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Report Start Date Report End Date


Trading Strategy: Systematic / Currency & Indices

Program Description: Every market has a pulse, a heartbeat, and moves through mathematical periods. These recurring periods influence short term market moves regardless of overall market trend. by using an algorithmic and automated trading strategy that takes advantage of these predictable periods and anticipates and captures short- to medium-term price movement. Astute Capital's proprietary software allows us to select only the most promising trades. Additionally, we consider trades when expected returns are better than their inherent risk. Preserving capital and protecting the fund remains the top priority at all times.

Investment Information

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PRO-FORMA PROPRIETARY TRADING FROM JUNE 2019 THROUGH DEC 2019 HAS BEEN ADJUSTED FOR A 2% MANAGEMENT FEE AND A 20% INCENTIVE FEE. CLIENT PERFORMANCE COMMENCED TRADING JAN 2020. CLIENT ACCOUNTS IS TRADED IN LIKE FASHION See Accounting Notes+++

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019  -2.34% 3.02% 6.46% -1.79% 2.30% -7.03% 14.41%
2020 10.32% -0.06% -3.99% -0.12% 1.56% 7.09% 6.52% 7.96% 6.41% -1.23% 5.24% 4.24%
2021 -14.21% -4.93% 17.07% -1.98% 5.27% -3.29% 4.00% -6.33% -5.56% 0.84% 14.97% -11.45%
2022 -1.00% 2.00% -11.32% -4.01% -2.81% 18.11% -9.02% -1.31% 4.61% 5.82% -11.88% 18.61%
2023 -1.08% 2.47% -3.61% 3.76% 7.87% 13.88% 5.70% -7.29% 2.26% 5.48% 1.71% -4.79%
2024 11.65% 7.14% 0.61%  

 201920202021202220232024 YTD
ROR14.46%52.47%-10.01%2.51%27.47%20.35%
Max DD-7.03%-4.16%-18.44%-17.27%-7.29%0.00%

Track Record Prepared By: N/A

Program Statistics
Omega Ratio % Threshold 1.62
Peak-to-Valley Drawdown (1) (Nov 2021 - May 2022) -26.02%
Worst Monthly Return (Jan 2021) -14.21%
Current Losing Streak 0.00%
Average Monthly Return 1.84%
Monthly Std. Deviation 7.53%
# Months with Positive Performance 33
# Months with Negative Performance 25
Gain to Loss Ratio 1.42
Annualized Statistics
Compound ROR (2) 20.57%
Standard Deviation 26.08%
Downside Deviation (3) 15.02%
Sharpe Ratio (4) 0.81
Sortino Ratio (5) 0.93
Calmar Ratio (6) 0.54
Sterling Ratio (7) 0.57
Profit Loss Ratio 1.87

            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) 20.57%6.04%16.23%
Cumulative Return 146.98%32.79%106.91%
Cumulative VAMI(8) 247013282069
Largest Monthly Gain 18.61%2.99%12.82%
Largest Monthly Loss -14.21%-1.42%-12.35%
Profit Loss Ratio 1.873.941.90
Correlation —-0.031-0.081
Last Month 0.61%2.10%3.22%
Last 12 Months 57.02%8.51%29.88%
Last 36 Months 48.21%16.38%38.61%
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+++ Accounting Notes: PRO-FORMA PROPRIETARY TRADING FROM JUNE 2019 THROUGH DEC 2019 HAS BEEN ADJUSTED FOR A 2% MANAGEMENT FEE AND A 20% INCENTIVE FEE. CLIENT PERFORMANCE COMMENCED TRADING JAN 2020. CLIENT ACCOUNTS IS TRADED IN LIKE FASHION

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 Jun 2019

*** 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 2019-06-30 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.