Statistical Analysis Report

Report Start Date Report End Date

Trading Strategy: S-Term / Systematic / Treasury & Equities

Program Description: The R Best Client Private Program utilizes short term, systematic technical models to capitalize on directional moves in the Treasury and Equity Futures markets. Our models are designed to establish intraday trading positions when the markets exhibit a high probability of developing a sustained trending move or a sustained reversion move. The programs use machine learning to intelligently select profitable opportunity, and use specific profit targets and stops to limit market exposure. Proprietary indicators and strict management policies reduce trading in volatile conditions to protect risk capital.

Investment Information

Program Start Date	Aug-2015
Percent Discretionary	0%
Percent Systematic	100%
Minimum Investment	50,000
Management Fee	2.00%
Incentive Fee	20.00%
Margin	20%
Round Turns per Million	4,800
Currency	US Dollar
NFA No:	#0442937

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The Annual Rates of Return ("ROR") have been calculated by Adding Monthly Performance
Performance Since January 2020 See Accounting Notes

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	7.72%	-2.39%	-0.16%	-2.23%	-5.98%	9.04%	-9.14%	0.15%	-0.01%	3.37%	-2.70%	-1.75%
2021	6.12%	-1.15%	-2.84%	2.29%	-3.15%	0.81%	3.15%	-1.04%	-0.24%	1.34%	-5.55%	2.24%
2022	4.29%	-0.80%	3.91%	4.95%	-1.86%	5.97%	-2.75%	0.69%	-0.60%	11.33%	0.61%	2.96%
2023	-5.90%	-4.70%	2.24%	2.85%	0.13%	-4.30%	-1.96%	-0.19%	3.69%	-6.88%	2.09%	-3.90%
2024	-2.98%	-0.39%	-0.60%	0.76%	-0.19%	3.28%	1.40%	7.77%	5.66%	2.51%	0.23%	-0.26%

	2020	2021	2022	2023	2024
ROR	-4.08%	1.98%	28.70%	-16.83%	17.19%

Park Avenue Asset Management | Manhattan ~ New York City
Toll Free: (877) 611-PAAM | Local: (212) 600-2883 Email: [email protected] | Web Address: http://www.parkavenueassetmgt.com
© 1997 - 2025 AutumnGold.com LLC

Program Statistics
Peak-to-Valley Drawdown (1) (Dec 2022 - Mar 2024)	-19.54%
Worst Monthly Return (Jul 2020)	-9.14%
Average Monthly Return	0.45%
Monthly Std. Deviation	3.97%
Gain Deviation (30 months gain)	2.82%
Loss Deviation (30 months loss)	2.34%
Gain to Loss Ratio	1.35

Annualized Statistics
Annualized Mean Return	5.54%
Standard Deviation	13.76%
Downside Deviation (3)	9.19%
Sharpe Ratio (4)	0.32
Gain Deviation	9.76%
Loss Deviation	8.12%
Profit Loss Ratio	1.35

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Accounting Notes: When calculating the yearly rate of return the Advisor resets the nominal value at the beginning of each month and as a result the yearly return is computed as an addition of all months and is not compounded.

Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2020-01-31 to 2024-12-31. If the Start Date of this Report Predates the Inception of the Program (Aug 2015), the Maximum Drawdown from Inception may be larger than indicated in this report, 2. The Annualized Mean Return is calculated by annualizing the average monthly return, 3. Downside Deviation uses a 5% Minimum Acceptable ROR, 4. Sharpe Ratio uses a 1% Risk Free ROR

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. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.