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F O R E M O S T C A P I TA LM A N A G E M E N T
March 2020 Performance - CTAs Ranked by Monthly RetumPerformance Results reported or amended subsequent to Monday April 13, 2020 are not reflected In this Report
Click on column headings to sort | Note that Annual Compound ROR and Worst Drawdown are from Inception
R a n k
1
2
3
4
5
6
7
8
9
1 0
1 1
1 2
1 3
1 4
1 5
1 6
1 7
1 8
1 9
2 0
2 1
2 2
2 3
2 4
2 5
2 6
2 7
2 8
2 9
3 0
3 1
3 2
3 3
3 4
3 5
3 6
3 7
3 8
3 9
4 0
4 1
4 2
4 3
Manager
Purple Valley - Div. Trend 1
Tomas Capital - GCAF | USD
Covenant Capital Mgt - Total Volatility Program
Mulvaney Capital - MF Prg
Sandpiper - Global Macro
AG Capital - Glotjal Macro
SinoPacAM - SInoPacAM-SQMF
W a v e P r o n t - G l o b a l I n v e s t m e n t
GT Capital CTA - Systematic Day Trading
D r e i s s R e s e a r c h - D i v e r s i fi e d
Covenant Capital Mgt - Tactical Growth
Claughton Capital - Institutional
GT Capital CTA - Dynamic Trading
Cayler Capital LLC - Systematic Energy Diversified
EMC Capital Advisors - Classic
Anderson Creek Trading - Standard Diversified
Red Rock Cap. - Commodity L/S
Orion Capital Advisors, Inc. - Beta Opportunity
(Client)
Quality Capital Management Ltd - GDP
Dem^er Cap. - Livestock & Grain
Auspice Capital Advisors - Diversified
laguar Inv. - Aegir Strategy
Aids Prts (Jersey) Ltd - PureTrend Portfolio
Quest Partners LLC - AQO
Carbide Capital Inc - Hedge Prg
Revolution Capitai Mgt - Alpha Prg
DUNN Capital - WMA
Breakout Funds Managed Program • ManagedProgram
Auspice Capitai Advisors - MF Index
Pearl Capital Advisors - Peari Hedged VIX
Deep Reld Capital AG - Systematic Volatility Arb
SpreadEdge Capital, LLC - Diversified SeasonalSpread
Spring Valley Asset Mgt - SVAM Tactical Trend
Dynamica Global Inv - Energy
Adalpha Asset Mgt - Div. S-Term
Global Sigma Group - Equity Advantage II
Red Rock Cap. - Sys. Global Macro
DUNN Capital - WMA Institutional
John Locke - C. Systematic UCITS
Plus EV Capital - Raise Alpha
