CTA Profiles Sweet Futures

Start Date: Sep-2009
Nov Return: -3.95%
YTD Return: 0.56%
Annual CROR: -0.55

Worst Drawdown: -32.13%
Losing Streak: -15.69 %
Sharpe Ratio: -0.07
Calmar Ratio: -0.10

Min Investment: $25,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0348297

Margin: 8%
Mgt Fee: 0.00%
Incentive Fee: 25.00%
Round Turns: 4,200

Trading Strategy: Mosaic Institutional is an ensemble of 100% systematic, quantitative, short-term trading models that evaluate and modify positions daily. Mosaic Institutional utilizes a pattern-recognition methodology. The program targets a zero correlation to trend-following and exhibits low correlation with equities and other asset classes. Mosaic Institutional trades 52 global markets, and goes long or short with no bias. The program targets a 12% annualized standard deviation of returns. Risk Strategy: N/A

Accounting Notes: The performance shown is the hypothetical investment return based on a reduced volatility version of the Mosaic program. The returns were calculated by taking the actual daily returns achieved by the Mosaic program and reducing them by 58%, which calibrates the risk profile to the targeted 1% probability of an account experiencing a loss of 8% or greater in a one month period (or 21 trading days). There can be no assurance that had Revolution Capital Management, LLC offered this program during the period shown above, an investor's investment returns would have been as shown. Hypothetical investment returns have the benefit of hindsight inthat the returns are being presented after the fact when the results of investment decisions are already known. Hypothetical results have certain inherent limitations, the most important of which is that past results give no assurance of future profits.

Trading Methodology
100% Systematic
Trading Style
100%

Style Sub-Categories
Pattern Recognition

Holding Period
95% Short Term
5% Intraday
Sector: Global
Contracts: Futures

Market Allocation
21% Stock Indices
13% Currencies
27% Financials
6% Metals
12% Energies
7% Agriculturals
7% Meats
7% Softs

Recent Performance - Start Date of Program September 2009

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	1.27%	-1.79%	-1.24%	4.35%	-0.19%	-2.20%	0.89%	4.52%	1.08%	-1.83%	-3.95%		0.56%	-5.71%
2023	1.14%	-2.16%	-5.83%	0.35%	-2.93%	-2.57%	-1.14%	0.01%	-0.94%	1.06%	-0.56%	-1.07%	-13.87%	-14.85%
2022	1.72%	-2.81%	-0.15%	6.39%	-0.31%	0.64%	2.14%	-0.18%	4.16%	-1.64%	1.04%	-0.04%	11.17%	-2.96%
2021	-0.72%	2.60%	3.39%	1.75%	-4.73%	-2.60%	-3.81%	-2.76%	0.16%	3.29%	-1.36%	-1.13%	-6.16%	-13.21%
2020	2.62%	8.26%	5.46%	-0.92%	0.22%	-2.24%	3.40%	0.61%	-4.43%	-2.31%	2.48%	1.80%	15.22%	-6.65%
2019	0.20%	-0.21%	-3.88%	0.46%	3.22%	4.91%	-2.15%	9.57%	-5.98%	-0.51%	1.88%	-2.67%	3.98%	-7.25%
2018	8.75%	-8.99%	-0.35%	0.94%	0.72%	1.35%	0.47%	-2.06%	-1.91%	2.56%	-3.98%	0.44%	-3.01%	-11.2%
2017	-1.20%	1.19%	-1.89%	-4.79%	2.18%	-0.84%	1.71%	-2.21%	5.05%	7.63%	-4.64%	-0.47%	1%	-6.61%
2016	1.45%	5.08%	2.30%	0.08%	2.13%	1.93%	3.30%	-0.43%	-8.84%	2.05%	3.43%	3.65%	16.55%	-9.24%
2015	4.35%	-0.25%	-5.88%	-3.28%	-0.92%	0.68%	-3.02%	-3.42%	-0.31%	3.14%	4.09%	-2.42%	-7.55%	-15.42%
2014	0.69%	-1.84%	-2.01%	-1.77%	-0.10%	-0.78%	-3.09%	-1.87%	6.08%	-7.58%	1.13%	-4.17%	-14.79%	-15.38%
2013	3.28%	-2.13%	0.24%	2.95%	3.54%	2.61%	-2.05%	5.86%	-3.97%	-0.26%	2.77%	2.73%	16.2%	-4.22%
2012	0.53%	-2.51%	3.68%	1.28%	-7.48%	1.54%	-6.51%	-1.61%	0.85%	-0.72%	-2.83%	-1.59%	-14.85%	-17.26%
2011	1.82%	-2.80%	-1.49%	-2.59%	1.37%	4.54%	-0.73%	-6.65%	-1.09%	3.38%	-0.56%	-1.82%	-6.9%	-9.41%
2010	-11.14%	7.53%	3.71%	4.59%	1.14%	-2.88%	-2.13%	2.47%	-1.04%	5.45%	-3.29%	1.29%	4.37%	-11.14%
2009									0.75%	-2.03%	1.88%	-2.27%	-1.72%	-2.45%

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

Chart

Track Record Prepared By: In-House

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.

Qualified Eligible Investors - A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions.

Exemptions - PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.