CTA Profiles Sweet Futures

Start Date: Mar-2023
Mar Return: -3.36%
YTD Return: -11.68%
Annual CROR: N/A

Worst Drawdown: -11.68%
Losing Streak: -11.68 %
Sharpe Ratio: 0.97
Calmar Ratio: N/A

Min Investment: $1,200,000
Currency: US Dollars
Notional Funding: Yes
NFA Number: 0419881

Margin: 2-5%
Mgt Fee: 1.25%
Incentive Fee: 15.00%
Round Turns: 1,100

Trading Strategy: 3D Capital has been identifying and managing stock market risk for our clients since February 2011. To stay ahead of markets, 3D’s trading rules evolve over time. The success of our long-only S&P 500 and short-only S&P 500 strategies led to the creation of 3D Bull/Bear, which was launched in March 2023. Actual performance for the predecessor programs is available upon request.

Accounting Notes: 3D Bull/Bear returns are calculated based on an assumed funding level of 25%, of Trading Level and are intended to show the impact that 75%, notional funding has on returns (when those returns are expressed as a percentage of account value rather than Trading Level). The returns are net of the Advisor's 1.25% management fee and 15% incentive fee. Fees are charged on the Trading Level of the account. Returns do not include interest income. 3D Capital Management is a unit-based CTA. Per NFA requirements, the addition method is used to calculate annual rates of return because the trading level of the accounts managed did not fluctuate with prior month's profits or losses.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories
Trend Following
Momentum
Pattern Recognition
Quantitative
Trend Anticipatory
Long Short
Absolute Return

Holding Period
100% Intraday
Sector: US
Contracts: Futures

Market Allocation
100% Other Markets
Other Mkts: S&P 500

Recent Performance - Start Date of Program March 2023

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR*	Max DD
2024	-6.52%	-1.80%	-3.36%										-11.68%	-11.29%
2023			7.88%	6.56%	0.52%	1.40%	-1.40%	7.84%	-0.32%	-2.76%	5.64%	4.32%	29.68%	-3.07%

*The Annual ROR performance has been calculated by adding each monthly return. Please See Accounting Notes Below.

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

Chart

Track Record Prepared By: Senex Solutions

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.

Qualified Eligible Investors - A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).

Exemptions - PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.