Managed Account Program
Globally Diversified Quantitative Strategy
Robust seeks to generate return that does not expose the portfolio to significant systemic risk. We follow an opportunistic investment approach in the global liquid markets. It is our opinion that systemic risk remains totally underpriced and has dramatically increased since the 2008 collapse of the banks.
While the investment approach at Robust Methods begun as a quantitative strategy in 2005, it became imperative to revamp the strategy after the Federal Reserve started creating trillions of dollars from thin air in order to buy the markets it wants to buy, and sell those it wants to sell. The Fed basically hijacked the entire system and started setting the prices of the major financial markets. As a result, both fundamental and technical approaches to investing became practically irrelevant.
With "QE" supposed to be a one-time exception after the 2008 crash, it has become a regular routine of market interventions and debt monetization with illicit funds - now going well into 2015. Clearly, today's market prices no longer represent the balance between supply and demand, and as the price discovery mechanism has been severed; the financial markets have lost the good part of their freedom as a result of the Fed's actions. Suppressing the markets for so long and by so much is clearly not sustainable based on historical precedents. We now see an epic failure in the making unfolding from here. We are now focused at turning this inevitable outcome into major investment returns to our clients. Our portfolio is strategically positioned to fulfill this goal.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -40.13% |
| From Oct 2009 to Aug 2022 | |
| Worst Month (Feb 2023) | -9.76% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.44% |
| Monthly Std. Deviation | 4.49% |
| Gain Deviation (119 months) | 3.88% |
| Loss Deviation (129 months) | 2.28% |
| Gain to Loss Ratio | 1.43 |
| Omega Ratio (5% Threshold) | 1.01 |
| Annualized Performance |
|
| Compound ROR (1) | 4.13% |
| Standard Deviation | 15.55% |
| Downside Deviation | 8.7% |
| Sharpe Ratio (3) 2% RF ROR | 0.31 |
| Sortino Ratio (4) 5% MAR | 0.46 |
| Calmar Ratio (5) | 2.57 |
| Sterling Ratio (6) | 1.46 |
| Gain Deviation | 13.45% |
| Loss Deviation | 7.9% |
| Profit Loss Ratio | 1.32 |
| Investment Information |
|
| Program Start Date | Jan-2005 |
| Percent Systematic | 100% |
| Currency Denomination - US Dollars | |
| Minimum Investment | $100,000 |
| Management Fee | 2.00% |
| Incentive Fee | 0.00 |
| Margin | 25% |
| Round Turns per Million | 2,500 |
| NFA No: | #0343815 |
| 4.7 Exempt - Qualified Eligible Persons Only | |
| Performance Since January 2005 | Track Record Compiled By: N/A |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.47% | -3.18% | 7.92% | -3.80% | 1.92% | 6.32% | 1.39% | 4.91% | – | – | – | – | 24.51% | -3.80% |
| 2024 | -2.80% | -3.20% | 9.72% | 6.63% | 15.02% | -6.09% | -2.11% | 22.82% | 5.26% | 7.04% | -5.73% | -4.79% | 44.57% | -10.25% |
| 2023 | -2.23% | -9.76% | 13.58% | 1.36% | -5.39% | -3.42% | 7.35% | 0.23% | -5.77% | 1.34% | 6.70% | -4.41% | -2.74% | -11.77% |
| 2022 | -3.16% | 8.14% | 1.25% | -4.92% | -6.75% | -5.46% | -2.26% | -8.94% | 3.88% | 0.02% | 11.06% | 9.30% | -0.23% | -25.40% |
| 2021 | 1.01% | -4.10% | -7.70% | 6.40% | 6.81% | -7.51% | 0.39% | -3.97% | -8.12% | 6.76% | -2.56% | 0.79% | -12.72% | -18.08% |
| 2020 | 0.68% | -1.88% | -8.55% | 5.37% | 6.16% | 1.30% | 19.87% | 7.56% | -9.58% | -0.50% | -5.99% | 12.63% | 25.73% | -15.42% |
| 2019 | 2.26% | -1.29% | -2.51% | -0.73% | -1.19% | 4.06% | 3.44% | 6.81% | -3.96% | 2.42% | -4.01% | 3.90% | 8.87% | -5.61% |
| 2018 | 1.37% | -2.76% | -0.45% | -0.13% | 0.11% | -2.63% | -2.31% | -2.54% | -1.38% | 0.49% | -0.38% | 4.31% | -6.34% | -11.52% |
| 2017 | 3.99% | 2.38% | -1.23% | -1.67% | 0.08% | -2.82% | 1.10% | 2.23% | -1.99% | -0.54% | -0.60% | 0.93% | 1.65% | -5.54% |
| 2016 | 1.89% | 5.01% | 1.96% | 8.38% | -6.81% | 8.60% | 5.39% | -4.98% | 1.67% | -5.29% | -4.90% | -1.66% | 7.91% | -14.43% |
| 2015 | 0.99% | -2.06% | -0.89% | -0.51% | 0.43% | -2.40% | -4.30% | 0.77% | -0.47% | 2.43% | -5.75% | -0.85% | -12.17% | -13.03% |
| 2014 | 0.97% | 2.98% | -2.47% | -0.40% | -1.20% | 1.99% | -0.88% | -0.59% | -2.60% | -2.95% | 0.14% | 0.30% | -4.80% | -8.84% |
| 2013 | -1.96% | -2.25% | -0.02% | -4.60% | -0.78% | -2.65% | 1.41% | 1.77% | -1.83% | -0.46% | -2.58% | -1.12% | -14.23% | -14.23% |
| 2012 | 1.76% | 0.98% | -3.45% | 1.06% | -1.15% | -2.51% | -1.12% | 3.40% | -0.51% | 0.01% | -1.96% | -0.34% | -3.96% | -7.02% |
| 2011 | -1.62% | 4.98% | 0.83% | 4.04% | -4.95% | -1.44% | 2.04% | 3.76% | -5.62% | -1.87% | -1.51% | -0.40% | -2.37% | -9.89% |
| 2010 | -0.84% | -1.23% | -0.76% | -1.17% | -3.22% | -0.56% | -0.18% | -0.11% | 0.46% | -0.25% | 0.81% | 2.66% | -4.41% | -7.82% |
| 2009 | -3.09% | -0.57% | 1.60% | 1.18% | 3.01% | -0.46% | 1.34% | -0.58% | -0.28% | 1.10% | -2.60% | -1.52% | -1.04% | -4.08% |
| 2008 | 2.41% | 2.12% | -0.16% | -1.25% | -0.79% | 1.17% | -0.02% | 1.22% | 0.42% | -0.17% | 1.26% | 3.14% | 9.66% | -2.19% |
| 2007 | -1.09% | -1.69% | 1.27% | 2.18% | 3.38% | 1.38% | 1.95% | -2.28% | 7.94% | 5.25% | -2.15% | -0.31% | 16.44% | -2.76% |
| 2006 | 11.76% | -3.04% | 1.83% | 4.16% | -7.52% | -1.54% | 2.05% | 0.52% | -0.74% | 3.87% | 4.98% | 0.85% | 17.18% | -8.94% |
| 2005 | -0.53% | 1.06% | -2.82% | -1.88% | 1.47% | 3.68% | 3.88% | 2.10% | 5.32% | -5.78% | 4.63% | 1.95% | 13.21% | -5.78% |
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.
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