CTA Profiles Sweet Futures

Start Date: Feb-2017
Mar Return: 2.27%
YTD Return: -2.59%
Annual CROR: 11.35

Worst Drawdown: -44.02%
Losing Streak: -2.59 %
Sharpe Ratio: 0.49
Calmar Ratio: N/A

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0480000

Margin: 7-13%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 8,500

Trading Strategy: The Diversified Seasonal Spread Program seeks to achieve significant profits across a broad variety of market conditions (both bull and bear markets, and inflationary and deflationary environments). To achieve their objectives, the Programs involve speculating in futures contracts (or options thereon) available for trading on any U.S. exchange now or in the future (collectively, â€œCommodity Interestsâ€). Trades are typically seasonal calendar spreads or intra-commodity spreads (such as Chicago vs. Kansas City wheat). Inter-commodity spreads are not generally used. Options are normally not used, but could be used in extreme market conditions for risk. Risk Strategy: Effective risk management, such as the use of stop-loss orders, is a crucial aspect of the Programs, and the Advisor will at times employ risk management techniques in its discretion. However, prospective clients are cautioned that by their nature, these risk management techniques are not guaranteed to limit losses to pre-determined amounts, so there is no assurance they will be effective during the times they are employed.

Accounting Notes: Effective February 1, 2019, leverage was decreased by approximately 1/3 by reducing the number of trades placed and the number of lots traded per account. All results starting in February 2019 compared to inception through January 2019 therefore should reflect a proportional reduction.

Trading Methodology
20% Systematic
80% Discretionary
Trading Style
100% Spread Trading

Style Sub-Categories
Fundamental
Pattern Recognition
Quantitative

Holding Period
25% Long Term
25% Medium Term
50% Short Term
Sector: US
Contracts: Futures

Market Allocation
30% Energies
25% Agriculturals
30% Meats
15% Softs

Recent Performance - Start Date of Program December 2014

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-3.12%	-1.68%	2.27%										-2.59%	-4.75%
2023	4.71%	3.67%	2.42%	-1.15%	1.03%	-1.78%	4.58%	5.55%	1.79%	-4.03%	2.70%	2.10%	23.31%	-4.03%
2022	3.38%	-2.87%	-9.66%	3.94%	9.42%	2.92%	-4.11%	-1.23%	2.34%	4.98%	0.50%	2.81%	11.62%	-12.26%
2021	-4.69%	-3.87%	2.04%	-5.89%	-0.16%	3.93%	-2.04%	2.75%	0.30%	-2.94%	1.31%	1.97%	-7.59%	-12.16%
2020	5.39%	1.16%	7.02%	4.06%	-0.93%	-4.74%	0.34%	-2.71%	-3.10%	-0.59%	-0.79%	-4.14%	0.22%	-15.6%
2019	5.17%	2.69%	0.52%	-0.67%	-0.32%	-2.71%	3.58%	0.06%	-8.66%	4.87%	3.80%	-0.78%	6.92%	-8.81%
2018	3.43%	4.79%	23.76%	-6.01%	15.24%	-0.64%	4.81%	-6.96%	3.54%	13.01%	0.69%	10.39%	83.07%	-6.96%
2017	26.22%	0.02%	-6.77%	15.60%	-0.85%	-6.26%	1.20%	-9.51%	-16.32%	-7.65%	9.63%	7.58%	5.56%	-34.23%
2016	-27.94%	-2.52%	2.15%	3.09%	4.67%	-14.86%	14.20%	8.96%	22.10%	15.85%	9.66%	-22.01%	-0.76%	-34.08%
2015	1.31%	14.48%	-2.46%	-6.36%	-5.36%	-1.52%	-17.02%	8.59%	18.72%	-11.33%	2.65%	2.45%	-1.52%	-29.36%
2014												8.77%	8.77%	0%

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.