CTA Profiles Sweet Futures

Start Date: Jul-2021
Nov Return: -5.71%
YTD Return: 21.04%
Annual CROR: 4.17

Worst Drawdown: -42.75%
Losing Streak: -5.71 %
Sharpe Ratio: 0.25
Calmar Ratio: 0.13

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0523156

Margin: 15%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 960

Trading Strategy: The Numberline Macro Risk Program is a market neutral strategy that trades Equity Indices, Energy, Rates, FX and metals using a quantitative approach to select assets and manage risk. Risk Strategy: The Numberline Macro Risk Program uses various volatility methods to make sure the portfolio is balanced according to the volatility of each asset. While the intention is to offset the risk in the core portfolio using various other markets, each market is traded independently and no correlation is assumed to hold. Using options allows a much tighter control of risk that would be otherwise available using only futures.

Trading Methodology
100% Discretionary
Trading Style
100% Option Trading

Style Sub-Categories
Other Option Strategy
Quantitative

Holding Period
20% Medium Term
80% Short Term
Sector: US
Contracts: Futures Options

Market Allocation
50% Stock Indices
30% Currencies
5% Financials
10% Metals
5% Energies

Client Performance

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	6.10%	0.07%	4.11%	-1.50%	2.99%	0.27%	0.24%	7.78%	1.89%	3.71%	-5.71%		21.04%	-5.71%
2023	13.59%	-0.32%	13.26%	0.60%	-0.41%	-0.96%	0.60%	-0.86%	-5.80%	5.30%	3.65%	-5.23%	23.66%	-7.33%
2022	-8.57%	3.34%	8.07%	-9.57%	1.35%	-1.62%	10.44%	-16.63%	-28.96%	-2.12%	30.37%	0.13%	-23.06%	-42.28%
2021							1.95%	0.84%	-0.35%	-0.22%	-4.36%	2.14%	-0.14%	-4.9%

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

Chart

Track Record Prepared By: Turnkey

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.