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Chelton Wealth - Quanify GmbH - Currency Overlay - G10 Major Currencies & Crosses

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

Statistics & Program Information

Nov 2025 Return 3.82%	Worst Drawdown ⁽²⁾ -10.67%	Minimum Investment €250,000
YTD Return: 16.13%	Losing Streak ⁽³⁾: 0%	AUM ⁽⁵⁾: €170,000,000
Annualized CROR⁽¹⁾ 15.25%	Sharpe Ratio 4% RF ROR⁽⁴⁾: 1.33	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-2016	Currency Euro	Management Fee 2.00%
Accepting New Accounts Yes	Min Investment €250,000	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-2016	Currency: Euro
Open to New Investors: Yes	Current Assets: €170,000,000
Open to US Investors: Yes	Annualized CROR: 14.85%
Minimum Fund Investment: €100,000
Minimum Managed Account: €250,000	Current Losing Streak: 0 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 4% RF ROR 1.33
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

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.

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

Available to Non-US Investors Only. Results are gross performance and do not reflect management and incentive fees. (A Portion of this Performance is based on Proprietary Trading)

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2025	3.69%	1.47%	-3.02%	0.66%	7.85%	2.79%	-10.67%	3.57%	0.08%	5.89%	3.82%		15.90%	-10.67%
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%	14.40%	-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%	13.70%	-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%

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.