Loading...

---

Warrington Asset Management / Tactical Program
Accepting New Investors: Yes Discretionary / Option Writer / Stock Indices

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	0.43%	0.39%	0.51%	0.56%	-0.02%	0.73%	0.75%	-0.17%	0.43%	0.05%	0.45%	0.39%
2020	-0.11%	0.10%	0.01%	0.47%	0.46%	-0.24%	0.38%	0.35%	-1.03%	0.31%	0.24%	0.46%
2021	0.35%	0.26%	0.31%	0.33%	0.53%	0.49%	0.49%	0.33%	0.36%	0.28%	0.11%	0.11%
2022	-0.30%	0.00%	0.20%	-0.09%	-0.12%	-0.23%	0.03%	0.07%	0.00%	0.02%	-0.01%	0.13%
2023	0.09%	0.15%	0.07%	0.11%	0.23%	0.22%	0.29%	0.41%	0.31%	0.37%	0.54%	0.63%
2024	0.52%	0.78%	0.81%	0.74%	0.78%	0.71%	0.75%

---

Ascent Capital Management
311 S. Wacker Drive - Suite 600 * Chicago, IL 60606
Office: 312-283-3350 Email: [email protected] | Web Address: http://www.ascentcm.com

---

+ NOTES: Prior to February 2015, the performance returns presented herein are the composite returns of Warrington Asset Management LLC (the "Manager") representing multiple managed accounts consisting of proprietary capital of Mr. Scott Kimple, the principal of the Manager (the "Proprietary Returns"). The Proprietary Returns are presented pro forma net of fees (2% management fee and 20% performance allocation) and net of all brokerage and trading related expenses. Starting with February 2015, the performance returns presented herein are the composite returns of the Manager representing multiple third party managed accounts (the "Third Party Returns"). The Third Party Returns are presented net of all fees (2% management fee and 20% performance allocation) and net of all brokerage and trading related expenses.

** The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown.

Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility.

Statistical Notes

1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2019-01-31 to 2024-07-31

2. The Annualized Compounded ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth.

3. Calmar Ratio Uses last 36 months of Data

ROR = Rate of Return

AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.

This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document.

---

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. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.

---