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

Hamer Trading Inc / Diversified Systematic Program
Accepting New Investors: Yes Systematic / LT Trend / Diversified
Accredited Investors Only


Performance Since January 2019 - Performance is Based on Proprietary Trading

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20190.66% -0.22% 0.71% 0.99% 2.92% 8.55% -2.22% 8.54% -3.61% -0.41% -2.10% -0.57%
2020 -6.94% -5.30% 5.26% 1.55% -4.22% -0.85% 6.49% 0.19% -1.72% 4.28% -0.32% 8.78%
2021 2.54% 7.55% -1.02% 1.20% 0.48% -0.94% 4.07% -1.68% -0.59% 0.26% -8.87% 3.20%
2022 5.38% 9.87% 10.47% 1.70% -3.33% -0.52% -0.92% -3.37% 4.18% -1.54% -4.73% 0.30%
2023 4.07% -2.77% -8.28% 6.62% -1.67% 1.87% -1.36% -2.59% 3.48% -0.86% -8.67% 9.50%
2024 1.60% 4.18% 3.95% 3.68% -1.17% -4.14% -1.72% 7.50% 2.66% -14.71%  

 201920202021202220232024 YTD
ROR13.18%6.07%5.46%17.39%-2.29%-0.02%
Max DD-6.56%-11.87%-10.70%-10.02%-14.25%-14.71%

The Notes Below Are An Integral Part of this Report

Program Description: The Diversified Systematic Program seeks to capture trends in a variety of global commodity and futures markets using 31 broadly diversified markets covering seven major sectors: interest rate, currency, stock index, energy, grain, metals and softs. Average holding period is 100 trading days. The program has been refined over the past thirteen years from a multi-system / multi-time frame trend approach to a focus on long term trend following with the constant goal to provide consistent returns while reducing volatility. This transition to a focus on long term trend following began in 2008.

Investment Information
Program Start Date Sep-1999
Minimum Investment 3,000,000
Management Fee 1.00%
Incentive Fee 20.00%
Margin 20%
Round Turns per Million 975
Currency US Dollar
NFA No: #0288216
Trading Strategy       Market Segment      

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Program Statistics
Peak-to-Valley Drawdown (1) (Apr 2022 - Nov 2023) -19.47%
Worst Monthly Return (Oct 2024) -14.71%
Current Losing Streak -14.71%
Average Monthly Return 0.65%
Annualized Statistics
Annualized Compounded ROR (2) 6.60%
Standard Deviation 16.56%
Sharpe Ratio (4) 0.41
36 Month Calmar Ratio (3) 0.13
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: Oct-2024
Please wait for your Report to Fully Load Print to PDF



Time Window Analysis
Length Best Average Worst
1 mo 10.5% 0.6% -14.7%
3 mo 27.9% 2.4% -12.4%
6 mo 29.8% 4.8% -17.7%
12 mo 32.7% 8.3% -14.8%
18 mo 52.5% 13.3% -16.7%
24 mo 56.4% 20% -6.7%
36 mo 61.2% 32.5% 7.8%
Historical Drawdown and Recoveries***
Start Depth Length Recovery End
May-22 -19.47% 19 mo 5 mo Apr-24
Sep-19 -17.65% 6 mo 11 mo Jan-21
Oct-24 -14.71% 1 mo 0 mo n/a
Aug-21 -10.70% 4 mo 3 mo Feb-22
May-24 -6.89% 3 mo 1 mo Aug-24
Jul-19 -2.22% 1 mo 1 mo Aug-19

Comparisons                                        ProgramSP 500 TR
Annualized Compound ROR 6.60%17.06%
Cumulative Return 45.18%150.68%
Cumulative VAMI (5) 14522507
Largest Monthly Gain 10.47%12.82%
Largest Monthly Loss -14.71%-12.35%
Correlation —-0.032
Last 12 Months -0.02%38.01%
Last 36 Months 7.85%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: Jan-2019 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF



+ NOTES: Performance reported from July, 2011 through November, 2013 represents actual client performance. The last client account ceased trading at the beginning of December, 2013. The performance reported beginning in December, 2013 to present reverted back to the proprietary trading performance of the Diversified Systematic Program.

** 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.

*** This Manager offers a range of fees: Mgt Fees 4-12%

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 2024-10-31

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