CTA Profiles Sweet Futures

Start Date: Nov-2022
Mar Return: -0.64%
YTD Return: -1.13%
Annual CROR: 12.35

Worst Drawdown: -2.78%
Losing Streak: -1.36 %
Sharpe Ratio: 1.82
Calmar Ratio: N/A

Min Investment: $200,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0544455

Margin: 1.00%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 9,142

Trading Strategy: Absolute return program focused on asymmetric trade opportunities

Discretionary strategy demonstrating negative to low correlations to CTAs & equities

Markets traded include agricultural products, metals, currencies, energy, equity indices, treasuries, and financial instruments

Short term horizon with concentrated allocations

Accounting Notes: Performance is calculated and shown net of all trading fees and net of a fee structure which includes a 2% management fee and a 20% performance fee applied monthly. During some months in 2023, there were notable fluctuations in the clientâ€™s notional funding, including additions, withdrawals, and adjustments to their trading levels, which have led to losses in client accounts on a cash basis. For example: the March 2023 rate or return was 0.23%; one client experienced a loss of $21,412 on a cash basis.

Trading Methodology
Trading Style
10% Contrarian

Style Sub-Categories
Fundamental
Momentum
Contrarian
Pattern Recognition
Other Option Strategy
Trend Anticipatory
Mean Reversion
Long Short
Relative Value

Holding Period
Sector: US
Contracts:

Market Allocation

Recent Performance - Start Date of Program April 2022

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.17%	-0.32%	-0.64%										-1.13%	-1.13%
2023	-2.17%	1.47%	0.23%	1.02%	-0.32%	1.99%	3.16%	-0.60%	-0.25%	1.54%	0.87%	-0.24%	6.79%	-2.17%
2022				2.33%	4.17%	4.05%	0.14%	2.61%	1.35%	4.14%	-0.67%	0.05%	19.54%	-0.67%

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

Chart

Track Record Prepared By: NAV Consulting

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.