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Ascent Capital Management CTA Report
Report Start Date: May-2022 - Report End Date: Aug-2024
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Report Start Date Report End Date

Comhla LLC / Safara ES
Accepting New Investors: Yes Systematic / Cycles / Pattern Recognition / Micro or E Mini Futures


Prop Trading from May 2022 through April 2023. Client Trading from May 2023.

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022  -2.38% -9.19% 4.47% 9.15% 5.50% 6.49% -8.96% 1.67%
2023 -0.96% 3.79% -1.68% 1.07% 2.14% -11.70% -5.54% 0.94% -0.47% -7.05% 8.54% 1.52%
2024 2.99% 2.35% -4.39% 6.43% 3.01% -3.55% 5.85% -15.15%  

 202220232024 YTD
ROR5.12%-10.45%-4.29%
Max DD-11.35%-22.11%-15.15%

The Notes Below Are An Integral Part of this Report | Track Record Compiled By: http://www.compliancesupervisors.com

Program Description: The Safara ES Program is a fully systematic system whereby system signals are predetermined by a computer and executed by the Advisor manually. The trading program is always in the market, either long or short. The strategy is based on extensive cycle research, finding repeating patterns in the market and taking positions to profit from them. The strategy originates from ComhlaTech Limited. ComhlaTech is a predictive‐analytics and pattern recognition technology company operating out of Waterloo, Ontario, where John is the CIO and Founder. Currently, ComhlaTech Limited is focused on using its technology to assist investors in making informed investment decisions and reduce their risk. Mr. Bannan is actively engaged in the research and development of the predictive technology that is the backbone of the Comhla strategies. John uses for his trading personally and for the Advisor.

Investment Information
Program Start Date May-2022
Minimum Investment 100,000
Management Fee 0
Incentive Fee 25%
Margin 10-15%
Round Turns per Million 2,000
Currency US Dollar
NFA No: #0547412
Trading Strategy       Market Segment      

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Program Statistics
Peak-to-Valley Drawdown (1) (Oct 2022 - Oct 2023) -24.78%
Worst Monthly Return (Aug 2024) -15.15%
Current Losing Streak -20.67%
Average Monthly Return -0.18%
Annualized Statistics
Annualized Compounded ROR (2) -4.37%
Standard Deviation 21.36%
Sharpe Ratio (4) -0.15
36 Month Calmar Ratio (3) N/A
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: May-2022 - Report End Date: Aug-2024
Please wait for your Report to Fully Load Print to PDF



Time Window Analysis
Length Best Average Worst
1 mo 9.2% -0.2% -15.2%
3 mo 22.6% 0.8% -15.8%
6 mo 18.6% 1.1% -20.4%
12 mo 16.1% -3.5% -24.8%
18 mo 6.2% -4.7% -16.6%
24 mo 14.7% 4.9% -10.9%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
Nov-22 -24.78% 12 mo 10 mo n/a
May-22 -11.35% 2 mo 2 mo Aug-22

Comparisons                                        ProgramSP 500 TR
Annualized Compound ROR -4.37%16.20%
Cumulative Return -9.91%41.94%
Cumulative VAMI (5) 9011419
Largest Monthly Gain 9.15%9.22%
Largest Monthly Loss -15.15%-9.21%
Correlation —-0.042
Last 12 Months -2.43%27.13%
Last 36 Months -9.91%30.87%

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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: May-2022 - Report End Date: Aug-2024
Please wait for your Report to Fully Load Print to PDF



+ NOTES: Prop Trading from May 2022 through April 2023. Client Trading from May 2023.

** 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 2022-05-31 to 2024-08-31

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

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