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Ascent Capital Management CTA Report
Report Start Date: Dec-2023 - Report End Date: Oct-2024
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Report Start Date Report End Date

Alleman Capital Management LLC / Alleman Capital Crude Hedge
Accepting New Investors: Yes


PROPRIETARY PERFORMANCE OF THE ALLEMAN CAPITAL CRUDE HEDGE PROGRAM (Pro Forma) - Performance is Based on Proprietary Trading

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023  -2.65%
2024 7.85% 4.13% 3.54% 12.22% 4.16% 2.16% 3.42% 7.62% 7.36% 8.51%  

 20232024 YTD
ROR-2.65%80.03%
Max DD-2.65%0.00%

The Notes Below Are An Integral Part of this Report | Track Record Compiled By: NAV Consulting Inc.

Program Description: Alleman Capital Crude Hedge Program's investment objectives are to generate above-average risk-adjusted returns under rising and falling markets and to maintain a low correlation to the equities markets. Alleman Capital Management LLC intends to allocate capital to options on futures specific to the crude oil commodities market including bull and bear credit spreads.

Investment Information
Program Start Date Dec-2023
Minimum Investment 50,000
Management Fee 2% Annual
Incentive Fee 20% Annual
Margin 30 -50%
Round Turns per Million 8,000
Currency US Dollar
NFA No: #0556492
Trading Strategy       Market Segment      

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Program Statistics
Peak-to-Valley Drawdown (1) (Dec 2023 - Dec 2023) -2.65%
Worst Monthly Return (Dec 2023) -2.65%
Current Losing Streak 0.00%
Average Monthly Return 5.30%
Annualized Statistics
Annualized Compounded ROR (2) N/A%
Standard Deviation 13.71%
Sharpe Ratio (4) 4.57
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: Dec-2023 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF



Time Window Analysis
Length Best Average Worst
1 mo 12.2% 5.3% -2.7%
3 mo 25.4% 17.3% 9.3%
6 mo 42.7% 37.1% 32.3%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
Dec-23 -2.65% 1 mo 1 mo Jan-24

Comparisons                                        ProgramSP 500 TR
Annualized Compound ROR 84.43%29.20%
Cumulative Return 75.26%26.47%
Cumulative VAMI (5) 17531265
Largest Monthly Gain 12.22%5.34%
Largest Monthly Loss -2.65%-4.08%
Correlation —-0.769
Last 12 Months 75.26%38.01%
Last 36 Months 75.26%29.81%

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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: Dec-2023 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF



+ NOTES: The following are the results of the proprietary performance of the Alleman Capital Crude Hedge Program (ACCH). This performance considers any commission, management, and incentive fees of the program being offered herein. It should be considered pro forma as the results are strictly from the proprietary trading account of the Advisor.

** 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 2023-12-31 to 2024-10-31

2. ROR calculations are not provided when there are less than 12 data points.

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