CTA Profiles Sweet Futures

Start Date: Jan-2016
Mar Return: 1.34%
YTD Return: -2.01%
Annual CROR: 0.41

Worst Drawdown: -31.12%
Losing Streak: -23.96 %
Sharpe Ratio: 0.02
Calmar Ratio: N/A

Min Investment: $500,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 01517188

Margin: 5-15%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 811

Trading Strategy: The Great O'Neill Program employs a proprietary trading technique in which fundamental factors, such as market psychology, and technical indicators are combined in an attempt to forecast market direction. (www.thegreatoneill.com) Risk Strategy: Monitor overall book size. Monitor for excessive exposure to correlated markets. Use options to protect downside. (www.thegreatoneill.com)

Accounting Notes: Monthly returns include a deduction for a 20% pro-forma incentive fee based upon net new profits. Monthly returns include a deduction for a 2% annual (1/6% per month) proforma management fee based upon ending net asset value. Pro-forma adjustments were made to demonstrate the rates of return that would have been achieved if the Advisor's maximum current fee structure was in effect.

Trading Methodology
100% Discretionary
Trading Style
10% Trend Following
30% Contrarian
10% Spread Trading
10% Option Trading
40% Other

Style Sub-Categories
Pattern Recognition
Option Writer
Option Spread
Other Option Strategy
Volatility
Mean Reversion

Holding Period
3% Long Term
14% Medium Term
74% Short Term
9% Intraday
Sector:
Contracts: Futures Options

Market Allocation
2% Stock Indices
2% Currencies
6% Metals
44% Energies
46% Softs

Pro-Forma Returns adjusted for a 2% Management Fee and 20% Incentive Fee - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-4.04%	0.76%	1.34%										-2.01%	-4.04%
2023	-6.88%	-3.66%	-4.29%	-0.56%	0.07%	-3.57%	2.01%	-1.22%	1.29%	-2.74%	-0.52%	-2.70%	-20.83%	-20.83%
2022	10.71%	9.31%	4.70%	-0.56%	14.56%	7.64%	-5.99%	-5.04%	7.67%	-3.12%	0.40%	4.84%	52.28%	-10.73%
2021	2.05%	-5.60%	-5.53%	1.10%	5.75%	-5.40%	-0.33%	-1.52%	-12.22%	-5.20%	-2.30%	-4.33%	-29.7%	-31.12%
2020	-2.71%	0.75%	0.83%	-2.80%	-1.90%	-3.01%	5.63%	6.20%	1.21%	2.20%	-2.83%	7.31%	10.57%	-8.61%
2019	-0.19%	0.66%	0.53%	-1.20%	3.71%	-3.59%	0.89%	2.65%	-0.03%	0.55%	-0.72%	0.71%	3.86%	-3.59%
2018	0.73%	-1.19%	0.66%	-0.73%	-0.52%	0.51%	-0.49%	0.32%	3.07%	0.91%	-1.40%	0.99%	2.81%	-1.78%
2017	-1.13%	-1.49%	1.14%	-0.79%	2.04%	0.33%	1.42%	-3.11%	2.45%	-0.89%	0.91%	1.06%	1.78%	-3.11%
2016	0.77%	-1.11%	4.13%	1.13%	2.15%	-2.20%	-2.59%	-2.29%	1.67%	3.29%	-1.86%	0.74%	3.6%	-6.91%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.
THERE IS UNLIMITED RISK OF LOSS ASSOCIATED WITH WRITING SHORT OPTION CONTRACTS.

Chart

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.