foremost capital management annual ^ ....
TRANSCRIPT
8/12/2019 CTA Ranking Reports
FOREMOST CAPITALM A N A G E M E N T
July 2019 Performance - CTAs Ranked by YTD ReturnPerformance Results reported or amended subsequent to Monday August 12, 2019 are not reflected in this Report
Click on column headings to sort j Note that Annual Compound ROR and Worst Drawdown are from Inception
R a n k ManagerInvestment Month lyR e s t r i c t i o n s R e t u r n
'* 'ytdR e t u r n
12M o n t hR e t u r n
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
A n n u a l ^ .
1 QQFund.com LLC - Invst Prg 1 QEPs Only 0 . 0 7 % 1 1 5 . 2 6 % 9 3 . 5 1 % $ 9 , 8 0 6 $0 3 2 . 4 6 % - 3 5 . 8 1 %
2 Quality Capital Management Ltd - GDP QEPs Only 0 . 9 4 % 3 4 . 4 8 % 3 7 . 9 9 % • 3 0 . 6 4 % $ 9 , 2 0 0 $500,000 8 . 1 4 % - 5 3 . 5 5 %
3 Plus EV Capital - Raise Alpha 2 . 0 3 % 3 2 . 8 2 % 6 2 . 4 4 % - 1 8 . 4 6 % $0,949 $100,000 6 0 , 0 7 % - 2 0 . 0 8 %
4 Altis Pits (Jersey) Ltd - Global Futures QEPs Only 7 . 0 0 % 3 1 . 1 5 % 3 8 . 9 5 % • 1 6 . 0 2 % S 1 4 . 4 0 0 $200,000 8 . 7 2 % - 4 9 . 8 8 %
5 Ansbacher Inv. Mgt - Flagship Prg QEPs Only 0 . 5 3 % 2 8 . 4 5 % 7 . 7 7 % - 0 . 2 7 % S 1 5 . 0 0 0 $25,000 9 . 7 4 % - 4 1 . 9 5 %
6 KeyQuant SAS - Key Trends QEPs Only 4 . 0 5 % 2 6 . 9 0 % 9 . 2 7 % - 6 . 0 2 % $430,000 $10,000,000 9 . 5 2 % - 3 0 . 2 5 %
7 AG Capital - Global Macro • 6 . 1 1 % 2 6 . 8 3 % 1 7 , 6 5 % - 6 . 1 1 % $ 1 6 , 3 0 0 $200,000 2 2 . 2 3 % - 2 5 . 2 6 %
8 2Pixels Capital Mgt - Index Option 4 . 9 0 % 2 6 . 1 1 % 1 2 . 4 8 % • 4 0 . 8 8 % $ 0 , 6 6 9 $25,000 - 1 0 . 8 6 % - 6 8 . 3 5 %
9 JDN Capital LLC - Green Leaf 5 . 3 0 % 2 5 . 3 3 % 2 1 . 7 4 % $2,000 $300,000 3 4 . 3 2 % - 2 . 8 7 %
1 0 D r e i s s R e s e a r c h - D i v e r s i fi e d QEPs Only 9 . 8 2 % 2 4 . 0 7 % 3 2 . 8 2 % - 9 . 6 4 % $1,896 $750,000 1 4 . 7 5 % - 5 1 . 4 4 %
11 For t LP - G loba l Fu tu res QEPs Only 1 . 7 9 % 2 2 . 3 2 % 1 6 . 1 3 % $2,107,665 $10,000,000 1 4 . 1 8 % - 2 6 . 5 6 %
1 2 DUNN Capital • WMA QEPs Only 4 . 8 9 % 2 2 . 0 3 % 1 1 . 9 3 % - 1 1 . 8 0 % $ 5 9 7 , 0 0 0 $10,000,000 1 3 . 2 1 % - 6 0 . 2 6 %
1 3 Turk Capital LLC - U.S. Equity Long Short QEPs Only 1 . 0 0 % 1 7 . 6 5 % 8 . 0 7 % $ 2 1 , 5 9 6 $100,000 6 . 2 1 % - 2 0 . 4 7 %
