CTA Profiles Sweet Futures

Start Date: May-2023
Mar Return: -1.16%
YTD Return: -0.97%
Annual CROR: 5.79

Worst Drawdown: -1.16%
Losing Streak: -1.16 %
Sharpe Ratio: 1.21
Calmar Ratio: N/A

Min Investment: $250,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0538907

Margin: <25%
Mgt Fee: 2%
Incentive Fee: 20%
Round Turns: 3,950

Trading Strategy: The Brent Diversified commodity Spread Program is the seasonal based discretionary investment of futures spreads in commodity markets. Risk Strategy: Defining the risk of the strategy is the main objective of the analysis so as to create entry orders. The managers aim to reduce the risk to predetermined levels or worst-case scenarios.

Trading Methodology
100% Discretionary
Trading Style
100% Spread Trading

Style Sub-Categories
Fundamental
Seasonal
Spread

Holding Period
100% Long Term
Sector: US
Contracts:

Market Allocation
20% Currencies
20% Financials
20% Metals
20% Energies
20% Agriculturals
Other Mkts: Allocations subject to market conditions

Recent Performance - Start Date of Program August 2022

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-1.09%	1.30%	-1.16%										-0.97%	-1.16%
2023	0.53%	0.22%	2.32%	-0.93%	0.87%	-0.34%	2.88%	0.57%	0.17%	0.63%	0.45%	0.28%	7.86%	-0.93%
2022								0.24%	-0.78%	0.99%	-0.10%	2.47%	2.82%	-0.78%

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.