Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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Merizon Group Limited - Arpiam Ltd.
Trading Strategy: Macro / FX
Investment Restrictions: Non US Investors or ECPS Only
| Performance Since January 2020 | Track Record Compiled By: Francis-Clarke LLP | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.76% | 0.40% | 0.15% | -1.43% | -0.09% | -3.55% | 3.71% | -1.39% | -1.62% | 1.21% | – | – | 2.85% | -5.01% |
| 2024 | 9.07% | 0.90% | -0.47% | -0.46% | 1.78% | 0.03% | -0.69% | 5.76% | 1.65% | 0.18% | 2.57% | -4.48% | 16.32% | -4.48% |
| 2023 | 1.85% | 1.12% | 1.81% | -3.68% | 4.51% | 5.83% | -0.12% | 0.68% | 2.62% | 1.81% | 0.35% | -5.95% | 10.76% | -5.95% |
| 2022 | -0.43% | 2.34% | 1.78% | 0.36% | 1.84% | 1.33% | -0.67% | 2.25% | 0.21% | 0.95% | 0.86% | -2.19% | 8.87% | -2.19% |
| 2021 | 1.05% | 1.00% | 0.51% | -1.32% | -4.31% | 6.78% | 0.83% | 0.46% | 0.16% | -0.74% | 3.00% | 1.65% | 9.06% | -5.57% |
| 2020 | 0.20% | 1.21% | 1.83% | 0.53% | 0.44% | 0.15% | -0.58% | -0.70% | 2.05% | 0.36% | -0.11% | 0.52% | 6.02% | -1.28% |
Program Description: Our Opus strategy is built on a three-pillared approach, integrating global macro trends, academic insights, and an analytical framework. We focus on fundamental drivers and apply proven strategies to harvest risk premia. 1) Macro Focus: Targets fundamental drivers of financial markets, identifying divergences and possible reversals, 2) Strategic Depth: Uses value, carry, momentum, and mean-reversion strategies within the G10+ FX space, and 3) Advanced Analytics: Leverages proprietary indicators, positioning data, and sentiment analysis. Risk control is achieved through a variety of means which in most market conditions should minimize drawdowns. The first is portfolio construction and diversification; second is controlling leverage through position sizing adjusted according to account size, volatility and risk-reward analysis; and third is catastrophic stop based on money management rules.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -5.95% |
| From Nov 2023 to Dec 2023 | |
| Worst Month (Dec 2023) | -5.95% |
| Current Losing Streak | -3.28% |
| Average Monthly Return | 0.84% |
| Annualized Performance |
|
| Compound ROR (1) | 10.26% |
| Standard Deviation | 7.09% |
| Sharpe Ratio | 1.36 |
| Sterling Ratio | 0.63 |
| Calmar Ratio (3) | 1.57 |
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.
