CTA Profiles Sweet Futures

Start Date: Nov-2012
Mar Return: -0.96%
YTD Return: -1.98%
Annual CROR: 4.98

Worst Drawdown: -23.61%
Losing Streak: -23.61 %
Sharpe Ratio: 0.32
Calmar Ratio: N/A

Min Investment: $500,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0440470

Margin: 13%
Mgt Fee: 0.00%
Incentive Fee: 0.00%
Round Turns: 23,000

Trading Strategy: GPAM aims to deliver superior absolute returns with its new Alternative Multi Strategy programme. We focus mainly on spread trading and create alpha from our understanding of the mean reversion of commodity spreads that occur within seasonal tendencies. The program mainly utilises the quantitive analysis of data but it also considers market fundamentals. Our alternative multi strategies include: Statistical Arbitrage, Spread Trading, Relative Value Long/Short, Volatility Arbitrage, Global Macro and more. Risk Strategy: We are looking to attain risk adjusted returns in different market conditions. We aim for a low correlation to the S&P 500 and other market indices. We apply strict risk management to our consistent alpha to create risk adjusted returns in our portfolio. During the last two years we developed risk parameters that liquidated our positions in the case that the portfolio was down more that 6%. This risk adjustment does not prevent us from achieving our profit targets. Instead, it has quite the opposite affect encouraging positive performance in the long term.

Accounting Notes: The Alternative Multi Strategy was designed by Gregory Placsintar with input from one other individual. Mr. Placsintar assisted the individual in the trading of his account, but did not have power-of-attorney. Because neither Mr. Placsintar nor GPAM had power-of-attorney over the account, the performance is not presented as GPAM client performance. The actual trading results of the account presented below do, however, represent the trading history of the Alternative Multi Strategy trading program. Performance has been adjusted to include a management fee of 2% and incentive fee of 20%. GPAM will be assuming the trading of this individual account and intends to use the same trading strategy for all customers trading the Alternative Multi Strategy.

Trading Methodology
100% Discretionary
Trading Style
95% Spread Trading
5% Option Trading

Style Sub-Categories
Fundamental
Arbitrage
Quantitative
Seasonal
Spread

Holding Period
30% Long Term
50% Medium Term
15% Short Term
5% Intraday
Sector: US
Contracts: Futures

Market Allocation
5% Financials
5% Metals
5% Energies
35% Agriculturals
45% Meats
5% Softs

Performance from Sept 2009 through Jul 2012 is of Greg Placsintar (Exempt Foreign Advisor) - Performance from Aug 2012 is client performance of Gregory P. Asset Management, LLC.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.72%	-0.31%	-0.96%										-1.98%	-1.98%
2023	0.04%	0.35%	0.23%	0.22%	-0.35%	-0.18%	-0.48%	-0.02%	-1.02%	0.38%	-0.12%	0.33%	-0.63%	-2.04%
2022	-2.28%	-2.89%	-2.61%	-2.13%	-1.09%	0.19%	-0.65%	0.52%	-0.82%	0.31%	-0.01%	0.20%	-10.77%	-11.22%
2021	0.51%	-0.35%	0.42%	-5.23%	-1.04%	2.27%	0.58%	0.32%	0.41%	0.78%	1.39%	1.10%	0.97%	-6.22%
2020	0.95%	1.95%	-3.66%	9.23%	1.51%	1.98%	-4.97%	1.99%	-1.69%	-3.31%	0.45%	-5.94%	-2.41%	-12.95%
2019	-0.30%	-2.39%	3.84%	1.53%	2.90%	0.26%	-0.45%	0.15%	-0.07%	1.86%	0.72%	3.54%	12.02%	-2.68%
2018	2.25%	0.10%	-1.61%	-1.04%	5.64%	-3.07%	-2.77%	0.11%	3.60%	1.14%	0.72%	-0.89%	3.89%	-5.75%
2017	12.29%	2.61%	-3.80%	1.39%	-6.65%	1.87%	0.48%	2.34%	-5.29%	2.17%	0.92%	-0.83%	6.43%	-9.67%
2016	8.10%	-2.88%	1.68%	3.13%	0.20%	0.83%	5.04%	3.80%	-4.60%	1.80%	5.49%	-3.18%	20.26%	-4.6%
2015	7.36%	-3.92%	1.91%	11.61%	-3.64%	4.25%	-0.04%	0.22%	-5.04%	8.94%	-17.45%	13.24%	14.18%	-17.45%
2014	-16.22%	3.25%	-9.58%	5.74%	-5.35%	-0.79%	9.96%	3.54%	1.87%	16.90%	4.20%	7.19%	17.61%	-22.34%
2013	-1.03%	1.85%	1.57%	-11.82%	-1.82%	-3.95%	0.36%	-4.02%	4.21%	10.43%	-4.25%	12.84%	1.97%	-19.9%
2012											0.15%	-0.42%	-0.27%	-0.42%

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

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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.