FTC Capital GmbH
FTC Futures Fund Classic (USD)
Report Start Date: Oct-2010 | End Date: Oct-2025
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Current Return: -1.57%
YTD Return: -10.42%
Annualized Return: -1.35%
AUM: $ 18,235,387
Trading Strategy

Global / Systematic Long-Short

Program Description

The FTC Futures Fund Classic trades a broadly diversified universe of liquid futures contracts in all sectors (stock indices, fixed income, currencies, commodities).
The fund has a core allocation of short, medium and long term trend following systems allocated equally amongst the 4 sectors (equity, commodity, fixed income and currencies). Approximately 70 percent of the fund's exposure is to trend following systems with an additional allocation to a number of non-correlated systems to offer extra diversification. Weighting of systems and markets are rule-based, as are entries, limits, stops and position sizes.
The objective is to provide the desirable features of trend following (positive correlation in up trend cycles, negative correlation in down trend cycles) with an emphasis on loss control and providing superior risk adjusted returns.

Program Statistics
Peak-to-Valley Drawdown (2) -41.04%
    From Apr 2011 to Mar 2014
Worst Month (Feb 2018) -14.49%
Current Losing Streak -33.34%
Average Monthly Return -0.01%
Monthly Std. Deviation 4.61%
Gain Deviation (92 months) 3.09%
Loss Deviation (89 months) 2.75%
Gain to Loss Ratio 0.96
Omega Ratio (5% Threshold) 0.79
Annualized Performance
Compound ROR (1) -1.35%
Standard Deviation15.96%
Downside Deviation11.03%
Sharpe Ratio (3) 2% RF ROR -0.03
Sortino Ratio (4) 5% MAR -0.13
Calmar Ratio (5)-0.32
Sterling Ratio (6) -0.44
Gain Deviation10.72%
Loss Deviation9.54%
Profit Loss Ratio1
Investment Information
Program Start Date Oct-2010
Percent Systematic 100%
Currency Denomination - US Dollars
Minimum Investment $250,000
Minimum Fund Investment $250,000
Management Fee 3.00%
Incentive Fee 0.00
Margin 20%
Round Turns per Million 1,800
NFA No: N/A
For Non-US Investors Only
Performance Since October 2010 | Track Record Compiled By: Deloitte S.A., Luxembourg
JanFebMarAprMayJunJulAugSepOctNovDecROR Max DD
20250.55%-5.56%-3.46%-8.49%-1.44%-0.40%1.20%3.42%5.60%-1.57%––-10.42%-18.11%
2024-1.49%6.04%4.17%0.64%-1.89%-3.22%-2.47%-8.57%0.96%-6.12%2.02%0.44%-9.95%-19.75%
2023-2.20%-0.09%-7.48%1.46%3.36%0.37%-2.31%-1.61%4.43%-1.01%-5.22%-0.79%-11.10%-11.10%
20223.22%2.31%6.59%6.00%-2.09%2.49%-3.90%3.79%6.17%-1.80%-5.67%0.35%17.86%-7.37%
2021-1.51%11.49%2.36%2.11%0.94%-1.30%-2.17%-1.83%-0.20%4.42%-7.63%-1.83%3.77%-10.42%
20201.89%0.70%11.18%-0.31%-3.74%-3.35%5.47%1.27%-7.74%-2.27%-1.39%9.18%9.69%-11.92%
2019-5.97%-1.22%4.45%4.50%0.34%2.71%2.53%6.32%-8.57%-8.60%4.95%-2.76%-2.87%-16.43%
201812.13%-14.49%-0.77%0.11%-2.66%-0.23%2.05%2.68%-1.63%-6.42%-0.59%3.57%-8.12%-20.89%
2017-1.72%3.63%-2.60%0.00%1.39%-3.77%2.61%-1.27%0.70%8.50%-0.54%2.27%8.97%-4.97%
20169.35%4.86%-5.14%-1.70%-4.43%1.36%2.45%-4.24%-0.80%-5.04%1.81%3.08%0.46%-16.52%
201513.41%1.08%1.95%-8.22%0.52%-7.46%4.82%-6.62%3.55%-2.87%4.55%-5.77%-3.25%-17.21%
2014-6.96%1.44%-4.26%0.44%3.24%2.43%-2.51%5.15%6.53%0.26%14.01%0.00%19.81%-9.64%
20130.68%-6.79%1.70%-0.24%-3.71%-8.57%-1.09%-2.47%-0.28%6.50%3.05%-3.86%-14.92%-19.91%
20123.14%2.39%-2.12%0.76%3.55%-4.37%1.85%3.31%-1.96%-4.32%-3.41%0.11%-1.57%-9.40%
20111.64%4.57%-3.55%8.02%-8.73%-5.17%0.30%-1.11%-2.64%-4.70%-2.63%0.45%-13.73%-22.44%
2010–––––––––3.60%-6.37%6.60%3.40%-6.37%
   Monthly Return and $1,000 VAMI

