CTA Profiles Sweet Futures

Start Date: Nov-2022
Mar Return: 3.46%
YTD Return: -0.24%
Annual CROR: 6.02

Worst Drawdown: -8.25%
Losing Streak: -3.03 %
Sharpe Ratio: 0.57
Calmar Ratio: N/A

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0508048

Margin: 12-20%
Mgt Fee: 2%
Incentive Fee: 20%
Round Turns: 3,300

Trading Strategy: The strategy is based on the investment philosophy and approach developed by Gary Klopfenstein, one of the pioneers in the specialist management of currency, and based on his 30+ years of experience, and is completely proprietary. The approach capitalizes on real money flows from large institutional participants that are not profit-seeking. The program identifies when certain currencies are at statistically significant deviations from other currencies, and places trades to profit when the currencies come back into alignment. Risk Strategy: The portfolio has built in stop losses at a position level. Stop loss limits are based on volatility, and are calculated and executed on a daily basis. The program also utilizes diversification to manage risk. Diversified across 6 different currencies/3 different cross pairs, each chosen for its unique movement to the USD compared to the others, while maintaining a USD neutral strategy overall position. The portfolio has between zero and six positions, equally balanced between longs and shorts.

Accounting Notes: The track record has not been audited, however, we utilize a third-party to externally validate our track record.

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
100% Absolute Return

Style Sub-Categories

Holding Period
100% Short Term
Sector: US Global
Contracts: Futures

Market Allocation
100% Currencies

Recent Performance - Start Date of Program November 2021 - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-1.99%	-1.62%	3.46%										-0.24%	-3.58%
2023	0.50%	-2.33%	6.71%	2.29%	-4.94%	-3.48%	2.39%	0.27%	-2.34%	3.06%	3.99%	-1.41%	4.15%	-8.25%
2022	1.90%	2.99%	2.41%	4.08%	-1.77%	-0.75%	0.61%	-1.16%	-2.69%	0.52%	2.48%	0.45%	9.2%	-5.65%
2021											0.73%	0.78%	1.52%	0%

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

Chart

Track Record Prepared By: Turnkey Trading Partners

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.