Pak Capital LLC - Currency Prg
O'Brien Investment Group - Quantitative GMF u t u r e s
SpreadEdge Capital, LLC - Ag Seasonal Spread
I n v e s t m e n t Monthly YTo Return1 2
R e s t r i c t i o n s R e t u m R e t u m
5 6 . 3 5 % 8 2 . 1 8 % 9 0 . 9 2 %
QEPs Only 3 7 . 7 8 % 6 5 . 3 3 % 3 9 , 3 2 %
3 2 . 1 2 % 2 7 . 7 0 % 3 7 . 5 5 %
QEPs Only 3 1 . 1 6 % 1 5 . 1 9 % 5 . 2 3 %
QEPs Only 2 3 . 2 1 % 9 . 2 6 % - 1 3 . 6 2 %
2 2 . 6 5 % 3 2 . 6 7 % 3 7 . 1 5 %
QEPs Only 2 2 . 5 2 % 3 0 . 5 5 % 3 0 , 1 5 %
QEPs Only 2 0 . 7 8 % 2 7 . 4 0 % 2 3 . 9 9 %
1 9 . 9 8 % 2 1 . 3 9 % 2 8 . 5 7 %
QEPs Only 1 8 . 0 9 % 4 . 7 3 % 4 1 . 4 7 %
1 7 . 4 7 % 1 6 . 4 6 % 1 8 . 8 8 %
QEPs Only 1 6 . 8 4 % 3 3 . 1 4 % 4 9 . 5 0 %
1 5 . 0 5 % 1 1 . 1 0 % 1 2 . 0 0 %
QEPs Only 1 4 . 9 4 % 1 8 . 7 2 % 2 9 . 6 3 %
QEPs Only 1 4 . 6 3 % 1 6 . 9 0 % 3 1 . 3 9 %
1 4 . 4 3 % 2 1 . 5 5 % 7 . 2 3 %
1 3 . 1 6 % 2 5 . 1 5 % 3 0 . 7 3 %
1 1 . 2 9 % 3 7 . 2 0 % 2 . 3 3 %
QEPs Only 1 0 . 8 0 % 2 5 . 5 0 % 3 5 . 3 7 %
QEPs Only 1 0 . 5 7 % 1 0 . 8 0 % - 3 . 4 6 %
QEPs Only 9 . 7 2 % 7 . 2 6 % 5 . 5 2 %
QEPs Only 9 . 1 3 % 1 0 . 7 9 % 1 8 . 1 1 %
QEPs Only 9 . 0 7 % 1 3 . 0 2 % 1 0 . 2 1 %
QEPs Only 8 . 8 1 % 1 7 . 5 2 % 3 4 . 1 1 %
8 . 6 9 % 9 . 1 5 % 7 . 2 6 %
QEPs Only 8 . 5 9 % 2 3 . 6 4 % 4 0 , 9 7 %
QEPs Only 7 . 7 9 % 1 . 7 5 % 9 , 3 7 %
QEPs Only 7 . 6 7 % 1 2 . 9 5 % 2 2 , 3 6 %
QEPs Only 7 . 4 4 % 3 . 7 1 % - 2 . 7 7 %
QEPs Only 7 . 3 4 % 3 . 6 4 % 0 . 9 3 %
QEPs Only 7 . 0 9 % 1 1 . 6 5 % 1 6 . 6 3 %
7 . 0 2 % 1 4 . 1 0 % 1 2 , 3 8 %
QEPs Only 5 . 9 4 % 4 . 6 0 % 1 0 . 7 6 %
QEPs Only 5 . 3 3 % 2 . 2 3 % 3 . 1 6 %
QEPs Only 4 . 9 2 % 7 . 5 3 % 1 7 , 4 5 %
QEPs Only 4 . 8 9 % 1 . 1 5 % 2 . 0 2 %
4 . 1 5 % • 6 . 5 5 % 7 . 9 1 %
QEPs Only 3 . 8 2 % 1 . 2 0 % 5 , 1 1 %
QEPs Only 3 . 5 1 % 9 . 1 0 % 2 5 , 6 3 %
3 . 4 6 % 8 . 1 1 % - 5 . 4 8 %
QEPs Only 2 . 2 5 % 2 . 1 1 % 3 . 4 6 %
QEPs Only 1 . 4 9 % 1 . 7 2 % 5 . 9 9 %
1 . 2 8 % 5 . 6 6 % 4 . 7 3 %
C u r r e n t
- 3 8 . 5 5 %
- 3 8 . 3 9 %
- 2 7 . 9 6 %
