Metolius Capital LLC

Metolius Diversified

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 1.50%
Performance Fee 20.00%
Annualized Volatility 7.20%
Sharpe (RFR=1%) -0.01
CAROR 0.65%
Assets $118,585,000
Worst Drawdown -18.30
S&P Correlation -0.09

Summary

**As of 1/1/2020, 86% of the $119 Total Firm AUM is comprised of proprietary capital (principals and employees). Metolius Capital LLC is a commodity trading advisor managing diversified portfolios constructed using major, liquid, global futures markets.The program was launched in June 2010 with $33 mln of partners capital. The partners are Tom Mazza and Ross Crotinger. Metolius implements its program using an innovative systematic approach combining multiple trend, mean reversion and volatility models with a series of systematic global macro strategies. We have a robust, multi-market, multi-model and multi-timeframe approach that is designed to deliver superior risk adjusted returns at any point in an economic cycle. The models are diversified across market, market sector and timeframe. The strategy represents a unique combination of uncorrelated logical and quantitative ideas. As positions are established, risk is dynamically and continually monitored at the market, market sector, model and portfolio level.