CTA Profiles Sweet Futures

Start Date: Jan-2020
Mar Return: 1.57%
YTD Return: 3.77%
Annual CROR: 1.93

Worst Drawdown: -10.98%
Losing Streak: -0.31 %
Sharpe Ratio: 0.15
Calmar Ratio: N/A

Min Investment: $150,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0323917

Margin: 8%-30%
Mgt Fee: 0-2%
Incentive Fee: 20-25%
Round Turns: 3,000

Trading Strategy: The Diamond Enhanced Solutions (DES) Program offers a combination of the Enhanced S&P Program (ESP), in conjunction with short-term trading systems in three typically non-correlated systems to provide diversification of markets traded and applied time-frames for a comprehensive approach and reduced volatility.

Trading Methodology
90% Systematic
10% Discretionary
Trading Style
60% Trend Following
20% Contrarian
5% Spread Trading
15% Option Trading

Style Sub-Categories
Option Writer
Option Spread
Other Option Strategy
Trend Anticipatory
Mean Reversion

Holding Period
15% Medium Term
70% Short Term
15% Intraday
Sector: US
Contracts: Futures Options

Market Allocation
75% Stock Indices
10% Metals
15% Energies

Recent Performance - Start Date of Program February 2020

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.23%	2.41%	1.57%										3.77%	-0.23%
2023	-0.18%	-1.80%	0.26%	-0.41%	0.65%	1.80%	1.20%	-1.03%	-1.95%	0.55%	2.41%	2.09%	3.54%	-2.95%
2022	-6.80%	-0.48%	-1.21%	-1.26%	3.58%	-5.00%	5.40%	-1.43%	2.74%	0.10%	-2.30%	-0.14%	-7.22%	-10.98%
2021	-0.11%	1.54%	-0.64%	1.83%	0.03%	0.61%	0.41%	1.42%	-3.32%	4.55%	0.07%	2.39%	8.93%	-3.32%
2020		0.00%	-4.79%	-0.73%	0.32%	-0.97%	4.10%	3.36%	-5.68%	1.57%	0.94%	2.07%	-0.29%	-6.11%

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

Track Record Prepared By: In-House

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.