Gregory P. Asset Management
Alternative Multi Strategy
Report Start Date: Nov-2012 | End Date: Jun-2024
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Current Return: +0.17%
YTD Return: -1.56%
Annualized Return: +4.91%
AUM: $ 2,100,000
Trading Strategy

Spread Trading / Mean Reversion / Ags, Meats

Program Description

GPAM aims to deliver superior absolute returns with its new Alternative Multi Strategy programme. We focus mainly on spread trading and create alpha from our understanding of the mean reversion of commodity spreads that occur within seasonal tendencies. The program mainly utilises the quantitative analysis of data, but it also considers market fundamentals. Our alternative multi strategies include Statistical Arbitrage, Spread Trading, Relative Value Long/Short, Volatility Arbitrage, Global Macro and more.

Program Statistics
Peak-to-Valley Drawdown (2) -23.61%
    From Jun 2020 to Mar 2024
Worst Month (Nov 2015) -17.45%
Current Losing Streak -23.29%
Average Monthly Return 0.51%
Monthly Std. Deviation 4.65%
Gain Deviation (83 months) 3.66%
Loss Deviation (57 months) 3.58%
Gain to Loss Ratio 0.97
Omega Ratio (5% Threshold) 1.06
Annualized Performance
Compound ROR (1) 4.91%
Standard Deviation16.12%
Downside Deviation10.3%
Sharpe Ratio (3) 2% RF ROR 0.35
Sortino Ratio (4) 5% MAR 0.46
Calmar Ratio (5)-0.23
Sterling Ratio (6) -0.2
Gain Deviation12.67%
Loss Deviation12.41%
Profit Loss Ratio1.41
Investment Information
Program Start Date Nov-2012
Percent Discretionary 100%
Currency Denomination - US Dollar
Minimum Investment $500,000
Management Fee 0.00%
Incentive Fee 0.00
Margin 13%
Round Turns per Million 23,000
NFA No: #0440470
Performance Since November 2012 | Please See Accounting Notes
JanFebMarAprMayJunJulAugSepOctNovDecROR Max DD
2024-0.72%-0.31%-0.96%0.18%0.08%0.17%––––––-1.56%-1.98%
20230.04%0.35%0.23%0.22%-0.35%-0.18%-0.48%-0.02%-1.02%0.38%-0.12%0.33%-0.63%-2.04%
2022-2.28%-2.89%-2.61%-2.13%-1.09%0.19%-0.65%0.52%-0.82%0.31%-0.01%0.20%-10.78%-11.22%
20210.51%-0.35%0.42%-5.23%-1.04%2.27%0.58%0.32%0.41%0.78%1.39%1.10%0.97%-6.22%
20200.95%1.95%-3.66%9.23%1.51%1.98%-4.97%1.99%-1.69%-3.31%0.45%-5.94%-2.41%-12.95%
2019-0.30%-2.39%3.84%1.53%2.90%0.26%-0.45%0.15%-0.07%1.86%0.72%3.54%12.02%-2.68%
20182.25%0.10%-1.61%-1.04%5.64%-3.07%-2.77%0.11%3.60%1.14%0.72%-0.89%3.89%-5.75%
201712.29%2.61%-3.80%1.39%-6.65%1.87%0.48%2.34%-5.29%2.17%0.92%-0.83%6.43%-9.67%
20168.10%-2.88%1.68%3.13%0.20%0.83%5.04%3.80%-4.60%1.80%5.49%-3.18%20.26%-4.60%
20157.36%-3.92%1.91%11.61%-3.64%4.25%-0.04%0.22%-5.04%8.94%-17.45%13.24%14.18%-17.45%
2014-16.22%3.25%-9.58%5.74%-5.35%-0.79%9.96%3.54%1.87%16.90%4.20%7.19%17.61%-22.34%
2013-1.03%1.85%1.57%-11.82%-1.82%-3.95%0.36%-4.02%4.21%10.43%-4.25%12.84%1.97%-19.90%
2012––––––––––0.15%-0.42%-0.27%-0.42%
   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
Gregory P. Asset Management
Alternative Multi Strategy
Report Start Date: Nov-2012 | End Date: Jun-2024
Print to PDF
Time Window Analysis
Length Best Average Worst
1 mo 16.9% 0.5% -17.5%
3 mo 30.6% 1.5% -21.8%
6 mo 51.4% 3.1% -22.3%
12 mo 78.5% 7.5% -22.1%
18 mo 73.7% 12.2% -20.8%
24 mo 92.3% 17.9% -21.2%
36 mo 128.9% 27% -21.3%
Drawdowns and Recoveries
Start End Drawdown Recovery
Jul-20n/a-23.61%3 mo
Apr-13Oct-14-22.65%4 mo
Nov-15Jan-16-17.45%2 mo
Mar-17May-19-9.67%20 mo
Sep-15Oct-15-5.04%1 mo
Sep-16Nov-16-4.60%2 mo
Drawdown Periods Since Nov 2012
Distribution of Monthly Returns
Statistical Comparisons Gregory P. Asset Mgt
Alternative Multi Strategy		 AutumnGold
AG CTA Index
Remove		 S&P 500
SP 500 TR
Remove
Annualized Compound ROR (1)4.91%2.79%14.44%
Cumulative Return74.96%37.79%382.62%
Cumulative VAMI(7)1,7501,3784,826
Best Monthly Return16.90%2.99%12.82%
Worst Monthly Return-17.45%-5.53%-12.35%
Annual Standard Deviation16.12%4.07%14.53%
Profit Loss Ratio1.411.732.09
Correlation—-0.070.11
Last Month0.17%-0.52%3.59%
Last 12 Months-2.47%5.64%24.55%
Last 36 Months-8.64%14.01%33.16%
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
Gregory P. Asset Management
Alternative Multi Strategy
Report Start Date: Nov-2012 | End Date: Jun-2024
Print to PDF
Accounting Notes

The Alternative Multi Strategy was designed by Gregory Placsintar with input from one other individual. Mr. Placsintar assisted the individual in the trading of his account, but did not have power-of-attorney. Because neither Mr. Placsintar nor GPAM had power-of-attorney over the account, the performance is not presented as GPAM client performance. The actual trading results of the account presented below do, however, represent the trading history of the Alternative Multi Strategy trading program. Performance has been adjusted to include a management fee of 2% and incentive fee of 20%. GPAM will be assuming the trading of this individual account and intends to use the same trading strategy for all customers trading the Alternative Multi Strategy.

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 Nov-2012 and Jun-2024
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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