CTA Profiles Sweet Futures

Start Date: Sep-2011
Nov Return: -0.13%
YTD Return: -16.44%
Annual CROR: 5.06

Worst Drawdown: -17.72%
Losing Streak: -17.72 %
Sharpe Ratio: 0.42
Calmar Ratio: -0.09

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0427446

Margin: 10%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 0

Trading Strategy: The Advisor currently is accepting accounts in its Agricultural Futures Program (the "Program"). The Program's objective is to achieve substantial profits with relatively low levels of performance volatility. There is no assurance the Program will achieve its objectives or that clients will avoid substantial losses. The Program primarily involves the speculative trading of futures contracts on grains and meat products. However, the Program is not limited to those markets. In implementing the Program, the Advisor may speculate or trade in any futures or options contract traded on a U.S. futures exchange, either now or in the future (collectively, "Commodity Interests"). Such instruments may include, without limitation, futures contracts (and options thereon) on any of the following: physical commodities in addition to grain and meat products, interest- rate sensitive products, financial instruments, and stock indices. Risk Strategy: N/A

Accounting Notes: The track record reflects the composite performance of all client accounts participating in the Program. The performance has been adjusted to reflect the effect of the Advisor's 2% Management Fee and 20% Incentive Fee. As of October 1, 2014, the monthly rate of return is computed using the daily compounded method so that daily changes in nominal value are incorporated into the composite program return. For return calculation purposes, additions are effective at the start of the day and withdrawals are effective at the end of the day. Prior to October 1, 2014, the monthly rate of return was computed using the "Only Accounts Traded" method, pursuant to which the performance of accounts that are open for only part of a month, or accounts that materially change their nominal value during a month, is not included in the composite performance.

Trading Methodology
100% Discretionary
Trading Style
15% Trend Following
15% Contrarian
20% Spread Trading
50% Option Trading

Style Sub-Categories
Fundamental

Holding Period
50% Medium Term
50% Short Term
Sector: US
Contracts: Options

Market Allocation
20% Agriculturals
80% Meats

Client Performance Adjusted for a 2% Management Fee & 20% Incentive Fee

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-3.90%	-2.85%	2.24%	1.91%	-5.56%	-2.64%	2.00%	-3.67%	-1.25%	-3.59%	-0.13%		-16.44%	-16.44%
2023	-1.30%	0.66%	0.61%	1.05%	-4.28%	1.87%	1.84%	-0.02%	-3.40%	3.05%	2.62%	-1.53%	0.88%	-4.28%
2022	1.59%	-0.59%	2.10%	-1.83%	-0.37%	-0.29%	-0.65%	3.28%	-0.28%	6.25%	0.15%	1.30%	10.91%	-3.11%
2021	1.76%	-0.52%	1.18%	-1.83%	-3.16%	4.06%	1.52%	1.49%	3.24%	1.20%	1.51%	1.76%	12.67%	-4.93%
2020	0.34%	2.50%	-0.17%	-2.35%	-2.67%	7.25%	-2.65%	-1.29%	-5.26%	1.68%	-1.00%	-1.88%	-5.89%	-10.08%
2019	-1.71%	-3.48%	0.75%	-0.37%	3.63%	-1.74%	3.85%	8.19%	-0.92%	-1.64%	-2.35%	-2.86%	0.71%	-7.56%
2018	-0.59%	-3.08%	1.01%	-0.47%	1.51%	0.45%	1.83%	0.56%	-2.89%	-1.00%	-0.28%	-1.02%	-4.03%	-5.11%
2017	1.27%	0.20%	0.54%	-0.72%	0.50%	1.32%	0.96%	2.78%	-0.81%	-4.40%	3.21%	1.00%	5.79%	-5.17%
2016	0.64%	2.17%	-2.01%	-2.14%	0.49%	-1.38%	0.97%	0.39%	0.35%	-2.25%	0.15%	1.62%	-1.12%	-5.51%
2015	1.04%	0.03%	0.94%	0.14%	3.92%	1.92%	1.77%	-2.11%	0.82%	0.25%	-0.27%	1.12%	9.88%	-2.11%
2014	3.81%	-0.47%	0.94%	-0.03%	12.50%	10.76%	15.12%	7.58%	-3.74%	-6.66%	2.52%	-0.40%	47.61%	-10.15%
2013	-8.76%	1.99%	-0.54%	-1.51%	2.08%	-5.02%	3.40%	-2.42%	0.98%	-0.91%	5.03%	5.00%	-1.6%	-11.62%
2012	-1.45%	0.99%	1.69%	2.42%	4.27%	3.89%	5.50%	-1.20%	1.13%	0.82%	0.51%	-0.43%	19.43%	-1.45%
2011									-1.12%	0.77%	-0.33%	1.36%	0.66%	-1.12%

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

Chart

Track Record Prepared By: CTA Services

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.