Sona Trading Strategies LLC. : Diversified Program

Year-to-Date: N / A
Nov Performance: -1.58%

Min Investment: $ 1,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 14.41%
Sharpe (RFR=1%): 0.13
CAROR: 1.91%

Assets: $ 2.2M
Worst DD: -33.53
S&P Correlation: -0.14

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Growth of 1,000 - VAMI

Monthly Performance

Export Data

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index	Nov	Qtr	2019	1yr	3yr	5yr	10yr	Since 9/2006
Diversified Program	-1.58	-1.10	-	-10.48	-24.37	-11.39	19.01	23.66
S&P 500	0.37	3.68	-	16.37	23.76	80.68	72.73	90.80
+/- S&P 500	-1.95	-4.78	-	-26.85	-48.13	-92.07	-53.71	-67.14

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 1,000k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor: 3.00
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $8.00
Available to US Investors: Yes

Subscriptions

High Water Mark: No
Subscription Frequency: 1-7 Days
Redemption Frequency: 15-30 Days
Investor Requirements: Accredited Investors
Lock-up Period: 0

Trading

Trading Frequency: 2000 RT/YR/$M
Avg. Margin-to-Equity: 10%
Targeted Worst DD
Worst Peak-to-Trough: 0%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 0%
1-30 Days: 0%
Intraday: 0%

Summary

The Sona Trading Strategies proprietary trading system is systematic and technical in nature. The principal objective of the trading system is to profit from major and sustained price trends in the futures markets. The program trades a diversified portfolio of nearly fifty markets across non-correlated market sectors. The system employs short, medium, and long term positions, while seeking to maximize profits during strong trends and reduce overall exposure when markets are trendless. The disciplined trading approach uses computer generated trading signals and evaluates the strength of a trend via utilization of conditional probabilities. Trades are managed to exploit established trends and neutralize exposure during unfavorable market conditions.

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Index: Chart Type:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth	Length (Mos.)	Recovery (Mos.)	Peak	Valley
-33.53	32	-	1/1/2015	9/1/2017
-16.76	20	8	5/1/2012	1/1/2014
-15.35	9	4	4/1/2011	1/1/2012
-13.77	5	6	11/1/2009	4/1/2010
-7.87	1	3	6/1/2008	7/1/2008
-5.30	9	3	11/1/2006	8/1/2007
-5.27	3	1	12/1/2010	3/1/2011
-4.95	1	1	9/1/2014	10/1/2014
-3.82	1	1	9/1/2009	10/1/2009
-3.66	1	1	10/1/2010	11/1/2010
-3.56	4	1	12/1/2008	4/1/2009
-2.17	1	3	5/1/2009	6/1/2009
-2.16	2	1	2/1/2008	4/1/2008

Consecutive Gains

Run-up	Length (Mos.)	Start	End
23.65	5	5/1/2014	9/1/2014
22.30	3	8/1/2010	10/1/2010
22.14	5	8/1/2008	12/1/2008
17.93	6	9/1/2007	2/1/2008
15.60	3	11/1/2014	1/1/2015
14.92	1	5/1/2012	5/1/2012
7.68	2	11/1/2016	12/1/2016
7.59	1	4/1/2011	4/1/2011
6.70	1	10/1/2017	10/1/2017
6.50	1	5/1/2009	5/1/2009
6.32	1	12/1/2010	12/1/2010
6.28	3	7/1/2011	9/1/2011
6.11	1	7/1/2012	7/1/2012
5.69	1	11/1/2009	11/1/2009
5.59	4	3/1/2013	6/1/2013
5.54	1	2/1/2014	2/1/2014
4.70	2	1/1/2016	2/1/2016
4.70	2	2/1/2012	3/1/2012
4.55	3	4/1/2007	6/1/2007
4.31	1	9/1/2015	9/1/2015
4.12	2	5/1/2008	6/1/2008
3.44	1	4/1/2016	4/1/2016
2.70	3	7/1/2009	9/1/2009
2.64	3	9/1/2006	11/1/2006
2.54	2	12/1/2012	1/1/2013
2.23	1	2/1/2017	2/1/2017
1.97	2	5/1/2010	6/1/2010
1.81	1	6/1/2017	6/1/2017
1.72	1	7/1/2016	7/1/2016
1.71	1	4/1/2017	4/1/2017
1.65	3	10/1/2013	12/1/2013
1.64	1	11/1/2011	11/1/2011
1.50	1	2/1/2011	2/1/2011
1.02	1	11/1/2015	11/1/2015
0.73	1	3/1/2010	3/1/2010

