CTA Profiles Sweet Futures

Start Date: Jul-2014
Nov Return: 2.38%
YTD Return: 4.62%
Annual CROR: 1.44

Worst Drawdown: -41.03%
Losing Streak: -20.94 %
Sharpe Ratio: 0.10
Calmar Ratio: -0.19

Min Investment: $250,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0473128

Margin: 11%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 750

Trading Strategy: Anderson Creek Trading is a systematic futures investment manager. ACT trades both the long and short side of futures markets in foreign currencies, grains, soft commodities, energy, metals, meats, interest rates, and equity indexes. The Standard Diversified Strategy is medium to long-term oriented. Trading decisions are not constrained by economic views or forecasts. Objectives include long-term returns which are uncorrelated to stocks, bonds, and long only commodity exposure. Risk Strategy: N/A

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
100% Trend Following

Style Sub-Categories
Long Short

Holding Period
50% Long Term
50% Medium Term
Sector:
Contracts: Futures

Market Allocation
100% Diversified

ProForma Proprietary Performance has been adjusted for a 2% management fee and a 20% incentive fee - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	1.48%	8.70%	2.39%	-1.05%	0.30%	0.98%	-0.61%	-6.33%	2.87%	-5.74%	2.38%		4.62%	-9.73%
2023	0.11%	-4.26%	-3.04%	2.93%	4.11%	3.82%	0.35%	-5.33%	-4.38%	-1.76%	-1.78%	0.84%	-8.61%	-12.65%
2022	2.67%	5.38%	-0.35%	2.69%	-4.83%	-3.81%	-1.97%	-2.55%	-0.44%	-0.67%	-4.71%	0.34%	-8.45%	-17.59%
2021	2.98%	11.82%	-0.98%	3.87%	-1.70%	-1.50%	-2.92%	1.58%	2.34%	-1.77%	-2.17%	-1.45%	9.61%	-7.46%
2020	-1.46%	7.04%	12.93%	-0.06%	0.43%	-2.87%	9.61%	6.96%	-3.06%	2.24%	9.88%	15.83%	71.74%	-3.06%
2019	-2.55%	-0.35%	-2.78%	2.09%	-3.29%	-1.24%	-2.14%	3.30%	-6.55%	-2.49%	-0.66%	-0.25%	-15.97%	-15.97%
2018	12.57%	-0.87%	-5.65%	-1.04%	1.14%	-2.98%	-0.70%	2.10%	0.60%	-9.54%	-2.02%	3.86%	-4.02%	-17.9%
2017	-7.48%	-0.97%	0.12%	0.74%	-0.68%	-6.47%	6.23%	-1.76%	-3.24%	3.10%	1.39%	-2.96%	-12.06%	-14.16%
2016	1.36%	1.45%	-4.15%	3.10%	-4.74%	-3.04%	-1.37%	0.67%	1.17%	-2.78%	4.36%	-2.66%	-6.89%	-10.86%
2015	2.99%	-1.09%	1.01%	-3.32%	-0.01%	-2.12%	-3.26%	-0.83%	3.98%	-5.24%	5.02%	-3.42%	-6.67%	-10.65%
2014	0.48%	-1.16%	0.76%	-2.70%	0.14%	1.31%	6.04%	0.50%	12.32%	-5.34%	3.75%	0.89%	17.15%	-5.34%
2013	0.07%	0.50%	0.25%	0.37%	1.51%	0.33%	-1.73%	-0.63%	-0.23%	1.33%	-0.67%	-1.10%	-0.05%	-3.01%
2012							0.64%	1.28%	1.29%	-2.23%	-0.33%	-0.17%	0.44%	-2.72%

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.