- 2 0 . 1 5 %
- 2 5 . 2 5 %
- 9 . 1 0 %
- 3 3 . 7 1 %
- 6 . 3 6 %
- 2 6 . 7 0 %
- 7 . 6 2 %
- 7 . 0 2 %
A s s ^ s
(Mil l ions)
$2 ,800
$0,781
$8,203
M i n i m u mI n v e s t m e n t
$1,000,000
$1,500,000
$100,000
$120,000 $10 ,000 ,000
$ 1 2 , 0 0 0 $ 1 , 0 0 0 , 0 0 0
$500,000
$5,000,000
$2,000,000
$30,000
$750,000
$100,000
$1,000,000
$150,000
$29,700
$38,970
$ 9 , 1 5 8
$1 ,081
$0,959
$1,500
$10,400
$0,157
$1,500
$23,150
$0,445
$ 5 , 4 4 1
$125,000
$5,000,000
$250,000
$500,000
A n n u a lCompound
R O R
9 . 6 3 %
2 , 5 8 %
2 8 . 5 9 %
1 0 . 9 5 %
3 . 8 0 %
2 5 . 3 9 %
9 . 8 1 %
4 . 9 5 %
4 . 3 0 %
1 4 . 9 3 %
1 3 . 6 6 %
6 . 7 4 %
- 0 . 3 1 %
2 1 . 0 7 %
1 7 . 1 4 %
- 2 . 9 7 %
9 . 5 4 %
$ 0 , 6 7 4 $ 1 0 0 , 0 0 0
- 2 1 . 8 8 % $ 1 7 , 0 0 0 $ 5 0 0 , 0 0 0
- 4 . 5 2 % $ 9 , 3 5 0 $ 5 0 , 0 0 0
- 1 6 . 8 2 % $ 1 0 , 3 5 5 $ 2 , 0 0 0 , 0 0 0
$ 11 , 1 9 0 $ 1 , 0 0 0 , 0 0 0
- 2 . 9 1 % $ 0 , 2 6 9 $ 2 0 , 0 0 0 , 0 0 0
-1 .14% $1 ,523 ,000 $20 ,000 ,000
$ 0 , 3 0 0 $ 1 , 0 0 0 , 0 0 0
$ 2 3 4 , 0 0 0 $ 5 , 0 0 0 , 0 0 0
- 1 4 . 0 2 % $ 5 11 , 0 0 0 $ 1 0 , 0 0 0 , 0 0 0
$ 5 6 , 1 4 1 $ 1 , 0 0 0 , 0 0 0
- 1 5 . 2 2 %
- 1 0 . 1 3 %
C$2,589 C$1,000,000
$ 1 5 , 3 0 0 $ 5 0 0 , 0 0 0
$500,000$23,000
$1,959
- 1 4 . 8 8 %
- 6 . 1 5 %
- 5 . 4 8 %
- 1 . 0 2 %
- 0 . 8 9 %
$1,000,000
$500,000
$1,000,000
$1,000,000
$500,000
$412,000 $25 ,000 ,000
C 3 0 . 0 0 0 C 8 , 0 0 0 , 0 0 0
$100,000
$200,000
$15,300
$25,055
$21,755
$12,651
$4,437
$2,529
$2,406
W o r s tD r a w d o w n
- 6 9 , 7 4 %
- 6 5 . 8 2 %
- 1 3 , 8 4 %
- 4 5 . 0 8 %
- 3 5 . 1 9 %
- 2 5 . 2 6 %
- 1 4 . 6 8 %
- 4 2 . 6 8 %
- 2 4 . 1 3 %
- 5 1 . 4 4 %
- 1 1 . 5 1 %
- 2 5 . 5 5 %
- 4 4 . 3 3 %
- 7 . 5 9 %
- 4 5 . 1 3 %
- 4 0 . 6 6 %
- 3 0 . 0 9 %
1 . 3 5 % - 3 2 . 2 3 %
8 . 4 4 %
8 . 2 7 %
1 . 0 9 %
1 3 . 3 3 %
1 . 9 5 %
9 . 3 9 %
0 . 5 6 %
7 . 9 2 %
1 2 . 8 6 %
- 5 3 . 5 5 %
- 2 0 . 9 2 %
- 2 6 . 0 5 %
- 6 . 3 2 %
- 1 7 . 0 1 %
- 2 9 . 4 0 %
- 6 . 5 3 %
- 2 0 . 9 2 %
- 6 0 . 2 6 %
1 3 . 6 0 % - 5 . 0 7 %
1 . 0 5 %
7 . 2 7 %
