Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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Hamer Trading Inc - Diversified Systematic Program
Trading Strategy: Systematic / LT Trend / Diversified
Investment Restrictions: Accredited Investors Only
| Performance Since January 2020 | Please See Accounting Notes | 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 | 5.18% | -0.98% | -3.23% | -9.59% | -6.50% | 0.40% | -1.15% | -6.12% | 2.93% | -0.07% | – | – | -18.35% | -24.53% |
| 2024 | 1.60% | 4.18% | 3.95% | 3.68% | -1.17% | -4.14% | -1.72% | 7.50% | 2.66% | -14.71% | 2.81% | -2.02% | 0.71% | -14.71% |
| 2023 | 4.07% | -2.77% | -8.28% | 6.62% | -1.67% | 1.87% | -1.36% | -2.59% | 3.48% | -0.86% | -8.67% | 9.50% | -2.29% | -14.25% |
| 2022 | 5.38% | 9.87% | 10.47% | 1.70% | -3.33% | -0.52% | -0.92% | -3.37% | 4.18% | -1.54% | -4.73% | 0.30% | 17.39% | -10.02% |
| 2021 | 2.54% | 7.55% | -1.02% | 1.20% | 0.48% | -0.94% | 4.07% | -1.68% | -0.59% | 0.26% | -8.87% | 3.20% | 5.46% | -10.70% |
| 2020 | -6.94% | -5.30% | 5.26% | 1.55% | -4.22% | -0.85% | 6.49% | 0.19% | -1.72% | 4.28% | -0.32% | 8.78% | 6.07% | -11.87% |
Program Description:
The Diversified Systematic Program seeks to capture trends in a variety of global commodity and futures markets using 31 broadly diversified markets covering seven major sectors: interest rate, currency, stock index, energy, grain, metals and softs. Average holding period is 100 trading days. The program has been refined over the past thirteen years from a multi-system / multi-time frame trend approach to a focus on long term trend following with the constant goal to provide consistent returns while reducing volatility. This transition to a focus on long term trend following began in 2008.
The Diversified Systematic Program seeks to capture trends in a variety of global commodity and futures markets using 31 broadly diversified markets covering seven major sectors: interest rate, currency, stock index, energy, grain, metals and softs. Average holding period is 100 trading days. The program has been refined over the past thirteen years from a multi-system / multi-time frame trend approach to a focus on long term trend following with the constant goal to provide consistent returns while reducing volatility. This transition to a focus on long term trend following began in 2008.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -38.33% |
| From Feb 2003 to Jul 2006 | |
| Worst Month (Oct 2011) | -17.17% |
| Current Losing Streak | -29.85% |
| Average Monthly Return | 0.66% |
| Annualized Performance |
|
| Compound ROR (1) | 6.21% |
| Standard Deviation | 19.6% |
| Sharpe Ratio | 0.38 |
| Sterling Ratio | -0.3 |
| Calmar Ratio (3) | -0.27 |
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.
