Altegris Clearing Solutions Totem Asset Group LLC Orca Program (Quantitative Directional, Zero-Equity)
Monthly Performance (%)
Date Range: 12/13 - 11/17
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 -2.35 -0.46 -0.33 -0.34 0.26 0.47 2.04 -1.44 -3.67 -0.11 -1.57 -7.36
2016 1.69 2.70 -2.97 0.45 -2.24 -1.03 -0.35 -0.32 -0.46 -0.43 1.34 -0.60 -2.33
2015 11.31 -5.68 1.89 -3.78 -2.69 -2.85 -0.97 -0.56 0.31 -1.49 0.64 -1.09 -5.75
2014 1.83 2.64 -1.03 -1.21 -1.48 -0.91 1.46 -0.32 6.65 -0.77 4.54 4.72 16.89
Note: Estimates appear in italics. All performance data is since program inception.
Strategy Description

Totem Asset Group's flagship Orca Program is a diversified trend following program designed to be a cost-effective complement to a classic stock-bond-alternatives portfolio or long equity exposure. The program trades only in highly-liquid futures markets so there are no pricing issues, and while held as a separately-managed futures account offers both perfect transparency and daily liquidity while funds remain in the customer's name at the Futures Commission Merchant (FCM) of their choice. This rules-based systematic trading program has no direct exposure to equities, and is lowly correlated to the SP500.

