Statistical Analysis Report

Quanify GmbH - Chelton Wealth
Currency Overlay - G10 Major Currencies & Crosses

Report Start Date: Mar-2016 | End Date: Nov-2025

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Set Risk Thresholds

Set Risk-Free ROR for the Sharpe Ratio: Set Minimum Acceptable ROR for the Sortino: Omega Threshold:

Current Return: +3.82%

YTD Return: +15.9%

Annualized Return: +14.85%

AUM: € 170,000,000

Trading Strategy

Supply & Demand / Currencies, Gold, WTI & Indices

Program Description

The trading program utilizes a proprietary trading strategy that is based on a combination of fundamental and technical analysis of trend and momentum. Therefore, while there is a strict rule- based strategy in place, trading is still carried out manually and requires the initial decision whether to execute the systematic strategy or not. This allows the strategy to quickly adapt to market conditions and volatility, which in our opinion makes it more robust and sustainable long-term.

Program Statistics
Peak-to-Valley Drawdown (2)	-10.67%
From Jun 2025 to Jul 2025
Worst Month (Jul 2025)	-10.67%
Current Losing Streak	0%
Average Monthly Return	1.19%
Monthly Std. Deviation	2.23%
Gain Deviation (94 months)	1.39%
Loss Deviation (23 months)	2.51%
Gain to Loss Ratio	1.05
Omega Ratio (5% Threshold)	2.65

Annualized Performance
Compound ROR (1)	14.85%
Standard Deviation	7.74%
Downside Deviation	4.71%
Sharpe Ratio (3) 2% RF ROR	1.78
Sortino Ratio (4) 5% MAR	2.94
Calmar Ratio (5)	1.06
Sterling Ratio (6)	0.65
Gain Deviation	4.81%
Loss Deviation	8.71%
Profit Loss Ratio	4.29

Investment Information
Program Start Date	Mar-2016
Percent Discretionary	50%
Percent Systematic	50%
Currency Denomination - Euro
Minimum Investment	€250,000
Minimum Fund Investment	€100,000
Management Fee	2.00%
Incentive Fee	0.00
Margin	9%-18%
NFA No:	N/A
Non-US Investors Only

Performance Since March 2016 | Track Record Compiled By: IQ-EQ Fund Administrator | Please See Accounting Notes | A Portion of this Performance is Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2025	3.69%	1.47%	-3.02%	0.66%	7.85%	2.79%	-10.67%	3.57%	0.08%	5.89%	3.82%	–	15.90%	-10.67%
2024	5.38%	3.02%	-2.12%	0.71%	1.45%	1.98%	0.94%	-0.58%	0.94%	0.01%	2.36%	-7.72%	5.95%	-7.72%
2023	-0.11%	2.57%	-0.33%	2.82%	1.76%	-2.12%	-1.94%	1.21%	0.77%	-0.19%	1.61%	4.29%	10.63%	-4.02%
2022	1.43%	2.18%	0.62%	1.37%	1.88%	1.15%	-0.28%	1.94%	0.16%	0.36%	4.16%	1.58%	17.78%	-0.28%
2021	-1.36%	1.38%	1.65%	0.03%	2.25%	1.12%	-0.16%	0.70%	2.13%	1.96%	1.82%	2.08%	14.40%	-1.36%
2020	0.80%	-2.45%	0.00%	2.22%	1.81%	1.11%	2.00%	1.39%	-0.83%	3.33%	2.45%	1.21%	13.70%	-2.45%
2019	1.13%	5.26%	-0.85%	-1.33%	-0.62%	2.02%	1.69%	2.99%	1.73%	0.69%	1.67%	0.46%	15.67%	-2.79%
2018	1.64%	1.92%	-1.25%	2.77%	-2.11%	1.85%	3.57%	1.00%	0.24%	3.66%	0.45%	1.66%	16.34%	-2.11%
2017	1.09%	3.22%	1.88%	0.43%	3.85%	-1.64%	1.05%	0.05%	2.23%	1.11%	4.39%	-0.33%	18.58%	-1.64%
2016	–	–	1.26%	2.01%	1.55%	2.47%	0.10%	0.96%	2.62%	-0.09%	2.78%	1.44%	16.12%	-0.09%

