Performance

Net Performance of the SAM Liquid Fund, LP
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD(%)
2018 9.78%  (1.16%) (1.06%)  3.68%  (3.57%)  (6.65%)  0.03%  (1.86%)          (1.64%)
2017 (4.37%)  (2.30%)  (5.84%) 2.78%  (3.27%)   0.42% 0.36%  0.09%  (5.03%)**  5.94%  0.45%  (1.57%)  (12.23%)
2016 2.90%  3.74%**  (2.01%) 0.59%  (8.40%) * 4.72%   4.21% (4.15%)  0.65%  (0.40%)  3.57%  0.02%  4.69%
2015 0.66% 2.06% 2.43% (5.11%) 1.00% (1.65%) 6.71%  0.40% 1.89% (3.48%) 8.98%  (2.84%)  10.65%
2014 (7.56%) 1.00% 6.51% (1.98%) 3.99% 0.76% (0.73%) (6.04%) 23.54% 1.75% 7.39% 3.82% 33.50%
2013 4.47% 3.82% 4.06% 8.44% 6.67% 0.56% (1.75%) (1.91%) (5.10%) (5.56%) 6.92% 2.23% 23.95%
2012               (0.81%) (0.15%) (6.37%) (5.60%) (2.58%) (14.71%)

 * Worst Month (8.40%) ** Worth MTM Drawdown - Feb 16 - Sep 17 (17.82%)

 Monthly Return Correlation to Industry Benchmarks*
  S&P 500 Index HF/CTA Macro
Index
CRB Index SG CTA Index Barclays Agg Bond
SAM Liquid Fund, LP
Correlation
0.03 0.45 -0.27 0.49 -0.16

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It should not be assumed that the firm invests in any of the securities that comprise the indices above, nor should it be assumed there is a correlation between the strategy and those indices. The Benchmarks were chosen given their relative nature to the strategy.

*S&P 500 above represents the Standard & Poors 500. The HF/CTA Macro Index represents macro managers which trade a broad range of strategies in which the investment process is predicated on movements in underlying economic variables and the impact these have on equity, fixed income, currency and commodity markets. Managers employ a variety of techniques, both discretionary and systematic. The CRB Index is an arithmetic average of commodity futures prices with monthly rebalancing. The SG CTA Index calculates the net daily rate of return for a pool of CTAs selected from the largest managers open to new investment. Barclays Aggregate Bond ETF seeks to track the investment results of an index composed of the total U.S. investment-grade bond market.

Past performance is not necessarily indicative of future results.