CTA Profiles Sweet Futures

Start Date: Jan-2019
Nov Return: 0.75%
YTD Return: -10.81%
Annual CROR: 2.24

Worst Drawdown: -12.87%
Losing Streak: -10.92 %
Sharpe Ratio: 0.17
Calmar Ratio: 0.18

Min Investment: $2,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0487097

Margin:
Mgt Fee: 0-2
Incentive Fee: 20-30
Round Turns: 2,700

Trading Strategy: In order to determine positions, Evergreen analyzes various technical indicators, including volume, overbought/oversold indicators, moving averages, and other signals that help determine potential market trends. Evergreen also considers fundamental factors and seasonal trends when making trading decisions. While these indicators assist Evergreen in finding opportunities in the markets, the firm relies heavily on the past trading experience of Kelcy Voth and Bryan Vaverek, Evergreen's Trading Principals, when making trading decisions. As market conditions are constantly changing, Evergreen utilizes its discretion over trades to help it adapt to changing market conditions. The Evergreen Discretionary Energy Select Program's higher minimum allows it to participate in the same trades as the Evergreen Discretionary Energy program with varying degrees of exposure as well as potential short-term opportunities. Risk Strategy: N/A

Accounting Notes: Composite performance for the Evergreen Discretionary Energy Select Program is based on an average management fee of <1% and incentive fee of 25%.

Trading Methodology
100% Discretionary
Trading Style
100% Technical & Fundamental Trading

Style Sub-Categories

Holding Period
5% Long Term
10% Medium Term
60% Short Term
25% Intraday
Sector: US
Contracts: Futures

Market Allocation
100% Energies

Recent Performance - Start Date of Program January 2019

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	0.13%	-6.21%	-5.58%	0.26%	-0.33%	0.38%	0.14%	-0.28%	-0.28%	-0.05%	0.75%		-10.81%	-11.59%
2023	0.30%	1.89%	0.17%	0.32%	-0.76%	2.82%	-0.27%	0.05%	-1.41%	4.32%	-0.06%	0.20%	7.69%	-1.63%
2022	0.23%	2.18%	2.37%	0.09%	-9.44%	5.13%	6.86%	-2.69%	2.90%	1.13%	-0.60%	2.48%	10.12%	-9.44%
2021	0.63%	-1.21%	0.11%	-0.96%	2.54%	-1.63%	-0.70%	-1.43%	0.98%	-0.94%	3.06%	0.57%	0.9%	-3.72%
2020	-10.39%	1.04%	0.74%	8.93%	-0.52%	-0.71%	1.35%	-0.13%	1.46%	-0.11%	2.70%	0.39%	3.8%	-10.39%
2019	-5.18%	5.60%	-1.27%	-1.68%	1.40%	0.33%	3.98%	1.14%	1.77%	-3.20%	2.45%	-1.96%	2.9%	-5.18%

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

Chart

Track Record Prepared By: CTA Services

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.