Ascent Capital Management CTA Report
Report Start Date: Jan-2025 - Report End Date: Feb-2025
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Report End Date

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Spartan Asset Group / Program C
Accepting New Investors: Yes Systematic / Stock Indices


Performance Since January 2025 - Performance is Based on Proprietary Trading

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2025-6.72% 17.17%  

 2025 YTD
ROR9.30%
Max DD-6.72%

The Notes Below Are An Integral Part of this Report

Program Description: Spartan Asset Management programs are systematic day-trading strategies that trade the Mini S&P, Mini Dow, and Mini Russell 2000. Each program trades the same system. The difference is the risk taken and the time that trades are entered. Program B is 2X the leverage of Program A. Trades for Programs A & B are placed earlier than the trades for Program C & D.

Program D is 2X the leverage of Program C. Programs C and D's trades are placed later in the trading session than Program A and B.

Investment Information
Program Start Date Jan-2025
Minimum Investment 50,000
Management Fee 1.00%
Incentive Fee 20.00%
Margin 0.5
Round Turns per Million 15,000
Currency US Dollar
NFA No: #540271
Trading Strategy       Market Segment      

J F VAMI, AUM & Worst Drawdown (since Jan 2025)$800$0.05 $860$920$980$1,040$1,100$0.05 $0.05 $0.05 $0.06 $0.06 $1,000 $933 VAMIAssets in Millions Assets Under ManagementVAMI (Red Line Indicates Max Drawdown)

Program Statistics
Peak-to-Valley Drawdown (1) (Jan 2025 - Jan 2025) -6.72%
Worst Monthly Return (Jan 2025) -6.72%
Current Losing Streak 0.00%
Average Monthly Return 5.23%
Annualized Statistics
Annualized Compounded ROR (2) N/A%
Standard Deviation 58.52%
Sharpe Ratio (4) 1.05
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: info@ascentcm.com | Web Address: http://www.ascentcm.com


Ascent Capital Management CTA Report
Report Start Date: Jan-2025 - Report End Date: Feb-2025
Please wait for your Report to Fully Load Print to PDF



Time Window Analysis
Length Best Average Worst
1 mo 17.2% 5.2% -6.7%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
Jan-25 -6.72% 1 mo 1 mo Feb-25

Comparisons                                        ProgramAG CTA Index SP 500 TR
Annualized Compound ROR 70.46%-0.00%8.98%
Cumulative Return 9.30%-0.00%1.44%
Cumulative VAMI (5) 109310001014
Largest Monthly Gain 17.17%0.01%2.78%
Largest Monthly Loss -6.72%-0.01%-1.30%
Correlation —-1.000-1.000
Last 12 Months 9.30%2.43%18.41%
Last 36 Months 9.30%12.30%42.58%

J F M A M J J A S O N D Growth of $1,000 VAMI - Program vs. Benchmarks (since Jan 2025)$800$860$920$980$1,040$1,100 $1,000 VAMI ProgramAG CTA IndexSP 500 TR

J F Monthly Returns (since Jan 2025)-12%-6%6%12%18%20250% Month/Year
< -10-10 to -8-8 to -6-6 to -4-4 to -2-2 to 00 to 22 to 44 to 66 to 88 to 10> 10Distribution of Returns (since Jan 2025)0 Mos.0 Mos.1 Mos.1 Mos.1 Mos.2 Mos. Percent Return
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: info@ascentcm.com | Web Address: http://www.ascentcm.com


Ascent Capital Management CTA Report
Report Start Date: Jan-2025 - Report End Date: Feb-2025
Please wait for your Report to Fully Load Print to PDF



+ NOTES:

** 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 2025-01-31 to 2025-02-28

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

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.

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: info@ascentcm.com | Web Address: http://www.ascentcm.com