return: 1.14 % Date: 10/31/2016 Return: 1.01 % Date: 9/30/2016 Return: 0.59 % Date: 8/31/2016 Return: -1.53 % Date: 7/31/2016 Return: -0.11 % Date: 6/30/2016 Return: 6.72 % Date: 5/31/2016 Return: 1.61 % Date: 4/30/2016 Return: 4.02 % Date: 3/31/2016 Return: -0.03 % Date: 2/29/2016 Return: 1.67 % Date: 1/31/2016 Return: 1.01 % Date: 12/31/2015 Return: -1.40 % Date: 11/30/2015 Return: 3.77 % Date: 10/31/2015 Return: -1.24 % Date: 9/30/2015 Return: -0.54 % Date: 8/31/2015 Return: 2.62 % Date: 7/31/2015 Return: 5.86 % Date: 6/30/2015 Return: 0.51 % Date: 5/31/2015 Return: 2.23 % Date: 4/30/2015 Return: -1.85 % Date: 3/31/2015 Return: 6.79 % Date: 2/28/2015 Return: -0.42 % Date: 1/31/2015 Return: 11.26 % Date: 12/31/2014 Return: 5.95 % Date: 11/30/2014 Return: 2.46 % Date: 10/31/2014 Return: 2.78 % Date: 9/30/2014 Return: 0.26 % Date: 8/31/2014 Return: 3.45 % Date: 7/31/2014 Return: -4.10 % Date: 6/30/2014 Return: -4.96 % Date: 5/31/2014 Return: 0.72 % Date: 4/30/2014 Return: -1.83 % Date: 3/31/2014 Return: 1.48 % Date: 2/28/2014 Return: -2.34 % Date: 1/31/2014 Return: 1.28 % Date: 12/31/2013 Return: -0.93 % Date: 11/30/2013 Return: -0.78 % Date: 10/31/2013 Return: 1.99 % Date: 9/30/2013 Return: 2.29 % Date: 8/31/2013 Return: -4.08 % Date: 7/31/2013 Return: -3.30 % Date: 6/30/2013 Return: -2.52 % Date: 5/31/2013 Return: -1.29 % Date: 4/30/2013 Return: 5.97 % Date: 3/31/2013 Return: -0.26 % Date: 2/28/2013 Return: -0.06 % Date: 1/31/2013 Return: -3.17 % Date: 12/31/2012 Return: -3.55 % Date: 11/30/2012 Return: -2.53 % Date: 10/31/2012 Return: -1.31 % Date: 9/30/2012 Return: -0.57 % Date: 8/31/2012 Return: 5.28 % Date: 7/31/2012 Return: 5.72 % Date: 6/30/2012 Return: 3.52 % Date: 5/31/2012 Return: -0.51 % Date: 4/30/2012 Return: 0.33 % Date: 3/31/2012 Return: 0.81 % Date: 2/29/2012 Return: 5.46 % Date: 1/31/2012 Return: 4.91 % Date: 12/31/2011 Return: 1.49 % Date: 11/30/2011 Return: -0.47 % Date: 10/31/2011 Return: 0.72 % Date: 9/30/2011 Return: 1.16 % Date: 8/31/2011 Return: 1.64 % Date: 7/31/2011 Return: 0.14 % Date: 6/30/2011 Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 06/11 - 01/23
Return: -7.00 % Count: 2 Return: 7.00 % Count: 3 Return: 11.00 % Count: 1 Return: 3.00 % Count: 13 Return: -5.00 % Count: 2 Return: -2.00 % Count: 14 Return: -4.00 % Count: 6 Return: -3.00 % Count: 7 Return: 6.00 % Count: 4 Return: 4.00 % Count: 7 Return: -1.00 % Count: 21 Return: 5.00 % Count: 4 Return: 1.00 % Count: 25 Return: 2.00 % Count: 15 Return: 0.00 % Count: 17

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 06/11 - 01/23
