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Caretta Capital Management - Diversified Global Macro

Principal(s): Eric Simpson
Strategy: Momentum, Trend Following, Macro / S-Term / Diversified
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Statistics & Program Information

Nov 2025 Return 1.75%	Worst Drawdown ⁽²⁾ -9.19%	Minimum Investment $100,000
YTD Return: -6.74%	Losing Streak ⁽³⁾: -7.6%	AUM ⁽⁵⁾: $166,151
Annualized CROR⁽¹⁾ N/A	Sharpe Ratio 4% RF ROR⁽⁴⁾: -2.12	Calmar Ratio ⁽⁶⁾: N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology 100% Discretionary	Style Sub-Categories Momentum Discretionary Trend Anticipatory Long Short	Trading Style 100% Trend Following
Market Sector 15% Stock Indices 15% Currencies 15% Financials 15% Metals 15% Energies 15% Agriculturals 5% Meats 5% Softs	Holding Period 10% Medium Term 90% Short Term	Geographic Sector US Contracts:

Start Date Jan-2025	Currency US Dollar	Management Fee 2.00%
Accepting New Accounts Yes	Min Investment $100,000	Incentive Fee 0.00
NFA Member Yes	Fund Minimum $0	Other Fees N/A
NFA Number 0552458	Margin ⁽⁷⁾ 2-8%	Avg Comm ⁽⁸⁾
Notional Funds Yes	Round Turns Per Million ⁽¹⁰⁾ 2,000	Max Comm ⁽⁹⁾

Starting Date: Jan-2025	Currency: US Dollar
Open to New Investors: Yes	Current Assets: $166,151
Open to US Investors: Yes	Annualized CROR: -7.23%
Minimum Fund Investment: $0
Minimum Managed Account: $100,000	Current Losing Streak: -7.6 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 4% RF ROR -2.12
Redemptions: N/A	US Attorney: Not Listed
Lock Up: N/A	Offshore Attorney: Not Listed
Hurdle Rate: N/A	Administrator: Not Listed
Administraton Fee: 0.00%	Prime Broker: Not Listed
Management Fee: 2.00%	Auditor: Not Listed
Incentive Fee: 20.00%	NFA Member: Yes
Selling Fee: 0.00%	FINRA Member: No
Other Fees: N/A	Other Memberships: None

Type of Fund:	Domicile:	Strategy:

Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

Caretta Capital Management is an alternative investment management company based in Raleigh, NC. We focus on opportunities across all major equity indexes, metal, energy, grain, and currency markets. Our flagship program is currently offered to investors through separately managed accounts. Caretta's Diversified Macro ("CDM") portfolio manages a full spectrum of futures with global exposure. A discretionary investment solution targeting both absolute and competitive returns, while offering low correlation to traditional investments and lower volatility.

Short-term blend of momentum, macro, and trend following strategies focused most on risk management. We operate via set of systematic rules for execution and risk management, with discretionary execution.

Risk Strategy

Background

Eric Simpson is the Founder and Portfolio Manager of Caretta Capital Management. He has over 15 years experience in the financial and commodities markets. Prior to Caretta, Eric was a Natural Gas and Power trader managing physical and financial portfolios for various wholesale and downstream energy companies. In these roles, he managed the commercial trading, risk management, and hedging strategies. Prior to the energy markets, Eric worked as an analyst and trading assistant for RBC and Credit Suisse focusing on underwriting credit products and front-to-back office operations for a portfolio of derivative products (Interest Rates, FX, Equities, Energy). Eric is listed with the CFTC as Principal and is registered as an Associated Person and Associate Member with the NFA of Caretta Capital Management.

Performance

Monthly Performance Since Jan 2025 (A Portion of this Performance is based on Proprietary Trading)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2025	0.43%	0.60%	-0.10%	-0.43%	-1.84%	-0.89%	-4.19%	-0.74%	-0.02%	-1.31%	1.75%		-6.65%	-9.19%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

RISK DISCLOSURE

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.