Performance Statistics
Date Range: 12/13 - 11/17
  Program SP500 TR Altegris 40
Total Return -0.31% 59.51% 12.24%
Annualized Return -0.08% 12.38% 2.93%
Annualized Std. Deviation 9.60% 9.49% 8.69%
Correlation -0.37 0.47
Sharpe Ratio (rf=2.5%) -0.27 1.04 0.05
Worst Month -5.68% -6.03% -5.20%
Date of Worst Month 02/2015 08/2015 06/2015
Worst Drawdown -23.38% -8.35% -12.85%
Date of Worst Drawdown 1/15 - 11/17 7/15 - 9/15 3/15 - 9/17
Note: Estimates appear in italics. All performance data is since program inception.
Annual Performance (%)
Date Range: 12/13 - 11/17
Year or YTD Program SP500 TR Altegris 40
2017 -7.36 20.51 0.15
2016 -2.33 11.98 -3.13
2015 -5.75 1.41 0.09
2014 16.89 13.69 15.75
Note: Estimates appear in italics. All performance data is since program inception.
Performance Comparison
Date Range: 12/13 - 11/17
Date: 11/30/2017
Perf: $1,123.94 Date: 10/31/2017
Perf: $1,122.48 Date: 9/30/2017
Perf: $1,077.34 Date: 8/31/2017
Perf: $1,100.56 Date: 7/31/2017
Perf: $1,082.59 Date: 6/30/2017
Perf: $1,078.39 Date: 5/31/2017
Perf: $1,110.82 Date: 4/30/2017
Perf: $1,108.71 Date: 3/31/2017
Perf: $1,115.41 Date: 2/28/2017
Perf: $1,131.93 Date: 1/31/2017
Perf: $1,107.78 Date: 12/31/2016
Perf: $1,122.26 Date: 11/30/2016
Perf: $1,113.80 Date: 10/31/2016
Perf: $1,126.18 Date: 9/30/2016
Perf: $1,156.01 Date: 8/31/2016
Perf: $1,171.12 Date: 7/31/2016
Perf: $1,203.49 Date: 6/30/2016
Perf: $1,191.34 Date: 5/31/2016
Perf: $1,142.77 Date: 4/30/2016
Perf: $1,163.13 Date: 3/31/2016
Perf: $1,193.07 Date: 2/29/2016
Perf: $1,228.32 Date: 1/31/2016
Perf: $1,198.83 Date: 12/31/2015
Perf: $1,158.52 Date: 11/30/2015
Perf: $1,185.79 Date: 10/31/2015
Perf: $1,146.69 Date: 9/30/2015
Perf: $1,166.99 Date: 8/31/2015
Perf: $1,142.21 Date: 7/31/2015
Perf: $1,162.32 Date: 6/30/2015
Perf: $1,118.58 Date: 5/31/2015
Perf: $1,179.94 Date: 4/30/2015
Perf: $1,188.49 Date: 3/31/2015
Perf: $1,236.21 Date: 2/28/2015
Perf: $1,209.48 Date: 1/31/2015
Perf: $1,211.42 Date: 12/31/2014
Perf: $1,157.48 Date: 11/30/2014
Perf: $1,137.46 Date: 10/31/2014
Perf: $1,073.58 Date: 9/30/2014
Perf: $1,058.03 Date: 8/31/2014
Perf: $1,042.50 Date: 7/31/2014
Perf: $1,000.19 Date: 6/30/2014
Perf: $1,008.26 Date: 5/31/2014
Perf: $999.66 Date: 4/30/2014
Perf: $974.71 Date: 3/31/2014
Perf: $967.35 Date: 2/28/2014
Perf: $981.89 Date: 1/31/2014
Perf: $973.90 Date: 12/31/2013
Perf: $1,000.00 Date: 11/30/2017
Perf: $1,555.77 Date: 10/31/2017
Perf: $1,509.43 Date: 9/30/2017
Perf: $1,475.06 Date: 8/31/2017
Perf: $1,445.29 Date: 7/31/2017
Perf: $1,440.82 Date: 6/30/2017
Perf: $1,411.74 Date: 5/31/2017
Perf: $1,403.04 Date: 4/30/2017
Perf: $1,383.53 Date: 3/31/2017
Perf: $1,369.43 Date: 2/28/2017
Perf: $1,367.79 Date: 1/31/2017
Perf: $1,315.56 Date: 12/31/2016
Perf: $1,291.03 Date: 11/30/2016
Perf: $1,265.97 Date: 10/31/2016
Perf: $1,220.80 Date: 9/30/2016
Perf: $1,243.43 Date: 8/31/2016
Perf: $1,243.18 Date: 7/31/2016
Perf: $1,241.44 Date: 6/30/2016
Perf: $1,197.26 Date: 5/31/2016
Perf: $1,194.16 Date: 4/30/2016
Perf: $1,173.04 Date: 3/31/2016
Perf: $1,168.48 Date: 2/29/2016
Perf: $1,094.29 Date: 1/31/2016
Perf: $1,095.72 Date: 12/31/2015
Perf: $1,152.90 Date: 11/30/2015
Perf: $1,171.41 Date: 10/31/2015
Perf: $1,167.90 Date: 9/30/2015
Perf: $1,077.00 Date: 8/31/2015
Perf: $1,104.28 Date: 7/31/2015
Perf: $1,175.14 Date: 6/30/2015
Perf: $1,150.97 Date: 5/31/2015
Perf: $1,173.74 Date: 4/30/2015
Perf: $1,158.79 Date: 3/31/2015
Perf: $1,147.77 Date: 2/28/2015
Perf: $1,166.20 Date: 1/31/2015
Perf: $1,102.79 Date: 12/31/2014
Perf: $1,136.90 Date: 11/30/2014
Perf: $1,139.75 Date: 10/31/2014
Perf: $1,109.89 Date: 9/30/2014
Perf: $1,083.45 Date: 8/31/2014
Perf: $1,098.84 Date: 7/31/2014
Perf: $1,056.57 Date: 6/30/2014
Perf: $1,071.36 Date: 5/31/2014
Perf: $1,049.63 Date: 4/30/2014
Perf: $1,025.53 Date: 3/31/2014
Perf: $1,018.00 Date: 2/28/2014
Perf: $1,009.52 Date: 1/31/2014
Perf: $965.40 Date: 12/31/2013
Perf: $1,000.00 Date: 11/30/2017
Perf: $996.85 Date: 10/31/2017
Perf: $1,012.75 Date: 9/30/2017
Perf: $1,013.87 Date: 8/31/2017
Perf: $1,052.49 Date: 7/31/2017
Perf: $1,067.87 Date: 6/30/2017
Perf: $1,046.52 Date: 5/31/2017
Perf: $1,041.63 Date: 4/30/2017
Perf: $1,038.92 Date: 3/31/2017
Perf: $1,042.47 Date: 2/28/2017
Perf: $1,045.92 Date: 1/31/2017
Perf: $1,050.75 Date: 12/31/2016
Perf: $1,076.04 Date: 11/30/2016
Perf: $1,082.54 Date: 10/31/2016
Perf: $1,068.22 Date: 9/30/2016
Perf: $1,072.83 Date: 8/31/2016
Perf: $1,077.79 Date: 7/31/2016
Perf: $1,081.25 Date: 6/30/2016
Perf: $1,085.05 Date: 5/31/2016
Perf: $1,096.34 Date: 4/30/2016
Perf: $1,121.46 Date: 3/31/2016
Perf: $1,116.44 Date: 2/29/2016
Perf: $1,150.61 Date: 1/31/2016
Perf: $1,120.36 Date: 12/31/2015
Perf: $1,101.74 Date: 11/30/2015
Perf: $1,113.88 Date: 10/31/2015
Perf: $1,106.80 Date: 9/30/2015
Perf: $1,123.54 Date: 8/31/2015
Perf: $1,120.07 Date: 7/31/2015
Perf: $1,126.38 Date: 6/30/2015
Perf: $1,137.41 Date: 5/31/2015
Perf: $1,170.78 Date: 4/30/2015
Perf: $1,203.14 Date: 3/31/2015
Perf: $1,250.41 Date: 2/28/2015
Perf: $1,227.21 Date: 1/31/2015
Perf: $1,301.12 Date: 12/31/2014
Perf: $1,168.91 Date: 11/30/2014
Perf: $1,116.23 Date: 10/31/2014
Perf: $1,067.75 Date: 9/30/2014
Perf: $1,076.04 Date: 8/31/2014
Perf: $1,008.94 Date: 7/31/2014
Perf: $1,012.18 Date: 6/30/2014
Perf: $997.62 Date: 5/31/2014
Perf: $1,006.78 Date: 4/30/2014
Perf: $1,021.90 Date: 3/31/2014
Perf: $1,034.42 Date: 2/28/2014
Perf: $1,045.18 Date: 1/31/2014
Perf: $1,018.30 Date: 12/31/2013
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns
Date Range: 12/13 - 11/17
Date: 11/30/2017
Return: -1.57 % Date: 10/31/2017
Return: -0.11 % Date: 9/30/2017
Return: -3.67 % Date: 8/31/2017
Return: -1.44 % Date: 7/31/2017
Return: 2.04 % Date: 6/30/2017
Return: 0.47 % Date: 5/31/2017
Return: 0.26 % Date: 4/30/2017
Return: -0.34 % Date: 3/31/2017
Return: -0.33 % Date: 2/28/2017
Return: -0.46 % Date: 1/31/2017
Return: -2.35 % Date: 12/31/2016
Return: -0.60 % Date: 11/30/2016
Return: 1.34 % Date: 10/31/2016
Return: -0.43 % Date: 9/30/2016
Return: -0.46 % Date: 8/31/2016
Return: -0.32 % Date: 7/31/2016
Return: -0.35 % Date: 6/30/2016
Return: -1.03 % Date: 5/31/2016
Return: -2.24 % Date: 4/30/2016
Return: 0.45 % Date: 3/31/2016
Return: -2.97 % Date: 2/29/2016
Return: 2.70 % Date: 1/31/2016
Return: 1.69 % Date: 12/31/2015
Return: -1.09 % Date: 11/30/2015
Return: 0.64 % Date: 10/31/2015
Return: -1.49 % Date: 9/30/2015
Return: 0.31 % Date: 8/31/2015
Return: -0.56 % Date: 7/31/2015
Return: -0.97 % Date: 6/30/2015
Return: -2.85 % Date: 5/31/2015
Return: -2.69 % Date: 4/30/2015
Return: -3.78 % Date: 3/31/2015
Return: 1.89 % Date: 2/28/2015
Return: -5.68 % Date: 1/31/2015
Return: 11.31 % Date: 12/31/2014
Return: 4.72 % Date: 11/30/2014
Return: 4.54 % Date: 10/31/2014
Return: -0.77 % Date: 9/30/2014
Return: 6.65 % Date: 8/31/2014
Return: -0.32 % Date: 7/31/2014
Return: 1.46 % Date: 6/30/2014
Return: -0.91 % Date: 5/31/2014
Return: -1.48 % Date: 4/30/2014
Return: -1.21 % Date: 3/31/2014
Return: -1.03 % Date: 2/28/2014
Return: 2.64 % Date: 1/31/2014
Return: 1.83 % Date: 12/31/2013
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns
Date Range: 12/13 - 11/17
Return: -2.00 %
Count: 3 Return: -3.00 %
Count: 3 Return: -4.00 %
Count: 2 Return: -6.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: 5.00 %
Count: 2 Return: 7.00 %
Count: 1 Return: 1.00 %
Count: 3 Return: -1.00 %
Count: 12 Return: 3.00 %
Count: 2 Return: 2.00 %
Count: 4 Return: 0.00 %
Count: 14
Note: All performance data is since program inception.

