CTA Profiles Sweet Futures

Start Date: Aug-2008
Apr Return: 2.24%
YTD Return: 53.41%
Annual CROR: 15.10

Worst Drawdown: -69.73%
Losing Streak: -2.36 %
Sharpe Ratio: 0.49
Calmar Ratio: 0.04

Min Investment: $100,000
Currency: US Dollar
Notional Funding: No
NFA Number: 0395114

Margin: 18%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 1,000

Trading Strategy: Founded in 2008 by Donald Wieczorek, Purple Valley Capital, Inc. (â€œPVCâ€) is an asset management firm that offers professional money management to institutions and high net worth individuals by trading a diverse group of futures markets. Our primary objective is to use our systematic risk management strategy to capture large market trends around the world in order to provide investors long-term capital appreciation with very low correlation to traditional investments. Please visit each section of our website to learn more about the potential benefits of diversifying your portfolio with PVC.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories
Trend Following

Holding Period
50% Long Term
50% Medium Term
Sector: US
Contracts: Futures

Market Allocation
12% Stock Indices
13% Currencies
12% Financials
13% Metals
12% Energies
12% Agriculturals
13% Meats
13% Softs

Recent Performance - Start Date of Program August 2008

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-14.29%	41.15%	24.03%	2.24%									53.41%	-14.29%
2023	-1.68%	-2.24%	-15.58%	8.60%	5.17%	-1.85%	-1.54%	-12.19%	8.16%	-2.15%	-4.38%	13.59%	-9.6%	-21.36%
2022	12.80%	8.30%	12.41%	25.82%	-2.26%	6.34%	-11.11%	-14.25%	7.27%	-8.18%	-8.39%	2.36%	26.43%	-31.22%
2021	7.86%	35.24%	19.40%	3.67%	-5.71%	-9.47%	-1.24%	-2.23%	-1.66%	-2.77%	-12.22%	-13.03%	8.63%	-39.84%
2020	-0.69%	17.65%	56.50%	-11.45%	-5.61%	-12.99%	27.16%	10.83%	-21.09%	10.62%	20.66%	51.81%	199.65%	-27.28%
2019	-7.79%	8.24%	-12.08%	5.09%	5.92%	2.19%	-17.34%	24.86%	-19.57%	0.37%	0.45%	10.08%	-8.07%	-19.57%
2018	17.56%	-16.35%	-4.16%	-0.62%	-22.21%	4.82%	-4.60%	14.49%	0.20%	-16.71%	12.92%	3.06%	-18.97%	-40.78%
2017	-6.14%	-0.70%	-2.93%	0.86%	-3.56%	-2.78%	0.68%	-0.41%	-8.35%	7.44%	3.96%	0.25%	-11.95%	-21.38%
2016	-1.21%	4.33%	-16.59%	18.18%	-10.12%	-6.89%	3.01%	-12.34%	-10.60%	1.06%	2.97%	-2.02%	-30.01%	-33.41%
2015	19.00%	-5.65%	2.15%	-9.01%	-6.87%	-9.48%	13.30%	-0.67%	4.45%	-15.83%	10.72%	-9.26%	-12.56%	-26.86%
2014	2.93%	8.82%	6.88%	1.42%	-8.09%	11.12%	-7.44%	1.14%	33.18%	0.70%	13.47%	6.37%	87.94%	-8.09%
2013	3.15%	-11.19%	-4.75%	6.92%	6.30%	9.50%	-7.92%	3.34%	-10.59%	-15.49%	-2.23%	0.58%	-23.21%	-29.7%
2012	-3.14%	12.48%	-1.84%	-6.34%	15.27%	-11.55%	10.54%	3.26%	-2.92%	-10.66%	-1.74%	3.42%	2.73%	-14.78%
2011	-0.61%	18.00%	-0.52%	13.64%	-17.28%	-12.14%	-0.79%	17.05%	-5.17%	-17.47%	1.48%	-0.06%	-11.17%	-33.95%
2010	-8.48%	-6.65%	-2.46%	-0.77%	0.67%	5.33%	-16.07%	-1.70%	32.59%	28.39%	0.99%	23.32%	53.36%	-27.66%
2009	-12.07%	3.14%	-5.74%	-1.68%	38.24%	-13.27%	2.31%	11.66%	2.94%	-2.10%	27.26%	-21.51%	15.89%	-21.51%
2008								10.83%	0.86%	47.09%	5.79%	-1.79%	70.81%	-1.79%

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

Chart

Track Record Prepared By: Michael Coglianese CPA. P.C.

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.