CTA Profiles Sweet Futures

Start Date: Jan-2022
Mar Return: 3.99%
YTD Return: 2.82%
Annual CROR: N/A

Worst Drawdown: -14.38%
Losing Streak: -9.38 %
Sharpe Ratio: 0.23
Calmar Ratio: N/A

Min Investment: $1,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0541356

Margin: 6% - 10%
Mgt Fee: 1.00%
Incentive Fee: 10.00%
Round Turns: 750

Trading Strategy: The Global Tactical Trend Program (GTTP) is a systematic managed futures program. It uses the concepts of risk parity in forming a dynamically balanced core portfolio with an asymmetric tactical approach to absolute exposure where long and short positions are systematically approached differently. The objective of the program is to benefit from the long-term positive expectations of a balanced asset portfolio while also having the ability to capture negative capital flows in risk-off environments. The program can be long, short or flat any individual component or sector at any time. GTTP targets a long-term annualized volatility of less than 10%, while having an average margin-to-equity ratio of approximately 6% (with an anticipated maximum ME of roughly 10%). The program takes positions only in the most liquid exchange traded futures contracts covering Asia, Europe, and the USA. Exposure is diversified between stock indices, bonds, interest rates, currencies, energies and metals.

Accounting Notes: The performance listed here is based on Non-Compounding.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories

Holding Period
80% Long Term
20% Medium Term
Sector: Global
Contracts: Futures

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

Recent Performance - Start Date of Program January 2022

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR*	Max DD
2024	-2.18%	1.01%	3.99%										2.82%	-2.18%
2023	0.64%	0.58%	-4.22%	-0.86%	-0.55%	1.53%	0.72%	-1.60%	1.23%	-1.56%	-2.18%	-0.63%	-6.9%	-7.96%
2022	0.35%	2.13%	6.52%	1.72%	-1.96%	3.68%	-1.16%	2.40%	2.19%	-0.20%	-4.03%	-1.07%	10.57%	-5.25%

*The Annual ROR performance has been calculated by adding each monthly return. Please See Accounting Notes Below.

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.