CTA Profiles Sweet Futures

Start Date: Apr-2017
Nov Return: -4.86%
YTD Return: -20.24%
Annual CROR: 1.22

Worst Drawdown: -29.26%
Losing Streak: -24.10 %
Sharpe Ratio: 0.10
Calmar Ratio: 0.24

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0427604

Margin: 5-10%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 574

Trading Strategy: The Macro Monitor trading program is a discretionary managed futures strategy with a primary focus on the FX Futures and US Treasury markets. The trading principal, David Zelinski, has gained extensive knowledge of these markets throughout his career. He began his career at a regional broker-dealer in Memphis, TN in the early 2000s before leaving to join Nesvick Trading Group to focus primarily on agricultural markets. However, his analysis on agricultural markets has always relied heavily on analyzing the trade impacts of changing FX Futures and interest rates, and it is this analysis and expertise that he brings to the Macro Monitor trading program. Risk Strategy: N/A

Accounting Notes: Pro-Forma Client Performance Adjusted for a 2% management fee and a 20% incentive fee. Client Accounts traded from Apr 2017 through Aug 2018 and then again starting in Dec 2000.

Trading Methodology
100% Discretionary
Trading Style
100% Fundamental

Style Sub-Categories
Fundamental

Holding Period
Sector: US
Contracts: Futures Options

Market Allocation
50% Financials
50% Other Markets
Other Mkts: FX Futures

Pro-Forma Client Performance Adjusted for a 2% management fee and a 20% incentive fee. Client Accounts traded from Apr 2017 through Aug 2018 and then again starting in Dec 2000.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-5.07%	-7.05%	-5.98%	-0.82%	-0.82%	-4.44%	-0.18%	4.89%	2.14%	0.53%	-4.86%		-20.24%	-22.16%
2023	4.12%	2.87%	0.44%	-6.66%	-2.59%	-1.21%	5.55%	4.85%	0.44%	3.19%	-6.08%	1.32%	5.47%	-10.18%
2022	2.94%	6.18%	0.39%	11.63%	2.11%	3.68%	2.54%	4.18%	-0.65%	0.50%	-1.61%	0.98%	37.42%	-1.76%
2021	-9.95%	13.56%	5.32%	-1.91%	2.85%	-6.08%	-10.16%	2.88%	14.63%	-0.21%	-0.21%	3.61%	11.55%	-15.62%
2020	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.28%	2.28%	0%
2019	-0.09%	-2.43%	10.19%	0.86%	-0.57%	-4.03%	-3.04%	2.17%	0.00%	0.00%	0.00%	0.00%	2.41%	-7.48%
2018	9.14%	-0.68%	-12.94%	-8.12%	0.21%	-4.38%	2.56%	2.89%	-4.78%	10.35%	-10.41%	-0.83%	-18.15%	-25.01%
2017				-4.60%	-3.08%	7.55%	2.42%	4.22%	-0.95%	-3.26%	0.36%	-2.77%	-0.75%	-7.54%

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

Chart

Track Record Prepared By: In-house

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.