CTA Profiles Sweet Futures

Start Date: Oct-2011
Mar Return: 0.35%
YTD Return: 0.80%
Annual CROR: 13.72

Worst Drawdown: -17.95%
Losing Streak: 0.00 %
Sharpe Ratio: 0.95
Calmar Ratio: N/A

Min Investment: $1,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0449034

Margin: 0
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 0

Trading Strategy: The GVI Diversified Volatility Program utilizes systematic rule based trading systems with volatility and market risk control for long-term capital appreciation. The models utilize changes, especially in the term structure of Volatility Futures and other metrics in the Options and Volatility Markets. The systems adapt to changing market regimes and have been designed to achieve substantial diversification for traditional portfolios. This program uses models developed by GVI - Global Vision Investments AG complemented by models provided by a licensor for further diversification.

Accounting Notes: Performance are real trading results from 2011-2014 from Licensor as PM in a Fund, from 2015-2019 from Licensor in a Managed Account and from 2020 combination of Licensor and GVI in Managed Accounts.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories
Pattern Recognition
Volatility
Quantitative

Holding Period
100% Long Term
Sector: US
Contracts: Futures Options

Market Allocation
100% Financials

Performance are real trading results from 2011-2014 from Licensor as PM in a Fund, from 2015-2019 from Licensor in a Managed Account and from 2020 combination of Licensor and GVI in Managed Accounts.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.56%	1.02%	0.35%										0.8%	-0.56%
2023	2.40%	-0.21%	2.33%	2.68%	2.35%	3.71%	1.22%	2.06%	-1.68%	0.59%	2.87%	1.05%	21.03%	-1.68%
2022	-1.10%	-1.28%	3.66%	-4.56%	4.38%	-1.54%	4.53%	0.84%	-3.47%	3.00%	1.73%	1.47%	7.42%	-4.56%
2021	-5.25%	7.90%	7.00%	0.37%	1.84%	2.74%	-3.75%	3.34%	-3.41%	1.88%	-1.88%	4.83%	15.66%	-5.25%
2020	-3.48%	-4.22%	18.47%	5.60%	1.66%	0.07%	1.03%	-3.30%	4.28%	-1.19%	8.57%	-0.77%	27.59%	-7.55%
2019	0.07%	-0.80%	1.59%	3.20%	-2.55%	3.00%	0.43%	-3.02%	3.73%	3.89%	2.46%	0.16%	12.51%	-3.02%
2018	-4.04%	12.53%	-0.15%	-0.29%	-3.87%	-0.43%	-0.35%	1.00%	-1.02%	-7.84%	-2.71%	-2.89%	-10.76%	-17.35%
2017	2.19%	-2.34%	1.93%	-0.01%	0.20%	0.87%	1.03%	-0.39%	0.92%	1.13%	-2.44%	1.35%	4.42%	-2.44%
2016	-2.19%	0.22%	6.35%	1.78%	4.77%	-1.71%	1.73%	-1.51%	5.81%	1.98%	-0.60%	-0.65%	16.67%	-2.19%
2015	-4.81%	10.36%	3.46%	4.97%	2.40%	-0.36%	1.12%	3.06%	-2.20%	-0.87%	-2.07%	-10.63%	2.91%	-15.16%
2014	1.69%	1.45%	-2.26%	0.68%	6.37%	1.03%	-1.33%	4.28%	-0.22%	-1.84%	5.52%	-3.43%	12.08%	-3.43%
2013	-0.67%	1.18%	-1.43%	0.24%	-2.02%	0.71%	6.87%	-3.18%	4.43%	-7.63%	3.32%	4.59%	5.73%	-7.63%
2012	3.93%	-2.33%	5.05%	3.55%	-3.91%	1.17%	3.69%	1.05%	13.62%	5.72%	7.63%	0.22%	45.76%	-3.9%
2011										9.16%	6.11%	2.42%	18.64%	0%

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.

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.