1 4 . 1 0 %
- 2 3 . 3 3 %
- 1 6 . 4 6 %
• 1 2 . 2 7 %
$ 1 0 0 , 0 0 0 1 8 . 8 0 % - 4 4 . 0 2 %
$17,800
$ 0 , 2 1 4
$3,000,000
$100,000
2 . 9 0 %
8 . 3 4 %
9 . 2 4 %
4 . 4 2 %
6 . 9 6 %
4 . 3 9 %
7 . 1 4 %
4 7 . 3 2 %
0 . 8 7 %
1 , 8 3 %
2 7 , 2 9 %
- 1 7 , 5 7 %
- 1 1 . 6 1 %
- 1 3 . 4 2 %
- 4 , 2 3 %
- 2 4 , 6 3 %
- 1 5 , 1 7 %
- 2 0 , 7 6 %
- 1 8 , 8 8 %
- 4 , 7 1 %
- 9 . 8 4 %
- 2 0 . 6 9 %
R a n k M a n a g e r
44 Eckhardt Trading Co - Evolut ion
Deep i=ie!d Capital AG - IntradajDeep i=ie!d Capital AG - Intraday ConvexityCapture
4 6 H P X R n a n d a l - O l d S c h o o l
47 Davis Commodit ies - Ag Program
48 Blue Bar Trading - Commodity Diversified
49 Bocken Trading LLC - Discretionary
50 Bensboro Advisos LLC - Seasonal Spread
51 EMC Capital Advisors - Alpha
52 Blue Bar Trading - Blue Bar Ag
53 Ditsch Trading LLC - Discretionary
54 Deep Reld Capital AG - Intraday Crisis Alpha
55 QDRA Pty Ltd - Dynamic Macro
56 Trigon Invst Advisors - Disc. Macro
57 HiPnob Capital Mgt - HiProb-III
58 Eckhardt Trading Co - Evolution 1.2X
59 Pinst r ipe Trading - Standard
60 Wamngton Asset Mgt - Tact ical
61 2Pixels Capital Mgt - Index Option
62 Wharton Capital Mgt - Ag Futures63 Kinkopf Capital Mgt, LLC - S&P SELECT
64 Mobius Asset Mgt - X-Ceed
65 Evergreen Commodity - Disc. Energy
66 Double Helix Cap. - Double Helix
67 Soaring Pelican - Diversified S8iP
6 8 T h i r d S t r e e t A G - F u n d a m e n t a l A G
69 EMC Capital Advisors - Alpha Pius
70 Northem Capital Partners - Spread Program
71 Praus Capital Mgt - Quantiative Strategies I
72 M&R Capital LLC - Uvestock
73 Opus Futures, LLC - Advanced Ag
74 Gregory P. Asset Mgt - SSSiO
75 Caerus Group, LLC - Oil Futures Tracfing Prg
76 RTM Capital Advisors - RTM Core Indices Plus
7 7 F o r t L P - G l o b a l T r e n d
78 Auspice Capital Advisors - Cmdy Index
79 Diamond Capital - Enhanced S8iP
1512 SG Capital Mgt AG - St.Galien I Counter-T r e n d
81 Schindier Capital Mgt - Dairy Adv.
8 2 S o u t h w e s t M a n . I n v . - G l o b a l D i v .
