Totem Asset Group LLC

Orca Program (Quantitative Directional, Zero-Equity) *QEP*


Monthly Performance (%)

Date Range: 12/13 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 0.04 -0.54 -0.11 -0.30 -0.51 0.04 -0.62 -0.34 -0.21 -0.23 0.36   -2.40 
2017 -2.35 -0.46 -0.33 -0.34 0.26 0.47 2.04 -1.44 -3.67 -0.11 -1.57 -0.72  -8.03 
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 -1.04 -1.21 -1.48 -0.91 1.46 -0.32 6.65 -0.77 4.54 4.72  16.88 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Totem Asset Group's flagship ORCA PROGRAM is a diversified "Pure Trend, Zero-Equity" program designed to be a cost-effective complement to a classic stock/bond/real-estate portfolio. 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 as funds remain in the customer's name at the Futures Commission Merchant (FCM) of their choice. Investors should also receive favorable 60/40 tax treatment on their returns. This rules-based systematic trading program has zero direct exposure to equities, and is lowly correlated to the SP500. The very low margin-to-equity ratio averages under 5% offering sophisticated investors the ability to leverage this global macro investment with ease

Performance Statistics

Date Range: 12/13 - 11/18
  Program S&P 500 Altegris 40 
Total Return -3.42% 69.52% 8.14% 
Annualized Return -0.70% 11.13% 1.58% 
Annualized Std. Deviation 8.59% 9.95% 8.63% 
Correlation -0.31 0.43 
Sharpe Ratio (rf=2.5%) -0.37 0.87 -0.11 
Worst Month -5.68% -6.84% -6.10% 
Date of Worst Month 02/2015 10/2018 02/2018 
Worst Drawdown -26.03% -8.35% -12.85% 
Date of Worst Drawdown 1/15 - 10/18 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 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 -2.40 5.11 -4.69 
2017 -8.03 21.84 1.24 
2016 -2.33 11.98 -3.13 
2015 -5.75 1.41 0.09 
2014 16.88 13.69 15.75 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/13 - 11/18
Date: 11/30/2018
Perf: $1,082.91 Date: 10/31/2018
Perf: $1,096.06 Date: 9/30/2018
Perf: $1,123.82 Date: 8/31/2018
Perf: $1,128.90 Date: 7/31/2018
Perf: $1,100.83 Date: 6/30/2018
Perf: $1,109.15 Date: 5/31/2018
Perf: $1,099.91 Date: 4/30/2018
Perf: $1,114.28 Date: 3/31/2018
Perf: $1,102.38 Date: 2/28/2018
Perf: $1,103.37 Date: 1/31/2018
Perf: $1,175.05 Date: 12/31/2017
Perf: $1,136.19 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: 11/30/2018
Perf: $1,653.38 Date: 10/31/2018
Perf: $1,620.33 Date: 9/30/2018
Perf: $1,739.29 Date: 8/31/2018
Perf: $1,729.44 Date: 7/31/2018
Perf: $1,674.84 Date: 6/30/2018
Perf: $1,614.77 Date: 5/31/2018
Perf: $1,604.82 Date: 4/30/2018
Perf: $1,567.05 Date: 3/31/2018
Perf: $1,561.12 Date: 2/28/2018
Perf: $1,601.80 Date: 1/31/2018
Perf: $1,663.18 Date: 12/31/2017
Perf: $1,573.04 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: 11/30/2018
Perf: $965.85 Date: 10/31/2018
Perf: $962.38 Date: 9/30/2018
Perf: $964.60 Date: 8/31/2018
Perf: $966.63 Date: 7/31/2018
Perf: $969.93 Date: 6/30/2018
Perf: $975.98 Date: 5/31/2018
Perf: $975.59 Date: 4/30/2018
Perf: $980.59 Date: 3/31/2018
Perf: $983.54 Date: 2/28/2018
Perf: $984.62 Date: 1/31/2018
Perf: $989.97 Date: 12/31/2017
Perf: $989.57 Date: 11/30/2017
Perf: $996.75 Date: 10/31/2017
Perf: $1,012.65 Date: 9/30/2017
Perf: $1,013.76 Date: 8/31/2017
Perf: $1,052.39 Date: 7/31/2017
Perf: $1,067.76 Date: 6/30/2017
Perf: $1,046.42 Date: 5/31/2017
Perf: $1,041.52 Date: 4/30/2017
Perf: $1,038.82 Date: 3/31/2017
Perf: $1,042.36 Date: 2/28/2017
Perf: $1,045.81 Date: 1/31/2017
Perf: $1,050.65 Date: 12/31/2016
Perf: $1,075.93 Date: 11/30/2016
Perf: $1,082.43 Date: 10/31/2016
Perf: $1,068.11 Date: 9/30/2016
Perf: $1,072.73 Date: 8/31/2016
Perf: $1,077.68 Date: 7/31/2016
Perf: $1,081.14 Date: 6/30/2016
Perf: $1,084.94 Date: 5/31/2016
Perf: $1,096.23 Date: 4/30/2016
Perf: $1,121.35 Date: 3/31/2016
Perf: $1,116.33 Date: 2/29/2016
Perf: $1,150.50 Date: 1/31/2016
Perf: $1,120.25 Date: 12/31/2015
Perf: $1,101.63 Date: 11/30/2015
Perf: $1,113.77 Date: 10/31/2015
Perf: $1,106.69 Date: 9/30/2015
Perf: $1,123.43 Date: 8/31/2015
Perf: $1,119.96 Date: 7/31/2015
Perf: $1,126.26 Date: 6/30/2015
Perf: $1,137.30 Date: 5/31/2015
Perf: $1,170.66 Date: 4/30/2015
Perf: $1,203.02 Date: 3/31/2015
Perf: $1,250.28 Date: 2/28/2015
Perf: $1,227.09 Date: 1/31/2015
Perf: $1,300.99 Date: 12/31/2014
Perf: $1,168.79 Date: 11/30/2014
Perf: $1,116.11 Date: 10/31/2014
Perf: $1,067.64 Date: 9/30/2014
Perf: $1,075.93 Date: 8/31/2014
Perf: $1,008.84 Date: 7/31/2014
Perf: $1,012.08 Date: 6/30/2014
Perf: $997.51 Date: 5/31/2014
Perf: $1,006.68 Date: 4/30/2014
Perf: $1,021.80 Date: 3/31/2014
Perf: $1,034.31 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 - 11/18
Date: 11/30/2018
Return: 0.36 % Date: 10/31/2018
Return: -0.23 % Date: 9/30/2018
Return: -0.21 % Date: 8/31/2018
Return: -0.34 % Date: 7/31/2018
Return: -0.62 % Date: 6/30/2018
Return: 0.04 % Date: 5/31/2018
Return: -0.51 % Date: 4/30/2018
Return: -0.30 % Date: 3/31/2018
Return: -0.11 % Date: 2/28/2018
Return: -0.54 % Date: 1/31/2018
Return: 0.04 % Date: 12/31/2017
Return: -0.72 % 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: -1.04 % 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 - 11/18
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: 16 Return: 3.00 %
Count: 2 Return: 2.00 %
Count: 4 Return: 0.00 %
Count: 22
Note: All performance data is since program inception.

