Taaffeite Capital Management LLC

TCM Liquid Alpha Program *QEP*


Monthly Performance (%)

Date Range: 06/13 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 15.63 -12.47 -19.46 6.35 13.07 10.09 17.14 16.55 6.56 0.38 19.82   88.83 
2019 -0.24 -0.06 0.36 -1.13 -0.20 -2.27 -0.10 -5.27 3.01 -13.91 5.39 -5.27  -19.16 
2018 3.85 -3.35 2.32 0.89 -0.98 2.48 0.24 1.79 -2.34 -1.62 -4.10 0.69  -0.47 
2017 -0.34 1.93 1.82 3.79 -1.41 0.82 0.32 -4.44 4.48 6.05 2.26 0.32  16.28 
2016 -2.70 1.29 3.70 4.17 3.13 3.97 1.29 -0.71 1.33 -1.32 2.30 12.11  31.66 
2015 1.38 3.11 10.89 3.15 11.40 -1.60 2.65 6.58 10.77 7.40 2.20 -4.47  66.55 
2014 -0.90 6.26 3.43 1.23 3.86 0.41 -1.81 3.02 1.03 4.05 -1.12 -1.50  19.08 
2013 1.87 5.31 3.91 4.26 4.39 4.44  26.71 

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

TCM Liquid Alpha Program (TLAP) employs a statistical arbitrage strategy traded across foreign exchange and global futures markets. Artificial intelligence techniques are selectively used to improve the accuracy of short-term forecasts leading to a return stream uncorrelated to traditional asset classes and other fund strategies. TLAP's proprietary algorithms construct a portfolio of short-term positions with no directional bias. TLAP has a low sensitivity to macro factors and most hedge fund strategies thus bringing a substantial diversification benefit as part of a portfolio of liquid alternative investments.

Performance Statistics

Date Range: 06/13 - 10/20
  Program S&P 500 Coquest 40 
Total Return 387.86% 133.27% 9.06% 
Annualized Return 24.12% 12.10% 1.18% 
Annualized Std. Deviation 19.45% 13.47% 8.08% 
Correlation 0.40 0.11 
Sharpe Ratio (rf=2.5%) 1.11 0.71 -0.16 
Worst Month -19.46% -12.35% -6.10% 
Date of Worst Month 03/2020 03/2020 02/2018 
Worst Drawdown -38.86% -19.60% -13.63% 
Date of Worst Drawdown 8/18 - 3/20 12/19 - 3/20 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: 06/13 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 88.83 2.77 -3.54 
2019 -19.16 31.50 7.53 
2018 -0.47 -4.38 -4.29 
2017 16.28 21.84 1.24 
2016 31.66 11.98 -3.13 
2015 66.55 1.41 0.09 
2014 19.08 13.69 15.75 
2013 26.71 16.32 0.50 

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: 06/13 - 10/20
Date: 10/31/2020
Perf: $1,133.61 Date: 9/30/2020
Perf: $1,137.25 Date: 8/31/2020
Perf: $1,154.10 Date: 7/31/2020
Perf: $1,167.29 Date: 6/30/2020
Perf: $1,145.41 Date: 5/31/2020
Perf: $1,160.26 Date: 4/30/2020
Perf: $1,174.00 Date: 3/31/2020
Perf: $1,170.14 Date: 2/29/2020
Perf: $1,169.44 Date: 1/31/2020
Perf: $1,187.12 Date: 12/31/2019
Perf: $1,175.25 Date: 11/30/2019
Perf: $1,182.59 Date: 10/31/2019
Perf: $1,171.11 Date: 9/30/2019
Perf: $1,197.58 Date: 8/31/2019
Perf: $1,231.69 Date: 7/31/2019
Perf: $1,188.66 Date: 6/30/2019
Perf: $1,149.47 Date: 5/31/2019
Perf: $1,126.93 Date: 4/30/2019
Perf: $1,149.46 Date: 3/31/2019
