CTA Profiles Sweet Futures

Start Date: Jun-2021
Mar Return: 0.79%
YTD Return: -2.18%
Annual CROR: 8.70

Worst Drawdown: -6.07%
Losing Streak: -4.93 %
Sharpe Ratio: 0.90
Calmar Ratio: N/A

Min Investment: $250,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0538907

Margin: <25%
Mgt Fee: 0.00%
Incentive Fee: 0.00%
Round Turns: 3,950

Trading Strategy: The Brent Grain Seasonal Spread strategy is the seasonal based discretionary investment of futures spreads in agricultural markets. Risk Strategy: Defining the risk of the strategy is the main objective of the analysis so as to create entry orders. The managers aim to reduce the risk to predetermined levels or worst-case scenarios, focusing on the big five grain commodities that are the bulk of the exposure. Corn, Wheat, Soybeans, Soybean oil and Soybean meal all have seasonal tendencies and may be affected by the same weather patterns but in different ways.

Trading Methodology
100% Discretionary
Trading Style
100% Spread Trading

Style Sub-Categories
Fundamental
Seasonal
Spread

Holding Period
60% Long Term
30% Medium Term
10% Short Term
Sector: US
Contracts: Options

Market Allocation
100% Agriculturals

Recent Performance - Start Date of Program June 2021

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-2.15%	-0.81%	0.79%										-2.18%	-2.94%
2023	2.47%	1.41%	0.77%	0.72%	0.29%	2.22%	3.26%	-3.87%	-1.79%	0.13%	0.18%	2.62%	8.5%	-5.59%
2022	2.01%	-5.97%	1.66%	1.75%	-3.43%	4.61%	0.86%	-0.45%	-0.69%	-0.71%	-0.72%	2.66%	1.14%	-6.07%
2021						1.62%	3.78%	0.99%	1.11%	-0.05%	2.05%	7.41%	17.98%	-0.05%

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

Chart

Track Record Prepared By: Turnkey Trading Partners

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 $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).

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.