83 Sigma Advanced Capital Mgt - GAFS
84 Fort LP - Contrarian Program
85 Camkay Capital - Crisis Alpha Intraday
86 Carbide Capital Inc - Absolute R^um
87 Turk Capital LLC - US Market Hedge Strategy
88 Lyons Trading Group - LATS (C)
89 Crescent Bay - Conservative Growth Index
90 EMC Capital Advisors - Balance Prg
91 Quant i tat ive Invest Mgt - Global
92 Aids Pits (Jersey) Ltd - Global Futures
9 3 F o r t L P - G l o b a l D i v e r s i fi e d
9 4 F o r t L P - G l o b a l F u t u r e s
95 Goldman Mgt - Stock Index
96 Turk Capital LLC - U.S. Equity Long Short
I n v e s t m e n tR e s t r i c t i o n s
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
QEPs Only
^ MonthlyR e t u r n
QEPs Only
QEPs Only
QEPs Only
QEPs Only
Y T D R e t u r n M o n t hR e t u m
9 . 5 3 % 4 . 0 2 %
2 . 4 4 % 6 . 6 3 %
3 . 1 3 % 4 . 1 1 %
4 . 9 9 % 1 2 . 4 7 %
1 . 9 2 % 2 . 2 8 %
- 0 . 0 5 % - 2 . 5 5 %
5 . 6 9 % 1 4 . 2 0 %
0 . 8 9 % 8 . 8 8 %
1 . 5 0 % 2 . 2 6 %
- 0 . 9 0 % - 9 . 7 9 %
9 . 3 0 % 3 . 5 6 %
1 8 . 2 0 % 1 1 . 7 5 %
- 1 . 1 7 % - 2 . 6 1 %
5 . 7 9 % 1 2 . 3 8 %
8 . 4 8 % 1 . 6 4 %
- 6 . 1 3 % - 4 . 7 8 %
- 0 . 0 0 % 3 . 2 1 %
- 3 2 . 6 0 % - 4 2 . 3 9 %
2 . 6 7 % 8 . 1 9 %
4 . 9 7 % 1 0 . 3 2 %
- 1 . 4 0 % - 7 . 8 1 %
- 9 . 6 3 % - 5 . 9 9 %
- 9 . 5 6 % - 6 . 2 1 %
- 2 . 4 1 % 1 . 8 4 %
C u r r e n tD r a w d o w n
A s s e t sUnder Mgt(Mill ions)
M i n i m u mI n v e s t m e n t
- 1 1 . 1 0 % - 1 1 . 2 7 %
4 . 1 7 % - 1 1 . 7 3 %
- 1 . 9 8 % - 2 . 6 0 %
- 1 8 . 0 6 % - 1 7 . 9 3 %
- 6 . 2 1 % - 6 . 5 1 %
3 . 8 5 % 6 . 4 6 %
- 1 0 . 8 7 % - 1 3 . 3 7 %
- 7 . 4 3 % - 8 . 3 6 %
$104,000 $20,000,000
$ 2 6 , 0 0 0 $ 5 0 0 , 0 0 0
- 1 . 2 6 %
- 0 . 1 6 %
- 4 8 . 1 5 %
- 8 . 1 7 %
- 1 6 . 8 9 %
- 6 . 7 2 %
- 1 6 . 8 1 %
- 0 . 0 0 %
- 6 8 . 4 0 %
- 5 . 0 9 %
- 6 . 2 8 %
- 3 0 . 1 3 %
- 1 1 . 8 6 %
- 9 . 5 6 %
- 7 . 3 1 %
- 2 . 2 4 %
- 4 . 1 9 %
- 1 . 4 5 %
- 1 . 9 7 %
- 1 4 . 3 5 %
- 2 2 . 5 1 %
- 1 2 . 1 7 %
- 2 1 . 8 3 %
- 8 . 4 2 %
- 6 . 0 5 %
- 4 2 . 9 9 %
- 1 2 . 4 1 %
$ 9 , 1 5 3 $ 2 0 0 , 0 0 0
$ 2 5 , 7 5 5 $ 2 5 0 , 0 0 0
$ 4 , 5 8 6 $ 1 0 0 , 0 0 0
$ 1 , 5 3 8 $ 1 0 0 , 0 0 0
$ 3 , 9 5 2 $ 5 0 0 , 0 0 0
$ 2 1 7 , 9 1 0 $ 5 , 0 0 0 , 0 0 0
$ 1 1 , 0 2 4 $ 1 0 0 , 0 0 0
$ 1 , 5 1 6 $ 1 0 0 , 0 0 0
$ 3 8 , 0 0 0 $ 5 0 0 , 0 0 0
$ 5 1 , 5 9 7 $ 5 , 0 0 0 , 0 0 0
$ 2 5 3 , 3 9 0 $ 5 , 0 0 0 , 0 0 0
$ 1 3 , 2 5 0 $ 1 , 0 0 0 , 0 0 0
$1,300 $20,000,000
$ 6 , 3 0 0 $ 1 2 5 , 0 0 0
$21,800
$0,025
$7,026
$0,054
$1,500
$16,878
$9,656
$16,200
$80,553
$7,670
$1,000
0 . 6 1 2
$52,446
$24,277
$2,214
$0,400
$2,830
$500,000
$25,000
$100,000
$25,000
$150,000
$100,000
$50,000
$100,000
$500,000
$5,000,000
$250,000
200,000
$100,000
$100,000
$50,000
$200,000
$500,000
$23,090 $10,000,000
C$53,322 C$1,000,000
$ 1 0 , 0 1 7 $ 1 0 0 , 0 0 0
A n n u a l . . .
