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Quantitative Investment Mgt LLC - Quantitative Tactical Aggressive Fund LLC

Principal(s): Jaffray Woodriff, Michael Geismar, Greyson Williams
Strategy: Long/Short Market Neutral Hedge Fund
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Investment Restrictions: Qualified Participants Only++
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401 East Market St. Suite 104
Charlottesville, VA 22902 USA
434.817.4800
http://www.quantitative.com
Main E-Mail: [email protected]
Marketing E-Mail: [email protected]

Statistics & Program Information

Mar Return 1.91%	Worst Drawdown ⁽²⁾ -57.13%	Minimum Investment $1,000,000
YTD Return 19.54%	Losing Streak ⁽³⁾ -4.10 %	AUM⁽⁵⁾ $342,000,000
Annual CROR:¹ 13.17%	Sharpe Ratio ⁽⁴⁾ 0.60	Calmar Ratio ⁽⁶⁾ N/A

Trading Methodology 95% Systematic 5% Discretionary	Style Sub-Categories Quantitative	Trading Style
Market Sector	Holding Period	Geographic Sector US Contracts:

Start Date May-2008	Currency US Dollars	Margin ⁽⁷⁾ 0%
New Money Yes	AUM ⁽⁵⁾ $342,000,000	Management Fee 0.00%
Min Investment $1,000,000	Annual CROR ¹ 13.17%	Incentive Fee 30.00%
Fund Minimum $1,000,000	Losing Streak ⁽³⁾ -4.10 %	Other Fees None
Notional Funds No	Worst Drawdown ⁽²⁾ -57.13 %	Avg Comm ⁽⁸⁾
NFA Member Yes	Sharpe Ratio ⁽⁴⁾ 0.60	Max Comm ⁽⁹⁾ 0.00
NFA Number 0337987	Calmar Ratio ⁽⁶⁾ N/A	Round Turns ⁽¹⁰⁾ 0

Starting Date: May-2008	Currency: US Dollars
Open to New Investors: Yes	Current Assets: $342,000,000
Open to US Investors: Yes	Annual CROR: 13.17%
Minimum Fund Investment: $1,000,000	Worst Monthly Drawdown: -57.13
Minimum Managed Account: $1,000,000	Current Losing Streak: -4.10 %
Domocile: US or Cayman Islands	Calmar: N/A
Subscriptions: Monthly	Sharpe Ratio: 0.60
Redemptions: Monthly	US Attorney: Drinker Biddle Gardner Carton
Lock Up: 6 Months	Offshore Attorney: Not Listed
Hurdle Rate: No	Administrator: GlobeOp Financial Services
Administraton Fee: 0.12%	Prime Broker: Deutsche Bank
Management Fee: 0.00%	Auditor: Rothstein Kass & Company
Incentive Fee: 30.00%	NFA Member: Yes
Selling Fee: 0.00%	FINRA Member: No
Other Fees: None	Other Memberships: None

Type of Fund: Hedge Fund	Domicile: US or Cayman Islands	Strategy: Long Short Market Neutral

Track Record Prepared By: N/A

Correlations:

Trading Description, Risk Strategy & Background

Trading Description

The Fund seeks to deliver strong risk adjusted returns through the use of our proprietary machine learning predictive techniques. QIM currently employs numerous quantitative trading models that utilize pattern recognition to predict all types of price movements. All models are tested across massive data sets. Only those models that prove to be the most robust, statistically significant, and conceptually diverse are used in actual trading. The resultant system of models offers reliable signals that guide market timing and trade allocation.

The Tactical Fund is a broadly diversified market neutral hedge fund. Currently the fund trades the most liquid 1,500 US denominated stocks including ADRs and ETFs.

Risk Strategy

QIM applies sophisticated risk management procedures that take into account the price, volatility, volume, and inter-relationships of the stocks traded.

QIM will seek to maximize the Sharpe Ratio of the Tactical Fund by optimally deploying our considerable edge in predicting financial markets in conjunction with the excellent diversification available investing in the very wide universe of liquid equities worldwide.

