Statistical Analysis Report

World Cup Advisor
JUrg Diemand Volatility Patterns

Report Start Date: Dec-2020 | End Date: Aug-2025

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Set Risk-Free ROR for the Sharpe Ratio: Set Minimum Acceptable ROR for the Sortino: Omega Threshold:

Current Return: +17.36%

YTD Return: -86.07%

Annualized Return: -26.02%

AUM: $ 5,107

Trading Strategy

Machine Learning / Quantitative / VIX

Program Description

The program trades VIX

Program Statistics
Peak-to-Valley Drawdown (2)	-91.96%
From Aug 2021 to May 2025
Worst Month (Apr 2025)	-40.75%
Current Losing Streak	-89.22%
Average Monthly Return	-1.59%
Monthly Std. Deviation	13.53%
Gain Deviation (24 months)	12.35%
Loss Deviation (33 months)	9.08%
Gain to Loss Ratio	0.95
Omega Ratio (5% Threshold)	0.62

Annualized Performance
Compound ROR (1)	-26.02%
Standard Deviation	46.86%
Downside Deviation	33.12%
Sharpe Ratio (3) 2% RF ROR	-0.42
Sortino Ratio (4) 5% MAR	-0.9
Calmar Ratio (5)	-0.52
Sterling Ratio (6)	-0.84
Gain Deviation	42.77%
Loss Deviation	31.44%
Profit Loss Ratio	0.69

Investment Information
Program Start Date	Dec-2020
Percent Systematic	100%
Currency Denomination - US Dollar
Minimum Investment	$21,384
Management Fee	0.00%
Incentive Fee	0.00%
Round Turns per Million	15,118
NFA No:	N/A

Performance Since December 2020 | Track Record Compiled By: World Cup Advisor.com | Please See Accounting Notes

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2025	-13.75%	-9.51%	-19.82%	-40.75%	-33.71%	1.56%	12.55%	17.36%	–	–	–	–	-67.03%	-75.42%
2024	-9.06%	-1.06%	-5.64%	-6.81%	-7.39%	0.01%	1.61%	12.00%	0.98%	-13.65%	-13.62%	-8.03%	-42.23%	-42.23%
2023	-2.70%	-0.51%	5.85%	4.22%	-5.58%	-0.52%	-6.01%	2.01%	-10.15%	3.02%	-4.42%	2.50%	-12.78%	-20.32%
2022	-14.31%	-9.04%	11.50%	-4.11%	-3.14%	-1.64%	0.63%	-1.05%	-6.19%	-0.37%	0.46%	-0.82%	-26.37%	-26.37%
2021	-16.84%	61.53%	9.29%	6.54%	15.93%	6.07%	6.85%	7.85%	-7.00%	4.04%	-14.20%	6.18%	95.35%	-16.99%
2020	–	–	–	–	–	–	–	–	–	–	–	-0.03%	-0.03%	-0.03%

Monthly Return and $1,000 VAMI

Risk Disclaimer

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.

World Cup Advisor
JUrg Diemand Volatility Patterns

Report Start Date: Dec-2020 | End Date: Aug-2025

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Time Window Analysis

Length	Best	Average	Worst
1 mo	61.5%	-1.6%	-40.8%
3 mo	88.1%	-4.3%	-68.5%
6 mo	147.1%	-8.8%	-77.4%
12 mo	101.3%	-19.8%	-80.6%
18 mo	87.7%	-28.1%	-85.6%
24 mo	68.3%	-34.2%	-87.7%
36 mo	37.2%	-48.2%	-88.7%

Drawdowns and Recoveries

Start	End	Drawdown	Recovery
Sep-21	n/a	-91.96%	3 mo
Dec-20	Feb-21	-16.86%	1 mo

Drawdown Periods Since Dec 2020

Distribution of Monthly Returns

Select a benchmark to add:

Statistical Comparisons	World Cup Advisor JUrg Diemand Volatility Patterns	AutumnGold AG CTA Index	S&P 500 SP 500 TR

Annualized Compound ROR (1)	-26.02%	4.19%	14.65%
Cumulative Return	-76.11%	21.54%	91.46%
Cumulative VAMI(7)	239	1,215	1,915
Best Monthly Return	61.53%	2.99%	9.22%
Worst Monthly Return	-40.75%	-1.18%	-9.21%
Annual Standard Deviation	46.86%	3.17%	15.49%
Profit Loss Ratio	0.69	2.99	1.93
Correlation	—	0.41	0.21
Last Month	17.36%	0.26%	2.03%
Last 12 Months	-77.16%	-0.17%	15.89%
Last 36 Months	-84.53%	7.07%	70.82%

Growth of $1,000 VAMI Comparison

Risk Disclaimer

World Cup Advisor
JUrg Diemand Volatility Patterns

Report Start Date: Dec-2020 | End Date: Aug-2025

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Accounting Notes

While there are no management or incentive fees associated with WorldCupAdvisor.com leader-follower AutoTrade programs, monthly subscription fees do apply.

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 $21,383.60, WCA subscription rate of $250.00 per-month per-unit and standardized commission rate of $29.98 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 Jürg Diemand 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.

Fee Notes

$250 per month per account

An Important Note on the Start Date and End Date 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. Performance Results reported or amended subsequent to Friday November 7, 2025 are not reflected in this Report. Monthly ROR and drawdowns are based on end-of-month values and do not reflect intramonth volatility.

Historical Drawdowns and Recoveries

The drawdown begins in the month listed as "start." Length is in months. Recovery begins the following month and ends when full recovery is reached.

Statistical Footnotes

1. The Annualized Compounded Rate of Return (ACROR) 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. It smooths out the returns by assuming a constant growth.
2. Peak to Valley Drawdown = worst % loss between Dec-2020 and Aug-2025
3. Sharpe Ratio is calculated using a Risk-Free ROR
4. Sortino Ratio is calculated using a Minimum Acceptable ROR
5. Calmar Ratio uses the last 36 months of data
6. Sterling Ratio uses the last 36 months of data
7. VAMI = Hypothetical growth of $1,000
8. Drawdown/recovery: start = first loss, recovery = full return to prior peak

Benchmark Descriptions

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 was prepared from trader-provided information and is believed to be reliable. It should be read alongside each Trader’s Disclosure Document or Fund Offering Document.

Risk Disclaimer