This strategy and pool invests in global commodities futures and options contracts representing various "hard assets" such as crude oil, gold, wheat, copper and lean hogs. The overarching investment themes are relative value calendar spread trading and directional positioning. Trend-following and similar "black box" methods are not part of the philosophy. Instead, alpha opportunities are dissected using quantitative measures to create reasonable and more reliable signals and grounded in fundamental aspects.
Program Details
Inception Date
Aug 2010
Trading Style
Spread Trading, Option Trading
Holding Period
Medium Term, Short Term, Intraday
Markets Traded
Metals, Energy, Agriculturals, Meats, Softs
Margin
0.00%
Minimum Investment
$1,000,000
Management Fee
2.00%
Performance Fee
20.00%
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
YEAR
2025
2024
2023
2022
RETURN
-0.50%
+1.18%
-4.52%
+12.29%
Maximum Drawdown Since Inception
-10.40%
Past performance is not indicative of future results.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the
eligibility requirements described in CFTC Regulation 4.7. The applicable
requirements vary by investor type and may include financial, portfolio,
professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
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View additional managed futures programs available in the Autumn Gold database.