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Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Sep-2024
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Report Start Date Report End Date


Katonah Eve LLC / Katonah Laplace ML Program
Accepting New Investors: Yes
Global Systematic Futures Hedge Fund



AUM represent firm assets. Please See Accounting Notes

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20191.34% -2.47% -2.17% -1.94% 2.94% 2.29% -2.41% -0.29% -0.96% -0.86% -0.13% 2.33%
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%
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%
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%
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%
2024 -1.24% -0.55% -0.12% -1.14% 1.37% -0.68% 3.11% 3.06% -0.57%  

 201920202021202220232024 YTD
ROR-2.51%-7.91%-9.66%20.36%-11.34%3.17%
Max DD-6.44%-13.63%-10.09%-3.48%-14.60%-3.02%

The Notes Below Are An Integral Part of this Report

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.


Investment Information
Program Start Date Jul-2016
Minimum Investment 5,000,000
Management Fee 1.00%
Incentive Fee 20.00%
Margin 4.4-8.2%
Round Turns per Million 900
Currency US Dollar
NFA No: #0541356
Trading Strategy       Market Segment      

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Program Statistics
Peak-to-Valley Drawdown (1) (Jan 2019 - Dec 2021) -19.97%
Worst Monthly Return (Apr 2020) -5.16%
Current Losing Streak -11.90%
Average Monthly Return -0.14%
Annualized Statistics
Annualized Compounded ROR (2) -1.95%
Standard Deviation 7.59%
Sharpe Ratio (4) -0.35
36 Month Calmar Ratio (3) 0.20

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. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN.

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


Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Sep-2024
Please wait for your Report to Fully Load Print to PDF




Time Window Analysis
Length Best Average Worst
1 mo 5.1% -0.1% -5.2%
3 mo 10.5% -0.4% -11.9%
6 mo 18.1% -1% -11.9%
12 mo 20.3% -2.2% -13.8%
18 mo 15.9% -3.1% -18.1%
24 mo 11.4% -2.6% -16.8%
36 mo 10.1% -2.5% -18.9%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
Feb-19 -19.93% 35 mo 33 mo n/a


Comparisons                                        ProgramSP 500 TR
Annualized Compound ROR -1.95%17.52%
Cumulative Return -10.71%152.99%
Cumulative VAMI (5) 8932530
Largest Monthly Gain 5.05%12.82%
Largest Monthly Loss -5.16%-12.35%
Correlation -0.051
Last 12 Months 3.49%36.36%
Last 36 Months 8.96%40.18%

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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. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN.

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


Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Sep-2024
Please wait for your Report to Fully Load Print to PDF




+ NOTES: Prior to Feb 2021, the results are for Katonah Capital Partners LLC a single fund account as calculated by OPUS Fund Services. The performance results from Feb 2021 forward are a composite of all accounts managed by KCPM traded pursuant to the referenced program "Laplace" whose rates of return do not differ materially except as such returns may differ as a result of differences in incentive fees and resulting from any unrecouped loss or losses carried forward from prior periods. The returns presented represent the performance as calculated by third party service providers from Feb 2021 moving forward.

** 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 2024-09-30

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

SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.

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.


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