AutumnGold Managed Futures
 
 
FinYX Fund
FinYX Multiday Strategy

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Statistics & Program Information

Jan 2025 Return
-3.2%
Worst Drawdown (2)
-11.32%
Minimum Investment
$250,000
YTD Return
-3.2%
Sharpe Ratio 4% RF ROR (4)
1.64
AUM (13)
$1,000
Annualized CROR(1)
22.58%
Calmar Ratio (10)
1.31
Losing Streak
-3.2%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
Trading Style
Style Sub-Categories
Market Sector
Holding Period
Geographic Sector
Contracts
Start Date   Mar-2020 Currency   US Dollars Management Fee    2.00%
Accepting New Accounts   Yes Min Investment    $250,000 Incentive Fee    20.00%
NFA Member    No Fund Minimum    $0 Other Fees   None
NFA Number    Margin (7)   0% Average Commission (16)   $0.00
Notional Funds    No Round Turns Per Million (15)    0 Maximum Commission (17)   
Starting Date:  Mar-2020 Currency:  US Dollars
Open to New Investors:  Yes Current Assets:  $1,000
Open to US Investors:  Yes Annualized CROR:  22.58%
Minimum Fund Investment:  $0
Minimum Managed Account:  $250,000 Current Losing Streak:  -3.2 %
Domicile:   Calmar:  1.31
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  1.64
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Apex Fund Services (Malta) Ltd
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Deloitte Cayman
Incentive Fee:  20.00% NFA Member:  No
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations: SP 500 TR: 0.052             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Jan 2025$1,000
Dec 2024$1,000
Nov 2024$1,000
Oct 2024$1,000
Sep 2024$1,000
Aug 2024$1,000
Jul 2024$1,000
Jun 2024$1,000
May 2024$1,000
Apr 2024$1,000
Mar 2024$1,000
Feb 2024$1,000
Jan 2024$1,000
Dec 2023$1,000
Nov 2023$1,000
Oct 2023$1,000
Sep 2023$1,000
Aug 2023$1,000
Jul 2023$1,000
Jun 2023$1,000
May 2023$1,000
Apr 2023$1,000
Mar 2023$1,000
Feb 2023$1,000
Jan 2023$1,000
Dec 2022$1,000
Nov 2022$1,000
Oct 2022$1,000
Sep 2022$1,000
Aug 2022$1,000
Jul 2022$1,000
Jun 2022$1,000
May 2022$1,000
Apr 2022$1,000
Mar 2022$1,000
Feb 2022$1,000
Jan 2022$1,000
Dec 2021$1,000
Nov 2021$1,000
Oct 2021$1,000
Sep 2021$1,000
Aug 2021$1,000
Jul 2021$1,000
Jun 2021$1,000
May 2021$1,000
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

Monthly Performance Since Mar 2020
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
2025-3.20%-3.20%-3.20%
2024-4.20%-2.20%0.90%3.90%2.40%2.00%2.10%2.21%2.90%-1.20%5.74%0.10%15.20%-6.31%
20235.15%2.45%-2.74%2.20%0.64%2.90%-0.14%2.70%-3.64%-0.64%0.20%-1.34%7.64%-5.35%
20223.30%0.40%4.50%7.50%-0.80%2.40%4.40%-0.60%-3.80%2.12%6.00%1.80%30.20%-4.38%
2021-0.10%5.40%3.60%0.00%1.40%1.90%5.50%3.00%-2.00%-0.50%-1.40%4.54%23.10%-3.86%

