Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Sep-2025
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Katonah Eve LLC - Katonah Laplace ML Program
Trading Strategy: Global Systematic Futures Hedge Fund
| Performance Since January 2020 | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.57% | 1.50% | -3.00% | -0.66% | -1.61% | -1.20% | -1.40% | -1.41% | -1.23% | – | – | – | -7.27% | -10.06% |
| 2024 | -1.24% | -0.55% | -0.12% | -1.14% | 1.37% | -0.68% | 3.11% | 3.06% | -0.57% | -0.41% | 0.85% | -1.54% | 2.03% | -3.02% |
| 2023 | -2.93% | -0.21% | -1.51% | -0.77% | -3.74% | 0.56% | 0.37% | -2.23% | -1.70% | -3.37% | 3.17% | 0.62% | -11.34% | -14.60% |
| 2022 | 4.37% | 0.74% | 5.05% | 1.42% | 2.02% | 3.33% | -3.48% | 1.48% | -0.88% | 1.20% | 2.80% | 0.90% | 20.36% | -3.48% |
| 2021 | 0.48% | -2.74% | -1.14% | -0.01% | -1.11% | -1.56% | -0.59% | -2.74% | 0.43% | 0.92% | -1.12% | -0.81% | -9.66% | -10.09% |
| 2020 | 0.32% | 1.85% | -5.01% | -5.16% | -2.25% | -1.92% | 0.19% | 4.28% | -2.09% | 1.25% | -1.11% | 1.88% | -7.91% | -13.63% |
Program Description: Laplace is a Global Systematic futures Hedge Fund incorporating a unique approach of machine learning. The system has models for the four asset classes (Equities, Forex, Bonds and Commodities) and the machine learning process evolves with changing markets/economic conditions (we call this the "state of the world"). Our unique approach to risk and portfolio construction prioritizes capital preservation and limits drawdowns. Principals have a long history of profitable practice of using machine learning techniques in systematic trading and have verified past track records from leading firms in the business.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -19.97% |
| From Jan 2019 to Dec 2021 | |
| Worst Month (Apr 2020) | -5.16% |
| Current Losing Streak | -19.21% |
| Average Monthly Return | -0.03% |
| Annualized Performance |
|
| Compound ROR (1) | -0.55% |
| Standard Deviation | 6.76% |
| Sharpe Ratio | -0.11 |
| Sterling Ratio | -0.21 |
| Calmar Ratio (3) | -0.26 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
