CTA Profiles Sweet Futures

Start Date: Apr-2014
Nov Return: 0.86%
YTD Return: -3.39%
Annual CROR: 6.18

Worst Drawdown: -15.56%
Losing Streak: -12.61 %
Sharpe Ratio: 0.50
Calmar Ratio: -0.06

Min Investment: $3,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0466576

Margin: 8%
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 450

Trading Strategy: EMC's Alpha Program is a multi-asset alternative strategy that seeks to generate long-term absolute returns in any market environment. The Program combines a statistically biased allocation to global equity, interest rate and commodity markets with a tactical overlay of discrete sector specific quantitative models that are responsive to current macro trends. The sector specific models include an unconstrained interest rate strategy, a dynamic commodity strategy and a long/short global financials strategy. The Program is designed to produce returns with lower volatility and a higher Sharpe ratio. Risk Strategy: EMC actively manages risk at every level of the portfolio using a proprietary systematic model. The model uses current market volatility, account equity and other portfolio components to quantify and limit risk at the trade, market, sector and portfolio levels.

Accounting Notes: Prior to October 1, 2013, the accounts were managed by EMC Capital Management, Inc. the predecessor of EMC Capital Advisors, LLC.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories
Trend Following

Holding Period
100% Long Term
Sector: Global
Contracts: Futures

Market Allocation
100% Diversified

Recent Performance - Start Date of Program May 2014

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-3.44%	2.95%	4.17%	2.74%	-1.26%	-1.24%	-1.17%	-1.91%	3.03%	-7.56%	0.86%		-3.39%	-9.96%
2023	3.11%	-4.19%	-4.43%	2.83%	-0.81%	5.16%	-0.33%	-3.62%	-0.42%	-1.55%	-1.92%	6.36%	-0.51%	-9.28%
2022	0.86%	3.17%	5.04%	0.87%	-1.89%	-1.81%	1.51%	-2.98%	0.38%	1.26%	-2.30%	-3.49%	0.24%	-9.08%
2021	-0.42%	5.48%	-0.96%	3.80%	2.22%	-2.89%	-1.71%	0.55%	1.15%	7.77%	-3.52%	0.89%	12.41%	-4.55%
2020	-0.73%	-0.57%	-0.63%	1.61%	1.55%	-0.01%	1.86%	0.76%	-3.67%	-2.15%	6.08%	7.01%	11.13%	-5.74%
2019	1.36%	-0.39%	5.12%	1.70%	0.62%	3.84%	1.41%	3.65%	-2.75%	-1.74%	0.20%	2.02%	15.8%	-4.44%
2018	7.59%	-6.49%	-2.06%	-0.30%	-2.09%	-0.95%	0.05%	0.53%	-0.91%	-4.32%	1.74%	0.75%	-6.87%	-15.56%
2017	0.99%	3.78%	-1.86%	0.72%	2.07%	-3.60%	2.73%	3.56%	-4.31%	5.24%	1.97%	1.93%	13.51%	-4.31%
2016	5.30%	4.24%	-1.90%	-2.10%	-1.10%	6.84%	3.64%	-2.50%	0.34%	-5.60%	-4.50%	1.44%	3.27%	-11.81%
2015	8.09%	-0.48%	1.64%	-2.36%	-0.39%	-5.34%	2.05%	-5.17%	1.54%	2.65%	1.82%	-4.46%	-1.23%	-10.9%
2014					1.02%	2.20%	1.48%	5.79%	2.03%	0.74%	5.86%	4.13%	25.58%	0%

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.

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 $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions.

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.