CTA Profiles Sweet Futures

Start Date: Sep-2008
Mar Return: 1.58%
YTD Return: 2.01%
Annual CROR: 24.39

Worst Drawdown: -57.91%
Losing Streak: -43.20 %
Sharpe Ratio: 0.78
Calmar Ratio: N/A

Min Investment: $100,000
Currency: US Dollar
Notional Funding: No
NFA Number: 0401090

Margin: 0.15
Mgt Fee: 2.00%
Incentive Fee: 0.00%
Round Turns: 0

Trading Strategy: Please see our Disclosure Document at http://www.QQFund.com/QQFund.com_DDOC.pdf Risk Strategy: Please see our Disclosure Document at http://www.QQFund.com/QQFund.com_DDOC.pdf

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
100% Stock Index, Risk Parity, Macro Trend fo

Style Sub-Categories
Trend Following
Stock Index, Risk Parity, Macro Trend following, Global Macro

Holding Period
100% Long Term
Sector: US
Contracts: Futures

Market Allocation
25% Stock Indices
75% Financials

Recent Performance - Start Date of Program September 2008

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	0.14%	0.28%	1.58%										2.01%	0%
2023	-0.03%	-6.99%	0.44%	0.77%	3.65%	0.96%	1.63%	-4.44%	-14.49%	-9.29%	18.15%	11.96%	-1.87%	-25.88%
2022	-14.36%	-13.35%	-0.18%	-0.16%	-0.16%	-0.15%	-0.13%	-14.26%	-9.77%	-0.09%	-0.06%	-0.05%	-43.15%	-43.15%
2021	-3.58%	-6.70%	-2.74%	8.02%	0.36%	7.07%	6.28%	2.86%	-8.75%	5.59%	3.39%	0.19%	10.81%	-12.51%
2020	18.78%	5.33%	0.97%	12.92%	5.71%	5.17%	8.04%	7.37%	-4.28%	-5.80%	9.99%	4.34%	90.37%	-9.83%
2019	29.24%	-1.58%	28.99%	5.55%	4.10%	19.32%	0.07%	16.24%	-5.50%	5.01%	0.42%	0.26%	149.99%	-5.5%
2018	2.09%	-10.40%	-3.27%	-11.90%	27.87%	0.45%	0.76%	22.02%	-11.87%	-26.19%	13.51%	-0.22%	-9.31%	-34.95%
2017	-0.15%	10.80%	6.14%	12.27%	12.98%	-9.35%	11.33%	9.37%	-8.83%	7.30%	2.41%	-2.95%	59.85%	-9.35%
2016	2.40%	-0.36%	-0.17%	-0.17%	7.53%	5.20%	-0.16%	-0.19%	-0.17%	-5.23%	-19.82%	-7.24%	-19.34%	-29.88%
2015	17.01%	2.53%	1.82%	-0.95%	6.14%	-14.02%	15.56%	-15.11%	4.18%	23.52%	-1.80%	-7.31%	26.87%	-15.65%
2014	-0.25%	10.10%	-15.02%	-2.81%	21.89%	8.81%	-1.17%	29.35%	-9.78%	19.86%	19.64%	-6.01%	87.01%	-17.41%
2013	6.58%	1.02%	6.78%	5.64%	7.56%	-5.36%	14.49%	-0.85%	9.93%	10.17%	6.80%	5.35%	91.24%	-5.36%
2012	0.03%	7.62%	11.44%	-2.95%	-17.99%	9.91%	2.54%	13.08%	2.21%	-13.13%	3.30%	-1.71%	9.7%	-20.41%
2011	6.92%	7.16%	-1.38%	5.92%	-2.76%	-4.53%	3.49%	-21.34%	-0.17%	-0.18%	-0.17%	-0.17%	-10.17%	-24.95%
2010	-11.44%	-0.16%	17.63%	5.39%	-11.89%	-15.95%	5.61%	-17.93%	12.93%	18.30%	-0.81%	12.28%	4.68%	-35.81%
2009	-0.20%	-0.19%	-0.21%	-0.20%	-0.20%	-0.14%	28.41%	3.87%	15.82%	-7.83%	16.08%	12.56%	83.93%	-7.83%
2008									-0.10%	-0.19%	-0.19%	-0.21%	-0.69%	-0.69%

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

Chart

Track Record Prepared By: Formidium Corp (www.Formidium.com)

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.