Statistical Analysis Report

Coeus Capital B.V.
Diversified Currency Fund

Report Start Date: Mar-2018 | End Date: Oct-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: +2.99%

YTD Return: +3.74%

Annualized Return: +8.98%

AUM: Not reported

Trading Strategy

G10 Currency Pairs, Gold, WTI & Equities

Program Description

Three to four trading teams are selected to trade for the benefit of a part of the funds portfolio. Trading will mainly involve the G10 currency pairs, but to some extent, gold, WTI and equity indices (l/s) are allowed as well. A maximum effort is spent to make sure each team has an impeccable track record, an extensive experience and diversifying properties to the other teams.

Program Statistics
Peak-to-Valley Drawdown (2)	-7.85%
From Jun 2024 to Jul 2025
Worst Month (Jul 2025)	-4.62%
Current Losing Streak	-3.2%
Average Monthly Return	0.73%
Monthly Std. Deviation	1.52%
Gain Deviation (74 months)	0.91%
Loss Deviation (18 months)	1.38%
Gain to Loss Ratio	0.83
Omega Ratio (5% Threshold)	1.78

Annualized Performance
Compound ROR (1)	8.98%
Standard Deviation	5.26%
Downside Deviation	3.15%
Sharpe Ratio (3) 2% RF ROR	1.59
Sortino Ratio (4) 5% MAR	2.73
Calmar Ratio (5)	0.38
Sterling Ratio (6)	0.21
Gain Deviation	3.15%
Loss Deviation	4.77%
Profit Loss Ratio	3.4

Investment Information
Program Start Date	Oct-2022
Percent Discretionary	30%
Percent Systematic	70%
Currency Denomination - Euro
Minimum Investment	€100,000
Minimum Fund Investment	€100,000
Management Fee	2.00%
Incentive Fee	0.00
NFA No:	N/A
Non-US Investors Only

Performance Since March 2018 | 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	-1.09%	4.60%	-3.61%	0.84%	1.87%	1.07%	-4.62%	2.22%	-0.21%	2.99%	–	–	3.74%	-4.62%
2024	2.59%	1.92%	0.60%	-0.42%	1.15%	1.36%	-1.37%	-1.13%	0.79%	-2.49%	1.78%	-4.34%	0.22%	-6.69%
2023	0.51%	-1.73%	0.33%	3.32%	0.41%	-2.11%	0.11%	0.38%	-0.17%	0.22%	0.97%	0.68%	2.86%	-2.11%
2022	1.51%	2.21%	0.31%	0.86%	1.77%	0.63%	0.78%	1.45%	0.47%	0.52%	2.02%	0.10%	13.36%	0.00%
2021	-0.89%	1.05%	0.93%	0.71%	-0.40%	-0.41%	1.08%	0.46%	1.19%	1.47%	1.74%	1.10%	8.29%	-0.89%
2020	0.88%	1.21%	1.03%	0.67%	1.59%	-0.88%	0.71%	1.11%	0.32%	0.66%	0.80%	0.64%	9.06%	-0.88%
2019	2.48%	3.52%	0.66%	0.13%	1.13%	1.81%	1.22%	0.20%	1.20%	1.20%	0.62%	1.30%	16.55%	0.00%
2018	–	–	-1.22%	3.78%	1.94%	-0.86%	2.32%	1.66%	0.87%	2.65%	1.47%	2.34%	15.88%	-1.22%

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

Coeus Capital B.V.
Diversified Currency Fund

Report Start Date: Mar-2018 | End Date: Oct-2025

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HYPOTHETICAL PERFORMANCE DISCLAIMER - HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.

Time Window Analysis

Length	Best	Average	Worst
1 mo	4.6%	0.7%	-4.6%
3 mo	8.6%	2.2%	-5.1%
6 mo	14.1%	4.4%	-6.7%
12 mo	25.3%	9%	-6.6%
18 mo	32.6%	13.7%	-4%
24 mo	41%	18.7%	1%
36 mo	50.7%	29.5%	6.5%

Drawdowns and Recoveries

Start	End	Drawdown	Recovery
Jul-24	n/a	-7.85%	3 mo
Jun-23	Dec-23	-2.11%	6 mo
Feb-23	Apr-23	-1.73%	2 mo
Mar-18	Apr-18	-1.22%	1 mo
Jan-21	Feb-21	-0.89%	1 mo
Jun-20	Aug-20	-0.88%	2 mo

Drawdown Periods Since Mar 2018

Distribution of Monthly Returns

Select a benchmark to add:

Statistical Comparisons	Coeus Capital B.V. Diversified Currency Fund	AutumnGold AG CTA Index	S&P 500 SP 500 TR

Annualized Compound ROR (1)	8.98%	3.88%	14.69%
Cumulative Return	93.37%	33.89%	185.91%
Cumulative VAMI(7)	1,934	1,339	2,859
Best Monthly Return	4.60%	2.99%	12.82%
Worst Monthly Return	-4.62%	-1.73%	-12.35%
Annual Standard Deviation	5.26%	3.25%	16.66%
Profit Loss Ratio	3.40	2.56	1.90
Correlation	—	0.01	0.10
Last Month	2.99%	1.14%	2.34%
Last 12 Months	1.00%	3.46%	21.46%
Last 36 Months	9.21%	9.73%	84.63%

Growth of $1,000 VAMI Comparison

Coeus Capital B.V.
Diversified Currency Fund

Report Start Date: Mar-2018 | End Date: Oct-2025

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Accounting Notes

Performance from March 2018 to September 2022 represents Hypothetical Proprietary Pro-Forma based on actual past performance of the traders chosen to trade the fund. Performance has been adjusted for a 1% administrative cost, 2% Management Fee and a 20% Performance Fee.

The Coeus Diversified Currency Fund is organised in the Netherlands as a Fund for Joint Account and is managed by Coeus Capital BV. The performance shown represents past performance and is not a guarantee of future results. Investments in foreign currencies involve special risks, including political, economic and market risks. This information is provided for information purposes only and should not be considered as an investment advice. Before investing, read the Fund's Information Memorandum and consult your financial advisor. Fund documentation is available at [email protected].

Other Fees

1% Administrative Fee

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.

ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

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-2018 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.

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