AutumnGold Managed Futures
 
 
Evergreen Commodity Advisors, LLC
Discretionary Energy Strategy

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Statistics & Program Information

May 2026 Return
0.7%
Worst Drawdown (2)
-12.06%
Minimum Investment
$100,000
YTD Return
13.25%
Sharpe Ratio 4% RF ROR (4)
0.40
AUM (13)
$13,979,654
Annualized CROR(1)
7.64%
Calmar Ratio (10)
0.19
Losing Streak
0%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
100% Discretionary
Trading Style
100% Spread Trading
Style Sub-Categories
Fundamental, Momentum, Pattern Recognition, Volatility, Trend Anticipatory, Mean Reversion, Relative Value
Market Sector
100% Energies
Holding Period
10% Medium Term
70% Short Term
20% Intraday
Geographic Sector
US
Contracts
Futures
Start Date   Jan-2015 Currency   US Dollar Management Fee    2.00%
Accepting New Accounts   No Min Investment    $100,000 Incentive Fee    20.00%
NFA Member    Yes Fund Minimum    $0 Other Fees   None
NFA Number    0487097 Margin (7)   0-29% Average Commission (16)   $1.50/rt
Notional Funds    Yes Round Turns Per Million (15)    1,900 Maximum Commission (17)   $3/rt
Starting Date:  Jan-2015 Currency:  US Dollar
Open to New Investors:  No Current Assets:  $13,979,654
Open to US Investors:  Yes Annualized CROR:  7.64%
Minimum Fund Investment:  $0
Minimum Managed Account:  $100,000 Current Losing Streak:  0 %
Domicile:   Calmar:  0.19
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  0.40
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Not Listed
Incentive Fee:  20.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations: AG CTA Index: -0.155              AG Discretionary CTA Index: -0.012              SP 500 TR: -0.042             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
May 2026$13,979,654
Apr 2026$13,584,279
Mar 2026$13,494,776
Feb 2026$13,816,279
Jan 2026$14,554,012
Dec 2025$14,518,571
Nov 2025$14,462,042
Oct 2025$14,337,268
Sep 2025$14,330,574
Aug 2025$14,122,176
Jul 2025$14,600,375
Jun 2025$14,933,165
May 2025$14,266,166
Apr 2025$13,963,498
Mar 2025$14,116,641
Feb 2025$13,962,857
Jan 2025$13,756,069
Dec 2024$14,155,991
Nov 2024$14,909,463
Oct 2024$14,802,728
Sep 2024$14,729,712
Aug 2024$14,779,708
Jul 2024$15,251,570
Jun 2024$15,238,037
May 2024$15,103,375
Apr 2024$15,372,924
Mar 2024$14,128,594
Feb 2024$14,736,943
Jan 2024$15,730,677
Dec 2023$15,626,024
Nov 2023$15,727,053
Oct 2023$15,810,066
Sep 2023$15,051,824
Aug 2023$15,154,963
Jul 2023$15,179,943
Jun 2023$14,937,674
May 2023$14,569,419
Apr 2023$14,666,069
Mar 2023$14,515,486
Feb 2023$14,517,966
Jan 2023$14,308,909
Dec 2022$14,114,923
Nov 2022$13,562,582
Oct 2022$14,365,617
Sep 2022$14,881,858
Aug 2022$14,524,137
Jul 2022$14,925,047
Jun 2022$13,741,996
May 2022$13,167,762
Apr 2022$15,229,949
Mar 2022$15,262,267
Feb 2022$14,938,805
Jan 2022$14,629,110
Dec 2021$14,588,240
Nov 2021$14,544,800
Oct 2021$14,471,229
Sep 2021$14,515,787
Aug 2021$14,253,130
Jul 2021$14,640,296
Jun 2021$16,026,542
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

The Program seeks to profit by placing spread trades in crude oil futures and its related products, such as gasoline and ultra low sulfur diesel futures.

N/A

Evergreen Commodity Advisors, LLC ("Evergreen") is a Chicago-based Commodity Trading Advisor offering clients an opportunity to participate in a managed futures account program (the "Program"), which seeks capital appreciation of clients' assets through speculative trading in commodity futures and options on commodity futures. Kelcy Voth and Bryan Vaverek, Evergreen's Principals and co-founders, have a combined 18 years of futures trading experience. Their depth of knowledge of the energy industry and related markets is the result of prior experience at HTG Capital Partners, Iowa Grain Company, and Bell Trading.

Monthly Performance Since Jan 2015
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
20260.24%-2.54%11.59%3.16%0.70%13.25%-2.54%
20250.65%1.50%0.38%0.90%0.72%1.13%-2.89%-1.21%1.48%0.05%-0.48%-0.97%1.17%-4.07%
20240.14%-6.25%-4.78%-0.17%-0.49%0.21%0.09%-0.58%-0.34%-0.19%0.72%0.47%-10.86%-12.04%
20230.12%1.46%-0.02%0.40%-0.66%2.53%-0.38%-0.16%-1.17%4.31%-0.18%0.01%6.31%-1.70%
20220.28%2.13%2.20%-0.21%-10.25%5.02%7.05%-2.69%1.86%0.85%-0.84%2.41%6.98%-10.44%
20210.65%-1.53%-0.05%-1.05%2.86%-1.82%-0.94%-1.37%1.09%-1.08%2.74%0.30%-0.34%-4.08%

Track Record Compiled By: CTA Services

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
202613.25%-2.54%$13,979,654
20251.17%-4.07%$14,518,571
2024-10.86%-12.04%$14,155,991
20236.31%-1.70%$15,626,024
20226.98%-10.44%$14,114,923
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Performance Summary
Year Yearly Return Max DD
202613.25%-2.54%
20251.17%-4.07%
2024-10.86%-12.04%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


Risk Disclosure

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.