Drawdow
1 1 . 7 1 % - 2 7 , 1 1 %
8 . 9 4 % - 1 , 2 8 %
3 9 . 4 1 % - 1 9 , 8 9 %
6 . 2 0 % - 2 9 , 7 2 %
2 4 . 0 5 % - 1 1 , 2 4 %
2 . 5 7 % - 3 2 , 4 6 %
5 . 7 2 % - 1 9 , 3 2 %
5 . 5 8 % - 1 0 , 6 9 %
3 7 . 7 1 % - 4 2 , 2 6 %
2 . 6 4 % - 4 9 , 3 4 %
1 0 . 0 3 % - 5 , 9 5 %
7 . 8 2 % - 3 6 , 8 9 %
0 . 8 1 % - 1 6 , 9 8 %
1 5 . 1 0 % - 2 , 1 7 %
1 5 . 3 3 % - 4 0 , 3 9 %
5 . 0 0 % - 1 7 , 3 9 %
7 . 2 6 % - 4 , 1 2 %
- 2 0 . 4 5 % - 6 8 , 4 0 %
8 . 3 6 % - 1 2 , 0 0 %
- 0 . 9 4 % - 2 1 , 8 7 %
- 4 . 6 4 % - 3 0 , 1 3 %
1 1 . 5 8 % - 1 1 , 8 6 %
4 . 4 9 % - 1 3 . 4 8 %
6 . 2 7 % - 1 0 , 9 7 %
2 . 2 1 % - 8 , 9 8 %
7 . 5 5 % - 1 5 , 5 6 %
9 . 2 5 % - 2 . 1 7 %
6 . 9 9 % - 7 , 7 6 %
1 7 . 7 6 % - 2 3 , 3 8 %
5 . 1 7 % - 5 0 , 6 2 %
9 . 9 1 % - 2 5 . 3 5 %
- 1 1 . 9 2 % - 2 1 , 8 3 %
4 . 5 9 % - 9 , 3 1 %
9 . 7 0 % - 1 6 , 4 0 %
- 2 . 6 9 % - 4 2 . 9 9 %
1 0 . 3 6 % - 1 2 . 6 5 %
QEPs Only - 3 , 4 6 % - 3 . 1 0 % - 2 . 9 9 % - 1 6 , 7 8 % $6,000 $500,000 9 . 9 2 % - 2 4 , 9 2 %
- 3 . 6 5 % - 4 , 0 4 % 1 4 , 6 6 % - 4 , 8 0 % $2,933 $200,000 2 9 . 1 6 % - 4 1 , 4 9 %
- 4 , 1 0 % - 9 , 5 5 % - 1 0 . 5 1 % - 2 4 . 0 4 % $7,412 $200,000 4 . 4 9 % - 3 2 , 7 9 %
QEPs Only - 4 , 2 4 % - 0 , 3 5 % 9 . 2 0 % - 4 , 2 4 % $4,457 $200,000 1 2 . 1 6 % - 1 5 , 9 6 %
QEPs Only - 4 . 2 6 % - 3 . 4 2 % 1 . 7 4 % - 6 , 3 8 % $2,706,886 $5,000,000 9 . 3 1 % - 1 7 , 4 2 %
- 4 . 3 9 % - 2 . 3 5 % - 1 . 3 6 % - 4 . 7 4 % $0,196 $100,000 - 2 . 3 1 % - 4 , 7 4 %
- 5 . 9 1 % - 1 4 . 2 1 % - 9 . 1 5 % - 4 0 . 9 7 % $2,409 $200,000 - 2 . 6 5 % - 4 0 , 9 7 %
QEPs Only - 6 . 0 2 % - 1 0 . 2 0 % - 6 . 0 2 % - 1 0 . 2 0 % $2,638 $250,000 - 0 . 4 8 % - 1 0 , 2 0 %
- 6 . 5 1 % - 1 0 . 5 8 % - 7 . 7 5 % - 2 8 . 7 4 % $0,929 $100,000 - 1 4 . 3 8 % - 3 0 , 7 7 %
