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Attain Portfolio Advisors 

Strategic Diversifcation Program

Manager: Jeff Malec

Address: 1 E. Wacker Dr., Chicago, IL, 60601, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:May 23, 2004
AUM:$1,824,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$1,000,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:50.85%113.38%
Annual ROR:5.16%9.72%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:0.52
Beta:-0.14
Statistics Program S&P 500
Average Monthly Gain:2.79%3.09%
Average Monthly Loss:-2.36%-3.88%
Winning Months:5459
Losing Months:4439
Current DD:22.5512.08
Max DD:24.3952.56
Sharpe Ratio (RF 1%):0.36
Annualized Std Dev:11.63

Methodology

Discretionary:0%
Systematic:100%

Strategy

DirectionalLong / Short
Holding PeriodLong Term
---------------------------

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2012-0.790.11-2.69-0.161.02-4.91-7.31
20111.032.71-3.631.31-4.240.414.53-1.442.40-6.740.320.53-3.34
2010-3.59-2.461.60-1.34-0.25-1.673.180.524.242.39-1.334.685.71
2009-0.91-0.73-4.01-2.26-0.41-1.13-3.380.070.00-2.071.89-5.30-16.98
2008-4.6410.043.61-4.100.163.47-2.300.2610.957.772.68-1.5028.00
20071.58-3.99-2.302.743.045.69-0.326.152.786.710.343.2828.21
20061.53-2.30-1.703.105.53-1.19-0.530.54-1.702.204.462.3312.58
2005-7.34-0.990.245.18-0.980.49-1.50-1.47-2.291.376.02-0.70-2.59
2004-3.601.10-3.102.801.203.803.500.996.60

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The objective of Attain's asset management services is to achieve the maximum capital growth of assets within defined risk limitations. In particular, assets will be managed to maximize net return subject to constraints on projected maximum drawdown, minimum monthly return, and the probability of negative annual return, as computed using statistical models of the investment strategies. To meet these objectives, Attain will employ a diversified array of financial instruments, trading strategies and trading time-frames subject to various risk control techniques. These objectives and approach will explicitly consider and make allowances for uncertainty in trading system performance. However, statistical projections are necessarily based on historical results and there can be no assurance that actual returns will lie within the projected performance range. In any case, there will always be a non-zero probability of returns worse than target values. There is no representation being made that the advisor's program will be successful in achieving its objective.

Company Info

Attain is an Illinois Limited Liability Company organized in January 13, 2004. Attain has been registered with the CFTC as a CPO and a CTA since January 21, 2004, and has also been a member of National Futures Association ("NFA") since that date. The firm is located at One East Wacker Drive 30th Floor Chicago, IL 60601; telephone (312) 604-0926, or (800) 311-1145; facsimile (312) 604-0927.

Manager Info

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