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Report Start Date Report End Date



Trading Strategy: Fundamental / Agricultural

Program Description: The primary focus of the trading program is on agricultural commodity markets with particular emphasis on soybean, soybean products, and corn futures and options, but does occasionally trade other markets. Mr. Ditsch gained a thorough understanding of markets through his time at Noble Agri and long before trading physical grain and oilseed markets in the US. He began his career with Consolidated Grain and Barge, a leading US grain and transportation company and then with Zen-noh Grain Corporation. At Zen-Noh, Mr. Ditsch eventually rose to the position of Trading Manager for all commodities.

Investment Information

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There are no Trading Results from October 2013 through November 2015. During this time Mark Ditsch was employed by Noble Group. See Accounting Notes+++

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019-1.35% -1.68% 0.85% 1.29% 3.19% -3.72% -1.62% -3.33% -0.23% -1.40% -6.39% 3.28%
2020 -1.55% 0.46% 0.20% -0.40% 0.78% 0.75% -1.05% 8.98% 4.65% 2.86% 9.51% 17.12%
2021 6.86% 4.72% 1.62% 11.29% -8.97% -2.58% -0.34% -1.27% 1.81% -0.92% -0.99% -1.52%
2022 6.06% 13.45% -0.53% -1.07% -2.74% -0.57% -1.20% 0.47% 2.03% 3.97% -1.46% -1.63%
2023 -1.40% -0.47% -1.27% 1.47% -2.19% 0.42% -0.38% 2.20% -1.19% -3.94% -6.07% 4.19%
2024 4.60% 7.33% -4.87%  

 201920202021202220232024 YTD
ROR-10.96%49.21%8.61%16.88%-8.67%6.80%
Max DD-15.68%-1.55%-14.18%-5.98%-12.35%-4.87%

Track Record Prepared By: N/A


Program Statistics
Omega Ratio % Threshold 1.24
Peak-to-Valley Drawdown (1) (May 2019 - Nov 2019) -15.68%
Worst Monthly Return (May 2021) -8.97%
Current Losing Streak -5.46%
Average Monthly Return 0.89%
Monthly Std. Deviation 4.55%
# Months with Positive Performance 29
# Months with Negative Performance 34
Gain to Loss Ratio 2.11
Annualized Statistics
Compound ROR (2) 9.94%
Standard Deviation 15.75%
Downside Deviation (3) 8.00%
Sharpe Ratio (4) 0.62
Sortino Ratio (5) 0.58
Calmar Ratio (6) 0.19
Sterling Ratio (7) 0.14
Profit Loss Ratio 1.80



            Current Losing Streak = -5.46%


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Comparisons ProgramAG CTA Index
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SP 500 TR
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Annualized Compound ROR (2) 9.94%5.60%17.11%
Cumulative Return 64.49%33.09%129.11%
Cumulative VAMI(8) 164513312291
Largest Monthly Gain 17.12%2.99%12.82%
Largest Monthly Loss -8.97%-1.42%-12.35%
Profit Loss Ratio 1.803.651.95
Correlation 0.2160.013
Last Month -4.87%1.91%3.22%
Last 12 Months 0.67%8.29%29.88%
Last 36 Months 8.88%16.15%38.61%

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+++ Accounting Notes: In September of 2013 Mark Ditsch closed his trading program due to his joining of Noble Group. Mr. Ditsch left Noble in November 2015 to reopen his trading program, Ditsch Trading, and began trading accounts for the program again in December 2015.

An Important Note on the Start Date and End Dates of this Report. If the Start Date of this Report Predates the Inception of the Program, the Maximum Drawdown from Inception may be larger than indicated in this report. The Inception of this program is Jan 2011

*** Historical Drawdowns & Recoveries: The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown.

Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2019-01-31 to 2024-03-31
2. The Compound Annual ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth.
3. Downside Deviation uses a 5% Minimum Acceptable ROR
4. Sharpe Ratio uses a 1% Risk Free ROR
5. Sortino Ratio uses a 5% Minimum Acceptable ROR
6. Calmar Ratio Uses last 36 months of Data
7. Sterling Ratio uses last 36 months of Data
8. The hypothetical growth of $1,000 VAMI
ROR = Rate of Return

AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.

SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.

This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document or Fund's Offering Document.