Perf: $1,118.69 Date: 2/28/2019
Perf: $1,079.92 Date: 1/31/2019
Perf: $1,073.06 Date: 12/31/2018
Perf: $1,092.95 Date: 11/30/2018
Perf: $1,088.38 Date: 10/31/2018
Perf: $1,101.60 Date: 9/30/2018
Perf: $1,129.49 Date: 8/31/2018
Perf: $1,134.60 Date: 7/31/2018
Perf: $1,106.39 Date: 6/30/2018
Perf: $1,114.75 Date: 5/31/2018
Perf: $1,105.46 Date: 4/30/2018
Perf: $1,119.91 Date: 3/31/2018
Perf: $1,107.94 Date: 2/28/2018
Perf: $1,108.94 Date: 1/31/2018
Perf: $1,180.98 Date: 12/31/2017
Perf: $1,141.93 Date: 11/30/2017
Perf: $1,129.61 Date: 10/31/2017
Perf: $1,128.15 Date: 9/30/2017
Perf: $1,082.78 Date: 8/31/2017
Perf: $1,106.12 Date: 7/31/2017
Perf: $1,088.06 Date: 6/30/2017
Perf: $1,083.83 Date: 5/31/2017
Perf: $1,116.43 Date: 4/30/2017
Perf: $1,114.31 Date: 3/31/2017
Perf: $1,121.04 Date: 2/28/2017
Perf: $1,137.65 Date: 1/31/2017
Perf: $1,113.38 Date: 12/31/2016
Perf: $1,127.93 Date: 11/30/2016
Perf: $1,119.42 Date: 10/31/2016
Perf: $1,131.87 Date: 9/30/2016
Perf: $1,161.85 Date: 8/31/2016
Perf: $1,177.03 Date: 7/31/2016
Perf: $1,209.57 Date: 6/30/2016
Perf: $1,197.35 Date: 5/31/2016
Perf: $1,148.54 Date: 4/30/2016
Perf: $1,169.00 Date: 3/31/2016
Perf: $1,199.10 Date: 2/29/2016
Perf: $1,234.53 Date: 1/31/2016
Perf: $1,204.89 Date: 12/31/2015
Perf: $1,164.37 Date: 11/30/2015
Perf: $1,191.78 Date: 10/31/2015
Perf: $1,152.48 Date: 9/30/2015
Perf: $1,172.89 Date: 8/31/2015
Perf: $1,147.97 Date: 7/31/2015
Perf: $1,168.18 Date: 6/30/2015
Perf: $1,124.23 Date: 5/31/2015
Perf: $1,185.89 Date: 4/30/2015
Perf: $1,194.49 Date: 3/31/2015
Perf: $1,242.45 Date: 2/28/2015
Perf: $1,215.59 Date: 1/31/2015
Perf: $1,217.54 Date: 12/31/2014
Perf: $1,163.33 Date: 11/30/2014
Perf: $1,143.20 Date: 10/31/2014
Perf: $1,079.00 Date: 9/30/2014
Perf: $1,063.37 Date: 8/31/2014
Perf: $1,047.76 Date: 7/31/2014
Perf: $1,005.24 Date: 6/30/2014
Perf: $1,013.35 Date: 5/31/2014
Perf: $1,004.71 Date: 4/30/2014
Perf: $979.63 Date: 3/31/2014
Perf: $972.24 Date: 2/28/2014
Perf: $986.84 Date: 1/31/2014
Perf: $978.82 Date: 12/31/2013
Perf: $1,005.05 Date: 11/30/2013
Perf: $1,006.46 Date: 10/31/2013
Perf: $988.56 Date: 9/30/2013
Perf: $966.43 Date: 8/31/2013
Perf: $972.27 Date: 7/31/2013
Perf: $991.30 Date: 6/30/2013
Perf: $1,000.00 Date: 10/31/2020
Perf: $2,364.36 Date: 9/30/2020
Perf: $2,428.97 Date: 8/31/2020
Perf: $2,524.91 Date: 7/31/2020
Perf: $2,355.55 Date: 6/30/2020
Perf: $2,229.79 Date: 5/31/2020
Perf: $2,186.28 Date: 4/30/2020
Perf: $2,086.94 Date: 3/31/2020
Perf: $1,849.80 Date: 2/29/2020
Perf: $2,110.44 Date: 1/31/2020
Perf: $2,299.70 Date: 12/31/2019
Perf: $2,300.62 Date: 11/30/2019
Perf: $2,233.18 Date: 10/31/2019
Perf: $2,154.96 Date: 9/30/2019
Perf: $2,109.19 Date: 8/31/2019
Perf: $2,070.47 Date: 7/31/2019
Perf: $2,103.71 Date: 6/30/2019
Perf: $2,073.85 Date: 5/31/2019
Perf: $1,937.27 Date: 4/30/2019
Perf: $2,068.63 Date: 3/31/2019
