Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Robert Ogilvie
Strategy: Multi Strategy
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Investment Restrictions: 4.7 Exempt - QEPs Only++
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The FINMATIX program combines the VOL MULTI-MARKET (VMM) and MULTI STRATEGY INDEX (MSI) Programs, which is designed for investors seeking portfolio allocation to the non-correlated alternative markets without succumbing to the wide return variance and peak drawdown exposure typically seen in many absolute return programs. FINMATIX was constructed with risk management as the primary objective and is designed with a goal of reducing return volatility while targeting high risk-adjusted returns. The program's inherent mechanical nature utilizes dynamic measurements to develop volatility adjusted trade and risk management models.
The VMM program executes trades in the Gold, Copper, Silver, Crude and Heating Oil, RBOB Gasoline, Natural Gas, NASDAQ 100, Russell 2000, and US Treasury Note futures markets utilizing long and short strategies at expansion and contraction points in volatility. A multitude of strategy parameters for entry and exit signals are automatically executed according to pre-defined parameters without user intervention removing human emotions that may hinder the consistency and returns of the strategy.
The MSI program executes trades exclusively in the S&P 500 index futures market utilizing multiple long/short models non-correlated by both methodology and interval. The program is comprised with an intermediate term, often multiple days, strategy utilizing a unique method of analyzing investor sentiment and then executes long and short at expansion and contraction points in sentiment, respectively. The program utilizes various short term (intraday strategies) that are comprised of a unique set of mechanical models where maximum daily and monthly risk is finite and can be tailored to meet specific maximum or minimum draw down profiles. Most of the short-term positions are flat ahead of the underlying cash market close minimizing the majority of overnight price shock risk to capital.
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Robert J. Ogilvie is the principal and Chief Investment Officer of Robot Capital Corp and is the President of Mosaic Automation, Inc, (owner of the Finmatix platform). Mr. Ogilvie supervises all the Company's investment and administrative functions.
Company Mission: Our mission is centered on providing high risk adjusted returns to clients through systematic and mechanical trading methodologies. The secondary objective is to accompany the primary goal with low monthly standard deviation of returns relative to industry standards.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.26% | 1.75% | 1.74% | 1.97% | -3.05% | 0.06% | 2.18% | 5.91% | -3.05% | |||||
| 2023 | 0.73% | 2.79% | -0.89% | 6.67% | -0.89% | -0.43% | 0.74% | 0.52% | 2.01% | -1.82% | 2.43% | -4.18% | 7.68% | -4.18% |
| 2022 | -9.93% | 1.92% | 5.55% | -11.34% | 15.92% | 13.14% | -11.71% | 6.60% | 2.54% | 7.34% | -0.05% | 7.23% | 27.21% | -14.09% |
| 2021 | 5.12% | 2.63% | 1.94% | 0.88% | -11.78% | 0.50% | 8.93% | -0.53% | 3.72% | 7.23% | 18.64% | -11.78% | ||
*The Annual ROR (Rate of Return) for Fixed Trade Level Accounts has been calculated by adding each monthly return.
| Years | 2021 | 2022 | 2023 | 2024 YTD |
|---|---|---|---|---|
| ROR | 18.65% | 27.20% | 7.68% | 5.91% |
| Max DD | -11.78% | -14.09% | -4.18% | -3.05% |
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.
