CTA Profiles Sweet Futures

Start Date: Sep-1999
Apr Return: 3.68%
YTD Return: 14.08%
Annual CROR: 8.02

Worst Drawdown: -38.33%
Losing Streak: 0.00 %
Sharpe Ratio: 0.44
Calmar Ratio: 0.40

Min Investment: $3,000,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0288216

Margin: 20%
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 975

Trading Strategy: The Diversified Systematic Program seeks to capture trends in a variety of global commodity and futures markets using 31 broadly diversified markets covering seven major sectors: interest rate, currency, stock index, energy, grain, metals and softs. Average holding period is 100 trading days. The program has been refined over the past thirteen years from a multi-system / multi-time frame trend approach to a focus on long term trend following with the constant goal to provide consistent returns while reducing volatility. This transition to a focus on long term trend following began in 2008.

Accounting Notes: Performance reported from July, 2011 through November, 2013 represents actual client performance. The last client account ceased trading at the beginning of December, 2013. The performance reported beginning in December, 2013 to present reverted back to the proprietary trading performance of the Diversified Systematic Program.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories
Trend Following
Pattern Recognition
Other Non-Trend Following

Holding Period
100% Long Term
Sector: US Global
Contracts: Futures

Market Allocation
10% Stock Indices
10% Currencies
20% Financials
15% Metals
10% Energies
10% Agriculturals
20% Softs
5% Other Markets
Other Mkts: Other Markets

Recent Performance - Start Date of Program September 1999 - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	1.60%	4.18%	3.95%	3.68%									14.08%	0%
2023	4.07%	-2.77%	-8.28%	6.62%	-1.67%	1.87%	-1.36%	-2.59%	3.48%	-0.86%	-8.67%	9.50%	-2.29%	-14.25%
2022	5.38%	9.87%	10.47%	1.70%	-3.33%	-0.52%	-0.92%	-3.37%	4.18%	-1.54%	-4.73%	0.30%	17.39%	-10.02%
2021	2.54%	7.55%	-1.02%	1.20%	0.48%	-0.94%	4.07%	-1.68%	-0.59%	0.26%	-8.87%	3.20%	5.46%	-10.7%
2020	-6.94%	-5.30%	5.26%	1.55%	-4.22%	-0.85%	6.49%	0.19%	-1.72%	4.28%	-0.32%	8.78%	6.07%	-11.87%
2019	0.66%	-0.22%	0.71%	0.99%	2.92%	8.55%	-2.22%	8.54%	-3.61%	-0.41%	-2.10%	-0.57%	13.18%	-6.56%
2018	0.18%	-3.04%	-4.88%	2.62%	2.88%	-4.28%	-5.43%	0.96%	1.78%	-1.32%	-1.28%	-3.32%	-14.54%	-14.7%
2017	-1.12%	-0.19%	-3.91%	4.59%	0.87%	-3.18%	0.85%	4.42%	-7.31%	7.75%	-2.55%	3.19%	2.45%	-7.31%
2016	0.58%	5.51%	-0.51%	5.10%	-4.14%	9.06%	1.26%	-6.53%	2.14%	-3.22%	6.05%	0.09%	15.21%	-7.6%
2015	10.51%	-2.54%	1.34%	-1.36%	-3.49%	-2.07%	-6.46%	-4.12%	7.17%	-3.59%	2.16%	-1.27%	-4.9%	-17.42%
2014	-1.82%	4.28%	0.58%	5.75%	0.29%	-3.13%	1.33%	7.89%	3.84%	-0.74%	2.06%	1.09%	22.99%	-3.13%
2013	1.22%	-4.18%	2.80%	-0.53%	-6.09%	-5.18%	-1.16%	1.17%	-0.61%	4.75%	-0.23%	-0.85%	-9.05%	-13.76%
2012	-1.84%	3.01%	-4.95%	-2.00%	5.98%	-9.21%	8.17%	-4.38%	0.40%	-6.78%	1.11%	3.58%	-8.12%	-13.24%
2011	4.11%	4.90%	-4.73%	9.20%	-1.58%	-2.32%	1.54%	8.60%	14.38%	-17.17%	6.18%	2.38%	24.05%	-17.17%
2010	-5.17%	1.28%	7.65%	-2.66%	-5.60%	5.95%	-2.42%	8.14%	4.01%	9.74%	-1.24%	10.07%	31.78%	-8.11%
2009	-0.36%	0.28%	-2.40%	-1.49%	8.52%	-2.14%	-1.25%	4.11%	2.70%	-4.16%	12.34%	-8.69%	5.9%	-8.69%
2008	11.85%	8.69%	-2.05%	1.78%	7.03%	0.11%	-1.21%	7.22%	8.92%	3.51%	0.70%	2.23%	59.65%	-2.05%
2007	5.59%	-2.70%	3.95%	7.69%	-0.69%	-2.95%	-1.38%	-8.69%	1.67%	0.65%	5.17%	0.18%	7.63%	-13.21%
2006	5.39%	-3.30%	0.65%	0.67%	1.12%	-5.47%	-7.65%	3.78%	4.51%	-4.34%	-0.32%	0.48%	-5.28%	-13.51%
2005	-8.62%	0.92%	-4.57%	-3.01%	2.39%	-3.49%	0.66%	-3.40%	-0.44%	2.20%	3.72%	-3.28%	-16.29%	-18.34%
2004	5.38%	4.96%	1.08%	-2.07%	-9.85%	-5.36%	-3.13%	-0.15%	1.68%	0.94%	-0.55%	1.26%	-6.61%	-19.18%
2003	6.83%	8.58%	-12.99%	4.32%	6.41%	-4.63%	-2.83%	-0.51%	-7.72%	2.81%	-2.36%	4.90%	0.38%	-17.82%
2002	-6.35%	-6.85%	0.25%	-12.70%	4.01%	21.73%	18.17%	6.30%	7.77%	-5.08%	-8.97%	4.49%	18.15%	-23.65%
2001	-7.05%	-3.46%	17.96%	-7.55%	12.21%	2.32%	-6.50%	1.10%	20.14%	11.71%	-7.05%	-9.11%	20.42%	-15.52%
2000	-2.18%	-6.18%	-10.10%	0.59%	9.59%	5.16%	-7.31%	7.71%	-2.47%	10.04%	6.32%	15.30%	25.63%	-17.49%
1999									1.97%	-12.25%	5.12%	10.58%	4.01%	-12.25%

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

Chart

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.