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Report Start Date Report End Date


Trading Strategy: Fundamental / Livestock

Program Description: Scott is a fundamental trader. He has experience in the cash markets, on the floor, with meat packers, and other livestock industry institutions. This helped to provide him with a unique perspective. This unique perspective and knowledge base enables Scott to forecast US and international meat and livestock supply and demand. Scott's fundamental analysis also includes constant monitoring of commodity consumption, global weather, currency trends, political issues, and other market factors. Scott applies all of these elements into his trading in which positions include long or short futures, options, and spreads.

Investment Information

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Performance from May 2014 - Jan 2015 represents accounts individually managed by Scott Shepard. Performance from Feb 2015 represents accounts traded by Mr. Shepard as the trader for M&R Capital, LLC. See Accounting Notes+++

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019-3.22% 2.33% -1.44% 3.39% -3.09% -0.47% -2.33% -4.18% 6.48% 2.48% -0.83% -1.17%
2020 -8.80% -1.63% -0.91% -1.37% 4.05% -2.90% 4.94% 2.61% -3.90% 1.24% 1.40% 1.78%
2021 1.22% 0.16% -4.12% 2.53% -0.54% 3.66% 0.39% 0.04% -5.46% 3.80% 8.86% 1.94%
2022 1.50% -0.64% -1.05% -3.87% -6.31% 0.12% 3.47% 0.72% -2.05% 7.93% -0.61% 1.67%
2023 -0.48% 3.36% 7.51% 2.95% 1.83% 8.07% 0.76% -4.04% -3.13% 0.14% 1.52% -0.89%
2024 5.50% 4.46% 1.21%  

 201920202021202220232024 YTD
ROR-2.57%-4.22%12.38%0.18%18.24%11.54%
Max DD-9.73%-12.32%-5.46%-11.45%-7.04%0.00%

Track Record Prepared By: In house

Program Statistics
Omega Ratio % Threshold 1.64
Peak-to-Valley Drawdown (1) (Apr 2019 - Apr 2020) -15.35%
Worst Monthly Return (Jan 2020) -8.80%
Current Losing Streak 0.00%
Average Monthly Return 0.58%
Monthly Std. Deviation 3.56%
# Months with Positive Performance 36
# Months with Negative Performance 27
Gain to Loss Ratio 1.15
Annualized Statistics
Compound ROR (2) 6.41%
Standard Deviation 12.32%
Downside Deviation (3) 8.17%
Sharpe Ratio (4) 0.48
Sortino Ratio (5) 0.16
Calmar Ratio (6) 1.32
Sterling Ratio (7) 0.87
Profit Loss Ratio 1.53

            Current Losing Streak = 0.00%

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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) 6.41%5.60%17.11%
Cumulative Return 38.55%33.09%129.11%
Cumulative VAMI(8) 138513312291
Largest Monthly Gain 8.86%2.99%12.82%
Largest Monthly Loss -8.80%-1.42%-12.35%
Profit Loss Ratio 1.533.651.95
Correlation —-0.0130.342
Last Month 1.21%1.91%3.22%
Last 12 Months 19.26%8.29%29.88%
Last 36 Months 52.75%16.15%38.61%
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+++ Accounting Notes: Performance from May 2014 - January 2015 represents accounts individually managed by Scott Shepard. In February 2015, accounts managed by Scott Shepard, individually, were moved into the M&R Capital, LLC program. The returns were able to be attributed to M&R Capital, LLC because Scott Shepard, individually, used the same trading strategy as is used by M&R. Returns from May 2014 - January 2015 have been adjusted to reflect the 2% Management and 20% Incentive fees.

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 May 2014

*** 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.