Paragon Global Markets
Valorem Investments LLC
Currency Futures Alpha Strategy
Systematic / Macro / Mean Reversion / Currencies | Absolute Return
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Month Performance
+1.53%
Aug 2026
YTD Return
+9.48%
Through Aug 2026
AUM
$843,000
Assets Under Management
Overview
The strategy approach capitalizes on real money flows from large institutional participants that are not profit-seeking. The program identifies when certain currencies are at statistically significant deviations from other currencies, and places trades to profit when the currencies come back into alignment.
Program Details
| Inception Date | Nov 2022 |
| Trading Style | Absolute Return |
| Holding Period | Medium Term, Short Term |
| Markets Traded | Currencies |
| Margin | 12-20% |
| Minimum Investment | $100,000 |
| Management Fee | 0.00% |
| Performance Fee | 0.00 |
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 | -3.92% | -3.60% | +3.82% | +9.20% |
Maximum Drawdown Since Inception
-11.24%
Past performance is not indicative of future results.
Returns from November 2021 through June 2023 are based on pro forma adjustments to a proprietary account to reflect fees. Valorem began trading client capital July 2023, performance from July 2023 to present is based on a composite of client accounts traded in like manner with the proprietary pro forma'd account.
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.