Perf: $1,988.11 Date: 2/28/2019
Perf: $1,950.27 Date: 1/31/2019
Perf: $1,889.62 Date: 12/31/2018
Perf: $1,749.48 Date: 11/30/2018
Perf: $1,923.14 Date: 10/31/2018
Perf: $1,884.69 Date: 9/30/2018
Perf: $2,023.07 Date: 8/31/2018
Perf: $2,011.61 Date: 7/31/2018
Perf: $1,948.10 Date: 6/30/2018
Perf: $1,878.23 Date: 5/31/2018
Perf: $1,866.65 Date: 4/30/2018
Perf: $1,822.73 Date: 3/31/2018
Perf: $1,815.83 Date: 2/28/2018
Perf: $1,863.15 Date: 1/31/2018
Perf: $1,934.53 Date: 12/31/2017
Perf: $1,829.69 Date: 11/30/2017
Perf: $1,809.61 Date: 10/31/2017
Perf: $1,755.71 Date: 9/30/2017
Perf: $1,715.73 Date: 8/31/2017
Perf: $1,681.10 Date: 7/31/2017
Perf: $1,675.90 Date: 6/30/2017
Perf: $1,642.08 Date: 5/31/2017
Perf: $1,631.96 Date: 4/30/2017
Perf: $1,609.27 Date: 3/31/2017
Perf: $1,592.86 Date: 2/28/2017
Perf: $1,590.95 Date: 1/31/2017
Perf: $1,530.20 Date: 12/31/2016
Perf: $1,501.67 Date: 11/30/2016
Perf: $1,472.52 Date: 10/31/2016
Perf: $1,419.98 Date: 9/30/2016
Perf: $1,446.30 Date: 8/31/2016
Perf: $1,446.01 Date: 7/31/2016
Perf: $1,443.99 Date: 6/30/2016
Perf: $1,392.60 Date: 5/31/2016
Perf: $1,388.99 Date: 4/30/2016
Perf: $1,364.43 Date: 3/31/2016
Perf: $1,359.13 Date: 2/29/2016
Perf: $1,272.83 Date: 1/31/2016
Perf: $1,274.49 Date: 12/31/2015
Perf: $1,341.00 Date: 11/30/2015
Perf: $1,362.53 Date: 10/31/2015
Perf: $1,358.46 Date: 9/30/2015
Perf: $1,252.73 Date: 8/31/2015
Perf: $1,284.45 Date: 7/31/2015
Perf: $1,366.87 Date: 6/30/2015
Perf: $1,338.76 Date: 5/31/2015
Perf: $1,365.25 Date: 4/30/2015
Perf: $1,347.86 Date: 3/31/2015
Perf: $1,335.04 Date: 2/28/2015
Perf: $1,356.47 Date: 1/31/2015
Perf: $1,282.72 Date: 12/31/2014
Perf: $1,322.39 Date: 11/30/2014
Perf: $1,325.70 Date: 10/31/2014
Perf: $1,290.98 Date: 9/30/2014
Perf: $1,260.23 Date: 8/31/2014
Perf: $1,278.12 Date: 7/31/2014
Perf: $1,228.96 Date: 6/30/2014
Perf: $1,246.16 Date: 5/31/2014
Perf: $1,220.89 Date: 4/30/2014
Perf: $1,192.85 Date: 3/31/2014
Perf: $1,184.09 Date: 2/28/2014
Perf: $1,174.23 Date: 1/31/2014
Perf: $1,122.91 Date: 12/31/2013
Perf: $1,163.16 Date: 11/30/2013
Perf: $1,134.46 Date: 10/31/2013
Perf: $1,100.88 Date: 9/30/2013
Perf: $1,052.47 Date: 8/31/2013
Perf: $1,020.42 Date: 7/31/2013
Perf: $1,050.90 Date: 6/30/2013
Perf: $1,000.00 Date: 11/30/2020
Perf: $5,845.53 Date: 10/31/2020
Perf: $4,878.60 Date: 9/30/2020
Perf: $4,860.13 Date: 8/31/2020
Perf: $4,560.93 Date: 7/31/2020
Perf: $3,913.28 Date: 6/30/2020
Perf: $3,340.69 Date: 5/31/2020
Perf: $3,034.51 Date: 4/30/2020
Perf: $2,683.74 Date: 3/31/2020
Perf: $2,523.50 Date: 2/29/2020
Perf: $3,133.23 Date: 1/31/2020
Perf: $3,579.60 Date: 12/31/2019
Perf: $3,095.74 Date: 11/30/2019
Perf: $3,267.96 Date: 10/31/2019
Perf: $3,100.82 Date: 9/30/2019
Perf: $3,601.84 Date: 8/31/2019
Perf: $3,496.59 Date: 7/31/2019
Perf: $3,691.12 Date: 6/30/2019
Perf: $3,694.81 Date: 5/31/2019