1 4 F o r t L P - G l o b a l D i v e r s i fi e d QEPs Only 1 . 5 2 % 1 6 . 9 5 % 1 3 . 7 7 % $ 7 2 4 , 7 4 8 $10,000,000 1 4 . 3 1 % - 2 6 . 5 6 %
1 5 Fort LP - Contrarian Program QEPs Only 2 . 3 5 % 1 6 . 0 0 % 9 . 0 2 % $2,978,984 $5,000,000 9 . 9 9 % - 1 7 . 4 2 %
1 6 Bensboro Company, LLC - Seasonal Spread QEPs Only 0 . 8 2 % 1 5 . 8 9 % 2 7 . 7 2 % $ 3 , 8 0 4 $500,000 4 . 4 3 % - 1 9 . 3 2 %
1 7 Statar Capital LLC - NG Strategy QEPs Only 1 . 4 0 % 1 5 . 7 3 % 2 6 . 7 8 % $ 2 4 8 , 6 8 6 $10,000,000 2 9 . 5 4 % - 0 . 5 7 %
1 8 For t LP - G loba l Trend QEPs Only 0 . 7 6 % 1 5 . 6 6 % 1 6 . 9 9 % S 2 3 3 . 5 9 0 $10,000,000 1 0 . 0 3 % - 1 6 . 4 0 %
1 9 Goldman Mgt - Stock Index QEPs Only 0 . 8 8 % 1 4 . 9 5 % 4 . 9 9 % $ 1 5 8 , 0 0 0 $350,000 9 . 0 0 % - 1 1 . 2 5 %
2 0 EMC Capital Advisors - Alpha Plus QEPs Only 1 . 4 1 % 1 4 . 3 7 % 1 1 . 7 3 % - 1 . 0 1 % $ 7 , 7 1 9 $5,000,000 8 . 6 9 % - 1 5 . 5 6 %
21 Diamond Capital - Enhanced S&P 1 . 5 2 % 1 4 . 0 7 % 3 . 2 9 % - 0 . 3 6 % S 1 3 . 9 4 2 $100,000 1 2 . 5 7 % - 1 2 . 6 5 %
2 2 EMC Capital Advisors - Alpha QEPs Only 1 . 2 2 % 1 2 . 1 1 % 8 . 9 1 % S 1 8 4 . 1 6 8 $5,000,000 5 . 9 1 % - 1 0 . 6 9 %
2 3 Aleph Strategies - Aleph Options 1 . 9 9 % 1 1 . 8 5 % 1 9 . 3 8 % S 2 8 . 6 5 5 SIOO.OOO 2 0 . 1 5 % - 1 . 6 4 %
2 4 Spring Valley Asset Mgt - SVAM Diversified Alpha QEPs Only 5 . 5 1 % 1 1 . 7 3 % 1 1 . 7 3 % $1,100 $1,000,000 2 4 . 8 3 % - 4 . 1 8 %
2 5 Tr a n s t r e n d B . V. - D T P E R U S D 7 . 3 3 % 1 1 . 3 3 % 4 . 4 1 % - 1 . 2 4 % $4 ,800 ,000 $25,000,000 1 1 . 2 9 % - 1 5 . 6 7 %
2 6 White River - SI Option Writing 1 . 5 2 % 1 1 . 1 8 % 6 . 7 3 % S 2 1 . 2 3 2 $20,000 1 0 . 1 1 % - 1 8 . 7 3 %
2 7 Tr a n s t r e n d B . V. - D T P E R E U R 7 . 2 3 % 1 1 . 0 0 % 3 . 3 5 % - 3 . 1 6 % C 3 4 8 . 0 0 0 €25,000,000 7 . 9 6 % - 1 7 . 0 2 %
2 8 DUNN Capital - WMA Institutional QEPs Only 2 . 5 0 % 1 0 . 9 8 % 6 . 8 4 % - 3 . 9 7 % $ 4 5 7 , 0 0 0 $25,000,000 4 , 9 1 % - 1 5 . 1 7 %
2 9 Crescent Bay - Premium SI 2 . 1 7 % 1 0 . 7 1 % 1 5 . 7 4 % $ 0 , 0 2 3 $ 1 0 , 0 0 0 5 . 1 1 % - 2 6 . 4 6 %
