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Report Start Date Report End Date


Trading Strategy: Spreads & Options / Diversified

Program Description: The Seasonal Spread and Option Strategy combines discretionary and seasonal analysis to trade Agricultural, Livestock, Energy and Interest Rate futures. The program may target markets exhibiting certain correlations and/or regression characteristics allowing for the opportunity to utilize spreads, butterflies, and condor positions. The strategy utilizes futures spreads in approximately 95% of the trades. The other 5% consist of options trades.

Investment Information

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Performance from Sept 2009 through Jul 2012 is of Greg Placsintar (Exempt Foreign Advisor) - Performance from Aug 2012 is client performance of Gregory P. Asset Management, LLC. See Accounting Notes+++

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019-2.29% -0.13% 0.87% 0.77% 1.92% -3.28% 0.84% -3.31% -1.23% 0.30% -0.39% 3.96%
2020 -0.89% 0.48% -1.57% 6.96% 0.44% 0.95% -4.47% 2.45% 3.54% -7.73% 3.44% -2.45%
2021 -0.33% -1.70% 1.88% -5.58% 0.59% -0.84% 0.41% -1.30% 0.97% 1.92% 3.28% -0.20%
2022 -2.59% 2.65% 0.99% -9.21% -1.24% -0.30% -0.65% 1.17%  

 2019202020212022 YTD
ROR-2.20%0.30%-1.18%-9.27%
Max DD-6.94%-7.73%-6.83%-11.19%

Track Record Prepared By:

Program Statistics
Omega Ratio % Threshold 1.20
Peak-to-Valley Drawdown (1) (Sep 2020 - Jul 2022) -17.48%
Worst Monthly Return (Apr 2022) -9.21%
Current Losing Streak -16.52%
Average Monthly Return -0.25%
Monthly Std. Deviation 2.96%
# Months with Positive Performance 22
# Months with Negative Performance 22
Gain to Loss Ratio 0.79
Annualized Statistics
Compound ROR (2) -3.44%
Standard Deviation 10.24%
Downside Deviation (3) 8.95%
Sharpe Ratio (4) -0.39
Sortino Ratio (5) -0.94
Calmar Ratio (6) -0.15
Sterling Ratio (7) -0.13
Profit Loss Ratio 0.79

            Current Losing Streak = -16.52%

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Select an index or program to add as a benchmark:

Comparisons ProgramAG CTA Index
Remove		SP 500 TR
Remove
Annualized Compound ROR (2) -3.44%5.95%15.20%
Cumulative Return -12.04%23.59%68.03%
Cumulative VAMI(8) 88012361680
Largest Monthly Gain 6.96%2.99%12.82%
Largest Monthly Loss -9.21%-1.42%-12.35%
Profit Loss Ratio 0.793.711.83
Correlation —-0.2240.252
Last Month 1.17%0.25%-4.08%
Last 12 Months -3.76%5.10%-11.22%
Last 36 Months -7.74%18.46%41.99%
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++ This Manager offers a range of fees: Fees charged on a monthly basis

+++ Accounting Notes: The performance capsule represents the performance results of actual client trading accounts. These accounts were managed by firm principal Gregory Placsintar who was not required to be registered with the CFTC because his client accounts were all foreign to the United States. Mr. Placsintar's trading in this capacity occurred from September of 2009 until August of 2012. Beginning in August of 2012 discretion over these foreign accounts was transferred from Greg Placsintar the individual to Gregory P. Asset Management, LLC the US based and registered CTA. The capsule, for the entire period presented, was prepared by utilizing actual realized and unrealized gains and losses on commodity futures trading, net of related brokerage commissions and other trading costs. In the presentation from September of 2009 until August of 2012 the accounts shown within the capsule were not charged fees as described in this document. These accounts also may not have been charged commission rates similar to what your account may pay to participate in the Seasonal Spread and Options Strategy. To properly consider the management and incentive fee's disclosed, the fees required by the program were pro-forma adjusted into the return presentation for this period of time. As of August 2012 all advisory fee considerations and standard commissions have been considered on an actual basis.

NO REPRESENTATION IS MADE THAT GREGORY P. ASSET MANAGEMENT, LLC OR ANY ACCOUNT WILL, OR IS LIKELY TO ACHIEVE PROFITS SIMILAR TO THOSE SHOWN IN THE SUBSEQUENT PAGES. THERE CAN BE NO ASSURANCE THAT ANY ACCOUNT WILL MAKE ANY PROFITS AT ALL, OR WILL BE ABLE TO AVOID INCURRING SUBSTANTIAL LOSSES.

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 Sep 2009

*** 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 2022-08-31
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.