CTA Profiles Sweet Futures

Start Date: Jul-2016
Mar Return: -0.12%
YTD Return: -1.90%
Annual CROR: -0.19

Worst Drawdown: -19.97%
Losing Streak: -16.23 %
Sharpe Ratio: -0.14
Calmar Ratio: N/A

Min Investment: $5,000,000
Currency: US Dollar
Notional Funding: No
NFA Number: 0541356

Margin: 4.4-8.2%
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 900

Trading Strategy: Laplace is a Global Systematic futures Hedge Fund incorporating a unique approach of machine learning. The system has models for the four asset classes (Equities, Forex, Bonds and Commodities) and the machine learning process evolves with changing markets/economic conditions(we call this the â€œstate of the worldâ€). Our unique approach to risk and portfolio construction prioritizes capital preservation and limits drawdowns. Principals have a long history of profitable practice of using machine learning techniques in systematic trading and have verified past track records from leading firms in the business.

Accounting Notes: Prior to Feb 2021, the results are for Katonah Capital Partners LLC a single fund account as calculated by OPUS Fund Services. The performance results from Feb 2021 forward are a composite of all accounts managed by KCPM traded pursuant to the referenced program "Laplace" whose rates of return do not differ materially except as such returns may differ as a result of differences in incentive fees and resulting from any unrecouped loss or losses carried forward from prior periods. The returns presented represent the performance as calculated by third party service providers from Feb 2021 moving forward.

Trading Methodology
100% Systematic
Trading Style
100% Machine Learning

Style Sub-Categories
Long Short

Holding Period
100% Short Term
Sector:
Contracts:

Market Allocation
20% Stock Indices
20% Currencies
20% Financials
20% Energies
20% Forex

AUM represent firm assets. Please See Accounting Notes

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-1.24%	-0.55%	-0.12%										-1.9%	-1.9%
2023	-2.93%	-0.21%	-1.51%	-0.77%	-3.74%	0.56%	0.37%	-2.23%	-1.70%	-3.37%	3.17%	0.62%	-11.34%	-14.6%
2022	4.37%	0.74%	5.05%	1.42%	2.02%	3.33%	-3.48%	1.48%	-0.88%	1.20%	2.80%	0.90%	20.36%	-3.48%
2021	0.48%	-2.74%	-1.14%	-0.01%	-1.11%	-1.56%	-0.59%	-2.74%	0.43%	0.92%	-1.12%	-0.81%	-9.66%	-10.09%
2020	0.32%	1.85%	-5.01%	-5.16%	-2.25%	-1.92%	0.19%	4.28%	-2.09%	1.25%	-1.11%	1.88%	-7.91%	-13.63%
2019	1.34%	-2.47%	-2.17%	-1.94%	2.94%	2.29%	-2.41%	-0.29%	-0.96%	-0.86%	-0.13%	2.33%	-2.51%	-6.44%
2018	1.78%	3.51%	1.48%	-0.41%	3.03%	-1.25%	-2.14%	1.24%	-2.09%	2.58%	1.52%	0.32%	9.79%	-4.21%
2017	2.00%	0.68%	0.88%	-0.21%	2.35%	0.29%	-0.01%	1.11%	0.17%	-0.44%	-0.64%	-1.49%	4.72%	-2.55%
2016							0.75%	-0.40%	-0.11%	0.51%	0.11%	0.10%	0.96%	-0.51%

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

Chart

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.