Growth of $1,000 VAMI and Monthly Return
Trading Description, Risk Strategy & Background
Robust seeks to generate return that does not expose the portfolio to significant systemic risk. We follow an opportunistic investment approach in the global liquid markets. It is our opinion that systemic risk remains totally underpriced and has dramatically increased since the 2008 collapse of the banks. While the investment approach at Robust Methods begun as a quantitative strategy in 2005, it became imperative to revamp the strategy after the Federal Reserve started creating trillions of dollars from thin air in order to buy the markets it wants to buy, and sell those it wants to sell. The Fed basically hijacked the entire system and started setting the prices of the major financial markets. As a result, both fundamental and technical approaches to investing became practically irrelevant. With "QE" supposed to be a one-time exception after the 2008 crash, it has become a regular routine of market interventions and debt monetization with illicit funds - now going well into 2015. Clearly, today's market prices no longer represent the balance between supply and demand, and as the price discovery mechanism has been severed; the financial markets have lost the good part of their freedom as a result of the Fed's actions. Suppressing the markets for so long and by so much is clearly not sustainable based on historical precedents. We now see an epic failure in the making unfolding from here. We are now focused at turning this inevitable outcome into major investment returns to our clients. Our portfolio is strategically positioned to fulfill this goal.
Risk is managed using a strict and disciplined approach. Portfolio risk is allocated and spread within and across asset classes and geographic blocs.
Karim Nazih Taleb, Ph.D. is the Principal of Robust Methods. He oversees all
operational and strategic aspects of the firm including research, risk management,
trading, computing systems, compliance, policies, record keeping, and reporting.
Prior to founding Robust Methods in September 2002, Karim Taleb worked in the
semiconductor industry at Applied Materials, the largest designer and manufacturer
of thin film nanofabrication equipment, and where he managed projects for the
Applied Strategic Knowledge Systems division and the Worldwide Manufacturing
Organization. After his employment, he fully devoted himself to researching the
financial and commodity markets, an effort that ultimately led to the development
of the trading program.
In 2003, Karim Taleb received the Chartered Financial Analyst designation. In May
2004, he registered as a CTA and became a member of the National Futures
Association. Between November 2004 and July 2005, he operated Allegro Capital
LP, a trend-following managed futures commodity pool, where he assumed the full
day to day operational responsibility as the sole CTA.
Dr. Taleb holds a Bachelors of Science in Engineering from Cornell University (May
1989), a Masters of Engineering (May 1990) from the Cornell?s School of Operations
Research & Industrial Engineering, and a Doctor of Philosophy in Industrial
Engineering & Operations Research from Northeastern University (May 1995). The
results of his research have been published in several peer-reviewed refereed
journals with over 325 scholarly citations to date.
Arun Govind Marar, Ph.D., assumes the responsibility for Risk Management at
Robust Methods. He provides recommendations on portfolio construction and
technological processes, including an independent view of risk and operational
controls. Dr. Marar also engages in risk and strategy research to leverage his
expertise in stochastic modeling and patterns recognition.
Prior to joining Robust Methods, Arun Marar worked at DKR Capital overseeing risk
for diverse portfolios for the $3.7B hedge fund. His responsibilities included asset
allocation, asset valuation, performance attribution, risk reporting, and oversight of
month-end valuation of all OTC instruments such as credit derivatives, interest rate
swaps, PIPES and ASCOTS. At DKR Capital, Arun built and implemented risk
models and reports that provide for portfolio-dependent sophistication such as
mergers and acquisitions deal-break risk, hedge ratio and premium reports for
convertible portfolios, and credit-crisis stress-testing for the high-yield capital
structure arbitrage portfolio.
Between March 2002 and May 2003, Arun assumed the position of Risk Strategist
at Amaranth Advisors where he was involved in firm wide risk management
projects of the $2.5 billion multi-strategy fund. Strategies analyzed included
long/short equity, statistical arbitrage, convertible bond arbitrage, capital structure
arbitrage, credit derivatives, and equity derivatives.
Dr. Marar holds a Bachelors of Science in Engineering from the Indian Institute of
Technology, Chennai (1992), a Masters of Engineering from the University of
California, Irvine (1994), and a Doctor of Philosophy from Princeton University in
Operations Research & Financial Engineering (2002). He is well published in
prestigious refereed journals.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR (YTD) | Max DD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 15.28% | 8.30% | -19.28% | 0.78% | -19.28% | |||||||||
| 2025 | 7.47% | -3.18% | 7.92% | -3.80% | 1.92% | 6.32% | 1.39% | 4.91% | 13.83% | 4.65% | 10.58% | 15.28% | 89.08% | -3.80% |
| 2024 | -2.80% | -3.20% | 9.72% | 6.63% | 15.02% | -6.09% | -2.11% | 22.82% | 5.26% | 7.04% | -5.73% | -4.79% | 44.57% | -10.25% |
| 2023 | -2.23% | -9.76% | 13.58% | 1.36% | -5.39% | -3.42% | 7.35% | 0.23% | -5.77% | 1.34% | 6.70% | -4.41% | -2.74% | -11.77% |
| 2022 | -3.16% | 8.14% | 1.25% | -4.92% | -6.75% | -5.46% | -2.26% | -8.94% | 3.88% | 0.02% | 11.06% | 9.30% | -0.23% | -25.40% |
| 2021 | 1.01% | -4.10% | -7.70% | 6.40% | 6.81% | -7.51% | 0.39% | -3.97% | -8.12% | 6.76% | -2.56% | 0.79% | -12.72% | -18.08% |
Track Record Compiled By: N/A
Annual Performance Summary
| Year | Yearly Return | Max Drawdown | Year-End AUM |
|---|---|---|---|
| 2026 | 0.78% | -19.28% | $1,000 |
| 2025 | 89.08% | -3.80% | $1,000 |
| 2024 | 44.57% | -10.25% | $1,000 |
| 2023 | -2.74% | -11.77% | $1,000 |
| 2022 | -0.23% | -25.40% | $1,000 |
| Year | Yearly Return | Max DD |
|---|---|---|
| 2026 | 0.78% | -19.28% |
| 2025 | 89.08% | -3.80% |
| 2024 | 44.57% | -10.25% |
++Qualified Eligible Investors Only:
A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions).
Exemptions:
PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.Risk Disclosure
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.
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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.
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