Paragon Global Markets
McMillan Analysis Corp
Volatility Capture CTA
Option Writing / S&P 500 | Spread Trading, Option Trading
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Month Performance
+3.74%
Mar 2026
YTD Return
+6.03%
Through Mar 2026
AUM
$890,000
Assets Under Management
Overview
McMillan Asset Management's primary objective is to provide a consistent, low volatility return stream that is uncorrelated to traditional investments. The Volatility Capture CTA strategy utilizes a repeatable process to systematically capture futures index option premium and manage drawdowns through the use of volatility derivatives. The strategy is managed in separate accounts providing for both liquidity and transparency.
Program Details
| Inception Date | May 2018 |
| Trading Style | Spread Trading, Option Trading |
| Holding Period | N/A |
| Markets Traded | Stock Indices |
| Margin | 0.00% |
| Minimum Investment | $100,000 |
| Management Fee | 0-1% |
| Performance Fee | 20.00 |
This is a snapshot only. Investors should read the applicable Disclosure/Offering documents to determine suitability.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
Hypothetical growth of $1,000 based on reported monthly returns.
Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
PERFORMANCE SUMMARY
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | -8.48% | +2.84% | +8.43% | +0.57% |
Maximum Drawdown Since Inception
-33.73%
Past performance is not indicative of future results.
<b>Client Trading from May 2018 to Dec 2018. Pro-Forma Proprietary Trading from Jan 2019 - Jun 2019. Client Trading from July 2019.</b>
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, CRYPTO FUTURES, AND/OR FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS, CRYPTO FUTURES, AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.