Paragon Global Markets
ARB Asset Management, LLC
Systematic Behavorial Global Macro
Systematic Macro / Diversified | Quantitative
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Month Performance
+2.63%
Aug 2026
YTD Return
-4.06%
Through Aug 2026
AUM
$50,000,000
Assets Under Management
Overview
The fully systematic strategy targets opportunities in Equity Index, Fixed Income, Energy, Metals, Currency, Agricultural, and Crypto futures contracts. Assets in general exhibit periods of panic buying and selling caused by herd mentality. A multi-dimensional set of proprietary quantitative models are employed to describe and measure the psychological behavior in its early stages. Market neutral signals are aggregated and translated to extract alpha from impending price moves.
Program Details
| Inception Date | Jan 2024 |
| Trading Style | Quantitative |
| Holding Period | Short Term |
| Markets Traded | Stock Indices, Diversified |
| Margin | 10-25% |
| Minimum Investment | $5,000,000 |
| Management Fee | 2.00% |
| 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 | +1.68% | +8.65% | N/A | N/A |
Maximum Drawdown Since Inception
-10.10%
Past performance is not indicative of future results.
Return from January 2024 represent an ARB proprietary 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.