Date: 2/28/2023 Drawdown: -6.14 % Date: 1/31/2023 Drawdown: -7.90 % Date: 12/31/2022 Drawdown: -7.76 % Date: 11/30/2022 Drawdown: -4.30 % Date: 10/31/2022 Drawdown: -6.63 % Date: 9/30/2022 Drawdown: -5.63 % Date: 8/31/2022 Drawdown: -0.20 % Date: 7/31/2022 Drawdown: -0.92 % Date: 6/30/2022 Drawdown: -7.23 % Date: 5/31/2022 Drawdown: -5.12 % Date: 4/30/2022 Drawdown: -3.34 % Date: 3/31/2022 Drawdown: -4.11 % Date: 2/28/2022 Drawdown: -4.24 % Date: 1/31/2022 Drawdown: -6.62 % Date: 12/31/2021 Drawdown: -6.10 % Date: 11/30/2021 Drawdown: -6.96 % Date: 10/31/2021 Drawdown: -10.70 % Date: 9/30/2021 Drawdown: -10.63 % Date: 8/31/2021 Drawdown: -9.25 % Date: 7/31/2021 Drawdown: -11.03 % Date: 6/30/2021 Drawdown: -12.21 % Date: 5/31/2021 Drawdown: -10.96 % Date: 4/30/2021 Drawdown: -11.57 % Date: 3/31/2021 Drawdown: -14.45 % Date: 2/28/2021 Drawdown: -7.73 % Date: 1/31/2021 Drawdown: -6.68 % Date: 12/31/2020 Drawdown: -5.42 % Date: 11/30/2020 Drawdown: -8.84 % Date: 10/31/2020 Drawdown: -7.84 % Date: 9/30/2020 Drawdown: -6.28 % Date: 8/31/2020 Drawdown: -10.15 % Date: 7/31/2020 Drawdown: -7.91 % Date: 6/30/2020 Drawdown: -12.17 % Date: 5/31/2020 Drawdown: -10.39 % Date: 4/30/2020 Drawdown: -10.02 % Date: 3/31/2020 Drawdown: -10.21 % Date: 2/29/2020 Drawdown: -3.26 % Date: 1/31/2020 Drawdown: -4.00 % Date: 12/31/2019 Drawdown: -1.12 % Date: 11/30/2019 Drawdown: -2.96 % Date: 10/31/2019 Drawdown: -2.16 % Date: 9/30/2019 Drawdown: 0.00 % Date: 8/31/2019 Drawdown: 0.00 % Date: 7/31/2019 Drawdown: 0.00 % Date: 6/30/2019 Drawdown: 0.00 % Date: 5/31/2019 Drawdown: 0.00 % Date: 4/30/2019 Drawdown: -0.71 % Date: 3/31/2019 Drawdown: 0.00 % Date: 2/28/2019 Drawdown: 0.00 % Date: 1/31/2019 Drawdown: -0.29 % Date: 12/31/2018 Drawdown: 0.00 % Date: 11/30/2018 Drawdown: -2.43 % Date: 10/31/2018 Drawdown: -1.31 % Date: 9/30/2018 Drawdown: 0.00 % Date: 8/31/2018 Drawdown: 0.00 % Date: 7/31/2018 Drawdown: 0.00 % Date: 6/30/2018 Drawdown: -1.59 % Date: 5/31/2018 Drawdown: -3.61 % Date: 4/30/2018 Drawdown: -5.15 % Date: 3/31/2018 Drawdown: -7.12 % Date: 2/28/2018 Drawdown: -4.57 % Date: 1/31/2018 Drawdown: -4.65 % Date: 12/31/2017 Drawdown: -7.65 % Date: 11/30/2017 Drawdown: -4.22 % Date: 10/31/2017 Drawdown: -2.11 % Date: 9/30/2017 Drawdown: 0.00 % Date: 8/31/2017 Drawdown: -3.34 % Date: 7/31/2017 Drawdown: -5.23 % Date: 6/30/2017 Drawdown: -7.88 % Date: 5/31/2017 Drawdown: -6.92 % Date: 4/30/2017 Drawdown: -5.56 % Date: 3/31/2017 Drawdown: -6.74 % Date: 2/28/2017 Drawdown: -4.60 % Date: 1/31/2017 Drawdown: -0.48 % Date: 12/31/2016 Drawdown: -2.94 % Date: 11/30/2016 Drawdown: 0.00 % Date: 10/31/2016 Drawdown: -0.06 % Date: 9/30/2016 Drawdown: -1.06 % Date: 8/31/2016 Drawdown: -1.64 % Date: 7/31/2016 Drawdown: -0.11 % Date: 6/30/2016 Drawdown: 0.00 % Date: 5/31/2016 Drawdown: 0.00 % Date: 4/30/2016 Drawdown: 0.00 % Date: 3/31/2016 Drawdown: -0.03 % Date: 2/29/2016 Drawdown: 0.00 % Date: 1/31/2016 Drawdown: -0.40 % Date: 12/31/2015 Drawdown: -1.40 % Date: 11/30/2015 Drawdown: 0.00 % Date: 10/31/2015 Drawdown: -1.77 % Date: 9/30/2015 Drawdown: -0.54 % Date: 8/31/2015 Drawdown: 0.00 % Date: 7/31/2015 Drawdown: 0.00 % Date: 6/30/2015 Drawdown: 0.00 % Date: 5/31/2015 Drawdown: 0.00 % Date: 4/30/2015 Drawdown: -1.85 % Date: 3/31/2015 Drawdown: 0.00 % Date: 2/28/2015 Drawdown: -0.42 % Date: 1/31/2015 Drawdown: 0.00 % Date: 12/31/2014 Drawdown: -9.60 % Date: 11/30/2014 Drawdown: -14.68 % Date: 10/31/2014 Drawdown: -16.72 % Date: 9/30/2014 Drawdown: -18.98 % Date: 8/31/2014 Drawdown: -19.19 % Date: 7/31/2014 Drawdown: -21.88 % Date: 6/30/2014 Drawdown: -18.54 % Date: 5/31/2014 Drawdown: -14.29 % Date: 4/30/2014 Drawdown: -14.90 % Date: 3/31/2014 Drawdown: -13.32 % Date: 2/28/2014 Drawdown: -14.58 % Date: 1/31/2014 Drawdown: -12.54 % Date: 12/31/2013 Drawdown: -13.64 % Date: 11/30/2013 Drawdown: -12.83 % Date: 10/31/2013 Drawdown: -12.14 % Date: 9/30/2013 Drawdown: -13.86 % Date: 8/31/2013 Drawdown: -15.79 % Date: 7/31/2013 Drawdown: -12.21 % Date: 6/30/2013 Drawdown: -9.21 % Date: 5/31/2013 Drawdown: -6.86 % Date: 4/30/2013 Drawdown: -5.64 % Date: 3/31/2013 Drawdown: -10.96 % Date: 2/28/2013 Drawdown: -10.73 % Date: 1/31/2013 Drawdown: -10.67 % Date: 12/31/2012 Drawdown: -7.75 % Date: 11/30/2012 Drawdown: -4.36 % Date: 10/31/2012 Drawdown: -1.87 % Date: 9/30/2012 Drawdown: -0.57 % Date: 8/31/2012 Drawdown: 0.00 % Date: 7/31/2012 Drawdown: 0.00 % Date: 6/30/2012 Drawdown: 0.00 % Date: 5/31/2012 Drawdown: -0.51 % Date: 4/30/2012 Drawdown: 0.00 % Date: 3/31/2012 Drawdown: 0.00 % Date: 2/29/2012 Drawdown: 0.00 % Date: 1/31/2012 Drawdown: 0.00 % Date: 12/31/2011 Drawdown: 0.00 % Date: 11/30/2011 Drawdown: -0.47 % Date: 10/31/2011 Drawdown: 0.00 % Date: 9/30/2011 Drawdown: 0.00 % Date: 8/31/2011 Drawdown: 0.00 % Date: 7/31/2011 Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Dormouse Limited
Address: Pjazza Toni Bajjada, Victoria Mansions Block 3 Suite 1
City: Naxxar
State:
Zip: 2592
Country: Malta

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Technical Yes 
 Macro-economic Yes 
 Systematic Yes 
 Diversified Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio: 23% 
 Managed Account Availability: Open 
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