Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Robert Jan Teuwissen
Strategy: Supply & Demand / Currencies, Gold, WTI & Indices
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The trading program utilizes a proprietary trading strategy that is based on a combination of fundamental and technical analysis of trend and momentum. Therefore, while there is a strict rule- based strategy in place, trading is still carried out manually and requires the initial decision whether to execute the systematic strategy or not. This allows the strategy to quickly adapt to market conditions and volatility, which in our opinion makes it more robust and sustainable long-term.
This trading style and proprietary strategy has been successfully implemented by the manager for over a decade and is substantiated by the live track record as demonstrated below. Along with having achieved above average growth between 13.7% - 18.6% per annum, a key factor in the continued success of the strategy is the ability to have controlled downside volatility significantly with a max drawdown of -2.8% since inception. The strategy's balance between discretionary and systematic trading is the true edge that generates consistent returns, whilst containing the downside, throughout varied market conditions.
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.
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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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.69% | 1.47% | 5.21% | 0% | ||||||||||
| 2024 | 5.38% | 3.02% | -2.12% | 0.71% | 1.45% | 1.98% | 0.94% | -0.58% | 0.94% | 0.01% | 2.36% | -7.72% | 5.95% | -7.72% |
| 2023 | -0.11% | 2.57% | -0.33% | 2.82% | 1.76% | -2.12% | -1.94% | 1.21% | 0.77% | -0.19% | 1.61% | 4.29% | 10.63% | -4.02% |
| 2022 | 1.43% | 2.18% | 0.62% | 1.37% | 1.88% | 1.15% | -0.28% | 1.94% | 0.16% | 0.36% | 4.16% | 1.58% | 17.78% | -0.28% |
| 2021 | -1.36% | 1.38% | 1.65% | 0.03% | 2.25% | 1.12% | -0.16% | 0.70% | 2.13% | 1.96% | 1.82% | 2.08% | 14.4% | -1.36% |
| 2020 | 0.80% | -2.45% | 0.00% | 2.22% | 1.81% | 1.11% | 2.00% | 1.39% | -0.83% | 3.33% | 2.45% | 1.21% | 13.7% | -2.45% |
| 2019 | 1.13% | 5.26% | -0.85% | -1.33% | -0.62% | 2.02% | 1.69% | 2.99% | 1.73% | 0.69% | 1.67% | 0.46% | 15.67% | -2.79% |
| 2018 | 1.64% | 1.92% | -1.25% | 2.77% | -2.11% | 1.85% | 3.57% | 1.00% | 0.24% | 3.66% | 0.45% | 1.66% | 16.34% | -2.11% |
| 2017 | 1.09% | 3.22% | 1.88% | 0.43% | 3.85% | -1.64% | 1.05% | 0.05% | 2.23% | 1.11% | 4.39% | -0.33% | 18.58% | -1.64% |
| 2016 | 1.26% | 2.01% | 1.55% | 2.47% | 0.10% | 0.96% | 2.62% | -0.09% | 2.78% | 1.44% | 16.12% | -0.09% | ||
| Years | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 |
|---|---|---|---|---|---|---|
| ROR | 16.12% | 18.58% | 16.34% | 15.67% | 13.70% | 14.40% |
| Max DD | -0.09% | -1.64% | -2.11% | -2.79% | -2.45% | -1.36% |
| Years | 2022 | 2023 | 2024 | 2025 YTD |
|---|---|---|---|---|
| ROR | 17.78% | 10.63% | 5.95% | 5.21% |
| Max DD | -0.28% | -4.02% | -7.72% | 0.00% |
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.