Underwater Curve

Date Range: 12/13 - 11/18
Date: 11/30/2018
Drawdown: -25.76 % Date: 10/31/2018
Drawdown: -26.03 % Date: 9/30/2018
Drawdown: -25.86 % Date: 8/31/2018
Drawdown: -25.70 % Date: 7/31/2018
Drawdown: -25.45 % Date: 6/30/2018
Drawdown: -24.98 % Date: 5/31/2018
Drawdown: -25.01 % Date: 4/30/2018
Drawdown: -24.63 % Date: 3/31/2018
Drawdown: -24.40 % Date: 2/28/2018
Drawdown: -24.32 % Date: 1/31/2018
Drawdown: -23.91 % Date: 12/31/2017
Drawdown: -23.94 % 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: -3.48 % Date: 7/31/2014
Drawdown: -3.17 % Date: 6/30/2014
Drawdown: -4.56 % Date: 5/31/2014
Drawdown: -3.68 % Date: 4/30/2014
Drawdown: -2.24 % Date: 3/31/2014
Drawdown: -1.04 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Totem Asset Group LLC
Address: 2144 Ashland Avenue, Suite 7
City: Evanston
State: IL
Zip: 60201
Country: USA

Key People

Name:  Andrew Strasman
Position:  Principal
Biography: 

Andrew Strasman is a registered CTA and Managing Member of Totem Asset Group, LLC. The Chicago-based CTA was organized in March 2014 by Strasman. The firm’s flagship Orca Program is a Pure-Trend, Zero-Equity strategy designed to complement an investor's traditional portfolio of stocks, bonds and real estate. Strasman leads strategic development and trading efforts. He was raised in Vancouver, Canada and speaks English and French. Strasman commenced his 27+ 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 in Paris, France. 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 pursue other better opportunities while observing a one year non-competitive period. Strasman served 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 2,000 members


Additional Information

 Futures Sectors Traded
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures 100% 
 Geographical Focus
 United States Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $2,000,000 
 Margin / Equity Ratio: 5% 
 Managed Account Availability: Open