Autumn Gold Retail Report
Report Start Date: Aug-2021 - Report End Date: Oct-2025
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QDRA Pty Ltd - QDRA Systematic Commodities Strategy
Trading Strategy: Quantitative / Diversified Portfolio of Liquid Commodities
Investment Restrictions: 4.7 Exempt - QEPs Only
| Performance Since August 2021 |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.84% | 3.30% | 3.75% | 1.72% | -1.89% | -6.43% | -4.53% | 4.55% | 3.11% | -0.68% | – | – | 1.44% | -12.36% |
| 2024 | -4.36% | 0.44% | 20.03% | 10.30% | -12.07% | 0.30% | 4.09% | -0.09% | 0.23% | 7.77% | 4.75% | 0.39% | 32.50% | -12.07% |
| 2023 | 0.45% | 1.90% | -0.63% | -4.02% | -0.70% | -5.67% | -2.10% | -0.51% | 2.93% | -4.36% | 4.78% | -1.18% | -9.21% | -14.34% |
| 2022 | 1.08% | -1.42% | 2.20% | 4.38% | 6.19% | 4.07% | 0.62% | -0.35% | -3.10% | 4.31% | -4.69% | -2.35% | 10.80% | -6.93% |
| 2021 | – | – | – | – | – | – | – | 0.43% | -1.64% | 1.83% | 2.91% | 0.33% | 3.86% | -1.64% |
Program Description: We seek to deliver an uncorrelated and robust return stream, that captures much of the upside in commodity bull markets whilst limiting the downside in the inevitably deep commodity market corrections.
QDRA trades a diversified set of strategies over an equally diversified set of commodities, whilst carefully managing and limiting the risk allocated. The combination of the strategies traded, the regime identification risk allocation and risk management approach, have been used in other QDRA multi-asset portfolios, with some models utilised for over a decade without change.
QDRA trades a diversified set of strategies over an equally diversified set of commodities, whilst carefully managing and limiting the risk allocated. The combination of the strategies traded, the regime identification risk allocation and risk management approach, have been used in other QDRA multi-asset portfolios, with some models utilised for over a decade without change.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -19.19% |
| From Oct 2022 to Jan 2024 | |
| Worst Month (May 2024) | -12.07% |
| Current Losing Streak | -6.16% |
| Average Monthly Return | 0.78% |
| Annualized Performance |
|
| Compound ROR (1) | 8.32% |
| Standard Deviation | 16.46% |
| Sharpe Ratio | 0.54 |
| Sterling Ratio | 0.18 |
| Calmar Ratio (3) | 0.23 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
