CTA Profiles Sweet Futures

Start Date: Jan-2011
Mar Return: 4.75%
YTD Return: 25.79%
Annual CROR: 5.09

Worst Drawdown: -43.15%
Losing Streak: 0.00 %
Sharpe Ratio: 0.32
Calmar Ratio: N/A

Min Investment: $500,000
Currency: US Dollar
Notional Funding: No
NFA Number: 0424935

Margin: 15%
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 350

Trading Strategy: This systematic futures investment manager that trades a diversified portfolio of financial and commodity futures markets with the objective of seeking above average long-term growth uncorrelated to stocks and bonds. The Eupatrid Commodity Program attempts to limit risk by trading a diversified group of markets known for their historical performance and customary liquidity as well as implementing disciplined risk management strategies. The Program limits the amount of equity committed to each trade and overall portfolio exposure is constantly reassessed.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories
Trend Following
Momentum
Quantitative

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

Market Allocation
15% Stock Indices
24% Currencies
9% Financials
9% Metals
12% Energies
13% Agriculturals
9% Meats
9% Softs

Recent Performance - Start Date of Program January 2011

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	4.88%	14.50%	4.75%										25.79%	0%
2023	-0.64%	1.12%	-2.84%	5.87%	2.14%	0.75%	0.52%	-2.67%	-1.21%	0.51%	-8.70%	-6.41%	-11.72%	-17.42%
2022	0.58%	5.77%	6.42%	6.20%	-0.32%	-4.87%	-4.51%	3.38%	4.59%	1.01%	-8.48%	-0.38%	8.41%	-9.84%
2021	4.01%	17.65%	0.90%	9.06%	1.64%	-3.50%	1.92%	2.15%	-2.02%	7.38%	-7.01%	4.28%	40.29%	-7.01%
2020	1.40%	-4.47%	-7.69%	0.96%	-2.44%	-2.21%	-3.36%	1.52%	-0.78%	0.89%	9.70%	13.54%	5.35%	-17.92%
2019	-4.04%	1.52%	4.97%	0.46%	2.17%	-0.71%	4.20%	8.14%	-3.45%	-3.35%	-0.93%	-0.21%	8.33%	-7.75%
2018	7.96%	-7.15%	-1.96%	-1.65%	-2.38%	-4.93%	0.61%	3.76%	-0.92%	-4.68%	0.87%	-3.50%	-13.91%	-20.26%
2017	-1.79%	1.93%	-3.77%	-0.18%	-1.34%	0.09%	-1.17%	-4.05%	-5.80%	3.17%	-0.21%	2.41%	-10.57%	-15.27%
2016	5.16%	2.76%	-3.81%	-2.08%	-4.22%	4.24%	0.67%	-0.70%	1.56%	-2.05%	-0.20%	-1.77%	-0.93%	-9.79%
2015	8.88%	-4.88%	1.60%	-7.43%	1.07%	-1.04%	0.49%	-6.39%	4.97%	-10.68%	7.13%	-2.22%	-9.99%	-21.08%
2014	-2.83%	6.70%	5.26%	1.97%	-2.82%	7.16%	-5.94%	3.07%	8.25%	0.99%	9.16%	3.02%	38.12%	-5.94%
2013	1.21%	1.91%	0.91%	0.44%	3.63%	1.28%	-0.40%	-1.39%	-1.99%	0.61%	1.80%	1.95%	10.29%	-3.74%
2012	-2.05%	-0.67%	-3.42%	1.19%	9.41%	-6.88%	6.80%	0.30%	-1.71%	-6.73%	-2.53%	-5.81%	-12.66%	-16.05%
2011	-1.19%	0.24%	8.20%	8.67%	-9.06%	1.17%	5.51%	9.56%	-5.65%	-6.21%	0.00%	0.00%	9.6%	-11.51%

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

Chart

Track Record Prepared By: Essential Fund Services, LLC

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.