- 6 . 7 0 % - 1 5 . 1 3 % - 7 . 1 8 % - 1 5 . 1 3 % $1,147 $10,000 2 . 5 3 % - 1 5 , 1 3 %
QEPs Only - 7 . 2 2 % - 9 . 0 7 % - 1 . 5 9 % - 9 . 4 5 % $5,970 $3,000,000 - 2 . 2 1 % - 9 , 4 5 %
QEPs Only - 8 . 6 0 % - 1 . 7 0 % 3 . 3 2 % - 1 0 . 3 2 % $1,383,000 $20,000,000 7 . 6 4 % - 1 6 , 9 1 %
QEPs Only - 9 , 3 4 % - 2 0 . 3 0 % - 2 . 9 6 % - 3 0 . 0 8 % $11,900 $200,000 7 . 3 5 % - 4 9 , 8 8 %
QEPs Only - 1 1 , 1 3 % - 9 . 6 3 % - 4 . 6 6 % - 1 4 . 5 0 % $683,103 $10,000,000 1 3 . 4 0 % - 2 6 , 5 6 %
QEPs Only - 1 1 , 1 6 % - 7 . 2 2 % - 0 . 8 2 % - 1 4 . 2 7 % $2,016,476 $10,000,000 1 3 . 3 2 % - 2 6 , 5 6 %
QEPs Only - 1 1 , 2 5 % - 1 8 . 6 1 % - 1 1 . 1 0 % - 1 8 . 6 1 % $160,000 $350,000 6 . 1 8 % - 1 8 . 6 1 %
QEPs Only - 1 2 . 7 2 % - 2 0 . 4 6 % - 1 2 . 5 0 % - 2 0 . 4 6 % $19,193 $100,000 2 , 4 3 % - 2 0 . 4 7 %
This Report May be sorted by Monthly Return, YTD Return, Current Drawdown, 12 Month Return, Assets Under Management & Minimum Account Size.
Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intrarrronth volatility.
(C) = Client Trading Results | (P) = Proprietary Trading Results | (P&C) = A Combination of Proprietary 8» Client Results.
Monthly Return - Indicates the Monthly Retum for the Date indicated in the Title of ttiis Report.
YTD Retum - Indicates the Year-to-Date Return as of the Date indicated in the title of this report..
12 Month Retum - Indicates the last 12 Month Retum as of the Date indicated in the Title of this Report.
Current Drawdown - Represents the extent of the Advisor's current drawdown.
Assets under Management - Tlie Assets under Managmeent of the Advisor's Program or the Total Assets of the Advisor.
Minimum Investment - The minimum participation for an individual managed account.
