CTA Profiles Sweet Futures

Start Date: May-2021
Apr Return: 22.31%
YTD Return: 35.93%
Annual CROR: 16.62

Worst Drawdown: -50.31%
Losing Streak: -1.15 %
Sharpe Ratio: 0.55
Calmar Ratio: 0.33

Min Investment: $50,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0533845

Margin: 0.15
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 2,400

Trading Strategy: The MCA Strategy is designed to identify trends in the futures markets by using multiple independent intra-day and position trading models. MCA's key strategy is pinpointing when a new price trend is about to commence or when an existing trend is coming to an end. This strategy can be employed across all baskets of commodities but tends to avoid those that are illiquid. Given that that the MCA program is a trend following strategy, the trades can last a couple of days to a couple of months. The program trades a widely diversified portfolio which may include, but is not limited to, livestock, agriculture, energy, metals, stock indices and currency futures.

Accounting Notes: Proprietary Performance Adjusted for Management and Incentive Fees

Trading Methodology
50% Systematic
50% Discretionary
Trading Style
100% Trend Following

Style Sub-Categories
Trend Anticipatory
Relative Value

Holding Period
50% Medium Term
50% Intraday
Sector: US
Contracts: Futures

Market Allocation
100% Diversified

Proprietary Performance Adjusted for Management and Incentive Fees - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-1.41%	12.29%	0.39%	22.31%									35.93%	-1.41%
2023	-10.76%	-4.94%	-17.16%	0.32%	2.49%	-2.82%	1.90%	-1.45%	9.98%	-6.68%	6.80%	32.94%	2.75%	-29.78%
2022	-13.42%	1.50%	-5.41%	-6.17%	27.01%	-6.04%	13.98%	1.10%	22.02%	-8.06%	-16.43%	-7.89%	-7.38%	-29.23%
2021					9.22%	3.16%	4.60%	-0.95%	1.11%	8.09%	0.53%	-4.41%	22.6%	-4.41%

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

Chart

Track Record Prepared By: Compliance Supervisors

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.