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

Quanify GmbH - Chelton Wealth
Currency Overlay - G10 Major Currencies & Crosses

Report Start Date: Mar-2016 | End Date: Nov-2025

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Time Window Analysis

Length	Best	Average	Worst
1 mo	7.9%	1.2%	-10.7%
3 mo	13.2%	3.5%	-7.4%
6 mo	15.7%	7%	-4.3%
12 mo	22.7%	14.4%	-3.6%
18 mo	33.2%	22.8%	2.3%
24 mo	42.6%	31.8%	14.7%
36 mo	70.5%	51.4%	29.3%

Drawdowns and Recoveries

Start	End	Drawdown	Recovery
Jul-25	Nov-25	-10.67%	4 mo
Dec-24	May-25	-7.72%	5 mo
Jun-23	Dec-23	-4.02%	5 mo
Mar-19	Jul-19	-2.79%	2 mo
Feb-20	May-20	-2.45%	2 mo
Mar-24	May-24	-2.12%	2 mo

Drawdown Periods Since Mar 2016

Distribution of Monthly Returns

Select a benchmark to add:

Statistical Comparisons	Quanify GmbH - Chelton Wealth Currency Overlay - G10 Major Currencies & Crosses	AutumnGold AG CTA Index	S&P 500 SP 500 TR

Annualized Compound ROR (1)	14.85%	3.00%	15.84%
Cumulative Return	285.63%	33.41%	319.48%
Cumulative VAMI(7)	3,856	1,334	4,195
Best Monthly Return	7.85%	2.99%	12.82%
Worst Monthly Return	-10.67%	-5.53%	-12.35%
Annual Standard Deviation	7.74%	3.78%	15.17%
Profit Loss Ratio	4.29	1.95	2.15
Correlation	—	0.01	0.16
Last Month	3.82%	1.96%	0.25%
Last 12 Months	6.96%	4.54%	15.01%
Last 36 Months	37.99%	13.22%	75.29%

Growth of $1,000 VAMI Comparison

Quanify GmbH - Chelton Wealth
Currency Overlay - G10 Major Currencies & Crosses

Report Start Date: Mar-2016 | End Date: Nov-2025

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Accounting Notes

Returns are based on proprietary accounts. Client accounts will be traded in like fashion. Results may differ, i.e., broker's spread and execution charges, fees, swap rates, slippage/execution delay, asset/product offering / deposit and risk settings.

The commissions and fees incurred on the purchase or sale of specific financial product illustrated are not included in the performance shown.

Disclosure

OTC Derivatives trading are high-risk investments. OTC Derivatives are leveraged products that can result in losses exceeding your initial deposit. Trading OTC Derivatives on margin carries a high level of risk, and may not be suitable for all individuals. The high degree of leverage offered can work against you as well as for you.

This is not a solicitation to invest and you should carefully consider your financial situation as to the suitability to your situation prior to making any investment or entering into any transaction. You should make yourself aware of all the risks associated with OTC Derivatives trading and seek advice from an independent financial advisor if you have any questions or concerns.

Past performance is not indicative of future results, returns may vary according to market conditions. Trading OTC Derivatives is speculative and may involve the loss of principal; therefore, funds placed under management should be risk capital funds that if lost will not significantly affect one's personal financial well-being.

No representation is being made that participating in a managed account will necessarily lead to profit. Investors may incur a series of consecutive losses and substantial equity drawdowns that can deplete their funds before the occurrence of any meaningful profit accumulation.

Other Fees

$5 per lot

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 Mar-2016 and Nov-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.

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