AutumnGold Managed Futures
 
 
Chelton Wealth-Chelton AB
Currency Overlay - G10 Major Currencies & Crosses

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Statistics & Program Information

Apr 2026 Return
-5.22%
Worst Drawdown (2)
-10.67%
Minimum Investment
€250,000
YTD Return
3.4%
Sharpe Ratio 4% RF ROR (4)
1.25
AUM (13)
€189,499,636
Annualized CROR(1)
14.72%
Calmar Ratio (10)
1
Losing Streak
-5.22%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
50% Systematic
50% Discretionary
Trading Style
Style Sub-Categories
Supply & Demand
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    20.00%
NFA Member    No Fund Minimum    €100,000 Other Fees   $5 per lot
NFA Number    Margin (7)   9%-18% Average Commission (16)   
Notional Funds    Yes Round Turns Per Million (15)    0 Maximum Commission (17)   
Starting Date:  Mar-2016 Currency:  Euro
Open to New Investors:  Yes Current Assets:  €189,499,636
Open to US Investors:  Yes Annualized CROR:  14.72%
Minimum Fund Investment:  €100,000
Minimum Managed Account:  €250,000 Current Losing Streak:  -5.22 %
Domicile:   Calmar:  1
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  1.25
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:
Correlations: AG CTA Index: -0.039              SP 500 TR: 0.059             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Apr 2026$189,499,636
Mar 2026$207,000,000
Feb 2026$205,000,000
Jan 2026$202,000,000
Dec 2025$203,500,000
Nov 2025$170,000,000
Oct 2025$170,000,000
Sep 2025$170,000,000
Aug 2025$170,000,000
Jul 2025$170,000,000
Jun 2025$190,474,910
May 2025$184,818,475
Apr 2025$171,366,226
Mar 2025$189,610,553
Feb 2025$197,300,000
Jan 2025$194,500,000
Dec 2024$194,000,000
Nov 2024$194,000,000
Oct 2024$194,000,000
Sep 2024$194,000,000
Aug 2024$194,499,231
Jul 2024$196,639,725
Jun 2024$196,168,408
May 2024$194,023,138
Apr 2024$191,250,013
Mar 2024$188,790,600
Feb 2024$190,325,501
Jan 2024$182,804,796
Dec 2023$173,472,072
Nov 2023$166,336,247
Oct 2023$160,420,150
Sep 2023$162,729,236
Aug 2023$159,501,078
Jul 2023$156,096,940
Jun 2023$157,145,564
May 2023$159,468,117
Apr 2023$154,301,020
Mar 2023$148,123,925
Feb 2023$148,363,525
Jan 2023$149,520,839
Dec 2022$147,683,291
Nov 2022$143,417,298
Oct 2022$135,289,265
Sep 2022$132,312,938
Aug 2022$130,603,972
Jul 2022$126,647,020
Jun 2022$125,498,416
May 2022$122,094,331
Apr 2022$113,217,699
Mar 2022$113,217,699
Feb 2022$117,477,590
Jan 2022$112,524,555
Dec 2021$108,473,386
Nov 2021$16,835,464
Oct 2021$1,000
Sep 2021$1,000
Aug 2021$1,000
Jul 2021$1,000
Jun 2021$1,000
May 2021$1,000
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

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.

N/A

Robert Pritchard is a progressive investment professional with a blend of experience in working with top-tier level banks. This experience was vital when managing the investment aspects of an independent asset management firm. Therefore, throughout his career as an investment advisor, he has developed a consistent track record of risk-adjusted returns. He achieved this by drawing upon his skills and expertise in managing and trading equities, commodity futures, currency, and interest rate risk. With over 30 years of experience trading the financial markets, he has developed the skill to create trading strategies for sophisticated investors. He actively manages alpha-driven strategies, as well as a number of other hedging programs and signal-generating strategies. Furthermore, He provides a fundamental analysis of external investment funds on an advisory basis. Hence, these funds utilize his views to evaluate each strategy using technical analysis. Robert holds a Master's in Business Administration and Management from the Erasmus University Rotterdam, Netherlands.

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)
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
2026-0.77%1.76%8.04%-5.22%3.40%-5.22%
20253.69%1.47%-3.02%0.66%7.85%2.79%-10.67%3.57%0.08%5.89%3.82%1.31%17.42%-10.67%
20245.38%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%
20221.43%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%

Track Record Compiled By: IQ-EQ Fund Administrator

Accounting Notes: Returns are based on proprietary accounts. Client accounts will be traded in like fashion. Results may differ, i.e., broker's spread and execution charges, fees, swap rates, slippage/execution delay, asset/product offering / deposit and risk settings.<br><br> The commissions and fees incurred on the purchase or sale of specific financial product illustrated are not included in the performance shown.<br><br> Disclosure<br> OTC Derivatives trading are high-risk investments. OTC Derivatives are leveraged products that can result in losses exceeding your initial deposit. Trading OTC Derivatives on margin carries a high level of risk, and may not be suitable for all individuals. The high degree of leverage offered can work against you as well as for you. <br><br> This is not a solicitation to invest and you should carefully consider your financial situation as to the suitability to your situation prior to making any investment or entering into any transaction. You should make yourself aware of all the risks associated with OTC Derivatives trading and seek advice from an independent financial advisor if you have any questions or concerns. <br><br> Past performance is not indicative of future results, returns may vary according to market conditions. Trading OTC Derivatives is speculative and may involve the loss of principal; therefore, funds placed under management should be risk capital funds that if lost will not significantly affect one's personal financial well-being. <br><br> No representation is being made that participating in a managed account will necessarily lead to profit. Investors may incur a series of consecutive losses and substantial equity drawdowns that can deplete their funds before the occurrence of any meaningful profit accumulation.

A Portion of this Performance is Based on Proprietary Trading

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
20263.40%-5.22%€189,499,636
202517.42%-10.67%€203,500,000
20245.95%-7.72%€194,000,000
202310.63%-4.02%€173,472,072
202217.78%-0.28%€147,683,291
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Available to Non-US Investors Only. Results are gross performance and do not reflect management and incentive fees.
Year Yearly Return Max DD
20263.40%-5.22%
202517.42%-10.67%
20245.95%-7.72%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


Accounting Notes:

Returns are based on proprietary accounts. Client accounts will be traded in like fashion. Results may differ, i.e., broker's spread and execution charges, fees, swap rates, slippage/execution delay, asset/product offering / deposit and risk settings.

The commissions and fees incurred on the purchase or sale of specific financial product illustrated are not included in the performance shown.

Disclosure
OTC Derivatives trading are high-risk investments. OTC Derivatives are leveraged products that can result in losses exceeding your initial deposit. Trading OTC Derivatives on margin carries a high level of risk, and may not be suitable for all individuals. The high degree of leverage offered can work against you as well as for you.

This is not a solicitation to invest and you should carefully consider your financial situation as to the suitability to your situation prior to making any investment or entering into any transaction. You should make yourself aware of all the risks associated with OTC Derivatives trading and seek advice from an independent financial advisor if you have any questions or concerns.

Past performance is not indicative of future results, returns may vary according to market conditions. Trading OTC Derivatives is speculative and may involve the loss of principal; therefore, funds placed under management should be risk capital funds that if lost will not significantly affect one's personal financial well-being.

No representation is being made that participating in a managed account will necessarily lead to profit. Investors may incur a series of consecutive losses and substantial equity drawdowns that can deplete their funds before the occurrence of any meaningful profit accumulation.

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.