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.

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
© 1997 - 2025 AutumnGold.com LLC
FTC Capital GmbH
FTC Futures Fund Classic (USD)
Report Start Date: Oct-2010 | End Date: Oct-2025
Print to PDF
Time Window Analysis
Length Best Average Worst
1 mo 14% -0% -14.5%
3 mo 29.3% -0.1% -16.6%
6 mo 45.2% -0.4% -20.3%
12 mo 55% -0.6% -31%
18 mo 47.7% -0.1% -29%
24 mo 40.8% 0.5% -30.7%
36 mo 44.6% 2.8% -40.8%
Drawdowns and Recoveries
Start End Drawdown Recovery
May-11Apr-22-41.04%97 mo
Oct-22n/a-38.72%4 mo
Nov-10Jan-11-6.37%2 mo
Jul-22Sep-22-3.90%2 mo
Mar-11Apr-11-3.55%1 mo
May-22Jun-22-2.09%1 mo
Drawdown Periods Since Oct 2010
Distribution of Monthly Returns
Statistical Comparisons FTC Capital GmbH
FTC Futures Fund Classic (USD)		 AutumnGold
AG CTA Index
Remove		 S&P 500
SP 500 TR
Remove
Annualized Compound ROR (1)-1.35%2.56%14.73%
Cumulative Return-18.59%46.42%694.97%
Cumulative VAMI(7)8141,4647,950
Best Monthly Return14.01%4.14%12.82%
Worst Monthly Return-14.49%-5.53%-12.35%
Annual Standard Deviation15.96%4.33%14.09%
Profit Loss Ratio1.001.612.15
Correlation—0.780.00
Last Month-1.57%1.14%2.34%
Last 12 Months-8.21%3.46%21.46%
Last 36 Months-32.12%9.73%84.63%
Growth of $1,000 VAMI Comparison

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.

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
© 1997 - 2025 AutumnGold.com LLC
FTC Capital GmbH
FTC Futures Fund Classic (USD)
Report Start Date: Oct-2010 | End Date: Oct-2025
Print to PDF
Other Fees

None

An Important Note on the Start Date and End Date of this Report

If the Start Date of this Report Predates the Inception of the Program, the Maximum Drawdown from Inception may be larger than indicated in this report. Performance Results reported or amended subsequent to Monday December 8, 2025 are not reflected in this Report. Monthly ROR and drawdowns are based on end-of-month values and do not reflect intramonth volatility.

Historical Drawdowns and Recoveries

The drawdown begins in the month listed as "start." Length is in months. Recovery begins the following month and ends when full recovery is reached.

Statistical Footnotes
1. The Annualized Compounded Rate of Return (ACROR) represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. It smooths out the returns by assuming a constant growth.
2. Peak to Valley Drawdown = worst % loss between Oct-2010 and Oct-2025
3. Sharpe Ratio is calculated using a Risk-Free ROR
4. Sortino Ratio is calculated using a Minimum Acceptable ROR
5. Calmar Ratio uses the last 36 months of data
6. Sterling Ratio uses the last 36 months of data
7. VAMI = Hypothetical growth of $1,000
8. Drawdown/recovery: start = first loss, recovery = full return to prior peak

Benchmark Descriptions

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 was prepared from trader-provided information and is believed to be reliable. It should be read alongside each Trader’s Disclosure Document or Fund Offering 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. 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.

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
© 1997 - 2025 AutumnGold.com LLC
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