Underwater Curve
Date Range: 12/13 - 11/17
Date: 11/30/2017
Drawdown: -23.38 % Date: 10/31/2017
Drawdown: -22.16 % Date: 9/30/2017
Drawdown: -22.08 % Date: 8/31/2017
Drawdown: -19.11 % Date: 7/31/2017
Drawdown: -17.93 % Date: 6/30/2017
Drawdown: -19.57 % Date: 5/31/2017
Drawdown: -19.94 % Date: 4/30/2017
Drawdown: -20.15 % Date: 3/31/2017
Drawdown: -19.88 % Date: 2/28/2017
Drawdown: -19.61 % Date: 1/31/2017
Drawdown: -19.24 % Date: 12/31/2016
Drawdown: -17.30 % Date: 11/30/2016
Drawdown: -16.80 % Date: 10/31/2016
Drawdown: -17.90 % Date: 9/30/2016
Drawdown: -17.55 % Date: 8/31/2016
Drawdown: -17.16 % Date: 7/31/2016
Drawdown: -16.90 % Date: 6/30/2016
Drawdown: -16.61 % Date: 5/31/2016
Drawdown: -15.74 % Date: 4/30/2016
Drawdown: -13.81 % Date: 3/31/2016
Drawdown: -14.19 % Date: 2/29/2016
Drawdown: -11.57 % Date: 1/31/2016
Drawdown: -13.89 % Date: 12/31/2015
Drawdown: -15.32 % Date: 11/30/2015
Drawdown: -14.39 % Date: 10/31/2015
Drawdown: -14.93 % Date: 9/30/2015
Drawdown: -13.65 % Date: 8/31/2015
Drawdown: -13.91 % Date: 7/31/2015
Drawdown: -13.43 % Date: 6/30/2015
Drawdown: -12.58 % Date: 5/31/2015
Drawdown: -10.02 % Date: 4/30/2015
Drawdown: -7.53 % Date: 3/31/2015
Drawdown: -3.90 % Date: 2/28/2015
Drawdown: -5.68 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: -0.77 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: -3.47 % Date: 7/31/2014
Drawdown: -3.16 % Date: 6/30/2014
Drawdown: -4.55 % Date: 5/31/2014
Drawdown: -3.67 % Date: 4/30/2014
Drawdown: -2.23 % Date: 3/31/2014
Drawdown: -1.03 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 %
Note: All performance data is since program inception.
Notes to Performance