3 0 EMC Capital Advisors - Balance Prg QEPs Only 0 . 5 6 % 9 . 4 6 % 1 . 4 3 % $6,769 $3,000,000 1 . 4 3 % - 7 . 7 3 %
3 1 Spring Valley Asset Mgt - SVAM Tactical Trend QEPs Only 2 . 5 3 % 8 , 6 4 % 9 . 9 8 % - 4 . 3 2 % $ 1 2 , 0 0 0 $1,000,000 2 . 2 7 % - 1 7 . 5 7 %
3 2 Crescent Bay - Conservative Growth Index 0 . 5 3 % 8 . 5 2 % 9 . 9 1 % $0,819 $10,000 8 , 5 6 % - 1 3 . 2 4 %
3 3 Melissinos Trading - Eupatrld QEP's Only 4 . 1 0 % 8 . 4 9 % 3 . 4 8 % - 3 1 . 6 0 % $ 4 , 0 0 0 $500,000 0 . 9 7 % - 3 9 . 5 0 %
3 4 Altis Prts (Jersey) Ltd - PureTrend Portfolio QEPs Only 5 . 4 3 % 8 . 4 8 % 4 . 4 0 % - 7 . 4 4 % $ 0 , 2 5 5 $20,000,000 0 , 9 5 % - 1 7 , 0 1 %
3 5 QuantScape - US Eg Indx QEPs Only 2 . 3 1 % 8 . 3 9 % • 1 6 . 3 4 % • 1 9 . 2 6 % $ 1 2 , 7 5 6 $500,000 1 1 , 0 5 % - 2 8 , 3 9 %
3 6 SpreadEdge Capital, LLC - Diversified SeasonalSpread
3 . 5 8 % 8 . 3 2 % 3 1 . 0 7 % - 0 . 2 2 % $1,449 $100,000 1 8 , 6 9 % - 4 4 , 0 2 %
3 7 Turk Capital LLC - Long Short Oil QEPs Only 1 5 . 5 0 % 8 . 2 1 % - 1 2 . 9 0 % • 4 0 . 2 3 % $0,075 $125,000 - 9 , 3 5 % - 4 8 , 2 5 %
3 8 Tr a n s t r e n d B . V. - D T P S R E U R 5 . 2 9 % 8 . 0 7 % 2 . 7 5 % - 1 , 7 9 % € 5 7 3 . 0 0 0 €25,000,000 4 . 8 2 % - 1 2 , 0 4 %
3 9 White River - Dynamic S&P Options 1 . 5 0 % 7 . 7 4 % 1 2 . 4 9 % - 8 , 6 5 % $ 2 4 , 7 7 1 $50,000 6 . 1 0 % - 2 7 . 4 6 %
4 0 O'Brien Investment Group - Quantitative GM Futures QEPs Only 1 . 3 8 % 7 , 7 4 % 7 . 4 0 % - 1 , 1 2 % S 1 5 . 3 0 0 $3 ,000 ,000 1 . 6 1 % - 9 . 8 4 %
4 1 TIaloc Capital - Grains Program QEPs Only 0 . 0 4 % 7 . 3 5 % 5 . 1 2 % - 1 , 3 2 % $4,198 $1 ,000 ,000 6 . 6 9 % - 1 4 . 7 8 %
4 2 Tactical Investment - Inst. Cmdy QEPs Only 0 . 6 2 % 7 . 1 9 % 1 3 . 0 9 % $ 6 5 , 3 0 0 $10,000,000 1 5 . 2 2 % - 4 1 . 5 2 %
4 3 AIS Capital Mgt - MAAP (2X - 4X) QEPs Only - 4 . 6 9 % 6 . 4 9 % 1 . 9 5 % - 7 3 . 4 2 % $8,032 $3,000,000 4 . 5 7 % - 7 8 . 0 0 %
4 4 Quest Partners LLC - AQO QEPs Only 2 . 1 5 % 6 . 3 2 % - 1 . 8 7 % - 1 6 . 2 5 % $1,375,000 $20,000,000 8 . 7 3 % - 2 9 . 4 0 %
4 5 JTM Capital Mgt - JTM Absolute Return QEPS Only 2 . 3 9 % 6 . 3 0 % 1 3 . 7 4 % $2,600 $100,000 2 . 9 6 % - 1 2 . 3 1 %
166.78.191.124/foremosLaltemalive/RankingReport.php?sort_by=3&for=2019-08-12&type= &desc=l 1 / 4
