Current Return:
+1.2%
YTD Return:
+1.2%
Annualized Return:
+6.51%
AUM: $ 1,832,813,908
Trading Strategy
Short-Term / Momentum / Diversified
Program Description
AQO is a short term momentum strategy with trades lasting 8 days on average. Trades are filtered for maximum volatility expansion potential and are timed using short term trade entry techniques. Trading systems are weighted within the portfolio based on their contributions to targeted volatility and drawdown levels. Integrated risk models manage risks by monitoring volatility metrics, market liquidity and sector exposure limits.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -33.05% |
| From Sep 2022 to Nov 2025 | |
| Worst Month (Feb 2002) | -13.71% |
| Current Losing Streak | -31.9% |
| Average Monthly Return | 0.67% |
| Monthly Std. Deviation | 5.45% |
| Gain Deviation (146 months) | 4.34% |
| Loss Deviation (142 months) | 2.85% |
| Gain to Loss Ratio | 1.36 |
| Omega Ratio (5% Threshold) | 1.14 |
| Annualized Performance |
|
| Compound ROR (1) | 6.51% |
| Standard Deviation | 18.89% |
| Downside Deviation | 10.8% |
| Sharpe Ratio (3) 2% RF ROR | 0.41 |
| Sortino Ratio (4) 5% MAR | 0.58 |
| Calmar Ratio (5) | -0.3 |
| Sterling Ratio (6) | -0.34 |
| Gain Deviation | 15.04% |
| Loss Deviation | 9.87% |
| Profit Loss Ratio | 1.4 |
| Investment Information |
||
| Program Start Date | Feb-2002 | |
| Percent Discretionary | 100% | |
| Currency Denomination - US Dollar | ||
| Minimum Investment | $250,000 | |
| Minimum Fund Investment | $250,000 | |
| Management Fee | 1.50% | |
| Incentive Fee | 20.00% | |
| Margin | 15-35% | |
| Round Turns per Million | 1,600 | |
| NFA No: | #0309370 | |
| 4.7 Exempt - QEPs Only | ||
| Performance Since February 2002 | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.20% | – | – | – | – | – | – | – | – | – | – | – | 1.20% | 0.00% |
| 2025 | 1.80% | -3.65% | 3.70% | -1.45% | -2.85% | -0.80% | -4.14% | -4.40% | 0.20% | 1.70% | -6.45% | 0.50% | -15.18% | -17.10% |
| 2024 | 2.81% | -0.29% | 5.65% | 7.45% | -4.58% | -1.12% | -4.92% | -1.24% | 4.79% | -6.45% | -0.03% | -3.13% | -2.11% | -15.89% |
| 2023 | -4.21% | -0.26% | -7.43% | 2.08% | -1.77% | 0.22% | 0.85% | -5.85% | 7.48% | -0.54% | -2.31% | -1.16% | -12.89% | -15.61% |
| 2022 | -0.60% | 0.69% | 13.38% | 9.81% | -0.73% | 1.23% | -1.70% | 2.00% | 7.19% | -2.54% | -5.72% | 1.26% | 25.23% | -8.11% |
| 2021 | -4.84% | 13.09% | 2.90% | 2.68% | -1.23% | -0.33% | 0.74% | -1.82% | -0.12% | 7.65% | -4.82% | -1.90% | 11.13% | -6.63% |
| 2020 | 7.32% | 0.58% | 8.81% | -0.18% | -4.36% | -0.43% | 5.35% | -3.43% | -6.69% | 0.17% | -4.29% | 1.44% | 3.07% | -13.61% |
| 2019 | -7.73% | -2.46% | 3.98% | -1.54% | 6.52% | 6.06% | 2.10% | 8.47% | -4.44% | -0.90% | -0.38% | -1.80% | 6.79% | -10.00% |
