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Report Start Date Report End Date


Trading Strategy: Discretionary / Fundamental / Diversified
4.7 Exempt - QEPs Only

Program Description: NickJen Capital is a discretionary, Natural Resource Commodity Trading Advisor. Our Commodity only program is called the NRD-1. Using both fundamental and technical analysis the ultimate trading decisions are based on fundamentals. 70% of the portfolio strategy focuses on the Agricultural and Soft markets and the remaining balance is composed of the Energy, Meat and Metal sectors. Trading decisions are developed through highly extensive, statistically based analysis, review of supply and demand conditions, inventory levels, weather developments and forecasts and economic trends and reports. This in conjunction with the managers in depth knowledge of markets and physical commodity trading experience is also strengthened by a vast network of industry contacts developed over 25 plus years.

Investment Information

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Performance from April 2014 represents client trading. Performance from April 2008 - March 2014 represents total Multi Manager Fund performance for Atlantic Capital. 50% of the program was traded by Nicholas Gentile from inception until May 2011 and 66% of the program was traded by Nicholas Gentile and Stephen Lampe from June 2011 to February 2014. See Accounting Notes+++

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20190.04% -0.26% -0.18% 0.17% 0.26% -0.26% 0.00% -0.31% 0.30% -0.13% -0.55% 0.43%
2020 0.02% 0.18% 0.09% 0.31% -0.94% -0.23% -0.48% -0.28% 0.55% 0.38% -0.16% -0.11%
2021 0.20% -0.18% -0.26% 0.20% 0.28% 0.12% 0.69% 0.00% -0.46% 0.00% 0.92% -0.27%
2022 -0.02% 0.04% -0.15% 0.06% 0.00% 0.01% 0.75% -0.27% -0.05% -0.15% -0.47% -0.41%
2023 -0.61% 0.16% -0.64% -0.34% -0.12% -0.06% 0.01% 0.60% -0.19% -0.46% 0.05% -0.28%
2024 -0.44% 0.39% 1.59%  

 201920202021202220232024 YTD
ROR-0.49%-0.68%1.24%-0.66%-1.87%1.54%
Max DD-0.96%-1.92%-0.46%-1.34%-1.87%-0.44%

Track Record Prepared By: Michael Coglianese and Company

Program Statistics
Omega Ratio % Threshold 0.44
Peak-to-Valley Drawdown (1) (Jul 2022 - Jan 2024) -3.61%
Worst Monthly Return (May 2020) -0.94%
Current Losing Streak -1.70%
Average Monthly Return -0.01%
Monthly Std. Deviation 0.41%
# Months with Positive Performance 31
# Months with Negative Performance 32
Gain to Loss Ratio 0.93
Annualized Statistics
Compound ROR (2) -0.18%
Standard Deviation 1.41%
Downside Deviation (3) 1.93%
Sharpe Ratio (4) -0.83
Sortino Ratio (5) -2.63
Calmar Ratio (6) 0.04
Sterling Ratio (7) 0.01
Profit Loss Ratio 0.91

            Current Losing Streak = -1.70%

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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) -0.18%5.64%17.11%
Cumulative Return -0.97%33.35%129.11%
Cumulative VAMI(8) 99013342291
Largest Monthly Gain 1.59%2.99%12.82%
Largest Monthly Loss -0.94%-1.42%-12.35%
Profit Loss Ratio 0.913.671.95
Correlation —-0.013-0.070
Last Month 1.59%2.10%3.22%
Last 12 Months 0.73%8.51%29.88%
Last 36 Months 0.44%16.38%38.61%
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+++ Accounting Notes: Performance from April 2008 - March 2014 represents total Multi Manager Fund performance for Atlantic Capital. 50% of the program was traded by Nicholas Gentile from inception until May 2011 and 66% of the program was traded by Nicholas Gentile and Stephen Lampe from June 2011 to February 2014. Trading was 100% discretionary; the program traded natural resources and has now become known as the NRD-1 Program under NickJen Capital Management. The MF Global bankruptcy had a significant impact in that numerous client accounts were affected. Note there was a significant drop in assets under management following the bankruptcy of MF Global on October 31, 2011 as numerous accounts were frozen. Affected accounts were not included in capsule performance after they were frozen on October 31st as they were not traded according to the trading program. Performance from April 2014 represents client trading in the NRD-1 Program.

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 Apr 2008

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE 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 ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.

*** 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.