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  • The Great O'Neill
    Discretionary Global Macro
    Principal(s): John Kierans
    Strategy: Discretionary / Fundamental / Softs & Energy
  • For Additional Information Contact
    Paragon Global Markets
    Direct: (646) 937-6118
    Email: [email protected]
  • Start Date: Jan-2016
    Nov Return: -3.83%
    YTD Return: -3.99%
    Annual CROR: 0.15
  • Worst Drawdown: -31.12%
    Losing Streak: -25.49 %
    Sharpe Ratio: 0.00
    Calmar Ratio: 0.14
  • Min Investment: $500,000
    Currency: US Dollar
    Notional Funding: Yes
    NFA Number: 01517188
  • Margin: 5-15%
    Mgt Fee: 2.00%
    Incentive Fee: 20.00%
    Round Turns: 811
  • Trading Strategy: The Great O'Neill Program employs a proprietary trading technique in which fundamental factors, such as market psychology, and technical indicators are combined in an attempt to forecast market direction. (www.thegreatoneill.com) Risk Strategy: Monitor overall book size. Monitor for excessive exposure to correlated markets. Use options to protect downside. (www.thegreatoneill.com)

    Accounting Notes: Monthly returns include a deduction for a 20% pro-forma incentive fee based upon net new profits. Monthly returns include a deduction for a 2% annual (1/6% per month) proforma management fee based upon ending net asset value. Pro-forma adjustments were made to demonstrate the rates of return that would have been achieved if the Advisor's maximum current fee structure was in effect.
  • Trading Methodology
    100% Discretionary
  • Trading Style
    10% Trend Following
    30% Contrarian
    10% Spread Trading
    10% Option Trading
    40% Other
  • Style Sub-Categories
    Pattern Recognition
    Option Writer
    Option Spread
    Other Option Strategy
    Volatility
    Mean Reversion
  • Holding Period
    3% Long Term
    14% Medium Term
    74% Short Term
    9% Intraday
  • Sector:
    Contracts: Futures Options
  • Market Allocation
    2% Stock Indices
    2% Currencies
    6% Metals
    44% Energies
    46% Softs
Pro-Forma Returns adjusted for a 2% Management Fee and 20% Incentive Fee - Based on Proprietary Trading

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2024 -4.04% 0.76% 1.34% 0.24% 9.03% -1.61% -4.33% -2.32% -0.75% 2.15% -3.83%   -3.99% -10.35%
2023 -6.88% -3.66% -4.29% -0.56% 0.07% -3.57% 2.01% -1.22% 1.29% -2.74% -0.52% -2.70% -20.83% -20.83%
2022 10.71% 9.31% 4.70% -0.56% 14.56% 7.64% -5.99% -5.04% 7.67% -3.12% 0.40% 4.84% 52.28% -10.73%
2021 2.05% -5.60% -5.53% 1.10% 5.75% -5.40% -0.33% -1.52% -12.22% -5.20% -2.30% -4.33% -29.7% -31.12%
2020 -2.71% 0.75% 0.83% -2.80% -1.90% -3.01% 5.63% 6.20% 1.21% 2.20% -2.83% 7.31% 10.57% -8.61%
2019 -0.19% 0.66% 0.53% -1.20% 3.71% -3.59% 0.89% 2.65% -0.03% 0.55% -0.72% 0.71% 3.86% -3.59%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.
THERE IS UNLIMITED RISK OF LOSS ASSOCIATED WITH WRITING SHORT OPTION CONTRACTS.

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Footnotes:
(C) = Client Trading Results
(P) = Proprietary Trading Results
(P&C) = A Combination of Proprietary & Client Results.
Current Drawdown - The Current Losing Streak of the CTA, if any.
Worst Drawdown - The Worst Drawdown reflects the greatest loss from Inception. Worst Drawdown can be defined as the potential cost of higher return.
Annual Compound Rate of Return - The Annualized Compounded Rate of Return represents the average return of the CTA over the time frame of the report. It smoothes out returns by assuming constant growth.
Calmar Ratio - The Calmar Ratio - Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.
Sharpe Ratio - The Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.
Round Turns - Represents the annual number of Round Turns per $1 million.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS.
THERE IS A RISK OF LOSS IN FUTURES TRADING.

RISK DISCLOSURE

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

LIMITATIONS OF RANKINGS ARE THAT ONLY THOSE ADVISORS OR POOL OPERATORS THAT SUBMITTED THEIR PERFORMANCE DATA TO AUTUMNGOLD WERE RATED. THE ENTIRE CTA UNIVERSE IS NOT INCLUDED IN THE RANKINGS. THE PERFORMANCE INFORMATION PROVIDED WHEREIN HAS NOT BEEN VERIFIED BY AUTUMNGOLD.