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ARB Asset Management, LLC - RoboSig FX Alpha Gen Fund



Principal(s): Adam Passaglia, Amnon Baazov & Mark Downing
Strategy: Statistical / FX Futures and Spot Contracts
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Investment Restrictions: Professional Clients or Eligible Counterparties (UK) QEPs (US)

Statistics & Program Information

Oct 2025 Return   6.3% Worst Drawdown (2)    -8.16% Minimum Investment   $2,000,000
YTD Return: 4.65% Losing Streak (3):  -0.99% AUM (5):  $136,000,000
Annualized CROR(1)  10.3% Sharpe Ratio 4% RF ROR(4):  0.67 Calmar Ratio (6):  N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.
Trading Methodology
100% Systematic
 Style Sub-Categories
Mean Reversion
Enhanced Trend Overlay 		Trading Style
50% Trend Following
50% Mean Reversion
Market Sector
100% Forex
FX Futures & Spot Contracts 		Holding Period
100% Short Term
 Geographic Sector
Global
Contracts:
Futures
Forex
Start Date   Jul-2017 Currency   US Dollar Management Fee    2.00%
Accepting New Accounts   Yes Min Investment    $2,000,000 Incentive Fee    0.00
NFA Member    Yes Fund Minimum    $0 Other Fees   None
NFA Number    0532191 Margin (7)   0% Avg Comm (8)   $0.00
Notional Funds    No Round Turns Per Million (10)    0 Max Comm (9)   
Starting Date:  Jul-2017 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $136,000,000
Open to US Investors:  Yes Annualized CROR:  9.87%
Minimum Fund Investment:  $0
Minimum Managed Account:  $2,000,000 Current Losing Streak:  -0.99 %
Domocile:   Calmar:  N/A
Subscriptions:  Monthly Sharpe Ratio: 4% RF ROR  0.67
Redemptions:  Monthly US Attorney:  Riveles Wahab
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Formidium
Administraton Fee:  0.25% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Richey May
Incentive Fee:  20.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Futures Fund
 Domicile:
 Strategy:

Track Record Prepared By: N/A
Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

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.

Portfolio Team Dieter Marlovics, CEO As Partner and CIO at Gelber Group LLC, led the firm to become a highly profitable global algorithmic trading firm with over $100M in capital. Founder of ReallyColor LLC, which built a patented technology allowing users to turn their photos into coloring books. Holds B.S. in Electrical Engineering from Northwestern University and an MBA from Northwestern's Kellogg School of Management. Richard Preschern, CIO and Portfolio Manager: As Co-Founder of RoboSig, led strategy development and implementation of RoboSig FX Alpha Gen. 20+ years experience trading FX spot, futures, and options across all major currency pairs Holds B.S. in Economics from Northwestern University and an MBA from Quantic. Yixin Xie, Quantitative Engineering and Analysis Oversees the quantitative engineering and analysis effort. Prior to joining RoboSig, was a quantitative trader. Holds B.S. in Mathematics and Accounting from the University of Tulsa, Masters in Mathematical Finance from the Illinois Institute of Technology, MS in Computer Science with Specialization in Machine Learning - Georgia Institute of Technology and is a CFA charter holder. Chun James "Kan", Systems Operational Manager Manages all operational trading systems at RoboSig. Prior to RoboSig was a member of a market making group at Lerner Trading Conducted Theoretical and Applied Mechanics research at the University of Illinois - Urbana Champaign.

Risk Strategy

The following Risk Managements Strategies are followed: 1. Each Trade has a max size, 2. Trades have predefined stop-loss levels, 3. Regular review of internal risk limits and processes, 4. Live P&L risk monitoring, 5. Fully automated middle and back office trade processing, 6. Total exposure limit (leverage) as a fixed multiple of capital, 7. Per currency concentration limits, 8. Basket correlation limits, 9. Limits on total and per currency volume and open orders, 10. All orders pass through risk checks, 11. 24/5 live monitoring.

Background

ARB's Principals include:
Adam Passaglia, Managing Partner: As co-founder of ARB Trading Group, Mr. Passaglia has overseen ARB's business beyond proprietary trading to create a vertically integrated financial services company. He led ARB's expansion into broker / dealer services, IB services, trading execution and risk management software, alternative asset management, and hedge fund services. Mr. Passaglia started his trading career in 2000 at a proprietary firm in Frankfurt, Germany and was soon hailed by Futures Magazine as one of the most consistent disciplined traders in Europe. He holds a B.A. in Finance from the University of Illinois.

Amnon Baazov, Managing Partner: Mr. Baazov, as a founding partner of ARB Trading Group, has led the firm's automated algorithmic trading division since 2009. He has overseen the creation and implementation of numerous automated trading strategies, covering multiple asset classes and statistical approaches. Mr. Baazov started his trading career in 1996 focusing on interest rate differentials. He holds a B.A. in International Finance from HEC Montreal.

Mark Downing, Chief Operating Officer: Mark is responsible for overseeing the launch of ARB AM funds and strategies. Prior to joining ARB, he served as COO of a Chicago based hedge fund with $150m AUM. Mark also previously traded interest rate options as a market maker for both his own proprietary firm as well as for a leading institutional market maker starting in 2006. He holds a B.S. in Finance and Computer Information Systems from Indiana University Kelley School of Business.

Performance

Monthly Performance Since Jul 2017

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecRORMax DD
2025 3.03% -3.83% 2.45% 1.24% 0.66% 1.28% 0.35% 0.03% -6.86% 6.30%   4.13% -6.86%
2024 0.08% 0.86% -1.93% 1.34% 1.64% -3.21% -0.67% 4.56% 0.10% 0.66% -0.85% -1.95% 0.41% -3.86%
2023 1.06% -0.03% 2.49% 1.29% -2.16% -6.04% 9.35% 0.97% 0.91% -0.35% 2.87% 0.69% 10.88% -8.07%
2022 -0.23% 2.80% -0.98% 2.90% 0.71% -0.06% 1.63% 0.87% -3.30% 4.54% 0.80% 1.13% 11.10% -3.30%
2021 0.84% 0.38% -8.16% 10.54% -0.47% 2.74% 0.80% 0.80% 1.67% -0.51% 3.82% 0.63% 12.82% -8.16%
2020 1.33% 0.64% -4.15% 0.06% 0.26% -0.39% 2.85% -0.04% 3.20% 1.62% 0.93% 0.50% 6.83% -4.22%

Annual Performance

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

++Qualified Eligible Investors Only:

A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions).

Exemptions:

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.

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.