CTA Profiles Sweet Futures

Start Date: Jun-2011
Nov Return: -0.51%
YTD Return: -13.45%
Annual CROR: 2.63

Worst Drawdown: -32.46%
Losing Streak: -30.54 %
Sharpe Ratio: 0.18
Calmar Ratio: -0.25

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 428507

Margin: 2-10%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 4,967

Trading Strategy: Bocken Trading, LLC is a registered Commodity Trading Advisor formed in February 2011. The program is traded by Megan Bocken. Megan focuses primarily on domestic agricultural commodity futures and options with emphasis on wheat, corn, soybeans, and soybean products. She may, on occa- sion, trade other Ag related markets. Megan gained a thorough understanding of the grain trade by helping to service commercial grain accounts in- cluding both users and producers, and by studying the fundamentals of the grain markets as a research analyst. She currently maintains her own re- search focusing on wheat, corn, and soybeans placing special emphasis on relationships among the different classes of wheat. This includes forecasting both US and world supply and demand of each particular commodity in order to determine value and price trends based on ever-changing market conditions. It also involves a careful and constant monitoring of US and world weather, geopolitical issues, and currency relationships. By combining the factors, Megan is able to make trading decisions that integrate flat price, intra and inter market spreads as well as options strategies. Both long and short positions are utilized, and trades may vary from day-trades to longer term trades depending on the nature of each market. Her focus is funda- mental analysis, but technical analysis is also used to pick entry levels, risk levels, and objectives. Risk Strategy: N/A

Accounting Notes: The returns reflect the performance of accounts traded in the Bocken Trading Discretionary Trading Program, as listed in the program's disclosure document.

Trading Methodology
100% Discretionary
Trading Style
25% Trend Following
25% Spread Trading
25% Option Trading
25% Opportunistic

Style Sub-Categories
Fundamental

Holding Period
50% Medium Term
50% Short Term
Sector: US
Contracts: Futures Options

Market Allocation
98% Agriculturals
2% Other Markets
Other Mkts: Ag Options

Recent Performance - Start Date of Program June 2011

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-1.57%	0.90%	-4.19%	-1.48%	-0.60%	-2.19%	-2.39%	-0.64%	-2.60%	1.04%	-0.51%		-13.45%	-13.9%
2023	-0.83%	-1.79%	-1.14%	-0.75%	-0.44%	2.20%	-0.68%	-1.79%	-2.22%	-1.66%	-1.14%	-2.12%	-11.75%	-11.75%
2022	4.35%	6.02%	-1.97%	3.06%	-3.87%	-6.83%	4.27%	-0.17%	-2.04%	1.27%	-0.17%	-1.50%	1.65%	-10.44%
2021	4.50%	0.55%	-3.33%	12.04%	-1.98%	3.63%	0.18%	-3.41%	3.10%	1.11%	0.09%	0.77%	17.61%	-3.41%
2020	-0.58%	-0.11%	0.64%	1.73%	-0.78%	-0.98%	-0.77%	5.46%	1.83%	0.66%	6.87%	8.40%	24.13%	-2.51%
2019	-0.65%	-1.08%	0.35%	0.11%	2.54%	-1.22%	-1.04%	-1.38%	-0.27%	-2.30%	-1.01%	2.15%	-3.84%	-7.02%
2018	1.63%	2.67%	0.43%	2.51%	-1.71%	-3.67%	1.71%	-1.24%	-0.72%	0.64%	-1.31%	-2.20%	-1.47%	-8.28%
2017	-0.25%	-1.14%	-1.21%	-0.81%	-0.05%	4.34%	-1.44%	-0.70%	-0.07%	-0.82%	-2.36%	-1.03%	-5.54%	-6.27%
2016	0.34%	-0.85%	-2.98%	7.05%	3.01%	6.56%	-9.88%	-2.49%	-2.23%	-0.23%	-3.79%	-2.60%	-8.89%	-19.67%
2015	-5.32%	-3.57%	-0.28%	-2.12%	-1.19%	8.80%	-6.17%	-1.84%	-0.05%	-2.00%	-1.23%	-0.06%	-14.68%	-14.68%
2014	0.97%	3.46%	0.75%	2.37%	-2.16%	-3.50%	4.78%	6.83%	4.43%	-3.87%	1.41%	1.74%	17.94%	-5.58%
2013	-1.09%	5.47%	-1.10%	-1.51%	-1.86%	-4.20%	7.92%	9.16%	2.28%	-1.50%	4.04%	-2.22%	15.35%	-8.42%
2012	-0.35%	5.26%	8.56%	9.33%	-11.12%	13.89%	18.60%	4.55%	-9.06%	-4.91%	-1.08%	1.37%	35.5%	-14.46%
2011						-1.76%	-1.40%	4.11%	-0.99%	-3.32%	2.76%	-1.55%	-2.34%	-4.28%

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

Chart

Track Record Prepared By: N/A

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.