8/12/2019 CTA Ranking Reports
R a n k M a n a g e r
46 Drury Capital - Diversified T-Fol lowing
47 Schindler Capital Mgt - Dairy Adv.
48 Carbide Capital Inc - Absolute Return
49 Aventis Asset Mgt - Div. Commodity
50 Revolution Capital Mgt - Alpha Prg
51 Global Sigma Group - Plus Prg
52 EMC Capital Advisors - Classic
53 Turk Capital LLC - US Market Hedge Strategy
54 Warrington Asset Mgt - Tact ical
5 5 L E H A d v i s o r L L C - B r e a k O u t P o i n t
56 SpreadEdge Capital, LLC - Ag Seasonal Spread
Breakout Funds Managed Program - Managed
Program
O'Brien Investment Group - Discretionary GlobalM a c r o
59 Algor i thmic Futures, Inc. - Tandem
60 Tomas Capital - GCAF | USD
61 Evergreen Commodity - Disc. Energy
62 ArchSight Capi ta l - Abacus
63 ArchSight Capi ta l - Prometheus
6 4 W i m m e r H o r i z o n L L P - W I m m e r H o r i z o n L L P
6 5 P a s k e w l t z - C o n t r a r i a n S & P
66 Wharton Capital Mgt - Ag Futures
67 Jaguar Inv. - Aegir Strategy
68 Pak Capital LLC - Currency Prg
69 Parlzek Capital - Futures Trading
70 Global Sigma Group - Equity Advantage II
71 Three Rock Capital - Global Macro
72 SinoPacAM - SinoPacAM-SQMF
73 Soaring Pelican - Diversified S&P
74 Alpha Centauri Capital Mgt - Tactical Opportunities
7 5 N u W a v e I n v e s t m e n t - C o m b i n e d 2 x
76 Blake Capital Mgt, Inc. - SRD Currencies
77 Soaring Pelican, LLC - S&P Multiday Hybrid
78 Bocken Trading LLC - Discretionary
79 Pinst r ipe Trading - Standard
80 Eckhardt Trading Co - Evolut ion
8 1 H P X F i n a n c i a l - O l d S c h o o l
82 Caerus Group, LLC - Oil Futures Trading Prg
83 Greenwave Capital - Flagship Plus
8 4 N u W a v e I n v e s t m e n t - S h o r t - Te r m F u t u r e s P o r t f o l i o
85 White River - Diversified Option Writer
8 6 R e d O a k A d v i s o r s - F u n d a m e n t a l
87 Portfolio Concept - PC Global Systematic
88 Quant i tat ive Invest Mgt - Global
89 Eckhardt Trading Co - Evolution 1.2X
90 Ditsch Trading LLC - Discretionary
91 Greenwave Capital - Flagship Plus 2X
