CTA Profiles Sweet Futures

Start Date: Dec-2023
Nov Return: 4.46%
YTD Return: 88.05%
Annual CROR: 83.07

Worst Drawdown: -2.65%
Losing Streak: 0.00 %
Sharpe Ratio: 4.72
Calmar Ratio: N/A

Min Investment: $100,000
Currency: US Dollar
Notional Funding: No
NFA Number: 0556492

Margin: 30 -50%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 8,000

Trading Strategy: Alleman Capital Crude Hedge Program's investment objectives are to generate above-average risk-adjusted returns under rising and falling markets and to maintain a low correlation to the equities markets. Alleman Capital Management LLC intends to allocate capital to options on futures specific to the crude oil commodities market including bull and bear credit spreads. Risk Strategy: The Advisor intends to use only 30% of its available margin, with the intent to leave the rest of its available margin to account for market fluctuations due to volatility. When necessary, contracts are exited early to maintain margin levels during times of extreme volatility.

Accounting Notes: The following are the results of the proprietary performance of the Alleman Capital Crude Hedge Program (ACCH). This performance considers any commission, management, and incentive fees of the program being offered herein. It should be considered pro forma as the results are strictly from the proprietary trading account of the Advisor. Performance adjusted for a 2% monthly management and 20% quarterly incentive fee.

Trading Methodology
100% Discretionary
Trading Style
25% Trend Following
25% Spread Trading
25% Option Trading
25% Fundamental Analysis

Style Sub-Categories
Fundamental
Option Writer
Option Spread
Trend Anticipatory

Holding Period
100% Short Term
Sector: US
Contracts: Options

Market Allocation
100% Energies

PROPRIETARY PERFORMANCE OF THE ALLEMAN CAPITAL CRUDE HEDGE PROGRAM (Pro Forma net of 2% Management Fee and 20% Incentive Fee) - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	7.85%	4.13%	3.54%	12.22%	4.16%	2.16%	3.42%	7.62%	7.36%	8.51%	4.46%		88.05%	0%
2023												-2.65%	-2.65%	-2.65%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.
THERE IS UNLIMITED RISK OF LOSS ASSOCIATED WITH WRITING SHORT OPTION CONTRACTS.

Chart

Track Record Prepared By: NAV Consulting Inc.

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.