Perf: $3,780.63 Date: 4/30/2019
Perf: $3,788.21 Date: 3/31/2019
Perf: $3,831.50 Date: 2/28/2019
Perf: $3,817.76 Date: 1/31/2019
Perf: $3,820.05 Date: 12/31/2018
Perf: $3,829.24 Date: 11/30/2018
Perf: $3,803.00 Date: 10/31/2018
Perf: $3,965.59 Date: 9/30/2018
Perf: $4,030.89 Date: 8/31/2018
Perf: $4,127.47 Date: 7/31/2018
Perf: $4,054.89 Date: 6/30/2018
Perf: $4,045.18 Date: 5/31/2018
Perf: $3,947.29 Date: 4/30/2018
Perf: $3,986.36 Date: 3/31/2018
Perf: $3,951.19 Date: 2/28/2018
Perf: $3,861.60 Date: 1/31/2018
Perf: $3,995.45 Date: 12/31/2017
Perf: $3,847.33 Date: 11/30/2017
Perf: $3,835.05 Date: 10/31/2017
Perf: $3,750.30 Date: 9/30/2017
Perf: $3,536.35 Date: 8/31/2017
Perf: $3,384.71 Date: 7/31/2017
Perf: $3,541.98 Date: 6/30/2017
Perf: $3,530.68 Date: 5/31/2017
Perf: $3,501.96 Date: 4/30/2017
Perf: $3,552.05 Date: 3/31/2017
Perf: $3,422.34 Date: 2/28/2017
Perf: $3,361.17 Date: 1/31/2017
Perf: $3,297.52 Date: 12/31/2016
Perf: $3,308.77 Date: 11/30/2016
Perf: $2,951.36 Date: 10/31/2016
Perf: $2,885.01 Date: 9/30/2016
Perf: $2,923.60 Date: 8/31/2016
Perf: $2,885.23 Date: 7/31/2016
Perf: $2,905.86 Date: 6/30/2016
Perf: $2,868.85 Date: 5/31/2016
Perf: $2,759.31 Date: 4/30/2016
Perf: $2,675.56 Date: 3/31/2016
Perf: $2,568.46 Date: 2/29/2016
Perf: $2,476.81 Date: 1/31/2016
Perf: $2,445.27 Date: 12/31/2015
Perf: $2,513.12 Date: 11/30/2015
Perf: $2,630.72 Date: 10/31/2015
Perf: $2,574.09 Date: 9/30/2015
Perf: $2,396.73 Date: 8/31/2015
Perf: $2,163.70 Date: 7/31/2015
Perf: $2,030.12 Date: 6/30/2015
Perf: $1,977.71 Date: 5/31/2015
Perf: $2,009.87 Date: 4/30/2015
Perf: $1,804.19 Date: 3/31/2015
Perf: $1,749.09 Date: 2/28/2015
Perf: $1,577.32 Date: 1/31/2015
Perf: $1,529.75 Date: 12/31/2014
Perf: $1,508.92 Date: 11/30/2014
Perf: $1,531.90 Date: 10/31/2014
Perf: $1,549.25 Date: 9/30/2014
Perf: $1,488.95 Date: 8/31/2014
Perf: $1,473.77 Date: 7/31/2014
Perf: $1,430.57 Date: 6/30/2014
Perf: $1,456.94 Date: 5/31/2014
Perf: $1,450.99 Date: 4/30/2014
Perf: $1,397.06 Date: 3/31/2014
Perf: $1,380.09 Date: 2/28/2014
Perf: $1,334.32 Date: 1/31/2014
Perf: $1,255.71 Date: 12/31/2013
Perf: $1,267.12 Date: 11/30/2013
Perf: $1,213.25 Date: 10/31/2013
Perf: $1,162.23 Date: 9/30/2013
Perf: $1,114.74 Date: 8/31/2013
Perf: $1,072.79 Date: 7/31/2013
Perf: $1,018.70 Date: 6/30/2013
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: 06/13 - 10/20
Date: 11/30/2020
Return: 19.82 % Date: 10/31/2020
Return: 0.38 % Date: 9/30/2020
Return: 6.56 % Date: 8/31/2020
Return: 16.55 % Date: 7/31/2020
Return: 17.14 % Date: 6/30/2020
Return: 10.09 % Date: 5/31/2020
Return: 13.07 % Date: 4/30/2020
Return: 6.35 % Date: 3/31/2020
Return: -19.46 % Date: 2/29/2020
Return: -12.47 % Date: 1/31/2020
Return: 15.63 % Date: 12/31/2019
Return: -5.27 % Date: 11/30/2019
Return: 5.39 % Date: 10/31/2019
Return: -13.91 % Date: 9/30/2019
Return: 3.01 % Date: 8/31/2019
