CTA Profiles Sweet Futures

Start Date: Feb-2016
Mar Return: -0.24%
YTD Return: -0.08%
Annual CROR: 3.34

Worst Drawdown: -18.58%
Losing Streak: -7.57 %
Sharpe Ratio: 0.27
Calmar Ratio: N/A

Min Investment: $1,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0318270

Margin: 4 -6%
Mgt Fee: 1.00%
Incentive Fee: 10.00%
Round Turns: 200

Trading Strategy: The Macro Equity Hedge strategy is a systematic program designed to produce stock market like returns over time with much lower volatility through a combination of protection and performance. The strategy is a made up of a long-only basket of Emini S&P futures, 10 year note futures, and gold futures. Additionally, a smaller portion of the strategy consists of a long/short currency breakout system. The strategy is governed by a proprietary systematic model that dynamically adjusts portfolio positions and weights.

Accounting Notes: The performance set forth above is for a proprietary account maintained by a principal of County Cork traded pursuant to the Macro Equity Program. The performance has been proforma adjusted for a 1% (annualized) monthly management fee and a 10% quarterly incentive fee that would have been charged to a customer account participating in the Program, as well as actual commission and transaction fees, with profits reinvested. County Cork has chosen to use performance of a proprietary account in this presentation as it has continuously operated since inception.

Trading Methodology
100% Systematic
Trading Style
50% Trend Following
50% Momentum

Style Sub-Categories
Momentum
Volatility

Holding Period
10% Long Term
80% Medium Term
10% Short Term
Sector: US
Contracts: Futures

Market Allocation
50% Stock Indices
10% Currencies
20% Financials
20% Metals

Proprietary Performance proforma adjusted for a 1% mgt fee and a 10% incentive fee, as well as actual commission and transaction fees, with profits reinvested. - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.60%	0.77%	-0.24%										-0.08%	-0.6%
2023	4.29%	-4.23%	4.09%	0.77%	-0.89%	2.31%	2.82%	-2.17%	-0.67%	-0.05%	2.39%	1.50%	10.25%	-4.23%
2022	-3.45%	-0.95%	0.76%	-5.07%	-0.10%	-3.48%	3.19%	-4.58%	-6.19%	0.34%	4.38%	-1.68%	-16.1%	-18.53%
2021	-1.72%	1.03%	3.08%	4.28%	1.55%	1.31%	2.47%	1.34%	-2.81%	2.47%	-0.15%	1.96%	15.61%	-2.81%
2020	0.03%	-5.08%	-14.22%	3.58%	1.63%	-2.55%	6.96%	6.12%	-4.39%	-2.63%	9.08%	4.31%	0.46%	-18.58%
2019	2.57%	-0.21%	1.45%	2.26%	-4.33%	6.41%	1.50%	-0.22%	0.64%	1.12%	2.36%	2.05%	16.38%	-4.33%
2018	1.40%	-2.82%	-0.09%	-1.70%	0.74%	-0.84%	-0.07%	-0.07%	1.37%	-0.87%	-1.25%	1.09%	-0.06%	-3.22%	-5.52%
2017	0.48%	2.37%	-0.84%	0.10%	0.94%	-0.93%	1.91%	1.27%	-1.19%	-0.32%	0.48%	0.65%	4.96%	-1.51%
2016		1.14%	1.36%	0.39%	0.57%	2.00%	3.24%	-0.96%	-0.17%	-1.78%	-2.79%	0.39%	3.29%	-5.6%

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

Chart

Track Record Prepared By: Michael J. Liccar

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.