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Report Start Date Report End Date


Trading Strategy: Macro, Price Action / Indicies, Treasuries, Metals, Energies, Currencies & Grains

Program Description: Brent's multi-asset trading approach combines qualitative macro and mass sentiment analysis with quantitative price, volatility, and correlation factors. He aims for steady account value growth with a methodical process involving relatively modest position sizes much of the time, and when conditions become unusually favorable he seeks larger gains to hopefully provide an extra potential "power booster" to returns when better opportunities present themselves.

Investment Information

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Performance Since May 2020 See Accounting Notes+++

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020  21.92% -8.42% 92.97% -1.83% -1.89% -12.21% 41.82% 35.89%
2021 -14.05% -26.05% 25.65% -2.69% -12.59% -21.77% -3.27% -2.77% -5.06% 8.64% 2.27% -4.20%
2022 6.64% 8.76% 5.07% 6.18% 5.67% 2.47% 4.56% -9.36% -9.81% 3.92% -7.78% 2.11%
2023 -9.86% -5.04% 2.43% -8.13% -25.09% 10.98% 29.51% -15.87% -20.83% -5.50% -3.71% -6.68%
2024 5.19% -56.91% 38.27%  

 20202021202220232024 YTD
ROR251.14%-49.49%17.23%-50.95%-37.32%
Max DD-15.44%-52.54%-21.65%-50.95%-56.91%

Track Record Prepared By: World Cup Advisor.com

Program Statistics
Omega Ratio % Threshold 1.13
Peak-to-Valley Drawdown (1) (Dec 2020 - Feb 2024) -86.83%
Worst Monthly Return (Feb 2024) -56.91%
Current Losing Streak -81.79%
Average Monthly Return 1.27%
Monthly Std. Deviation 22.10%
# Months with Positive Performance 21
# Months with Negative Performance 26
Gain to Loss Ratio 1.48
Annualized Statistics
Compound ROR (2) -10.80%
Standard Deviation 76.54%
Downside Deviation (3) 42.67%
Sharpe Ratio (4) 0.19
Sortino Ratio (5) -0.38
Calmar Ratio (6) -0.47
Sterling Ratio (7) -0.65
Profit Loss Ratio 1.20

            Current Losing Streak = -81.79%

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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) -10.80%5.82%18.14%
Cumulative Return -36.07%24.81%92.09%
Cumulative VAMI(8) 63912481921
Largest Monthly Gain 92.97%2.99%10.95%
Largest Monthly Loss -56.91%-1.27%-9.21%
Profit Loss Ratio 1.204.032.05
Correlation —0.2230.240
Last Month 38.27%1.91%3.22%
Last 12 Months -64.94%8.29%29.88%
Last 36 Months -77.21%16.15%38.61%
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++ This Manager offers a range of fees: $250 per month per account

+++ Accounting Notes: Performance shown on this report is based on end-of-month cumulative account balance. In order to realize the same percentage gains/losses and drawdowns as the lead account going forward, you must fund your account with an amount equivalent to the lead account's balance at the time of entry into the program (Matching Funds). We recommend that you open your account with Matching Funds. An up-to-the-minute Matching Funds total is available on the WCA Net profit Calculator. Net profit calculated reflects advisor's initial investment of $10,000 (notional), WCA subscription rate of $250.00 per-month per-unit and standardized commission rate of $19.98 per round-turn (includes estimated Exchange, Clearing and Transaction fees of $4.98 per round turn). The actual amount of fees may vary with each specific futures contract traded. Accounts are available through any authorized AutoTradeTM trading service broker.

Trade quantities and frequency in the Brent Carlile Multi-Asset Risk Manager account do not fluctuate with changes in account equity, and Matching Funds may not be needed to meet and maintain margin requirements. If you fund with less than Matching Funds, your investment is considered "notional" and your account's performance, good or bad, will be accentuated on a percentage basis. Conversely, if you fund with more than Matching Funds, you will be de-leveraging your investment, and your gains/loss and drawdowns will be less than those experienced in the lead account on a percentage basis. The Letter of Direction you are required to sign before participating in any WCA program contains a chart that illustrates how notional funding can dramatically affect your investment. Please refer to this chart before notionally funding an account.

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 2020

*** 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 2020-05-31 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.