Return: -5.27 % Date: 7/31/2019
Return: -0.10 % Date: 6/30/2019
Return: -2.27 % Date: 5/31/2019
Return: -0.20 % Date: 4/30/2019
Return: -1.13 % Date: 3/31/2019
Return: 0.36 % Date: 2/28/2019
Return: -0.06 % Date: 1/31/2019
Return: -0.24 % Date: 12/31/2018
Return: 0.69 % Date: 11/30/2018
Return: -4.10 % Date: 10/31/2018
Return: -1.62 % Date: 9/30/2018
Return: -2.34 % Date: 8/31/2018
Return: 1.79 % Date: 7/31/2018
Return: 0.24 % Date: 6/30/2018
Return: 2.48 % Date: 5/31/2018
Return: -0.98 % Date: 4/30/2018
Return: 0.89 % Date: 3/31/2018
Return: 2.32 % Date: 2/28/2018
Return: -3.35 % Date: 1/31/2018
Return: 3.85 % Date: 12/31/2017
Return: 0.32 % Date: 11/30/2017
Return: 2.26 % Date: 10/31/2017
Return: 6.05 % Date: 9/30/2017
Return: 4.48 % Date: 8/31/2017
Return: -4.44 % Date: 7/31/2017
Return: 0.32 % Date: 6/30/2017
Return: 0.82 % Date: 5/31/2017
Return: -1.41 % Date: 4/30/2017
Return: 3.79 % Date: 3/31/2017
Return: 1.82 % Date: 2/28/2017
Return: 1.93 % Date: 1/31/2017
Return: -0.34 % Date: 12/31/2016
Return: 12.11 % Date: 11/30/2016
Return: 2.30 % Date: 10/31/2016
Return: -1.32 % Date: 9/30/2016
Return: 1.33 % Date: 8/31/2016
Return: -0.71 % Date: 7/31/2016
Return: 1.29 % Date: 6/30/2016
Return: 3.97 % Date: 5/31/2016
Return: 3.13 % Date: 4/30/2016
Return: 4.17 % Date: 3/31/2016
Return: 3.70 % Date: 2/29/2016
Return: 1.29 % Date: 1/31/2016
Return: -2.70 % Date: 12/31/2015
Return: -4.47 % Date: 11/30/2015
Return: 2.20 % Date: 10/31/2015
Return: 7.40 % Date: 9/30/2015
Return: 10.77 % Date: 8/31/2015
Return: 6.58 % Date: 7/31/2015
Return: 2.65 % Date: 6/30/2015
Return: -1.60 % Date: 5/31/2015
Return: 11.40 % Date: 4/30/2015
Return: 3.15 % Date: 3/31/2015
Return: 10.89 % Date: 2/28/2015
Return: 3.11 % Date: 1/31/2015
Return: 1.38 % Date: 12/31/2014
Return: -1.50 % Date: 11/30/2014
Return: -1.12 % Date: 10/31/2014
Return: 4.05 % Date: 9/30/2014
Return: 1.03 % Date: 8/31/2014
Return: 3.02 % Date: 7/31/2014
Return: -1.81 % Date: 6/30/2014
Return: 0.41 % Date: 5/31/2014
Return: 3.86 % Date: 4/30/2014
Return: 1.23 % Date: 3/31/2014
Return: 3.43 % Date: 2/28/2014
Return: 6.26 % Date: 1/31/2014
Return: -0.90 % Date: 12/31/2013
Return: 4.44 % Date: 11/30/2013
Return: 4.39 % Date: 10/31/2013
Return: 4.26 % Date: 9/30/2013
Return: 3.91 % Date: 8/31/2013
Return: 5.31 % Date: 7/31/2013
Return: 1.87 % Date: 6/30/2013
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: 06/13 - 10/20
Return: 20.00 %
Count: 1 Return: 17.00 %
Count: 2 Return: 10.00 %
Count: 1 Return: 13.00 %
Count: 1 Return: -19.00 %
Count: 1 Return: -12.00 %
Count: 1 Return: 16.00 %
Count: 1 Return: -14.00 %
Count: 1 Return: -5.00 %
Count: 2 Return: 12.00 %
Count: 1 Return: -3.00 %
Count: 2 Return: -4.00 %
Count: 3 Return: 7.00 %
Count: 3 Return: 11.00 %
Count: 3 Return: -2.00 %
Count: 5 Return: 1.00 %
Count: 9 Return: 3.00 %
Count: 7 Return: 6.00 %
Count: 3 Return: -1.00 %
