CTA Profiles Sweet Futures

Start Date: May-2014
Mar Return: 2.01%
YTD Return: 5.86%
Annual CROR: 3.05

Worst Drawdown: -17.57%
Losing Streak: -3.76 %
Sharpe Ratio: 0.26
Calmar Ratio: N/A

Min Investment: $1,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0479979

Margin: 5-15%
Mgt Fee: 0.00%
Incentive Fee: 25.00%
Round Turns: 1,200

Trading Strategy: The SVAM Tactical Trend Portfolio pursues a multi-strategy approach to trading across a diversified blend of futures markets. The portfolio dynamically allocates exposures based upon a proprietary assessment of the prevailing market environment (e.g., expanding vs. contracting volatility, increasing vs. decreasing correlation, etc.) and allocates across many models (over 100) and timeframes (short, intermediate and long) in order to obtain the best (absolute) risk-adjusted returns, regardless of market environment and conditions. Risk Strategy: The Tactical Trend Portfolio employs a systematic process to dynamically balance portfolio exposures across more than 100 distinct trading models and seeks to ensure optimal exposures across the prevailing opportunity set.

Trading Methodology
100% Systematic
Trading Style
100% Multi-Strategy

Style Sub-Categories
Momentum
Quantitative
Trend Anticipatory

Holding Period
20% Long Term
65% Medium Term
15% Short Term
Sector: Global
Contracts: Futures

Market Allocation
26% Stock Indices
15% Currencies
22% Financials
9% Metals
10% Energies
6% Agriculturals
4% Meats
8% Softs

Recent Performance - Start Date of Program May 2014

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-2.72%	6.68%	2.01%										5.86%	-2.72%
2023	-0.01%	1.64%	-4.91%	1.56%	-1.60%	4.18%	-0.22%	-2.34%	-0.34%	-3.77%	-3.04%	1.34%	-7.61%	-10.29%
2022	0.97%	2.84%	3.97%	5.40%	-0.65%	1.02%	-1.34%	-1.00%	2.91%	0.29%	-0.24%	-1.30%	13.36%	-2.33%
2021	-0.07%	-0.80%	1.42%	0.39%	0.64%	-1.96%	-1.03%	1.70%	2.24%	0.80%	-3.73%	0.04%	-0.51%	-3.73%
2020	-0.46%	-0.82%	5.96%	0.59%	-0.38%	-0.61%	0.09%	0.01%	-1.81%	-3.05%	7.12%	1.48%	7.92%	-5.65%
2019	-2.87%	1.71%	4.51%	2.50%	-0.37%	0.50%	2.53%	3.48%	-4.25%	-1.06%	3.75%	-1.09%	9.3%	-5.26%
2018	1.18%	-10.52%	0.67%	0.23%	-3.52%	0.05%	-0.17%	1.87%	-1.07%	-5.99%	3.05%	3.68%	-10.89%	-17.57%
2017	-3.85%	4.01%	-0.37%	-1.01%	-0.53%	-4.32%	-0.07%	0.45%	-2.16%	7.26%	0.01%	1.89%	0.76%	-7.82%
2016	1.94%	1.46%	-3.18%	-1.10%	0.48%	5.32%	0.53%	0.63%	0.96%	-4.69%	0.52%	2.77%	5.4%	-4.69%
2015	1.18%	0.71%	0.44%	-0.76%	-0.38%	0.45%	0.56%	-3.67%	2.74%	0.23%	2.60%	0.33%	4.37%	-3.8%
2014					2.65%	4.12%	-2.32%	0.72%	0.09%	-2.48%	1.67%	0.47%	4.84%	-3.97%

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

Chart

Track Record Prepared By: Track Record Prepared In-House

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.