CARBON NEUTRAL ALPHA PROGRAM (QEP only)

The CARBON NEUTRAL ALPHA (“CNA”) PROGRAM is an absolute return program. It develops a risk-adjusted portfolio of the most liquid futures and spreads of the European Carbon Market (EUAs) contracts, it seeks to perform in different market environments and economic cycles. The manager believes EUAs are a unique asset class with strong bias and inefficiencies due to the market's regulatory policies, hedging pressure, weather, and supply/demand fundamentals.

Investment Strategy:

The manager deploys a Quant-mental Investment Process combining quantitative techniques like statistical modeling, machine learning, and natural language processing (NLP) with discretionary and fundamental analysis.

Climate Impact:

Sigma Advanced Capital Management LLC believes that responsible businesses need to be thoughtful, aware, and willing to act. The Carbon Neutral Alpha program seeks to have a climate impact by supporting environmental initiatives by using a percentage of management and performance fees to support REDD+ approved projects in the Amazon aligned with the 2030 Sustainable Development Goals (SDGs).

For historical performance and more information contact: ir@sigmadvanced.com

DERIVATIVE TRANSACTIONS, INCLUDING FUTURES, ARE COMPLEX AND CARRY A RISK OF SUBSTANTIAL LOSSES.THEY ARE INTENDED FOR SOPHISTICATED INVESTORS WHO UNDERSTAND RISK. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

ir@sigmadvanced,com / Tel: +1 773 954 4991

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