Statistical Analysis Report

FinYX Fund
FinYX Multiday Strategy

Report Start Date: Mar-2020 | End Date: Jan-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: -3.2%

YTD Return: -3.2%

Annualized Return: +22.58%

AUM: Not reported

Trading Strategy

Program Description

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Program Statistics
Peak-to-Valley Drawdown (2)	-11.32%
From Aug 2023 to Feb 2024
Worst Month (Jan 2024)	-4.20%
Current Losing Streak	-3.2%
Average Monthly Return	1.76%
Monthly Std. Deviation	3.01%
Gain Deviation (42 months)	2.1%
Loss Deviation (17 months)	1.38%
Gain to Loss Ratio	1.72
Omega Ratio (5% Threshold)	2.97

Annualized Performance
Compound ROR (1)	22.58%
Standard Deviation	10.43%
Downside Deviation	4.29%
Sharpe Ratio (3) 2% RF ROR	1.98
Sortino Ratio (4) 5% MAR	4.77
Calmar Ratio (5)	1.31
Sterling Ratio (6)	0.91
Gain Deviation	7.26%
Loss Deviation	4.78%
Profit Loss Ratio	4.25

Investment Information
Program Start Date	Mar-2020
Currency Denomination - US Dollars
Minimum Investment	$250,000
Management Fee	2.00%
Incentive Fee	0.00
NFA No:	N/A
EU: Well-Informed or Professional US: (QEPs) & Private Funds.

Performance Since March 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	-3.20%	–	–	–	–	–	–	–	–	–	–	–	-3.20%	-3.20%
2024	-4.20%	-2.20%	0.90%	3.90%	2.40%	2.00%	2.10%	2.21%	2.90%	-1.20%	5.74%	0.10%	15.20%	-6.31%
2023	5.15%	2.45%	-2.74%	2.20%	0.64%	2.90%	-0.14%	2.70%	-3.64%	-0.64%	0.20%	-1.34%	7.64%	-5.35%
2022	3.30%	0.40%	4.50%	7.50%	-0.80%	2.40%	4.40%	-0.60%	-3.80%	2.12%	6.00%	1.80%	30.20%	-4.38%
2021	-0.10%	5.40%	3.60%	0.00%	1.40%	1.90%	5.50%	3.00%	-2.00%	-0.50%	-1.40%	4.54%	23.10%	-3.86%
2020	–	–	7.70%	4.90%	3.30%	4.10%	0.33%	-3.40%	7.90%	2.64%	6.14%	2.20%	41.45%	-3.40%

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

FinYX Fund
FinYX Multiday Strategy

Report Start Date: Mar-2020 | End Date: Jan-2025

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Time Window Analysis

Length	Best	Average	Worst
1 mo	7.9%	1.8%	-4.2%
3 mo	17.5%	5.3%	-7.6%
6 mo	26.5%	10.5%	-11.3%
12 mo	48.9%	21%	-6.4%
18 mo	73.2%	32.9%	6.9%
24 mo	81.6%	47.8%	14.2%
36 mo	144.2%	78.9%	49.5%

Drawdowns and Recoveries

Start	End	Drawdown	Recovery
Sep-23	Aug-24	-11.32%	6 mo
Aug-22	Nov-22	-4.38%	2 mo
Sep-21	Dec-21	-3.86%	1 mo
Aug-20	Sep-20	-3.40%	1 mo
Jan-25	n/a	-3.20%	0 mo
Mar-23	May-23	-2.74%	2 mo

Drawdown Periods Since Mar 2020

Distribution of Monthly Returns

Select a benchmark to add:

Statistical Comparisons	FinYX Fund FinYX Multiday Strategy	AutumnGold AG CTA Index	S&P 500 SP 500 TR

Annualized Compound ROR (1)	22.58%	5.49%	17.48%
Cumulative Return	172.12%	30.06%	120.77%
Cumulative VAMI(7)	2,721	1,301	2,208
Best Monthly Return	7.90%	2.99%	12.82%
Worst Monthly Return	-4.20%	-1.27%	-12.35%
Annual Standard Deviation	10.43%	3.37%	17.84%
Profit Loss Ratio	4.25	3.72	2.00
Correlation	—	0.14	0.05
Last Month	-3.20%	0.36%	2.78%
Last 12 Months	16.40%	4.99%	26.38%
Last 36 Months	51.29%	13.41%	40.14%

Growth of $1,000 VAMI Comparison

FinYX Fund
FinYX Multiday Strategy

Report Start Date: Mar-2020 | End Date: Jan-2025

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Accounting Notes

FinYX Fund performance is presented net of all commissions, fees and expenses and is not representative of all reasonably comparable accounts.
ACTUAL RETURNS OF SMAs MAY VARY DUE TO FACTORS SUCH AS ACCOUNT SIZE, FEES AND EXECUTION PRICES. Simulations and past performance shall not be a reliable
indicator of future performance. Starting from July 2023 Multiday Momentum trading program is offered by FinYX (Cyprus) Investments Ltd. (“Finyx Cyprus”). The presented
performance until 7/2022 is hypothetical. The performance assumes that the returns were compounded. The performance of the account has been pro forma adjusted to
account the maximum management and incentive fees to be charged to separately managed accounts (“SMA(s)”) participating in the Strategy Starting from 7/2022 and until
November 2022 the performance is a composite presentation of all the SMAs participating in the trading program in Futures only together with the hypothetical performance of
the ETFs. The performance assumes that the returns were compounded. Starting from December 2022 and until March 2023 the performance is live futures and ETFs trading in a
proprietary account of the parent company of FinYX Cyprus in the size of $1M and of the performance of a composite presentation of all the SMAs participating in the trading
program. The performance assumes that the returns were compounded. FinYX Cyprus may occasionally reduce the leverage used to trade accounts, because of its own
discretion or at a client’s request. Therefore, the amount of leverage used to trade these accounts varied. Because FinYX Cyprus has not placed identical trades and used
identical leverage in all accounts that have been traded pursuant to the Strategy, the performance does not reflect the actual performance of any one specific SMA included in
the composite presentation. However, FinYX Cyprus believes that the rates of return included in the composite presentation are generally reflective of the overall performance of
the trading program.Starting from April 2023 the results are the audited results of a segregated portfolio known as the FinYX Futures Multiday Momentum Strategy S.P operating
under the commodity pool known as FinYX Fund. The performance of the FinYX Futures Multiday Momentum Strategy SP not only includes management and performance fees
charged at the SP level, but also certain Fund level fees and expenses, such as operating and legal expenses. In addition, in certain instances, the trading account maintained by
the FinYX Futures Multiday Momentum Strategy SP did not receive the identical positions as SMAs participating in the trading program. This was due to certain order entry
procedures followed by FinYX Cyprus. Therefore, the performance is not necessarily representative of how any one specific S

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 Mar-2020 and Jan-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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