ARB Asset Management, LLC
RoboSig FX Alpha Gen Fund
Principals:
Adam Passaglia, Amnon Baazov & Mark Downing
Statistical / FX Futures and Spot Contracts | Trend Following, Mean Reversion
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Month Performance
+2.74%
Jul 2026
YTD Return
-0.05%
Through Jul 2026
AUM
$204,000,000
Assets Under Management
Overview
The Fund's objective is to provide consistent absolute returns at a target 10% volatility via a systematic FX strategy. The Fund uses proprietary statistical arbitrage models to capture idiosyncratic opportunities in the currency markets of industrialized nations. We specialize in trading FX Futures and Spot contracts in the highly liquid $6 Trillion daily FX market. Our strategies are designed to be market neutral with an average trade duration of just over one week, monetizing short-term dislocations in target currency baskets.
Program Details
| Inception Date | Jul 2017 |
| Trading Style | Trend Following, Mean Reversion |
| Holding Period | Short Term |
| Markets Traded | Forex |
| Margin | 0.00% |
| Minimum Investment | $2,000,000 |
| Management Fee | 2.00% |
| Performance Fee | 20.00% |
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 | +5.97% | +0.41% | +10.88% | +11.10% |
Maximum Drawdown Since Inception
-8.16%
Past performance is not indicative of future results.
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.