CTA Profiles Sweet Futures

Start Date: Jun-2019
Nov Return: -6.89%
YTD Return: -29.75%
Annual CROR: 6.88

Worst Drawdown: -41.63%
Losing Streak: -41.63 %
Sharpe Ratio: 0.34
Calmar Ratio: -0.16

Min Investment: $250,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0524063

Margin: 10-20%
Mgt Fee: 1.00%
Incentive Fee: 25.00%
Round Turns: 1,150

Trading Strategy: Every market has a pulse, a heartbeat, and moves through mathematical periods. These recurring periods influence short term market moves regardless of overall market trend. by using an algorithmic and automated trading strategy that takes advantage of these predictable periods and anticipates and captures short- to medium-term price movement. Astute Capital's proprietary software allows us to select only the most promising trades. Additionally, we consider trades when expected returns are better than their inherent risk. Preserving capital and protecting the fund remains the top priority at all times. Risk Strategy: N/A

Accounting Notes: PRO-FORMA PROPRIETARY TRADING FROM JUNE 2019 THROUGH DEC 2019 HAS BEEN ADJUSTED FOR A 2% MANAGEMENT FEE AND A 20% INCENTIVE FEE. CLIENT PERFORMANCE COMMENCED TRADING JAN 2020. CLIENT ACCOUNTS IS TRADED IN LIKE FASHION

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

Style Sub-Categories
Long Short
Algorithmic

Holding Period
100% Short Term
Sector: US
Contracts: Futures

Market Allocation
95% Stock Indices
5% Currencies

PRO-FORMA PROPRIETARY TRADING FROM JUNE 2019 THROUGH DEC 2019 HAS BEEN ADJUSTED FOR A 2% MANAGEMENT FEE AND A 20% INCENTIVE FEE. CLIENT PERFORMANCE COMMENCED TRADING JAN 2020. CLIENT ACCOUNTS IS TRADED IN LIKE FASHION - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	11.65%	7.14%	0.61%	-17.29%	-4.93%	1.19%	-7.23%	-7.81%	11.93%	-17.70%	-6.89%		-29.75%	-41.63%
2023	-1.08%	2.47%	-3.61%	3.76%	7.87%	13.88%	5.70%	-7.29%	2.26%	5.48%	1.71%	-4.79%	27.47%	-7.29%
2022	-1.00%	2.00%	-11.32%	-4.01%	-2.81%	18.11%	-9.02%	-1.31%	4.61%	5.82%	-11.88%	18.61%	2.51%	-17.27%
2021	-14.21%	-4.93%	17.07%	-1.98%	5.27%	-3.29%	4.00%	-6.33%	-5.56%	0.84%	14.97%	-11.45%	-10.01%	-18.44%
2020	10.32%	-0.06%	-3.99%	-0.12%	1.56%	7.09%	6.52%	7.96%	6.41%	-1.23%	5.24%	4.24%	52.47%	-4.16%
2019						-2.34%	3.02%	6.46%	-1.79%	2.30%	-7.03%	14.41%	14.46%	-7.03%

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

Chart

Track Record Prepared By: N/A

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.