Ascent Capital Management CTA Report
Report Start Date: Jan-2020 - Report End Date: Sep-2025
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| Performance Since January 2020 | Track Record Compiled By: N/A | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -3.31% | -2.61% | -4.84% | -6.32% | -1.12% | 1.16% | 1.61% | -1.48% | 2.39% | – | – | – | -13.93% | -16.99% |
| 2024 | -7.60% | -0.94% | 1.18% | -1.17% | 6.49% | -4.97% | -3.50% | 12.43% | 3.89% | -3.27% | 3.44% | 0.52% | 5.00% | -10.62% |
| 2023 | 4.69% | -1.20% | -2.36% | 1.31% | -3.78% | 2.62% | -1.22% | -3.58% | -1.52% | -2.45% | 4.83% | 6.72% | 3.39% | -11.72% |
| 2022 | -1.49% | -0.34% | 5.18% | 1.83% | 0.12% | 2.20% | 1.82% | -2.08% | -5.25% | 2.22% | -2.94% | -2.87% | -2.06% | -10.59% |
| 2021 | -2.33% | 2.74% | 0.62% | 1.17% | -0.14% | 1.59% | -1.79% | 1.01% | -2.61% | 4.22% | 1.00% | 1.31% | 6.77% | -3.39% |
| 2020 | 0.16% | 1.80% | 3.03% | 1.32% | -1.95% | 2.38% | 0.00% | -3.18% | -0.91% | -3.49% | 1.94% | 1.86% | 2.71% | -7.42% |
The program seeks to control risk by dynamic sizing of new trades relative to market volatility, the use of stops with volatility broadly diversified across sectors and geographic regions. Gemini has an approximate 10-day average hold timeframe and targets a 10% annualized standard deviation.
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Investment Information
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Trading Strategy
Systematic: 100.0%
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Market Segment
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| Program Statistics |
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| Peak-to-Valley Drawdown (2) - Jul 2022 to May 2025 | -19.43% |
| Worst Month (Jan 2024) | -7.60% |
| Current Losing Streak | -16.46% |
| Average Monthly Return | 0.19% |
| Annualized Performance |
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| Compound ROR (1) | 1.7% |
| Standard Deviation | 11.37% |
| Calmar Ratio (3) | -0.2 |
| Profit Loss Ratio | 1.16 |
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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. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES. A COMPLETE DISCUSSION OF FEES AND CHARGES ARE REPORTED IN THE CTA'S DISCLOSURE DOCUMENT. |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS © 2025 Ascent Capital Management |