92 Praus Capital Mgt - Quantiative Strategies I
93 Neptune Invest ing - Navigator Prg
94 Blue Bar Trading - Commodity Diversified
1512 SG Capital Management AG - St.Gallen IC o u n t e r - T r e n d
96 Claughton Capi ta l - Inst i tu t ional
97 Sigma Advanced Capital Mgt - GAFS
98 Davis Commodit ies - Ag Program
Investment Month lyR e s t r i c t i o n s R e t u r n
QEPs Only 5 .90%
QEPsOn ly - 0 .53%
QEPs Only -0.50%
QEPs Only 0 .75%
Q E P s O n l y 1 . 3 9 %
QEPs Only 0 .43%
QEPsOn ly - 2 .61%
QEPs Only -0.42%
QEPs Only 1.06%
Q E P s O n l y 0 . 1 8 %
QEPs Only 0.56%
QEPs Only 2.28%
QEPs Only 1.87%
QEPs Only 0.33%
QEPs Only -0.06%
QEPsOnly -1 .02%
Q E P s O n l y 1 . 1 3 %
C u r r e n tD r a w d o w n
A s s e t sUnder Mgt(Millions)
M i n i m u mI n v e s t m e n t
A n n u a lCompound
R O R
QEPs Only 0 .37%
QEPs Only 0.60%
QEPs Only 0.28%
QEPs Only 5 .33%
QEPs Only 0 .74%
Q E P s O n l y 1 . 8 5 %
QEPsOn ly - 0 .64%
QEPsOn ly - 3 .36%
QEPs Only 1 .00%
QEPsOn ly - 1 .32%
5 . 8 7 % 2 . 0 5 %
5 . 5 0 % - 1 . 2 5 %
5 . 0 1 % - 9 . 8 0 %
4 . 9 5 % - 5 . 1 2 %
4 . 9 0 % - 0 . 2 8 %
4 . 1 6 % 9 . 0 7 %
3 . 7 2 % 2 . 0 8 %
3 . 7 0 % - 2 . 3 0 %
3 . 4 1 % 5 . 2 5 %
3 . 2 9 % 4 . 2 5 %
3 . 0 9 % 3 1 . 0 4 %
2 . 9 7 % 4 . 2 1 %
2 . 8 4 % - 0 . 2 0 %
2 . 7 0 % 2 . 7 0 %
2 . 6 6 % - 4 . 4 2 %
2 . 1 5 % 6 . 9 4 %
1 . 4 0 % 1 . 8 3 %
1 . 3 7 % 4 . 8 4 %
1 . 3 4 % 3 . 2 5 %
0 . 9 4 % - 1 3 . 1 1 %
0 . 7 0 % - 3 . 9 1 %
0 . 6 9 % 1 . 3 7 %
0 . 3 2 % - 2 . 1 1 %
- 0 . 0 3 % 2 . 6 6 %
- 0 . 1 1 % 0 . 7 4 %
- 0 . 3 8 % - 2 . 2 1 %
- 0 . 5 8 % 1 5 . 8 3 %
- 0 . 6 3 % - 6 . 6 1 %
- 0 . 6 4 % - 1 . 9 5 %
- 0 . 6 5 % 1 2 . 6 9 %
- 0 . 9 0 % - 1 . 2 5 %
- 0 . 9 0 % - 2 . 7 5 %
- 1 . 0 4 % - 5 . 7 5 %
- 1 . 0 5 % - 3 . 1 6 %
- 1 . 1 9 % 0 . 4 3 %
- 1 . 2 7 % - 3 . 1 5 %
- 1 . 3 8 % - 1 . 3 3 %
- 1 . 4 8 % 0 . 4 1 %
- 1 . 5 2 % - 3 . 1 8 %
- 1 . 8 2 % 0 . 4 0 %
- 1 . 9 0 % - 3 0 . 8 3 %
- 2 . 0 8 % - 3 . 9 2 %
- 2 . 1 9 % - 4 . 4 1 %
- 2 . 4 9 % - 1 . 1 4 %
- 3 . 1 6 % - 1 0 . 1 7 %
- 3 . 2 8 % 0 . 4 2 %
- 3 . 4 1 % - 3 . 8 9 %