Annual Com|X>und Rate of Return from Inception - Represents the average return of the CTA over a number of years. It smoothes out returns by assuming constantg row th
Worst Drawdown from Inception - The Worst Drawdown is defined as the greatest cumulative percentage decline In net asset value due to losses sustained by thetrading program during any period In which the initial net asset value Is not equaled or exceeded by a subsequent asset value.
R I S K D I S C L O S U R E - P A S T P E R F O R M A N C E I S N O T N E C E S S A R I L Y I N D I C A T I V E O F F U T U R E R E S U L T S .
THIS MATTER MAY BE INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGNEXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORKAGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULDT H E R E F O R E C A R E F U L L Y C O N S I D E R W H E T H E R S U C H T R A D I N G I S S U I T A B L E F O R Y O U I N L I G H T O F Y O U R F I N A N C I A L C O N D I T I O N . I F Y O U A R E U N S U R E
Y O U S H O U L D S E E K P R O F E S S I O N A L A D V I C E . A N I N V E S T O R M U S T R E A D A N D U N D E R S T A N D T H E C T A ' S C U R R E N T D I S C L O S U R E D O C U M E N T B E F O R E
I N V E S T I N G . T H E R E A R E N O G U A R A N T E E S O F P R O F I T N O M A T T E R W H O I S M A N A G I N G Y O U R M O N E Y.
P A S T P E R F O R M A N C E D O E S N O T G U A R A N T E E F U T U R E S U C C E S S . I N S O M E C A S E S M A N A G E D A C C O U N T S A R E C H A R G E D S U B S T A N T I A L C O M M I S S I O N S A N D
ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OFTHEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUETO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARDCOPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENr* BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NOC O N S I D E R A T I O N T O I N V E S T S H O U L D B E M A D E W I T H O U T T H O R O U G H L Y R E A D I N G T H E D I S C L O S U R E D O C U M E N T O F E A C H O F T H E C T A S I N W H I C H Y O U
MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NOCOST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY ORACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BEO P E N E D F O R Y O U .
P A S T P E R F O R M A N C E I S N O T N E C E S S A R I L Y I N D I C A T I V E O F F U T U R E R E S U L T S . P R O S P E C T I V E C L I E N T S S H O U L D N O T B A S E T H E I R D E C I S I O N O N
INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION,P R O S P E C T I V E C L I E N T S M U S T A L S O R E L Y O N T H E I R O W N E X A M I N A T I O N O F T H E P E R S O N O R E N T I T Y M A K I N G T H E T R A D I N G D E C I S I O N S A N D T H E T E R M S
O F T H E A D V I S O R Y A G R E E M E N T I N C L U D I N G T H E M E R I T S A N D R I S K S I N V O L V E D .
L I M I T A T I O N S O F R A N K I N G S A R E T H A T O N L Y T H O S E A D V I S O R S O R P O O L O P E R A T O R S T H A T S U B M I T T E D T H E I R P E R F O R M A N C E D A T A T O A U T U M N G O L D
W E R E R A T E D . T H E E N T I R E C T A U N I V E R S E I S N O T I N C L U D E D I N T H E R A N K I N G S . T H E P E R F O R M A N C E I N F O R M A T I O N P R O V I D E D W H E R E I N H A S N O T B E E N
V E R I F I E D B Y A U T U M N G O L D . T H E P A S T P E R F O R M A N C E I S N O T N E C E S S A R I L Y I N D I C A T I V E O F F U T U R E R E S U L T S .
A U T U M N G O L D C T A I N D E X E S A R E N O N - I N V E S T A B L E I N D E X E S C O M P R I S E D O F T H E C L I E N T P E R F O R M A N C E O F C T A P R O G R A M S I N C L U D E D I N T H E A U T U M N
G O L D D A T A B A S E A N D D O N O T R E P R E S E N T T H E C O M P L E T E U N I V E R S E O F C T A S . I N V E S T O R S S H O U L D N O T E T H A T I T I S N O T P O S S I B L E T O I N V E S T I NT H E S E I N D E X E S .
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