Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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FTC Capital GmbH - FTC Gideon I
Trading Strategy: Equity Fund of Funds / Multi Strategy
Investment Restrictions: For Non-US Investors Only
| Performance Since January 2020 | Track Record Compiled By: Ernst & Young, Vienna |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.38% | -1.97% | -7.57% | -6.07% | 7.05% | 0.78% | 4.23% | 0.74% | 1.36% | 3.20% | – | – | 3.25% | -14.89% |
| 2024 | 3.96% | 2.20% | 3.08% | -1.92% | 1.15% | 4.72% | -1.63% | -0.88% | 0.33% | 2.11% | 4.68% | 0.57% | 19.65% | -2.50% |
| 2023 | 2.76% | 0.83% | -0.88% | 1.17% | 2.86% | 2.12% | 1.94% | -0.83% | -1.67% | -4.17% | 6.12% | 3.65% | 14.35% | -6.56% |
| 2022 | -0.13% | -2.58% | 3.05% | -0.97% | -3.57% | -5.32% | 8.11% | -1.71% | -6.43% | 4.51% | 1.99% | -4.97% | -8.71% | -10.11% |
| 2021 | 3.39% | 2.27% | 8.86% | 0.35% | 2.10% | 0.82% | 0.54% | 1.15% | 0.80% | 1.52% | -1.24% | 2.45% | 25.20% | -1.24% |
| 2020 | -3.13% | -9.08% | -15.10% | 10.11% | 2.91% | -0.77% | -1.38% | 3.24% | -0.59% | -2.48% | 6.30% | 1.98% | -10.03% | -25.22% |
Program Description: The FTC Gideon I invests in equity indices futures and individual equity funds. The investment universe consists of over 1000 registered equity funds. Two different trading systems, both trend-following in nature are applied.
In February 2009 a market neutral overlay was added to the fund. The goal is to create additional Alpha, especially in bear markets where the exposure of the FTC Gideon I to individual equity funds can drop to 0 percent while the overlay strategy due to its long/short approach can take advantage of trading opportunities.
Over time the combination of trend-following and the systematic overlay is expected to produce return in both up and down markets, with an emphasis on capital preservation.
In February 2009 a market neutral overlay was added to the fund. The goal is to create additional Alpha, especially in bear markets where the exposure of the FTC Gideon I to individual equity funds can drop to 0 percent while the overlay strategy due to its long/short approach can take advantage of trading opportunities.
Over time the combination of trend-following and the systematic overlay is expected to produce return in both up and down markets, with an emphasis on capital preservation.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -31.92% |
| From Jan 2018 to Mar 2020 | |
| Worst Month (Mar 2020) | -15.10% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.35% |
| Annualized Performance |
|
| Compound ROR (1) | 3.59% |
| Standard Deviation | 11.61% |
| Sharpe Ratio | 0.33 |
| Sterling Ratio | 0.61 |
| Calmar Ratio (3) | 0.74 |
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.