- 3 . 4 3 % - 0 . 6 7 %
- 3 . 9 5 % - 1 . 4 4 %
- 3 . 9 6 % 0 . 0 3 %
- 4 . 0 2 % 4 . 6 7 %
- 4 . 0 3 % - 1 . 5 6 %
- 4 . 1 5 % - 8 . 3 9 %
$198,000 $10 ,000 ,000
$ 2 , 9 6 3 $ 2 0 0 , 0 0 0
$ 3 , 2 5 3 $ 2 0 0 , 0 0 0
$ 6 0 , 0 0 0 $ 8 , 0 0 0 , 0 0 0
$ 1 8 7 , 0 0 0 $ 5 , 0 0 0 , 0 0 0
$ 3 6 8 , 2 3 2 $ 3 , 0 0 0 , 0 0 0
$ 2 1 , 5 7 1 $ 5 , 0 0 0 , 0 0 0
$ 2 , 8 6 6 $ 2 5 0 , 0 0 0
$ 2 4 , 9 0 0 $ 5 0 0 , 0 0 0
$ 0 , 4 0 2 $ 3 0 0 , 0 0 0
$ 0 , 2 0 2 $ 1 0 0 , 0 0 0
$ 2 7 , 7 0 7 $ 1 , 0 0 0 , 0 0 0
$2 ,000 ,000
$ 0 , 0 9 2 $ 5 0 , 0 0 0
$ 0 , 6 4 7 $ 1 , 5 0 0 , 0 0 0
$ 2 1 , 6 7 0 $ 1 0 0 , 0 0 0
$ 1 , 1 3 0 $ 1 0 0 , 0 0 0
$ 5 , 9 0 0 $ 1 0 0 , 0 0 0
S 6 3 . 5 0 0 $ 5 , 0 0 0 , 0 0 0
S 4 8 . 0 0 0 $ 1 , 0 0 0 , 0 0 0
$ 6 , 3 4 4 $ 1 0 0 , 0 0 0
$ 9 , 8 8 0 $ 1 , 0 0 0 , 0 0 0
$ 2 , 1 7 7 $ 2 0 0 , 0 0 0
$ 1 , 0 8 9 $ 1 , 0 0 0 , 0 0 0
$ 3 5 , 6 1 6 $ 1 , 0 0 0 , 0 0 0
$ 7 4 , 4 0 0 $ 1 , 0 0 0 , 0 0 0
S 4 1 . 6 0 0 $ 5 , 0 0 0 , 0 0 0
$ 1 5 , 3 0 0 $ 1 0 0 , 0 0 0
$ 4 , 2 0 8 $ 5 0 0 , 0 0 0
$ 2 6 , 2 4 0 $ 5 , 0 0 0 , 0 0 0
$ 0 , 1 9 2 $ 1 0 0 , 0 0 0
$ 4 , 0 0 0 $ 1 7 5 , 0 0 0
$ 3 , 1 9 2 $ 1 0 0 , 0 0 0
$ 7 , 1 0 0 $ 1 2 5 , 0 0 0
$115,700 $20,000,000
$ 9 , 3 8 2 $ 2 0 0 , 0 0 0
$ 0 , 4 9 5 $ 2 0 0 , 0 0 0
$ 3 9 7 , 0 0 0 $ 1 , 0 0 0 , 0 0 0
$ 3 6 , 6 4 0 $ 5 , 0 0 0 , 0 0 0
$ 8 , 6 0 0 $ 5 , 0 0 0 , 0 0 0
$ 1 6 , 9 0 0 $ 1 , 0 0 0 , 0 0 0
$1,203,000 $20,000,000
$36,900 $20 ,000 ,000
$ 2 , 9 3 1 $ 1 0 0 , 0 0 0
$ 3 9 7 , 0 0 0 $ 3 0 0 , 0 0 0
$100,000
$100,000
$500,000
$1,000,000
$ 2 0 0 , 0 0 0
$ 2 5 0 , 0 0 0
166.78.191.124/foremost_alteraati ve/RanklngReport.php?sort_by=3&foi=2019-08-12&type= &desc= 1
8/12/2019
R a n k M a n a g e r
99 Blackheath Fund Mgt - Tactical PI
100 Blue Bar Trading - Blue Bar Ag
101 Dynamica Global Inv - Energy
102 Auspice Capital Advisors - Cmdy Index
103 Peari Capital Advisors - Pearl Hedged VIX
104 M&R Capital LLC - Livestock
105 Trigon Invst Advisors - Disc. Macro
106 Sector Arc - Global Lean Hog Ag
1 0 7 S o u t h w e s t M a n . I n v . - G l o b a l D i v .
