WESTCAY LLC : Tropicals Program

Year-to-Date: 3.19%
Apr Performance: -0.75%

Min Investment: $ 250k
Mgmt. Fee: 1.00%
Perf. Fee: 15.00%

Annualized Vol: 4.25%
Sharpe (RFR=1%): 0.31
CAROR: 2.24%

Assets: $ 2.6M
Worst DD: -9.33
S&P Correlation: 0.09

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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	Apr	Qtr	YTD	1yr	3yr	5yr	10yr	Since 1/2014
Tropicals Program	-0.75	-2.79	-3.19	-7.51	3.89	8.14	-	12.51
S&P 500	3.93	8.94	17.51	11.24	41.19	54.79	-	63.59
+/- S&P 500	-4.68	-11.73	-20.70	-18.76	-37.31	-46.64	-	-51.07

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 250k
Trading Level Incremental Increase: $ 250k
CTA Max Funding Factor: 3.00
Management Fee: 1.00%
Performance Fee: 15.00%
Average Commission: $6.50
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 1-7 Days
Redemption Frequency: Daily
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 3000 RT/YR/$M
Avg. Margin-to-Equity: 5%
Targeted Worst DD: -6.00%
Worst Peak-to-Trough: -3.66%
Sector Focus: Agricultural Traders

Holding Periods

Over 12 Months: 5.00%
4-12 Months: 60.00%
1-3 Months: 20.00%
1-30 Days: 15.00%
Intraday: 0%

Decision-Making

Discretionary: 100.00%
Systematic: 0%

Strategy

Seasonal/cyclical: 30.00%
Spreading/hedging: 60.00%
Technical: 10.00%

Composition

Softs: 100.00%

Summary

The WestCay LLC Tropicals Program is a pure discretionary trading strategy in Coffee and other soft commodity futures, options and calendar spreads, managed by the Principals, Andrew Jarmolkiewicz and Andre Vollmann. The Principals enjoy a combined 37 years experience across trading, research and managing large institutional fund mandates in their careers. The strategy exploits irregularities between the fundamentals of supply and demand in a market, the term structure of the futures market, the term structure of the volatility in the market and the current valuation of the market. The Principals utilise their own proprietary fundamental research to try and understand all aspects of the markets they trade in order to identify and manage opportunities, which could be market-neutral or directional.

The performance results presented are of actual accounts. The actual fees charged to these accounts were the same as those under the Advisor's Fee Structure A. The performance presented above includes actual management fees of 1/12 of 1% charged monthly and a quarterly incentive fee of 15%. For the periods January 2014 and January 2017, the accounts being presented were not charged fees. Therefore, for these periods the performance has been adjusted to reflect a 1/12 of 1% monthly management fee and a 15% quarterly incentive fee. No investment in the Advisor's Program should be made until you have received, read, and fully understood the Advisor's Disclosure Document.

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

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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
-9.33	16	-	12/1/2017	4/1/2019
-3.67	7	1	11/1/2015	6/1/2016
-2.10	2	1	10/1/2014	12/1/2014
-1.66	4	1	3/1/2014	7/1/2014
-0.79	2	7	1/1/2017	3/1/2017
-0.60	1	1	8/1/2014	9/1/2014
-0.35	1	1	2/1/2015	3/1/2015
-0.26	1	1	8/1/2015	9/1/2015
-0.10	1	1	10/1/2017	11/1/2017

Consecutive Gains

Run-up	Length (Mos.)	Start	End
14.67	7	7/1/2016	1/1/2017
5.20	3	1/1/2014	3/1/2014
4.25	2	1/1/2015	2/1/2015
2.71	5	4/1/2015	8/1/2015
2.26	1	8/1/2014	8/1/2014
1.57	1	10/1/2014	10/1/2014
0.90	4	7/1/2017	10/1/2017
0.78	1	4/1/2017	4/1/2017
0.52	1	6/1/2014	6/1/2014
0.44	1	12/1/2017	12/1/2017
0.42	2	10/1/2015	11/1/2015
0.33	1	5/1/2016	5/1/2016
0.29	1	4/1/2018	4/1/2018
0.28	1	10/1/2018	10/1/2018
0.01	1	1/1/2016	1/1/2016

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-5.90	6	11/1/2018	4/1/2019
-2.37	3	2/1/2016	4/1/2016
-2.24	3	1/1/2018	3/1/2018
-2.10	2	11/1/2014	12/1/2014
-1.99	5	5/1/2018	9/1/2018
-1.49	2	4/1/2014	5/1/2014
-0.93	1	6/1/2016	6/1/2016
-0.79	2	2/1/2017	3/1/2017
-0.75	1	12/1/2015	12/1/2015
-0.70	2	5/1/2017	6/1/2017
-0.69	1	7/1/2014	7/1/2014
-0.60	1	9/1/2014	9/1/2014
-0.35	1	3/1/2015	3/1/2015
-0.26	1	9/1/2015	9/1/2015
-0.10	1	11/1/2017	11/1/2017

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	64.00	62.00	59.00	53.00	47.00	41.00	29.00	17.00
Percent Profitable	50.00	50.00	55.93	64.15	78.72	85.37	100.00	100.00
Average Period Return	0.19	0.49	1.13	2.86	4.89	7.12	12.15	12.96
Average Gain	1.05	2.27	3.71	6.28	7.56	9.32	12.15	12.96
Average Loss	-0.67	-1.28	-2.14	-3.44	-5.00	-5.67
Best Period	3.89	5.79	11.56	13.96	15.27	15.49	20.09	24.09
Worst Period	-2.05	-3.20	-5.90	-7.51	-9.02	-8.84	3.35	1.54
Standard Deviation	1.23	2.34	3.90	5.69	6.27	6.30	5.71	5.79
Gain Standard Deviation	1.14	1.95	3.16	3.79	3.79	3.42	5.71	5.79
Loss Standard Deviation	0.47	0.92	1.59	2.32	2.38	2.83
Sharpe Ratio (1%)	0.09	0.10	0.16	0.33	0.54	0.81	1.60	1.54
Average Gain / Average Loss	1.57	1.77	1.73	1.83	1.51	1.64
Profit / Loss Ratio	1.57	1.77	2.20	3.45	5.59	9.58
Downside Deviation (10%)	0.84	1.92	3.32	5.30	6.35	6.82	6.49	10.24
Downside Deviation (5%)	0.62	1.26	2.04	2.90	3.18	3.10		0.61
Downside Deviation (0%)	0.58	1.11	1.76	2.39	2.53	2.39
Sortino Ratio (10%)	-0.26	-0.38	-0.40	-0.40	-0.43	-0.46	-0.56	-0.84
Sortino Ratio (5%)	0.17	0.19	0.31	0.64	1.06	1.65		14.55
Sortino Ratio (0%)	0.33	0.45	0.64	1.19	1.93	2.99

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	9	0.00	3/2019
Agricultural Trader Index	Month	10	0.00	2/2019
Agricultural Trader Index	Month	10	0.29	4/2018
Agricultural Trader Index	Month	10	0.29	4/2018
Agricultural Trader Index	Month	9	0.44	12/2017
Agricultural Trader Index	Month	9	0.30	10/2017
Agricultural Trader Index	Month	9	0.47	9/2017
Agricultural Trader Index	Month	10	0.06	8/2017
Agricultural Trader Index	Month	5	0.78	4/2017

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

^#9

Top Performer

AGRICULTURAL TRADER INDEX

MARCH
2019

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WESTCAY LLC : Tropicals 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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