Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Alessandro Francioni
Strategy: Algorithmic / Diversified
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TARO® Diversified is an algorithmic and systematic investment strategy which aims to exploit market inefficiencies. The strategy is the result of years of quantitative research and market experience. TARO® Diversified uses unique techniques developed by FALGOM AG which are applied to futures in different asset classes.
Although each of these markets has its own characteristics the algorithm is identical for each financial instrument. Furthermore, both long and short positions are entered by exactly the same logic, which turns TARO® Diversified in combination with its countertrend approach into a genuinely unbiased investment strategy. The return profile generated by TARO® Diversified is divergent towards traditional benchmark indices as well as alternative benchmarks. The strategy has no or a very low correlation towards these benchmarks which reduces portfolio risk in almost any institutional portfolio. Additionally, TARO® Diversified had the highest returns during periods when financial markets were under stress and therefore has the potential to minimize portfolio drawdowns.
For back-tested performance please contact Sandro Francioni, CEO, FALGOM AG, sf@falgom.com, +41 41 244 0080
TARO® Diversified calculates an individual stop loss level based on the volatility and price behaviour of the traded futures contract. Using this risk per trade and a fixed percentage of the assets under management, the position size for each trade is calculated. The strategy also provides for an additional risk overlay which limits the leverage for each product as well as for the entire portfolio. The trading infrastructure has a redundant setup and orders are routed directly to the changes and comply with MIFID2 regulations for algorithmic trading.
FALGOM AG is an independent Swiss asset manager specializing in quantitative investment solutions. With a philosophy deeply rooted in innovation, we seamlessly integrate extensive market expertise with scientific precision to create genuine and lasting value for our investors. As a management-owned firm, we are driven by a strong commitment to aligning our interests with those of our clients, to ensure transparency, dedication, and long-term success.
FALGOM AG was founded in 2019 and is an asset manager regulated by the Swiss Financial Markets Supervisory Authority FINMA since December 2021 according to Art. 17 FINIG.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.50% | -0.15% | -0.64% | -2.28% | -2.28% | |||||||||
| 2024 | -2.84% | 0.46% | 1.30% | -5.35% | 0.98% | 0.59% | -1.32% | -4.25% | -1.89% | -3.84% | 0.24% | 0.16% | -14.92% | -15.26% |
| 2023 | -4.74% | -6.43% | 1.81% | -4.61% | 3.55% | -2.01% | 0.38% | 1.23% | -0.05% | -2.75% | -0.29% | -0.08% | -13.56% | -13.56% |
| 2022 | 0.29% | -0.05% | 2.33% | 0.65% | 4.96% | -0.12% | 3.35% | -1.61% | 1.80% | -1.47% | -2.48% | 7.65% | -3.91% | |
| Years | 2022 | 2023 | 2024 | 2025 YTD |
|---|---|---|---|---|
| ROR | 7.65% | -13.56% | -14.92% | -2.28% |
| Max DD | -3.91% | -13.56% | -15.26% | -2.28% |
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.
