Statistical Analysis Report

Report Start Date Report End Date

Trading Strategy: Pattern Recognition / Short-Term / G10 Currencies

Program Description: The Ascinaa program offered is a program trading highly liquid G10 currency futures. It is a statistical pattern recognition strategy that quantitively analyses how the U.S. Dollar is correlated to price movements, that are unique within the G10 currency markets.

Investment Information

Program Start Date	Jan-2019
Percent Discretionary	20%
Percent Systematic	80%
Minimum Investment	330,000
Management Fee	0.25%
Incentive Fee	20%
Margin	2-5%
Round Turns per Million	2,000
Currency	US Dollar
NFA No:	#0509058

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

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	0.05%	0.00%	0.00%	0.01%	1.37%	0.87%	0.08%	0.05%	0.32%	0.77%	0.65%	0.06%
2021	0.63%	-0.62%	-0.27%	0.10%	1.22%	0.06%	0.29%	1.20%	0.07%	1.01%	0.06%	0.25%
2022	0.02%	0.19%	0.09%	0.16%	0.63%	-0.03%	0.69%	0.24%	0.17%	0.00%	0.10%	0.02%
2023	0.32%	0.00%	0.41%	0.07%	0.08%	0.16%	0.23%	0.00%	0.36%	0.00%	-0.09%	0.34%
2024	0.00%	0.12%	0.03%	0.02%	-0.72%	0.00%	0.00%	-5.33%	0.00%

	2020	2021	2022	2023	2024
ROR	4.17%	3.95%	2.28%	1.88%	-5.88%

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Program Statistics
Peak-to-Valley Drawdown (1) (Apr 2024 - Aug 2024)	-6.01%
Worst Monthly Return (Aug 2024)	-5.33%
Average Monthly Return	0.11%
Monthly Std. Deviation	0.83%
Gain Deviation (49 months gain)	0.36%
Loss Deviation (8 months loss)	1.82%
Gain to Loss Ratio	0.31

Annualized Statistics
Annualized Mean Return	1.33%
Standard Deviation	2.87%
Downside Deviation (3)	2.92%
Sharpe Ratio (4)	0.12
Gain Deviation	1.24%
Loss Deviation	6.30%
Profit Loss Ratio	1.90

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Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2020-01-31 to 2024-09-30. If the Start Date of this Report Predates the Inception of the Program (Jan 2019), 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.