CTA Profiles Sweet Futures

Start Date: Nov-2021
Mar Return: 0.51%
YTD Return: 8.32%
Annual CROR: -0.43

Worst Drawdown: -31.41%
Losing Streak: -25.46 %
Sharpe Ratio: 0.01
Calmar Ratio: N/A

Min Investment: $500,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0552914

Margin: 0 to 40%, 40% max
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 220

Trading Strategy: The strategy takes advantage of short-term trends in the futures markets using a rules-based approach to identify and manage trades. Strict risk management, which includes cutting losing trades quickly, and sticking with winning trades. Active in the equity, rates, currency and commodity sectors. Average holding period 24 days (41 days for winners, 16 days for losers). Risk Strategy: Strict risk management using stop loss orders and maximum risk per trade

Accounting Notes: Client performance from March 2023.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories

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

Market Allocation
100% Diversified

Client performance from Mar 2023. - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	2.34%	5.31%	0.51%										8.32%	0%
2023	2.21%	-0.01%	1.79%	1.83%	-5.75%	-4.50%	-3.18%	-7.46%	3.30%	-3.74%	-1.32%	0.33%	-15.9%	-20.87%
2022	5.50%	2.04%	5.13%	6.56%	1.17%	3.36%	-1.27%	-5.05%	17.15%	-9.48%	-5.97%	-3.87%	13.32%	-18.18%
2021											0.66%	-4.78%	-4.15%	-4.78%

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.