Track Record Compiled By: N/A

Accounting Notes: FinYX Fund performance is presented net of all commissions, fees and expenses and is not representative of all reasonably comparable accounts. ACTUAL RETURNS OF SMAs MAY VARY DUE TO FACTORS SUCH AS ACCOUNT SIZE, FEES AND EXECUTION PRICES. Simulations and past performance shall not be a reliable indicator of future performance. Starting from July 2023 Multiday Momentum trading program is offered by FinYX (Cyprus) Investments Ltd. (“Finyx Cyprus”). The presented performance until 7/2022 is hypothetical. The performance assumes that the returns were compounded. The performance of the account has been pro forma adjusted to account the maximum management and incentive fees to be charged to separately managed accounts (“SMA(s)”) participating in the Strategy Starting from 7/2022 and until November 2022 the performance is a composite presentation of all the SMAs participating in the trading program in Futures only together with the hypothetical performance of the ETFs. The performance assumes that the returns were compounded. Starting from December 2022 and until March 2023 the performance is live futures and ETFs trading in a proprietary account of the parent company of FinYX Cyprus in the size of $1M and of the performance of a composite presentation of all the SMAs participating in the trading program. The performance assumes that the returns were compounded. FinYX Cyprus may occasionally reduce the leverage used to trade accounts, because of its own discretion or at a client’s request. Therefore, the amount of leverage used to trade these accounts varied. Because FinYX Cyprus has not placed identical trades and used identical leverage in all accounts that have been traded pursuant to the Strategy, the performance does not reflect the actual performance of any one specific SMA included in the composite presentation. However, FinYX Cyprus believes that the rates of return included in the composite presentation are generally reflective of the overall performance of the trading program.Starting from April 2023 the results are the audited results of a segregated portfolio known as the FinYX Futures Multiday Momentum Strategy S.P operating under the commodity pool known as FinYX Fund. The performance of the FinYX Futures Multiday Momentum Strategy SP not only includes management and performance fees charged at the SP level, but also certain Fund level fees and expenses, such as operating and legal expenses. In addition, in certain instances, the trading account maintained by the FinYX Futures Multiday Momentum Strategy SP did not receive the identical positions as SMAs participating in the trading program. This was due to certain order entry procedures followed by FinYX Cyprus. Therefore, the performance is not necessarily representative of how any one specific S

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
2025-32.31%-3.20%$1,000
202415.20%-6.31%$1,000
20237.64%-5.35%$1,000
202230.20%-4.38%$1,000
202123.10%-3.86%$1,000
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Performance Summary
Year Yearly Return Max DD
2025-32.31%-3.20%
202415.20%-6.31%
20237.64%-5.35%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


Accounting Notes:

FinYX Fund performance is presented net of all commissions, fees and expenses and is not representative of all reasonably comparable accounts. ACTUAL RETURNS OF SMAs MAY VARY DUE TO FACTORS SUCH AS ACCOUNT SIZE, FEES AND EXECUTION PRICES. Simulations and past performance shall not be a reliable indicator of future performance. Starting from July 2023 Multiday Momentum trading program is offered by FinYX (Cyprus) Investments Ltd. (“Finyx Cyprus”). The presented performance until 7/2022 is hypothetical. The performance assumes that the returns were compounded. The performance of the account has been pro forma adjusted to account the maximum management and incentive fees to be charged to separately managed accounts (“SMA(s)”) participating in the Strategy Starting from 7/2022 and until November 2022 the performance is a composite presentation of all the SMAs participating in the trading program in Futures only together with the hypothetical performance of the ETFs. The performance assumes that the returns were compounded. Starting from December 2022 and until March 2023 the performance is live futures and ETFs trading in a proprietary account of the parent company of FinYX Cyprus in the size of $1M and of the performance of a composite presentation of all the SMAs participating in the trading program. The performance assumes that the returns were compounded. FinYX Cyprus may occasionally reduce the leverage used to trade accounts, because of its own discretion or at a client’s request. Therefore, the amount of leverage used to trade these accounts varied. Because FinYX Cyprus has not placed identical trades and used identical leverage in all accounts that have been traded pursuant to the Strategy, the performance does not reflect the actual performance of any one specific SMA included in the composite presentation. However, FinYX Cyprus believes that the rates of return included in the composite presentation are generally reflective of the overall performance of the trading program.Starting from April 2023 the results are the audited results of a segregated portfolio known as the FinYX Futures Multiday Momentum Strategy S.P operating under the commodity pool known as FinYX Fund. The performance of the FinYX Futures Multiday Momentum Strategy SP not only includes management and performance fees charged at the SP level, but also certain Fund level fees and expenses, such as operating and legal expenses. In addition, in certain instances, the trading account maintained by the FinYX Futures Multiday Momentum Strategy SP did not receive the identical positions as SMAs participating in the trading program. This was due to certain order entry procedures followed by FinYX Cyprus. Therefore, the performance is not necessarily representative of how any one specific S

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.