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  • Alleman Capital Management LLC
    Alleman Capital Crude Hedge (P)
    Principal(s): Heather Alleman
    Strategy: Crude Oil Hedge Program
  • Start Date: Dec-2023
    Mar Return: 1.81%
    YTD Return: -0.81%
    Annual CROR: 10.45
  • Worst Drawdown: -5.71%
    Losing Streak: -0.81 %
    Sharpe Ratio: 1.31
    Calmar Ratio: N/A
  • Min Investment: $100,000
    Currency: US Dollar
    Notional Funding: Yes
    NFA Number: 0556492
  • Margin: 10%-20%
    Mgt Fee: 2.00%
    Incentive Fee: 20.00%
    Round Turns: 2,000
  • Trading Strategy: Alleman Capital Crude Hedge Program's investment objectives are to generate above-average risk-adjusted returns under rising and falling markets and to maintain a low correlation to the equities markets. Alleman Capital Management LLC intends to allocate capital to options on futures specific to the crude oil commodities market including bull and bear credit spreads. Risk Strategy: The Advisor intends to use only 30% of its available margin, with the intent to leave the rest of its available margin to account for market fluctuations due to volatility. When necessary, contracts are exited early to maintain margin levels during times of extreme volatility.

    Accounting Notes: 1. Pro-Forma proprietary performance is adjusted to account for a 2.0% management fee and a 20% incentive fee.
    2. The returns shown are derived from the proprietary results of the principal of the Advisor Heather Alleman's proprietary account.
    3. The proprietary account is 75% notionally funded, with returns compounded monthly.
    4. The representation of nominal funds traded for the program is adjusted at the beginning of each month by multiplying the actual net asset value of the proprietary account by four.
    5. Actual realized and unrealized gains from the proprietary account are not adjusted and are utilized to compute returns and pro-forma performance fees
    6. Pro-Forma management fees are calculated utilizing the adjusted nominal net asset value of the proprietary account.
  • Trading Methodology
    80% Systematic
    20% Discretionary
  • Trading Style
    25% Trend Following
    25% Spread Trading
    25% Option Trading
    25% Fundamental Analysis
  • Style Sub-Categories
    Fundamental
    Option Writer
    Option Spread
    Trend Anticipatory
    Relative Value
  • Holding Period
    100% Short Term
  • Sector: US
    Contracts: Options
  • Market Allocation
    100% Energies
Pro-Forma proprietary performance is adjusted to account for a 2.0% management fee and a 20% incentive fee. - Based on Proprietary Trading

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2025 -5.71% 3.33% 1.81%   -0.81% -5.71%
2024 1.81% 0.68% 0.63% 3.15% 0.75% 0.30% 0.71% 1.71% 1.65% 2.05% 0.83% 0.74% 16.04% 0%
2023  -0.82% -0.82% -0.82%


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.

D J F M A M J J A S O N D J F M VAMI, AUM & Worst Drawdown (since Dec 2023)$800$0 $880$960$1,040$1,120$1,200$0.1 $0.2 $0.3 $0.4 $0.5 2024 2025$1,000 $1,150$1,084 VAMIAssets in Millions Assets Under ManagementVAMI (Red Line Indicates Max Drawdown)



D J F M A M J J A S O N D J F M Monthly Returns (since Dec 2023)-9%-6%-3%3%6%20232024 20250% Month/Year
Track Record Prepared By: Allen Business Consulting Inc.

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.