CTA Profiles Sweet Futures

Start Date: Sep-2009
Aug Return: 1.17%
YTD Return: -9.27%
Annual CROR: 7.28

Worst Drawdown: -25.35%
Losing Streak: -19.42 %
Sharpe Ratio: 0.50
Calmar Ratio: N/A

Min Investment: $50,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0440470

Margin: 13%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 6,500

Trading Strategy: The Seasonal Spread and Option Strategy combines discretionary and seasonal analysis to trade Agricultural, Livestock, Energy and Interest Rate futures. The program may target markets exhibiting certain correlations and/or regression characteristics allowing for the opportunity to utilize spreads, butterflies, and condor positions. The strategy utilizes futures spreads in approximately 95% of the trades. The other 5% consist of options trades. Risk Strategy: After the integration process, accounts will be managed using an asymmetric risk management system. This system will involve increasing and/or reducing the operational position volume depending on the profits or losses experienced by the account over time.

Accounting Notes: The performance capsule represents the performance results of actual client trading accounts. These accounts were managed by firm principal Gregory Placsintar who was not required to be registered with the CFTC because his client accounts were all foreign to the United States. Mr. Placsintar's trading in this capacity occurred from September of 2009 until August of 2012. Beginning in August of 2012 discretion over these foreign accounts was transferred from Greg Placsintar the individual to Gregory P. Asset Management, LLC the US based and registered CTA. The capsule, for the entire period presented, was prepared by utilizing actual realized and unrealized gains and losses on commodity futures trading, net of related brokerage commissions and other trading costs. In the presentation from September of 2009 until August of 2012 the accounts shown within the capsule were not charged fees as described in this document. These accounts also may not have been charged commission rates similar to what your account may pay to participate in the Seasonal Spread and Options Strategy. To properly consider the management and incentive fee's disclosed, the fees required by the program were pro-forma adjusted into the return presentation for this period of time. As of August 2012 all advisory fee considerations and standard commissions have been considered on an actual basis.

NO REPRESENTATION IS MADE THAT GREGORY P. ASSET MANAGEMENT, LLC OR ANY ACCOUNT WILL, OR IS LIKELY TO ACHIEVE PROFITS SIMILAR TO THOSE SHOWN IN THE SUBSEQUENT PAGES. THERE CAN BE NO ASSURANCE THAT ANY ACCOUNT WILL MAKE ANY PROFITS AT ALL, OR WILL BE ABLE TO AVOID INCURRING SUBSTANTIAL LOSSES.

Trading Methodology
100% Discretionary
Trading Style
95% Spread Trading
5% Option Trading

Style Sub-Categories
Fundamental
Arbitrage
Quantitative
Seasonal
Spread
Seasonal Spreads

Holding Period
40% Long Term
40% Medium Term
15% Short Term
5% Intraday
Sector: US
Contracts: Futures Options

Market Allocation
5% Financials
5% Metals
20% Energies
20% Agriculturals
45% Meats
5% Softs
Other Mkts: Fut Opt

Performance from Sept 2009 through Jul 2012 is of Greg Placsintar (Exempt Foreign Advisor) - Performance from Aug 2012 is client performance of Gregory P. Asset Management, LLC.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2022	-2.59%	2.65%	0.99%	-9.21%	-1.24%	-0.30%	-0.65%	1.17%					-9.27%	-11.19%
2021	-0.33%	-1.70%	1.88%	-5.58%	0.59%	-0.84%	0.41%	-1.30%	0.97%	1.92%	3.28%	-0.20%	-1.18%	-6.83%
2020	-0.89%	0.48%	-1.57%	6.96%	0.44%	0.95%	-4.47%	2.45%	3.54%	-7.73%	3.44%	-2.45%	0.3%	-7.73%
2019	-2.29%	-0.13%	0.87%	0.77%	1.92%	-3.28%	0.84%	-3.31%	-1.23%	0.30%	-0.39%	3.96%	-2.2%	-6.94%
2018	3.67%	1.28%	-0.81%	-0.71%	2.78%	-2.80%	-1.22%	-1.01%	2.96%	2.73%	-0.49%	-3.63%	2.46%	-4.96%
2017	1.96%	-0.27%	-1.10%	-0.20%	-4.33%	-0.45%	0.22%	0.31%	-5.29%	1.01%	1.48%	-2.28%	-8.84%	-10.74%
2016	1.48%	-1.02%	0.48%	2.37%	-0.56%	-1.07%	1.35%	1.35%	0.46%	1.40%	1.53%	-1.46%	6.4%	-1.62%
2015	2.74%	-1.66%	0.82%	3.28%	-1.95%	1.61%	0.12%	-1.62%	3.30%	0.58%	-7.14%	3.72%	3.31%	-7.14%
2014	-6.84%	1.55%	-2.86%	0.76%	-0.81%	-0.37%	0.83%	3.47%	-1.67%	8.89%	-2.17%	2.84%	2.84%	-8.49%
2013	6.31%	6.10%	-5.23%	1.07%	-1.61%	-4.75%	3.21%	-2.36%	-2.87%	5.15%	-2.81%	3.05%	4.38%	-12.14%
2012	15.04%	9.26%	-0.02%	11.86%	1.28%	-5.11%	-21.33%	0.65%	1.81%	7.44%	2.50%	0.35%	20.36%	-25.35%
2011	-0.56%	10.47%	1.49%	5.60%	4.89%	3.71%	10.78%	5.85%	-3.59%	5.47%	1.46%	9.90%	70.27%	-3.59%
2010	1.62%	0.52%	-3.61%	5.55%	-2.86%	8.93%	-0.86%	7.25%	0.46%	6.60%	0.43%	-0.74%	24.8%	-3.61%
2009									-2.52%	1.40%	1.45%	0.28%	0.56%	-2.52%

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

Chart

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.