CTA Profiles Sweet Futures

Start Date: Feb-2018
Nov Return: -0.61%
YTD Return: -7.55%
Annual CROR: 1.06

Worst Drawdown: -27.42%
Losing Streak: -27.42 %
Sharpe Ratio: 0.07
Calmar Ratio: -0.13

Min Investment: $5,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0505502

Margin: 3% to 8%
Mgt Fee: 1.00%
Incentive Fee: 25.00%
Round Turns: 6,500

Trading Strategy: Breakout is an opportunistic global macro strategy. We incorporate quantitatively researched viewpoints with the current global macro landscape to place shorter term and concentrated trades in less than 10 futures markets at any given time. Our typical holding periods range from a few hours to four days. Risk Strategy: Our risk management philosophy is first to protect principal. To do this, we look at daily losses in the context of our overall monthly and yearly return. As drawdowns occur, we tighten up our daily risk. As we produce profit, we allow for larger positions and thus greater potential risk, and therefore reward. In this way, our biggest down days are typically within our best months.

Trading Methodology
100% Discretionary
Trading Style
25% Trend Following
25% Contrarian
25% Spread Trading
25% Other

Style Sub-Categories
Momentum
Pattern Recognition
Volatility
Trend Anticipatory
Mean Reversion

Holding Period
10% Medium Term
25% Short Term
65% Intraday
Sector:
Contracts: Futures

Market Allocation
50% Stock Indices
10% Currencies
10% Financials
10% Metals
5% Agriculturals
5% Softs
10% Other Markets

Recent Performance - Start Date of Program February 2018

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	2.69%	-3.00%	6.25%	5.81%	-1.46%	-2.39%	-5.31%	-4.65%	2.02%	-6.25%	-0.61%		-7.55%	-17.45%
2023	3.05%	-0.67%	6.78%	4.54%	-7.79%	-4.58%	-3.23%	-1.48%	0.80%	3.34%	-2.29%	-6.61%	-8.89%	-20.26%
2022	3.37%	2.98%	-0.93%	3.75%	-5.01%	1.33%	-2.35%	5.66%	10.34%	-7.95%	-3.09%	1.14%	8.17%	-10.79%
2021	-3.58%	-1.17%	-2.61%	-0.04%	-2.37%	-0.66%	0.67%	-1.97%	-2.88%	0.71%	-2.46%	-0.87%	-16.03%	-16.03%
2020	2.96%	1.89%	7.67%	5.33%	2.13%	-1.02%	4.75%	0.74%	-0.56%	-4.29%	-0.87%	0.55%	20.4%	-5.65%
2019	2.75%	-0.50%	0.88%	0.39%	0.05%	2.07%	-2.61%	4.64%	4.13%	-3.65%	2.97%	0.37%	11.73%	-3.65%
2018		1.25%	-4.13%	5.21%	-5.07%	5.20%	1.20%	0.33%	-3.32%	6.60%	-3.95%	1.90%	4.46%	-5.07%

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.

Qualified Eligible Investors - A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions.

Exemptions - PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.