CTA Profiles Sweet Futures

Start Date: Dec-2012
Dec Return: 0.15%
YTD Return: 0.26%
Annual CROR: 1.51

Worst Drawdown: -8.98%
Losing Streak: -1.96 %
Sharpe Ratio: 0.14
Calmar Ratio: N/A

Min Investment: $500,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0452910

Margin: 1% to 3%
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 1,000

Trading Strategy: Third Street Ag Investments is a fundamental, discretionary CTA specializing in Grain and Soybean exchange traded products. Both Principals have over 30 years of experience trading in these markets. The Chief Trading Officer spent the first 16 years of his career trading on behalf of Cargill and Goldman Sachs. Since 1996, he has been an independent trader; and since 2008, has also for others.... The COO and Risk Manager has been a member of the Chicago Board of Trade since 1975. Until 2012, he traded and brokered soybeans on the Exchange Floor.... We offer exposure to the agricultural markets in a thoughtful and balanced manner. We achieve this by applying our knowledge, experience and analytical skills to the markets that we know well, and by using less leverage. Often we hedge ourselves by buying what we think is undervalued and selling what we think is expensive. In short, our trading philosophy is value based. Risk Strategy: Bob Otter, the firm's C.O.O., monitors risk for the firm. A member of the Chicago Board of Trade since 1975, and until 2012, an active soy and grain trader, he is intimately aware of the proper risk management techniques of a successful trading operation.
Various industry standard and proprietary metrics are used by Otter to monitor and control risk. We believe that simple common sense risk management tools are the best. Monitoring the bottom line every day comes first. We rely on proprietary, quantitative risk rules which are deigned to keep losses small. We live by the motto of "Control the risk and profits will take care of themselves".

Trading Methodology
100% Discretionary
Trading Style

Style Sub-Categories
Fundamental
Trend Anticipatory
Mean Reversion
Relative Value

Holding Period
Sector: US
Contracts: Futures Options

Market Allocation
100% Agriculturals

Recent Performance - Start Date of Program August 2012

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2023	0.39%	0.28%	0.08%	0.21%	-1.06%	0.22%	-0.01%	-0.03%	-0.14%	0.07%	0.11%	0.15%	0.26%	-1.06%
2022	-0.03%	-0.19%	0.46%	0.61%	0.01%	-0.66%	-0.83%	-0.52%	0.02%	0.17%	-0.12%	-0.16%	-1.24%	-2.09%
2021	0.36%	0.51%	0.25%	-0.48%	-0.83%	0.24%	0.59%	-0.10%	0.26%	0.01%	-0.43%	0.20%	0.57%	-1.31%
2020	0.07%	0.15%	-0.55%	-0.13%	-0.31%	0.36%	-0.28%	0.35%	0.17%	-0.19%	0.58%	0.16%	0.37%	-0.99%
2019	0.15%	-0.12%	-0.13%	0.79%	0.95%	0.26%	-0.02%	-0.19%	-0.14%	0.08%	0.11%	0.19%	1.94%	-0.35%
2018	0.48%	0.65%	-0.27%	-0.31%	-0.19%	-0.71%	0.57%	0.17%	-0.35%	0.33%	-0.08%	0.03%	0.31%	-1.47%
2017	0.00%	-0.01%	0.95%	0.14%	0.56%	0.48%	-0.14%	-0.76%	-0.03%	-0.72%	-1.02%	0.24%	-0.33%	-2.65%
2016	0.63%	0.46%	0.40%	-0.67%	0.07%	-0.44%	1.39%	-0.22%	-0.16%	-1.02%	-0.76%	0.61%	0.26%	-2.15%
2015	2.16%	-1.07%	0.48%	-0.55%	0.09%	-0.53%	1.25%	0.91%	-0.10%	-0.08%	0.95%	-0.11%	3.41%	-1.58%
2014	-0.37%	-1.59%	-0.03%	-1.66%	-1.68%	2.15%	3.69%	2.33%	5.30%	-4.88%	-0.95%	-1.49%	0.4%	-7.19%
2013	0.38%	-0.15%	0.21%	-0.17%	-0.50%	0.58%	0.59%	-0.07%	1.31%	-0.22%	-2.21%	-1.57%	-1.85%	-3.96%
2012								6.09%	2.59%	3.38%	2.73%	-1.41%	13.97%	-1.41%

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

Chart

Track Record Prepared By: Turnkey Trading Partners

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.