108 Alder Capital DAC - Alder Capital 20
109 Mulvaney Capital - MP Prg
110 Urban Tree Capital - UTC Plus
111 Auspice Capital Advisors - MP Index
112 Kinkopf Capital Mgt, LLC - S&P SELECT
113 Trigon Invst Advisors - FX Program
114 Auspice Capital Advisors - Diversified
Orion Capital Advisors, Inc. - Beta Opportunity(Client)
116 Sandpiper - Global Macro
117 Lyons Trading Group - LATS (C)
118 Opus Futures, LLC - Advanced Ag
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 intramonth volatility.
(C) = Client Trading Results | (P) = Proprietary Trading Results | (P&C) = A Combination of Proprietary & Client Results.
Monthly Return - Indicates the Monthly Return for the Date indicated in the Title of this Report.
YTD Return - Indicates the Year-to-Date Return as of the Date indicated in the title of this report..
12 Month Return - Indicates the last 12 Month Return 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 - The 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 Compound Rate of Return from Inception - Represents the average return of the CTA over a number of years. It smoothes out returns by assuming constantgrowth
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 SHOULDTHEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSUREYOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA'S CURRENT DISCLOSURE DOCUMENT BEFOREI 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.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS ANDADVISORY 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 DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NOCONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOUMAY 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 .
(JTA Ranking Reports
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
QEPs Only
MonthlyR e t u r n
M o n t hR e t u r n R e t u r n
- 4 . 1 6 % - 6 . 0 2 %
- 4 . 2 6 % - 2 . 3 4 %
- 4 . 2 7 % 3 . 6 3 %
- 4 . 6 1 % - 7 . 5 4 %
- 4 . 7 9 % - 9 . 6 3 %
- 4 . 9 3 % - 2 . 6 7 %
- 5 . 0 0 % - 9 . 4 0 %
- 5 . 6 9 % - 2 . 2 4 %
- 6 . 2 2 % 9 . 6 8 %
- 6 . 2 3 % - 6 . 4 0 %
- 6 . 3 4 % - 1 3 . 5 7 %
- 7 . 8 9 % 9 . 8 8 %
- 8 . 6 3 % - 3 . 4 4 %
- 8 . 6 4 % - 1 9 . 9 0 %
- 8 . 9 9 % - 1 5 . 4 9 %
- 9 . 0 6 % - 6 . 2 7 %
C u r r e n tD r a w d o w n
A s s e t sUnder Mgt(Millions)
$6,090
M i n i m u mI n v e s t m e n t
$50,000
$100,000
$500,000
C$1,000,000
$500,000
$100,000
$ 3 3 3 , 2 5 3 $ 5 , 0 0 0 , 0 0 0
$ 8 , 8 0 0 $ 2 5 0 , 0 0 0
$ 8 , 6 4 7 $ 2 0 0 , 0 0 0
$ 2 3 3 , 0 0 0 $ 5 , 0 0 0 , 0 0 0
$132,000 $10 ,000 ,000
$ 0 , 6 2 3 $ 1 0 0 , 0 0 0
C$2,524 C$1,000,000
$ 0 , 0 4 4 $ 2 5 , 0 0 0
$ 8 , 6 0 0 $ 5 , 0 0 0 , 0 0 0
$ 1 0 , 0 9 8 $ 2 , 0 0 0 , 0 0 0
A n n u a l
CompoundR O R
- 9 . 9 5 % - 1 4 . 9 1 % $100,000
QEPs Only - 1 0 . 8 7 % - 0 . 9 6 %
- 1 3 . 3 5 % - 2 5 . 8 0 %
$1 ,000 ,000
$100,000
- 1 8 . 2 6 % - 1 4 . 3 7 %
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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ONINVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION,PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMSO 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 DW 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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