Portfolio performance numbers were calculated from "net return data" provided by the individual managers to the Barclay Hedge Ltd CTA database. Such information has not been independently reviewed or audited by Foss Mountain Capital LLC and Foss Mountain Capital LLC makes no representation as to its accuracy and/or completeness. Portfolio analytics were derived from the combination of individual CTA performance data according to the percentage allocations listed. For the period listed there was no portfolio "rebalancing".

The sample portfolios are provided for informational purposes only. The impact of market and economic conditions as well as individual client preferences may result in sharp differences between the portfolio performance shown and actual client performance. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each CTA′s risk disclosure document.

Although the performance data and portfolio analytics are based on the results of the individual manager′s actual investment, the performance should be considered "hypothetical" performance because no client experienced returns described herein for the entire time period covered by the portfolio′s performance record. The hypothetical portfolios were created with the benefit of hindsight.

Past results are not necessarily indicative of future results. Be advised that there is substantial risk of loss when investing in futures and derivative markets, including managed futures, futures options and forex. These investments are not suitable for everyone.

The NFA requires the following disclosure statement in reference to hypothetical results:

THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING ADVISORS HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED.

ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS. THEREFORE COMPOSITE PERFORMANCE RECORDS INVARIABLY SHOW POSITIVE RATES OF RETURN. ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FURTHERMORE, THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE.

(THE MEMBER) HAS HAD LITTLE OR NO EXPERIENCE ALLOCATING ASSETS AMONG PARTICULAR TRADING ADVISORS. BECAUSE THERE ARE (LITTLE OR) NO ACTUAL ALLOCATIONS TO COMPARE TO THE PERFORMANCE RESULTS FROM THE HYPOTHETICAL ALLOCATION, CUSTOMERS SHOULD BE PARTICULARLY WARY OF PLACING UNDUE RELIANCE ON THESE RESULTS.