CTA Profiles Sweet Futures

Start Date: Apr-1993
Feb Return: -3.67%
YTD Return: -4.09%
Annual CROR: 15.61

Worst Drawdown: -41.52%
Losing Streak: -10.68 %
Sharpe Ratio: 0.70
Calmar Ratio: N/A

Min Investment: $10,000,000
Currency: US Dollars
Notional Funding: No
NFA Number: 0350676

Margin: 20%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 1,250

Trading Strategy: The program trades a globally diversified portfolio of commodities and currencies with the objective of seeking above average long-term growth unrelated to stocks and bonds. Physical commodities represent over half of the portfolio weighting. The Program is based upon capturing hedgers' risk premium and employs an extra-long term, systematic methodology in which it is not uncommon to hold positions (with rolls) for over a year. Risk Strategy: Money management deals with all aspects of equity management and risk control. It is vital to the System and is integrated from the ground up. The System uses proprietary, advanced money management and risk control strategies. Overall portfolio risk exposure is constantly reassessed; stop loss orders are placed whenever a trade is entered and once placed, never retreat from the market; a sophisticated variation of constant percentage risking is used which results in an initial average risk of less than 1.0% of account equity per trade.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following

Style Sub-Categories
Trend Following

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

Market Allocation
27% Currencies
18% Financials
14% Metals
10% Energies
16% Agriculturals
15% Softs

Recent Performance - Start Date of Program April 1993

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2023	-0.44%	-3.67%											-4.09%	-4.09%
2022	4.97%	4.53%	3.96%	3.92%	-2.70%	-1.53%	-2.66%	-1.26%	4.53%	0.74%	-5.33%	1.45%	10.41%	-8.2%
2021	3.45%	7.19%	-6.95%	8.54%	3.03%	-5.41%	3.35%	2.35%	1.90%	2.95%	-0.80%	-0.73%	19.26%	-6.95%
2020	1.32%	5.32%	10.42%	-1.60%	-1.80%	-1.21%	8.09%	6.18%	-5.45%	5.30%	4.45%	11.77%	50.05%	-5.45%
2019	-0.85%	3.78%	-2.33%	0.51%	1.21%	4.20%	0.62%	8.47%	-6.56%	-1.31%	-4.25%	1.25%	3.97%	-11.7%
2018	4.77%	-2.27%	-5.07%	0.02%	2.80%	-0.88%	-3.12%	3.83%	0.66%	-2.28%	3.56%	-0.25%	1.27%	-8.39%
2017	1.98%	-2.10%	0.31%	-0.96%	-2.31%	3.11%	2.69%	6.14%	-5.41%	1.90%	-3.18%	0.05%	1.67%	-6.68%
2016	1.48%	5.40%	-2.47%	5.70%	0.82%	4.11%	0.01%	-6.22%	-1.72%	-0.60%	3.33%	-0.96%	8.5%	-8.39%
2015	9.53%	-4.17%	0.56%	-3.84%	-0.13%	-9.09%	4.38%	6.99%	2.27%	-4.58%	2.34%	-2.25%	0.46%	-15.87%
2014	-1.26%	2.22%	0.51%	5.38%	-3.16%	2.80%	14.42%	2.34%	16.31%	-12.78%	7.99%	9.92%	50.07%	-12.78%
2013	1.41%	-4.79%	-0.15%	-3.12%	0.59%	-0.50%	-2.25%	-2.77%	-4.85%	-0.11%	-0.11%	1.29%	-14.56%	-16.82%
2012	-2.27%	0.45%	-5.43%	1.00%	-0.64%	-0.71%	21.17%	1.22%	-2.06%	-5.74%	-3.39%	-0.16%	1.02%	-10.96%
2011	-8.39%	9.45%	-7.71%	13.53%	-15.31%	-7.43%	1.19%	3.30%	0.82%	-10.52%	-6.77%	-0.43%	-27.9%	-31.37%
2010	-1.63%	-3.23%	4.88%	2.26%	-2.40%	3.24%	-0.54%	-3.65%	19.98%	18.27%	9.23%	10.55%	68.9%	-4.81%
2009	0.30%	-1.12%	-8.39%	-2.65%	15.67%	-3.40%	5.33%	10.29%	-1.99%	-1.49%	10.46%	-1.98%	20%	-11.82%
2008	8.09%	21.39%	-7.18%	0.14%	2.05%	6.78%	-12.30%	-1.64%	-1.15%	26.62%	1.38%	1.98%	48.35%	-14.73%
2007	-6.33%	-1.68%	-7.15%	8.58%	-0.61%	6.76%	-1.66%	-10.49%	26.03%	3.69%	-7.52%	1.91%	6.84%	-14.48%
2006	16.31%	-6.10%	6.94%	15.83%	1.00%	-2.61%	-10.06%	4.52%	-4.15%	-0.28%	8.02%	-3.79%	24.26%	-12.49%
2005	-4.20%	1.12%	-3.78%	-3.03%	4.16%	-0.47%	-3.80%	6.90%	0.71%	-4.01%	9.14%	5.22%	6.98%	-9.86%
2004	4.51%	14.38%	1.44%	-18.94%	-7.83%	-7.31%	6.49%	-3.17%	5.98%	4.00%	12.75%	0.39%	8.04%	-30.75%
2003	10.47%	9.08%	-7.41%	4.31%	6.11%	-6.42%	-7.00%	0.34%	1.71%	12.69%	-2.04%	6.75%	29.26%	-12.97%
2002	-5.52%	0.90%	-0.43%	-3.55%	9.82%	9.78%	3.65%	4.48%	3.59%	-3.01%	2.27%	9.58%	34.58%	-8.45%
2001	-1.79%	2.46%	13.89%	-7.74%	3.04%	3.61%	-3.37%	1.99%	5.29%	8.13%	-9.62%	1.55%	16.26%	-9.61%
2000	3.82%	-0.18%	-4.05%	1.34%	8.37%	-3.59%	-1.20%	3.46%	-1.01%	4.57%	9.67%	8.64%	32.74%	-4.75%
1999	-9.34%	1.84%	-7.46%	3.90%	-8.46%	-1.69%	0.75%	2.46%	4.66%	-12.91%	2.85%	3.21%	-20.21%	-24.83%
1998	-1.04%	-3.36%	-1.72%	-3.55%	3.27%	4.67%	-0.84%	16.37%	-1.51%	-1.66%	-5.15%	8.74%	12.97%	-9.35%
1997	9.12%	8.51%	-1.67%	-4.86%	6.84%	-9.36%	12.24%	3.86%	4.03%	-2.05%	0.12%	3.93%	32.59%	-9.41%
1996	-6.84%	-3.29%	4.35%	26.14%	-5.15%	0.52%	-6.38%	4.17%	7.35%	8.53%	8.96%	-6.33%	31.11%	-10.74%
1995	-5.92%	1.62%	12.88%	5.32%	11.17%	0.33%	-5.94%	-4.53%	-2.33%	1.62%	5.25%	26.28%	50.17%	-12.29%
1994	-10.55%	-11.64%	0.83%	0.23%	8.46%	2.69%	-3.59%	-5.64%	3.48%	2.70%	12.71%	2.78%	-0.36%	-20.96%
1993				1.75%	5.47%	3.10%	13.16%	4.84%	-6.22%	-3.53%	4.13%	3.49%	28%	-9.53%

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.

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.