CTA Profiles Sweet Futures

Start Date: Mar-2013
Apr Return: -0.88%
YTD Return: -1.72%
Annual CROR: -0.94

Worst Drawdown: -10.21%
Losing Streak: -10.21 %
Sharpe Ratio: -1.56
Calmar Ratio: -0.29

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0421015

Margin: 9-15%
Mgt Fee: 0.00%
Incentive Fee: 33.00%
Round Turns: 4,000

Trading Strategy: The SRD Currency program trades CME Group's Currency Futures. Positions are generally held intraday, and we close out positions before weekends or holidays, to pare risk. Every trade uses a stop-loss order for protection, and generally seeks a multiple of any amount risked. Blake Capital Management, Inc. All of our programs are exclusively focused on pattern recognition strategies and proactive risk-management. See our most recent Disclosure Document for more information. Investment Strategy This FX Futures trading program is intended to be uncorrelated to stock market performance. We risk capital to seek exposure to currency fluctuations. Risk Management Every trade to establish a new position accompanies a new stop-loss order for protection. Program trades in most liquid FX futures markets, such as Euro FX and Great British Pound futures ("6E" and "6B"). VAR and market impact are considered when devising and executing strategy

Trading Methodology
50% Systematic
50% Discretionary
Trading Style
100% Pattern Recognition

Style Sub-Categories
Pattern Recognition

Holding Period
5% Short Term
95% Intraday
Sector: US
Contracts: Futures

Market Allocation
100% Currencies

Recent Performance - Start Date of Program March 2013

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.23%	0.00%	-0.62%	-0.88%									-1.72%	-1.72%
2023	-0.44%	0.00%	-0.67%	-0.01%	-0.24%	0.00%	0.00%	0.00%	0.19%	-0.36%	-0.25%	-0.50%	-2.26%	-2.26%
2022	-0.15%	0.16%	-0.66%	0.00%	-0.66%	1.41%	-0.45%	-0.41%	-0.22%	-0.47%	-0.27%	0.01%	-1.71%	-1.81%
2021	-0.10%	-0.15%	0.07%	-0.35%	-0.34%	-0.32%	0.69%	-0.41%	-0.15%	-0.44%	0.69%	1.04%	0.22%	-1.49%
2020	0.10%	0.61%	0.39%	0.41%	-0.28%	-0.43%	-0.61%	-0.30%	0.32%	0.03%	0.98%	-0.49%	0.72%	-1.61%
2019	-0.14%	-0.14%	-0.04%	-0.21%	-0.07%	-0.23%	-0.07%	-0.25%	0.06%	0.04%	-0.28%	-0.30%	-1.62%	-1.62%
2018	-0.33%	-0.13%	-0.04%	-0.20%	0.14%	-0.21%	-0.21%	0.08%	-0.25%	0.17%	-0.22%	-0.14%	-1.33%	-1.33%
2017	-0.35%	0.05%	0.01%	-0.27%	-0.32%	0.05%	-0.09%	-0.09%	-0.12%	-0.20%	0.10%	0.19%	-1.04%	-1.32%
2016	-0.18%	-0.26%	0.32%	-0.21%	-0.20%	0.48%	-0.04%	-0.27%	0.02%	0.01%	-0.12%	0.49%	0.04%	-0.53%
2015	0.16%	-0.10%	0.17%	0.00%	-0.20%	-0.10%	-0.15%	0.14%	0.23%	-0.48%	0.26%	-0.27%	-0.34%	-0.57%
2014	0.09%	-0.08%	0.41%	-0.46%	0.05%	-0.21%	-0.14%	0.03%	0.06%	-0.06%	-0.27%	0.60%	0.02%	-1%
2013			-0.35%	-0.49%	-0.01%	0.12%	1.01%	-0.96%	-0.41%	-0.27%	-0.06%	0.06%	-1.36%	-1.69%

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.