Background

Performance

Monthly Performance Since May 2008

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	18.94%	-1.39%	1.91%										19.54%	-1.39%
2023	14.54%	3.91%	-3.10%	-3.44%	6.52%	-2.16%	1.73%	3.67%	2.94%	-4.52%	1.50%	-4.26%	16.9%	-7.22%
2022	4.03%	5.58%	1.20%	-2.90%	-4.90%	7.68%	3.51%	-0.37%	0.04%	-14.54%	5.62%	1.91%	4.88%	-14.82%
2021	-28.50%	-11.25%	4.28%	9.12%	-6.90%	7.05%	4.28%	-3.39%	0.21%	15.42%	13.10%	2.12%	-3.16%	-36.55%
2020	11.37%	7.31%	1.86%	-0.92%	0.58%	5.40%	-14.11%	-4.33%	3.19%	6.18%	4.80%	1.94%	22.98%	-17.83%
2019	1.17%	-3.34%	3.56%	-0.50%	-5.44%	-0.91%	-9.93%	-1.53%	9.92%	5.75%	3.52%	-0.32%	0.45%	-17.31%
2018	2.69%	-24.57%	2.72%	-7.41%	-11.61%	-2.38%	-2.88%	-0.70%	-11.80%	7.81%	1.75%	-2.37%	-42.09%	-47.35%
2017	9.12%	2.88%	11.71%	9.20%	13.18%	-4.41%	-7.38%	13.89%	-1.94%	9.82%	0.90%	-5.55%	60.39%	-11.46%
2016	6.89%	-2.40%	14.92%	0.37%	7.95%	10.39%	-0.29%	2.18%	6.76%	-4.18%	-7.18%	-7.42%	28.44%	-17.66%
2015	1.63%	5.93%	-2.54%	-2.21%	0.23%	1.83%	-2.57%	-5.32%	0.86%	-4.43%	-0.71%	1.85%	-5.83%	-14.12%
2014	1.47%	-1.72%	-6.69%	-1.07%	-1.37%	1.45%	2.66%	-2.22%	1.71%	-14.41%	27.07%	0.76%	3.06%	-20.67%
2013	-2.80%	6.15%	-5.19%	-5.14%	5.69%	3.78%	1.88%	0.77%	-1.99%	3.26%	1.83%	4.86%	12.92%	-10.06%
2012	2.47%	1.16%	-1.47%	-3.95%	5.90%	4.60%	-6.49%	6.50%	2.91%	-2.39%	-7.37%	6.66%	7.4%	-9.58%
2011	6.21%	-1.60%	3.21%	-11.00%	-2.86%	3.24%	7.10%	17.97%	11.03%	-2.22%	7.07%	-0.87%	40.17%	-13.55%
2010	-6.52%	11.06%	1.17%	9.37%	0.01%	1.69%	-2.33%	3.98%	-7.97%	0.86%	1.01%	3.52%	15.16%	-7.97%
2009	3.14%	4.61%	0.71%	4.70%	10.15%	8.09%	-3.06%	-3.17%	5.31%	-4.72%	-1.61%	2.17%	28.25%	-7.33%
2008					5.43%	4.14%	7.63%	3.26%	12.05%	-0.13%	1.39%	1.49%	40.5%	-0.13%

Annual Performance

Years	2008	2009	2010	2011	2012	2013
ROR	40.50%	28.25%	15.16%	40.17%	7.40%	12.92%
Max DD	-0.13%	-7.33%	-7.97%	-13.55%	-9.58%	-10.06%

Years	2014	2015	2016	2017	2018	2019
ROR	3.06%	-5.83%	28.44%	60.39%	-42.09%	0.45%
Max DD	-20.67%	-14.12%	-17.66%	-11.46%	-47.35%	-17.31%

Years	2020	2021	2022	2023	2024 YTD
ROR	22.98%	-3.16%	4.88%	16.90%	19.54%
Max DD	-17.83%	-36.55%	-14.82%	-7.22%	-1.39%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

VAMI, Assets under Management & Worst Drawdown

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Monthly Returns

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RISK DISCLOSURE

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

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.

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