CTA Profiles

<br /> <b>Warning</b>: Undefined variable $rs_manager in <b>/srv/app/code/includes_new/cta_profile_apex_v2_narrow.php</b> on line <b>12</b><br /> <br /> <b>Warning</b>: Trying to access array offset on null in <b>/srv/app/code/includes_new/cta_profile_apex_v2_narrow.php</b> on line <b>12</b><br /> - <br /> <b>Warning</b>: Undefined variable $rs_program in <b>/srv/app/code/includes_new/cta_profile_apex_v2_narrow.php</b> on line <b>12</b><br /> <br /> <b>Warning</b>: Trying to access array offset on null in <b>/srv/app/code/includes_new/cta_profile_apex_v2_narrow.php</b> on line <b>12</b><br />
Home » Manager List    »    NWOne LLC    »   


NWOne LLC - NWOne Diversified Strategy Program



Principal(s): Jae-Min Hyun
Strategy: Directional / Calendar Spreads / Intraday / Diversified
Request Additional Information
View Statistical Report
View Omega Report - Coming Soon


112 West 34th Street, 18th Floor
New York, NY 10120 United States


Main E-Mail: [email protected]
Marketing E-Mail: [email protected]

Statistics & Program Information

Jun 2025 Return   2.03% Worst Drawdown (2)    -12.97% Minimum Investment   $2,000,000
YTD Return: 1.34% Losing Streak (3):  -10.36% AUM (5):  $52,500,000
Annualized CROR(1)  5.66% Sharpe Ratio 4% RF ROR(4):  0.25 Calmar Ratio (6):  N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.
Trading Methodology
95% Systematic
5% Discretionary
 Style Sub-Categories
Fundamental
Pattern Recognition
Quantitative
Seasonal
Spread
Long Short
Algorithmic
 Trading Style
100% Quantamental
Market Sector
18% Metals
50% Energies
10% Agriculturals
7% Meats
15% Softs
 Holding Period
40% Medium Term
40% Short Term
20% Intraday
 Geographic Sector
US
Contracts:
Futures
Start Date   Jul-2021 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    515432 Margin (7)   3-10% Avg Comm (8)   0.5
Notional Funds    Yes Round Turns Per Million (10)    4,500 Max Comm (9)   $0.75
Starting Date:  Jul-2021 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $52,500,000
Open to US Investors:  Yes Annualized CROR:  5.46%
Minimum Fund Investment:  $0
Minimum Managed Account:  $2,000,000 Current Losing Streak:  -10.36 %
Domocile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  0.25
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Not Listed
Incentive Fee:  0.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
 Domicile:
 Strategy:

Track Record Prepared By: Prepared Internally
Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

The NWOne Diversified Strategy Program exploits supply and demand imbalances, hedging activity from physical commodity traders, and financial flows from investors that cause commodity prices to experience short-term deviations from intrinsic value. Our models are calibrated using rigorous statistical methodology and out-of-sample tested using state-of-the-art machine learning methods. The program consists of 3 independent strategies: * Directional futures: Fundamental supply and demand driven modelling of each commodity combined with macro demand forecasts. Alpha capture around scheduled and un-scheduled events. Targets highest return during periods of high/transitory inflation. Long and short positions in outright futures with holding period of 4-7 days. * Calendar spread futures: Individual commodity inventory modelling combined with risk premium capture around producer/consumer hedging. Targets stable risk adjusted returns at low/negative correlation with the benchmarks. Positions in calendar spread futures with holding period of 1-8 weeks. * Intraday futures: Exploits structural inefficiency arising from producer hedging activity. Positions in outright futures with holding period under 1 hour.

Risk Strategy

N/A

Background

Jae-Min Hyun, founder and the Chief Investment Officer of NWOne, has a background in quantitative strategies and discretionary trading in commodities. Prior to NWOne, he was a Portfolio Manager at a seeding platform funded by Tudor Investment Corp, and a Portfolio Manager at Ellington Management Group. He started his career at Morgan Stanley as an options trader managing commodity, equity, FX, interest-rate portfolios. Jae-Min holds MSci, MA, BA in physics from Cambridge University, an MBA from Colleges des Ingenieurs and he is a CFA and CMT charterholder.

Performance

ProForma Proprietary trading from Oct 2017 to Feb 2019 Adjusted for a 2% management and 20% incentive fee. Client accounts from Mar 2019

Warning: Undefined variable $hidePerformanceChart in /srv/app/code/includes_new/performance_history_chart.php on line 11

Warning: Undefined variable $performance_table in /srv/app/code/includes_new/performance_history_chart.php on line 11

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 78

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 92

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 101

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 107

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 113

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $rowCount in /srv/app/code/includes_new/performance_history_chart.php on line 146

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 131

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 141

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 153

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 161

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 165

Warning: Undefined variable $omitMonthlyPerformance in /srv/app/code/includes_new/performance_history_chart.php on line 179

Warning: Undefined variable $acctmethod in /srv/app/code/includes_new/performance_history_chart.php on line 185

Warning: Undefined variable $performance_table_rows in /srv/app/code/includes_new/performance_history_chart.php on line 201

Warning: Undefined variable $sumReturns in /srv/app/code/includes_new/performance_history_chart.php on line 219

Warning: Undefined variable $hidePerformanceChart in /srv/app/code/includes_new/performance_history_chart.php on line 229

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecRORMax DD
2025 0.17% -0.53% -0.72% -0.56% 0.95% 2.03%   1.32% -1.80%
2024 1.69% -6.97% -0.98% 1.11% -2.28% 0.15% 0.74% -2.33% -0.60% -0.69% 0.58% -0.64% -10.03% -11.52%
2023 1.71% -1.86% -0.35% 0.62% 1.89% 4.14% 0.53% 1.36% 1.18% 0.38% 0.49% -1.44% 8.85% -2.20%
2022 5.55% 2.82% -2.36% 1.17% 2.42% -1.42% -0.02% 1.21% 1.06% 2.31% 1.82% 1.79% 17.36% -2.36%
2021 1.07% 0.73% 0.76% 0.02% 1.38% 0.02% 0.39% 0.83% 0.26% 0.46% 0.33% 3.41% 10.05% 0.00%
2020 0.56% 0.80% 0.16% -0.77% -0.32% 0.03% 0.49% 0.70% -0.32% -0.61% -0.19% 0.10% 0.62% -1.12%


Warning: Undefined variable $realAnnualROR in /srv/app/code/includes_new/performance_history_chart.php on line 245

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

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.

 
2004 - 2025 AutumnGold | Crestview, FL | 719-685-6183 | [email protected]
              
l/js/main.js"> > s">