Count: 8 Return: 4.00 %
Count: 12 Return: 5.00 %
Count: 2 Return: 2.00 %
Count: 9 Return: 0.00 %
Count: 12

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: 06/13 - 10/20
Date: 11/30/2020
Drawdown: 0.00 % Date: 10/31/2020
Drawdown: 0.00 % Date: 9/30/2020
Drawdown: 0.00 % Date: 8/31/2020
Drawdown: 0.00 % Date: 7/31/2020
Drawdown: -5.19 % Date: 6/30/2020
Drawdown: -19.06 % Date: 5/31/2020
Drawdown: -26.48 % Date: 4/30/2020
Drawdown: -34.98 % Date: 3/31/2020
Drawdown: -38.86 % Date: 2/29/2020
Drawdown: -24.09 % Date: 1/31/2020
Drawdown: -13.27 % Date: 12/31/2019
Drawdown: -25.00 % Date: 11/30/2019
Drawdown: -20.82 % Date: 10/31/2019
Drawdown: -24.87 % Date: 9/30/2019
Drawdown: -12.73 % Date: 8/31/2019
Drawdown: -15.28 % Date: 7/31/2019
Drawdown: -10.57 % Date: 6/30/2019
Drawdown: -10.48 % Date: 5/31/2019
Drawdown: -8.40 % Date: 4/30/2019
Drawdown: -8.22 % Date: 3/31/2019
Drawdown: -7.17 % Date: 2/28/2019
Drawdown: -7.50 % Date: 1/31/2019
Drawdown: -7.45 % Date: 12/31/2018
Drawdown: -7.23 % Date: 11/30/2018
Drawdown: -7.86 % Date: 10/31/2018
Drawdown: -3.92 % Date: 9/30/2018
Drawdown: -2.34 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: 0.00 % Date: 5/31/2018
Drawdown: -1.21 % Date: 4/30/2018
Drawdown: -0.23 % Date: 3/31/2018
Drawdown: -1.11 % Date: 2/28/2018
Drawdown: -3.35 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: 0.00 % Date: 11/30/2017
Drawdown: 0.00 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: -0.44 % Date: 8/31/2017
Drawdown: -4.71 % Date: 7/31/2017
Drawdown: -0.28 % Date: 6/30/2017
Drawdown: -0.60 % Date: 5/31/2017
Drawdown: -1.41 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: -0.34 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: 0.00 % Date: 10/31/2016
Drawdown: -1.32 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -0.71 % Date: 7/31/2016
Drawdown: 0.00 % 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: -2.37 % Date: 2/29/2016
Drawdown: -5.85 % Date: 1/31/2016
Drawdown: -7.05 % Date: 12/31/2015
Drawdown: -4.47 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: -1.60 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: -1.26 % Date: 12/31/2014
Drawdown: -2.60 % Date: 11/30/2014
Drawdown: -1.12 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -1.81 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: -0.90 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: 0.00 % Date: 9/30/2013
Drawdown: 0.00 % Date: 8/31/2013
Drawdown: 0.00 % Date: 7/31/2013
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:  Taaffeite Capital Management LLC
Address: Stureplan 4C, Van. 4
City: Stockholm
State:
Zip: 114 35
Country: Sweden

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Investment Methodology
 Systematic Yes 
 Diversified Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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