Manager Information
Manager Name:  Totem Asset Group LLC
Address: 318 W. Adams St. #1800
City: Chicago
State: IL
Zip: 60606
Country: USA
Key People
Name:  Andrew Strasman
Position:  Principal
Biography: 

Andrew Strasman is a registered CTA and the sole Principal of Totem Asset Group. The Chicago-based CTA was organized in March 2014 by Strasman. The firm’s core strategy is a momentum-based systematic, diversified, trend following strategy which is largely uncorrelated with the S&P 500. Strasman leads strategic development and trading efforts on risk control, full transparency, technology and easily accessible client support. He speaks English and French, was raised in Vancouver, Canada and has been commissioned to work in the past in Paris, France. Strasman commenced his 24+ year global career of systematic trading experience for leading proprietary trading groups, investment banks and brokerage houses immediately after graduation from the British Columbia Institute of Technology in Vancouver, Canada in 1990. Strasman’s work history includes engagements at highly reputable groups such as: DRW Trading, Ramsey Quantitative, C2 Capital, Dean Witter and Groupe Finacor Vendôme. Most recently, and before the founding of Totem Asset Group, Strasman co-founded and was Trading Principal for another CTA (Gladius Asset Management, NFA ID# 0406885) from October 2007 to Jan 4, 2013 before deciding to leave and spend more time with his family while observing a one year non-competitive period. Strasman sits on the Advisory Board for the Commodities Customer Coalition, a non-profit organization formed in response to the bankruptcy of commodity broker MF Global and also co-founded Traders Fulcrum, a Chicago-based networking group for the alternative asset industry with over 1,400 members.


Additional Information

The Program Performance information presented in this and other areas of the www.managedfutures.com website was prepared by Altegris Clearing Solutions, LLC, an affiliate within the Altegris Group of Companies, based upon information provided by each respective manager of commodity futures and foreign currency trading programs tracked by Altegris Clearing Solutions and its affiliates. The Program Performance information does not contain opinion or analysis of Altegris Clearing Solutions or any of its affiliates, and the completeness and accuracy of performance information reported to Altegris Clearing Solutions cannot in all cases be independently verified. See “Additional Information” at the end of this page for further details regarding the presentation of performance. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.