Autumn Gold Retail Report
Report Start Date: Dec-2024 - Report End Date: Oct-2025
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Museum Mile Funds LLC - Optimized Collateral Strategy
Trading Strategy:
Investment Restrictions: 4.7 Exempt - QEPs Only
| Performance Since December 2024 | Track Record Compiled By: N/A |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.39% | 0.34% | 0.35% | 0.36% | 0.39% | 0.34% | 0.37% | 0.38% | 0.34% | 0.35% | – | – | 3.65% | 0.00% |
| 2024 | – | – | – | – | – | – | – | – | – | – | – | 0.31% | 0.31% | 0.00% |
Program Description: Museum Mile Funds LLC is a CFTC-registered CTA and a member of the NFA. We are broadening access to innovative cash management strategies that have so far been the exclusive preserve of select large institutions. We offer two SMA strategies, both of which aim for the investment objectives of consistent outperformance over 0-3 month treasury bills while maintaining a similar risk profile, short duration, high daily liquidity and low costs.
Our Optimized Collateral strategy seeks to achieve its objectives by monetizing the options financing rate. Investment assets are acceptable as CME margin collateral with the advantage over T-bills of zero haircut and zero carrying charge. Portfolio gains are taxable as Section 1256 contracts (60% long term and 40% short term capital gains).
This strategy is the most efficient margin substitute for T-bills or cash deposits which Commodity Pool Operators and Managed Futures funds usually maintain substantial assets in, and can help boost investor returns by ~1% or more.
Our Optimized Collateral strategy seeks to achieve its objectives by monetizing the options financing rate. Investment assets are acceptable as CME margin collateral with the advantage over T-bills of zero haircut and zero carrying charge. Portfolio gains are taxable as Section 1256 contracts (60% long term and 40% short term capital gains).
This strategy is the most efficient margin substitute for T-bills or cash deposits which Commodity Pool Operators and Managed Futures funds usually maintain substantial assets in, and can help boost investor returns by ~1% or more.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | 0.00% |
| From Start to End | |
| Worst Month (Dec 2024) | 0.31% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.35% |
| Annualized Performance |
|
| Compound ROR (1) | 4.34% |
| Standard Deviation | 0.09% |
| Sharpe Ratio | 42.65 |
| Sterling Ratio | 0 |
| Calmar Ratio (3) | N/A |
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.
