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  • Tiercel SEZC
    Tiercel SEZC Trend Program 1
    Principal(s): Rory Mackay
    Strategy: Systematic / Trend / Carry / Globally Diversified
  • For Additional Information Contact Sweet Futures
    Toll Free: 1-800-661-5618
    Direct: 1-312-216-5701
    Email: [email protected]
  • Start Date: Feb-2022
    Mar Return: 2.45%
    YTD Return: 10.63%
    Annual CROR: 11.71
  • Worst Drawdown: -31.15%
    Losing Streak: 0.00 %
    Sharpe Ratio: 0.56
    Calmar Ratio: N/A
  • Min Investment: $500,000
    Currency: US Dollar
    Notional Funding: Yes
    NFA Number: 0541937
  • Margin: 50-20%
    Mgt Fee: 0.01
    Incentive Fee: 0.2
    Round Turns: 960
  • Trading Strategy: The Tiercel SEZC program is a Systematic futures program managed by Rory Mackay. The program trades futures internationally across Equity Indices / Volatility / Bonds / Currencies / Agricultural's and Metals. The strategy combines Trend following and Carry (Contango / Backwardation) strategies. There is no trading of options.

    Accounting Notes: The performance is for a proprietary account maintained by a principal of Tiercel SEZC traded pursuant to the program. The performance has been pro forma adjusted for a 1% ( annualized) monthly management fee and a 20% monthly incentive fee with a high watermark, that would have been charged to a customer account participating in the program. Tiercel SEZC has chosen to use the performance of proprietary account in this presentation as it has continuously operated since inception.
  • Trading Methodology
    100% Systematic
  • Trading Style
    75% Trend Following
    25% Carry
  • Style Sub-Categories
    Quantitative
    Algorithmic
  • Holding Period
  • Sector: Global
    Contracts: Futures
  • Market Allocation
    13% Stock Indices
    19% Currencies
    19% Financials
    14% Metals
    13% Energies
    13% Agriculturals
    7% Meats
    2% VIX
Proprietary Pro-Forma Performance adjusted for a 1% Monthly Management Fee and a 20% Incentive Fee. - Based on Proprietary Trading

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2024 0.34% 7.62% 2.45%   10.63% 0%
2023 -0.02% 2.93% -10.90% 1.23% 5.85% 1.51% -0.21% -1.15% 5.45% -2.29% -2.12% 3.42% 2.61% -10.9%
2022 2.04% 8.02% 10.17% 11.30% -1.50% 1.95% -5.59% 0.05% 12.63% -2.09% -6.86% -1.74% 29.4% -10.39%
20210.00% 7.79% 15.37% 9.00% 4.53% -6.36% -0.16% -6.54% -9.26% 4.46% -13.83% -3.52% -2.44% -31.15%


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

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Track Record Prepared By: Compliance 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.