Valorem Investments LLC
Currency Futures Alpha Strategy
Principal:
Chris Cue
Systematic / Macro / Mean Reversion / Currencies | Absolute Return
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Month Performance
-1.16%
Jun 2026
YTD Return
+8.60%
Through Jun 2026
AUM
$836,610
Assets Under Management
Overview
The strategy approach capitalizes on real money flows from large institutional participants that are not profit-seeking. The program identifies when certain currencies are at statistically significant deviations from other currencies, and places trades to profit when the currencies come back into alignment.
Program Details
| Inception Date | Nov 2022 |
| Trading Style | Absolute Return |
| Holding Period | Medium Term, Short Term |
| Markets Traded | Currencies |
| Margin | 12-20% |
| Minimum Investment | $100,000 |
| Management Fee | 0.00% |
| Performance Fee | 0.00 |
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | -3.92% | -3.60% | +3.82% | +9.20% |
Maximum Drawdown Since Inception
-11.24%
Past performance is not indicative of future results.
Performance / Program Note
Returns from November 2021 through June 2023 are based on pro forma adjustments to a proprietary account to reflect fees. Valorem began trading client capital July 2023, performance from July 2023 to present is based on a composite of client accounts traded in like manner with the proprietary pro forma'd account.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the eligibility requirements described in CFTC Regulation 4.7. The applicable requirements vary by investor type and may include financial, portfolio, professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.