Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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Rhicon Currency Mgt (UK) Ltd - Rhicon Strategic Program
Trading Strategy: Short to MT Discretionary / Currency
Investment Restrictions: Accredited Investors Only
| Performance Since January 2020 | Track Record Compiled By: N/A | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.13% | 0.07% | -0.07% | 0.11% | -0.07% | -0.15% | -0.13% | -0.57% | 0.03% | -0.22% | – | – | -0.88% | -1.11% |
| 2024 | -0.14% | -0.26% | -0.26% | -0.04% | 0.23% | 0.05% | 0.91% | 0.59% | -0.41% | -0.70% | 0.31% | -0.08% | 0.18% | -1.11% |
| 2023 | -0.22% | -0.19% | -0.29% | -0.24% | -0.10% | -0.14% | 0.18% | -0.30% | 0.30% | 0.14% | 0.53% | 0.21% | -0.13% | -1.30% |
| 2022 | -0.34% | -0.48% | -0.18% | 1.76% | 0.29% | -0.16% | 1.23% | 1.78% | 1.62% | 0.21% | 0.01% | 0.57% | 6.44% | -1.00% |
| 2021 | -1.45% | -0.27% | 1.13% | -1.76% | -0.90% | 0.45% | -0.83% | 0.14% | 1.16% | -0.55% | -0.84% | -0.55% | -4.23% | -4.23% |
| 2020 | 0.62% | 3.37% | 2.66% | -1.79% | -0.31% | 2.97% | 2.79% | -0.02% | 0.30% | -0.27% | -1.44% | 2.31% | 11.57% | -2.09% |
Program Description: The Rhicon Strategic program is a short to medium-term discretionary trading strategy focused primarily on currencies. The strategy applies technical analysis to implement fundamental, market or purely technical views. The individual trading approaches of Rhicon's three Investment Managers are combined to capture profits across three different time frames. The methodology benefits from a uniquely robust risk management framework, coupled with diversification over managers and time periods.
The investment managers independently generate their own study of the market, a process that benefits from each their individual expertise. Each manager assesses fundamental, technical and market developments, across their chosen time frame. Whilst there is a strong degree of collaboration and discussion, trading decision- making is entirely autonomous. The approach is applied predominantly to the G-10 currency markets, although liquid emerging market currencies are often traded. Trades are typically implemented via the cash spot market although options can also be used. The managers thus benefit from a broad set of markets and instruments to best implement a trading view to generate absolute returns.
The investment managers independently generate their own study of the market, a process that benefits from each their individual expertise. Each manager assesses fundamental, technical and market developments, across their chosen time frame. Whilst there is a strong degree of collaboration and discussion, trading decision- making is entirely autonomous. The approach is applied predominantly to the G-10 currency markets, although liquid emerging market currencies are often traded. Trades are typically implemented via the cash spot market although options can also be used. The managers thus benefit from a broad set of markets and instruments to best implement a trading view to generate absolute returns.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -20.57% |
| From Feb 2016 to Dec 2019 | |
| Worst Month (Apr 2005) | -4.26% |
| Current Losing Streak | -10.41% |
| Average Monthly Return | 0.23% |
| Annualized Performance |
|
| Compound ROR (1) | 2.66% |
| Standard Deviation | 6.22% |
| Sharpe Ratio | 0.39 |
| Sterling Ratio | -0.01 |
| Calmar Ratio (3) | -0.05 |
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.
