CTA Profiles Sweet Futures

Start Date: Apr-2008
Mar Return: 1.59%
YTD Return: 1.54%
Annual CROR: 1.62

Worst Drawdown: -5.46%
Losing Streak: -2.89 %
Sharpe Ratio: 0.22
Calmar Ratio: N/A

Min Investment: $1,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0475724

Margin: 0.05
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 1,000

Trading Strategy: NickJen Capital is a discretionary, Natural Resource Commodity Trading Advisor. Our Commodity only program is called the NRD-1. Using both fundamental and technical analysis the ultimate trading decisions are based on fundamentals. 70% of the portfolio strategy focuses on the Agricultural and Soft markets and the remaining balance is composed of the Energy, Meat and Metal sectors. Trading decisions are developed through highly extensive, statistically based analysis, review of supply and demand conditions, inventory levels, weather developments and forecasts and economic trends and reports. This in conjunction with the managers in depth knowledge of markets and physical commodity trading experience is also strengthened by a vast network of industry contacts developed over 25 plus years. Risk Strategy: NickJen Capital employs strict risk parameters which are monitored in real time through the companyâ€™s internal risk management system and electronic trading platforms. The company's Chief Risk Officer regulates and administers the internal system. We also utilize a fully integrated and scalable risk system and have a strong focus on operations and controls.

Accounting Notes: Performance from April 2008 - March 2014 represents total Multi Manager Fund performance for Atlantic Capital. 50% of the program was traded by Nicholas Gentile from inception until May 2011 and 66% of the program was traded by Nicholas Gentile and Stephen Lampe from June 2011 to February 2014. Trading was 100% discretionary; the program traded natural resources and has now become known as the NRD-1 Program under NickJen Capital Management. The MF Global bankruptcy had a significant impact in that numerous client accounts were affected. Note there was a significant drop in assets under management following the bankruptcy of MF Global on October 31, 2011 as numerous accounts were frozen. Affected accounts were not included in capsule performance after they were frozen on October 31st as they were not traded according to the trading program. Performance from April 2014 represents client trading in the NRD-1 Program.

Trading Methodology
100% Discretionary
Trading Style
10% Spread Trading
5% Option Trading
85% Fundamentals

Style Sub-Categories
Fundamental
Momentum
Option Spread
Mean Reversion

Holding Period
15% Long Term
45% Medium Term
40% Short Term
Sector: US Global
Contracts: Options

Market Allocation
10% Currencies
10% Metals
5% Energies
35% Agriculturals
5% Meats
35% Softs

Performance from April 2014 represents client trading. Performance from April 2008 - March 2014 represents total Multi Manager Fund performance for Atlantic Capital. 50% of the program was traded by Nicholas Gentile from inception until May 2011 and 66% of the program was traded by Nicholas Gentile and Stephen Lampe from June 2011 to February 2014.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.44%	0.39%	1.59%										1.54%	-0.44%
2023	-0.61%	0.16%	-0.64%	-0.34%	-0.12%	-0.06%	0.01%	0.60%	-0.19%	-0.46%	0.05%	-0.28%	-1.87%	-1.87%
2022	-0.02%	0.04%	-0.15%	0.06%	0.00%	0.01%	0.75%	-0.27%	-0.05%	-0.15%	-0.47%	-0.41%	-0.66%	-1.34%
2021	0.20%	-0.18%	-0.26%	0.20%	0.28%	0.12%	0.69%	0.00%	-0.46%	0.00%	0.92%	-0.27%	1.24%	-0.46%
2020	0.02%	0.18%	0.09%	0.31%	-0.94%	-0.23%	-0.48%	-0.28%	0.55%	0.38%	-0.16%	-0.11%	-0.68%	-1.92%
2019	0.04%	-0.26%	-0.18%	0.17%	0.26%	-0.26%	0.00%	-0.31%	0.30%	-0.13%	-0.55%	0.43%	-0.49%	-0.96%
2018	0.83%	0.32%	-0.45%	-1.05%	0.72%	-0.73%	0.68%	-0.11%	0.07%	-0.45%	-0.25%	-0.37%	-0.81%	-1.94%
2017	0.28%	0.24%	0.26%	0.17%	-0.55%	0.83%	-0.40%	0.33%	-0.30%	-0.48%	0.59%	-0.35%	0.61%	-0.85%
2016	0.03%	0.26%	-0.41%	0.07%	0.03%	-0.16%	-0.05%	0.41%	0.45%	-0.32%	0.40%	-1.11%	-0.41%	-1.11%
2015	2.15%	-0.69%	0.53%	-0.78%	0.14%	0.29%	1.12%	0.15%	-0.41%	-0.54%	-0.69%	0.60%	1.84%	-1.63%
2014	-1.40%	-0.93%	2.06%	0.34%	0.14%	0.04%	-0.45%	1.03%	-0.54%	0.69%	0.23%	0.46%	1.64%	-2.32%
2013	-1.96%	2.35%	0.36%	1.17%	-1.56%	1.00%	1.23%	1.96%	1.40%	-3.19%	-0.45%	0.42%	2.6%	-3.63%
2012	-0.90%	0.91%	-1.21%	-0.90%	2.16%	0.13%	1.48%	0.93%	1.56%	-0.52%	0.59%	0.79%	5.07%	-2.1%
2011	-1.71%	1.15%	1.35%	-0.29%	-0.55%	-0.70%	0.11%	0.39%	2.94%	-2.27%	-0.05%	-0.01%	0.26%	-2.33%
2010	1.46%	-0.38%	0.80%	0.07%	-0.70%	1.48%	1.99%	0.44%	2.10%	1.42%	1.11%	2.74%	13.21%	-0.7%
2009	0.15%	-0.27%	-1.38%	0.10%	2.32%	0.24%	-0.48%	-0.89%	0.74%	-0.23%	-0.15%	-0.69%	-0.59%	-1.7%
2008				-0.08%	-0.18%	1.10%	0.21%	1.12%	-0.42%	2.28%	-0.69%	0.93%	4.31%	-0.69%

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

Chart

Track Record Prepared By: Michael Coglianese and Company

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.

Qualified Eligible Investors - A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).

Exemptions - PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.