CTA Profiles
 
 
-
Home » Manager List    »    Chelton Wealth - Quanify GmbH    »   


Chelton Wealth - Quanify GmbH - Currency Alpha



Principal(s): Robert Jan Teuwissen
Strategy: Supply & Demand / Currencies, Gold, WTI & Indices
Request Additional Information
Investment Restrictions: Non-US Investors Only

Statistics & Program Information

Nov 2025 Return   2.18% Worst Drawdown (2)    -18.8% Minimum Investment   €100,000
YTD Return: 14.94% Losing Streak (3):  -5.98% AUM (5):  €114,000,000
Annualized CROR(1)  17.88% Sharpe Ratio 4% RF ROR(4):  1.20 Calmar Ratio (6):  N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.
Trading Methodology
50% Systematic
50% Discretionary
 Style Sub-Categories

Supply & Demand 		Trading Style
Market Sector
3% Stock Indices
4% Metals
3% Energies
90% Forex
 Holding Period
100% Short Term
 Geographic Sector
Global
Contracts:
Futures
Forex
Start Date   Mar-2018 Currency   Euro Management Fee    2.00%
Accepting New Accounts   Yes Min Investment    €100,000 Incentive Fee    0.00
NFA Member    No Fund Minimum    €100,000 Other Fees   $5 per lot
NFA Number    Margin (7)   9%-18% Avg Comm (8)   
Notional Funds    Yes Round Turns Per Million (10)    0 Max Comm (9)   
Starting Date:  Mar-2018 Currency:  Euro
Open to New Investors:  Yes Current Assets:  €114,000,000
Open to US Investors:  Yes Annualized CROR:  17.22%
Minimum Fund Investment:  €100,000
Minimum Managed Account:  €100,000 Current Losing Streak:  -5.98 %
Domocile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  1.20
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Not Listed
Incentive Fee:  20.00% NFA Member:  No
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  $5 per lot Other Memberships:  ARIF
Type of Fund:
 Domicile:
 Strategy:

Track Record Prepared By: IQ-EQ Fund Administrator
Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

Chelton Wealth's Currency Alpha program employs supply and demand trading. Supply and demand trading is a trading method where the idea is to find points in the market where price has made a strong advance or decline and mark these areas as supply and demand zones using rectangles.

The point in which the price has made a strong advanced is marked by the trader as a demand zone. A point where the market has made a sharp decline is marked as a supply zone.

The main premise of supply and demand trading is when the market makes a sharp move up or done and the large institutions (i.e., banks and hedge funds) are not able to get their entire trade placed into the market, therefore they leave pending orders to buy or sell at the zone with the expectation that the market will return to the zone and the rest of their trading position will be filled.

The Markets traded include G10 currency majors and crosses, Gold (XAUUSD), WTI and Indices CFDs. (This is also available as a spot FX Only strategy). Managed accounts may be denominated in CHF, EUR, GBP and USD.

Risk Strategy

N/A

Background

Robert Jan Teuwissen - A progressive investment professional with more than 25 years of experience in trading the financial markets, combined with running an independent trading & advisory business for the last 2 decades. Having a consistent track record including managing trading desks and advising globally on interest rate and FX risk. Furthermore specialist in taking risk to generate above-average returns.

Head of Trading management team running two different currency investment processes: an Absolute return discretionary forex process and a higher vol target systematic forex strategy. Products included absolute return funds and managed accounts, as well as active and passive currency overlay mandates.

As a 25+ year veteran of the commodity & foreign exchange markets, I have been responsible for currency strategy and trading for several high-profile clients who are allocated within the currency space. I have managed an alpha driven portfolio of G10 currencies, as well as a number of other hedging programmes and strategies. I have been responsible for building out the Currency Desk, including infrastructure, technology, and reporting.

Having started trading commodities futures & currencies on the ICE, LME, CME, CBOT, NYMEX and COMEX in the early 90's, I have gained the expertise to manage risk through times of calm, as well as times of extreme market stress, My years of experience have helped me model and analyse risk in both short and long-term time horizons, studying market fundamentals, and correlations across currencies.

Specialties: Commodity & Currency Strategy, Trader Selection, Multi Strategies.
Knowledge of Modern Portfolio Theory & Behavioral finance, skilled in applying the investment process across portfolio structures and investment vehicles.

Performance

Gross Performance (A Portion of this Performance is based on Proprietary Trading)

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecRORMax DD
2025 0.48% 3.89% -4.04% -0.26% 2.63% 2.87% 2.11% 1.54% -0.37% 3.91% 2.18%   15.69% -4.29%
2024 2.70% 3.22% 3.13% 2.08% 2.31% 2.37% -12.77% 0.81% 1.66% 1.53% -9.89% -0.63% -5.01% -18.73%
2023 1.66% -0.93% 1.61% 4.36% -1.04% -0.84% 0.99% 0.96% -1.83% -2.08% 0.79% -4.83% -1.48% -7.80%
2022 2.85% 4.13% 0.99% 1.56% 3.17% 0.10% 2.23% 2.26% 2.08% 1.29% 1.11% 1.21% 25.48% 0.00%
2021 0.41% 1.41% 1.01% 1.28% -1.41% -0.98% 2.22% 1.35% 1.96% 1.61% 3.63% 1.58% 14.90% -2.38%
2020 2.17% 2.14% 1.29% 2.58% 2.63% -3.49% 1.26% 1.46% 1.95% 0.51% 1.52% 0.98% 15.91% -3.49%

Annual Performance

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

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.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

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.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.