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-17.15	7	2/1/2015	8/1/2015
-12.31	3	12/1/2009	2/1/2010
-11.20	2	5/1/2011	6/1/2011
-10.10	3	7/1/2013	9/1/2013
-9.15	3	7/1/2017	9/1/2017
-8.82	1	10/1/2011	10/1/2011
-7.96	4	8/1/2012	11/1/2012
-7.87	1	7/1/2008	7/1/2008
-7.50	1	10/1/2015	10/1/2015
-7.27	1	6/1/2012	6/1/2012
-7.00	2	5/1/2016	6/1/2016
-6.70	1	3/1/2017	3/1/2017
-6.47	1	1/1/2014	1/1/2014
-6.10	3	8/1/2016	10/1/2016
-5.24	1	3/1/2011	3/1/2011
-5.15	4	12/1/2006	3/1/2007
-4.95	1	10/1/2014	10/1/2014
-4.78	1	1/1/2017	1/1/2017
-4.50	2	7/1/2007	8/1/2007
-3.82	1	10/1/2009	10/1/2009
-3.69	2	3/1/2014	4/1/2014
-3.66	1	11/1/2010	11/1/2010
-3.56	4	1/1/2009	4/1/2009
-3.21	2	12/1/2011	1/1/2012
-2.47	1	5/1/2017	5/1/2017
-2.38	1	4/1/2010	4/1/2010
-2.37	1	12/1/2015	12/1/2015
-2.33	1	3/1/2016	3/1/2016
-2.17	1	6/1/2009	6/1/2009
-2.16	2	3/1/2008	4/1/2008
-1.58	1	11/1/2017	11/1/2017
-1.51	1	1/1/2011	1/1/2011
-1.30	1	7/1/2010	7/1/2010
-0.94	1	4/1/2012	4/1/2012
-0.68	1	2/1/2013	2/1/2013

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	135.00	133.00	130.00	124.00	118.00	112.00	100.00	88.00	76.00
Percent Profitable	52.59	48.87	45.38	52.42	64.41	71.43	68.00	77.27	75.00
Average Period Return	0.24	0.67	1.45	3.22	4.89	6.60	10.24	13.27	15.74
Average Gain	3.16	5.97	9.98	13.48	12.93	13.52	18.05	19.55	23.55
Average Loss	-2.99	-4.41	-5.63	-8.08	-9.65	-10.70	-6.34	-8.07	-7.68
Best Period	15.79	22.30	33.15	38.11	31.65	36.85	45.05	53.69	55.43
Worst Period	-8.82	-12.31	-15.70	-20.71	-22.17	-24.05	-26.96	-14.22	-20.08
Standard Deviation	4.16	6.89	9.97	12.59	13.06	14.50	15.69	17.37	19.82
Gain Standard Deviation	3.29	5.71	8.20	8.09	7.97	10.20	12.25	14.52	16.31
Loss Standard Deviation	2.15	2.97	3.93	4.03	5.86	7.45	6.64	4.21	6.15
Sharpe Ratio (1%)	0.04	0.06	0.10	0.18	0.26	0.32	0.46	0.53	0.54
Average Gain / Average Loss	1.05	1.36	1.77	1.67	1.34	1.26	2.84	2.42	3.07
Profit / Loss Ratio	1.17	1.30	1.47	1.84	2.42	3.16	6.05	8.24	9.20
Downside Deviation (10%)	2.76	4.55	6.65	9.47	10.99	12.34	14.30	16.69	21.71
Downside Deviation (5%)	2.58	3.94	5.37	6.84	7.50	7.85	6.49	6.12	7.18
Downside Deviation (0%)	2.53	3.79	5.06	6.22	6.71	6.93	5.15	4.31	4.87
Sortino Ratio (10%)	-0.06	-0.12	-0.15	-0.19	-0.25	-0.30	-0.39	-0.50	-0.55
Sortino Ratio (5%)	0.06	0.11	0.18	0.32	0.45	0.58	1.11	1.51	1.48
Sortino Ratio (0%)	0.10	0.18	0.29	0.52	0.73	0.95	1.99	3.08	3.24

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Trend Following Strategy Index	Month	5	1.81	6/2017
Diversified Trader Index	Month	7	1.81	6/2017
Trend Following Strategy Index	Month	8	1.71	4/2017
Trend Following Strategy Index	Month	8	3.44	4/2016

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

^#5

Top Performer

TREND FOLLOWING STRATEGY INDEX

JUNE
2017

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Sona Trading Strategies LLC. : Diversified Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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