| 2018 | 16.28% | -0.01% | -0.17% | 3.12% | 1.38% | -0.47% | -5.45% | 1.06% | 1.43% | -2.66% | -8.42% | 0.92% | 5.29% | -14.02% |
| 2017 | -6.31% | -4.14% | -0.86% | -0.02% | -2.75% | -0.82% | -2.30% | -1.99% | 0.44% | 6.99% | -0.04% | -1.44% | -12.94% | -17.78% |
| 2016 | 14.16% | 9.19% | -6.72% | -0.58% | -3.62% | 6.60% | 2.16% | -6.30% | -7.64% | -2.65% | 0.20% | 4.51% | 7.02% | -18.01% |
| 2015 | 7.97% | -0.68% | 2.90% | 0.33% | -1.65% | -10.70% | 7.39% | -2.01% | -1.64% | 2.17% | 8.72% | -5.47% | 5.69% | -12.17% |
| 2014 | 1.62% | 0.10% | -4.51% | -5.36% | 3.20% | 1.89% | -2.29% | 5.83% | 3.20% | 3.75% | 5.24% | 3.23% | 16.27% | -9.63% |
| 2013 | 0.07% | 4.45% | -0.53% | 9.07% | -3.46% | 0.86% | 1.86% | -1.42% | -1.68% | -0.25% | 2.11% | 4.39% | 15.94% | -4.10% |
| 2012 | 3.07% | 2.32% | -5.14% | -2.25% | 8.66% | -3.34% | 5.75% | -3.47% | -3.91% | -2.62% | -0.70% | 3.56% | 0.87% | -10.32% |
| 2011 | -4.91% | 5.83% | -6.52% | 16.41% | -5.93% | -9.40% | 11.37% | 0.96% | -4.11% | -3.85% | -2.92% | 2.10% | -4.11% | -14.77% |
| 2010 | -6.93% | 0.19% | 1.58% | 1.85% | 3.26% | -1.52% | -2.24% | 6.97% | 7.52% | 6.12% | -6.82% | 10.10% | 20.08% | -6.93% |
| 2009 | 0.38% | -2.32% | -7.57% | -2.43% | 13.30% | 0.36% | 0.57% | -1.73% | 3.60% | -5.17% | 1.77% | -11.16% | -11.75% | -14.26% |
| 2008 | 2.09% | 14.92% | -0.53% | 1.26% | 4.88% | 4.22% | -13.55% | 1.36% | -1.26% | 20.59% | 10.10% | 4.98% | 55.77% | -13.55% |
| 2007 | -0.49% | -3.23% | -0.50% | 6.26% | -0.79% | 6.81% | 2.07% | -11.84% | 13.80% | 6.73% | -3.71% | 4.04% | 18.11% | -11.84% |
| 2006 | 4.34% | -3.02% | 0.55% | 14.62% | 0.91% | -3.18% | -6.08% | 0.36% | 0.25% | 7.48% | 5.95% | 2.54% | 25.72% | -9.07% |
| 2005 | -7.67% | 2.58% | 0.41% | -3.46% | 1.48% | 5.15% | -4.02% | 2.35% | 2.94% | 0.11% | 4.36% | -3.35% | 0.04% | -8.19% |
| 2004 | -2.80% | 3.93% | -1.38% | -5.60% | 1.30% | -9.98% | 1.36% | -1.25% | -0.99% | 6.23% | -0.60% | -1.32% | -11.43% | -15.86% |
| 2003 | -1.84% | 6.16% | 0.93% | -7.90% | 14.36% | -4.59% | -1.86% | 1.85% | 4.23% | -4.62% | -3.28% | 1.13% | 2.74% | -8.30% |
| 2002 | – | -13.71% | 16.53% | -1.44% | -2.49% | 9.22% | 3.76% | 0.83% | 6.90% | 0.99% | -3.50% | 16.92% | 34.49% | -13.71% |
Monthly Return and $1,000 VAMI
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. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.
Paragon Global Markets, LLC
14 Wall Street - Suite 1625 * New York, NY 10005
Office: 646-937-6118 Email: info@paragonglobalmarkets.com | Web Address: http://www.paragonglobalmarkets.com
© 1997 - 2026 AutumnGold.com LLC
14 Wall Street - Suite 1625 * New York, NY 10005
Office: 646-937-6118 Email: info@paragonglobalmarkets.com | Web Address: http://www.paragonglobalmarkets.com
© 1997 - 2026 AutumnGold.com LLC