Rcube Asset Management SAS
Aquanthus Premia
Principal:
Olivier Alvarez
Systematic Macro-Risk Premia | Trend Following, systematic macro, mean reversion
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Month Performance
+1.52%
Aug 2026
YTD Return
+7.61%
Through Aug 2026
AUM
$9,000,000
Assets Under Management
Overview
Aquanthus is a multi-strategy quantitative macro portfolio that focuses on high capital growth. It targets double-digit yearly returns with a Sharpe ratio larger than 1.
The portfolio allocates capital across uncorrelated macro strategies that capture market risk premia. Current strategies include directional macro, trend following, volatility and mean reversion. We have an opportunistic approach in selecting and expanding our strategy universe. We invest in listed instruments diversified across asset classes. Our return / risk profile is achieved by controlling leverage and optimising risk allocation across strategies systematically.
Program Details
| Inception Date | Feb 2016 |
| Trading Style | Trend Following, systematic macro, mean reversion |
| Holding Period | Long Term, Medium Term, Short Term |
| Markets Traded | Stock Indices, Currencies, Financials, Metals, Energy |
| Margin | Avg 15% - Max 25 % |
| Minimum Investment | $1,000,000 |
| Management Fee | 1.00% |
| Performance Fee | 15.00% |
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 | +2.03% | +3.94% | -0.72% | -3.20% |
Maximum Drawdown Since Inception
-8.06%
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.