CTA Profiles Sweet Futures

Start Date: Mar-2011
Nov Return: 0.78%
YTD Return: 15.07%
Annual CROR: 11.12

Worst Drawdown: -50.62%
Losing Streak: -0.19 %
Sharpe Ratio: 0.49
Calmar Ratio: 2.16

Min Investment: $200,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0427604

Margin: 3-20%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 1,054

Trading Strategy: Opus trades futures on a wide range of markets, including agriculture, finance, energy, and others. The program' s primary focus is in agricultural commodities, and specifically grains and oilseeds. Mr. Zelinski has gained a thorough knowledge of these markets while working with Nesvick Trading Group as the primary research analyst for grain and oilseed markets. Mr. Zelinski has traveled around the country to study crop development, as well as to gain a knowledge of US cash grain and oilseed markets. Mr. Zelinski's fundamental analysis also includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international freight values, and tracking underlying cash values associated with agricultural futures markets. Risk Strategy: N/A

Trading Methodology
100% Discretionary
Trading Style
100% Fundamental

Style Sub-Categories
Fundamental

Holding Period
20% Long Term
70% Medium Term
10% Short Term
Sector: US
Contracts: Futures Options

Market Allocation
80% Agriculturals
20% Meats
Other Mkts: Fut Opt
Ags

Recent Performance - Start Date of Program March 2011

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	6.16%	6.07%	-1.15%	2.04%	-5.44%	0.99%	4.09%	2.12%	-5.15%	4.41%	0.78%		15.07%	-5.44%
2023	1.14%	1.02%	-0.72%	4.86%	3.42%	2.87%	-1.37%	2.64%	1.42%	-0.96%	-1.36%	0.65%	14.24%	-2.31%
2022	2.22%	4.71%	1.96%	0.78%	0.77%	-1.52%	3.02%	-2.70%	2.79%	0.45%	-4.13%	0.60%	8.95%	-4.13%
2021	1.31%	5.19%	0.75%	8.39%	2.77%	1.56%	-6.36%	5.24%	1.54%	0.35%	5.00%	-2.56%	24.79%	-6.36%
2020	1.50%	3.68%	-1.01%	5.78%	0.49%	1.73%	6.50%	2.80%	6.73%	3.43%	6.16%	8.78%	57.22%	-1.01%
2019	-1.63%	-3.81%	-0.78%	0.17%	-0.52%	-10.99%	-1.84%	0.88%	1.64%	1.88%	-6.39%	-0.48%	-20.45%	-20.45%
2018	-0.78%	3.90%	7.87%	-2.89%	-3.03%	-7.52%	2.50%	9.09%	-0.30%	1.60%	-2.15%	-3.12%	3.98%	-12.91%
2017	4.91%	-1.73%	3.47%	2.39%	-4.82%	18.00%	4.86%	3.16%	0.42%	0.92%	-1.11%	-0.20%	32.72%	-4.82%
2016	-6.32%	6.93%	-7.02%	-0.45%	6.36%	9.28%	-10.38%	-7.93%	-0.82%	-3.64%	-5.72%	4.64%	-16.16%	-25.65%
2015	13.00%	-13.36%	7.98%	5.50%	10.28%	-2.83%	5.14%	3.01%	0.15%	-1.30%	-9.05%	10.36%	28.43%	-13.36%
2014	2.19%	-6.90%	-8.25%	-1.70%	-13.66%	4.00%	13.60%	10.61%	2.65%	-21.04%	0.03%	4.37%	-18.08%	-27.5%
2013	-3.26%	10.58%	2.50%	1.89%	-10.92%	4.88%	7.43%	4.23%	13.90%	4.24%	3.60%	4.71%	50.53%	-10.92%
2012	-3.20%	-3.17%	5.56%	22.44%	-25.35%	33.54%	33.95%	12.11%	-12.28%	0.54%	1.33%	3.53%	67.79%	-25.35%
2011			5.65%	-5.67%	-6.54%	-31.28%	-1.75%	-3.16%	-14.33%	1.73%	24.56%	-6.19%	-37.98%	-50.62%

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.