CTA Statistical Ranking Report

	Manager	ACROR ▼	Max DD	Std Dev	Sharpe Ratio	Downside Dev	AUM (Millions)	Min Inv	New Money
1	Veerpoint Capital LLC ContraCOT Program 2X (P)	27.09%	-13.77%	23.12%	1.11	12.30%	$0.14	$100	Yes
2	Tianyou Asset Mgt Tianyou Fund QEPs Only	11.02%	-31.63%	24.59%	0.53	22.68%	$96.00	$2,000	Yes
3	Red Rock Cap. Commodity L/S	-2.38%	-16.40%	12.04%	-0.23	9.22%	$22.92	$500	Yes

Important Notes Regarding CTA Universe:

Traders are included in a market segment regardless of the percentage of their portfolio trades that particular segment.
Choose the "Limit to NFA Members Only" option to see a report that includes only NFA Members.
Some traders may have been eliminated from this report at the sole discretion of Autumn Gold.
The Autumn Gold Universe of CTAs does not include all CTAs.

Statistical Notes:

Compound ROR: The Annualized Compounded Rate of Return 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 smoothes out returns by assuming constant growth.
Maximum Drawdown: Represents the worst drawdown experienced by a CTA from Inception.
Risk Adjusted Statistics: Measure how much risk is involved in producing return. The Sharpe Ratio and Sortino Ratio are both risk adjusted measures.
Sharpe Ratio: Is calculated using a 2% Risk Free Rate of Return.
Downside Deviation & Sortino Ratio: Are calculated using a 5% Minimum Acceptable Rate of Return.

Risk Disclosure:

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. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISORS CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES. A COMPLETE DISCUSSION OF FEES AND CHARGES ARE REPORTED IN THE CTA's DISCLOSURE DOCUMENT.

Trading Methodology	Time Frame (Years)	End Date
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CTA Statistical Ranking Report

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Important Notes Regarding CTA Universe:

Statistical Notes:

Risk Disclosure: