Tracking CTAs since 1994
Finaltis
Cyril Systematic (UCITS) Fund Class I
Principal(s):
Strategy: Pattern Recognition / Diversified
Investment Restrictions: 4.7 Exempt - Qualified Eligible Persons Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Fund adopts a systematic approach to investing in global futures markets. Multiple trend detection techniques are employed over multiple time horizons to a diverse basket of futures markets. Risk is equalized across all contracts through the use of real time volatility measures. A dynamic risk management tool also analyzes risk factors such as rising correlations and reversal risk at the portfolio level. The average holding period of the Fund is approximately three weeks. The Fund provides for daily liquidity and is subject to several risks including, but not limited to capital loss.
N/A
Finaltis has developed strong convictions about the reliable techniques to best accompany its clients in complex markets. Confident in their analysis, faithful to their values, Finaltis stays on course and don't crack under the pressure of short-termism. The open mindedness of our team, together with its curiosity , enable us to discover original solutions. This gives us the required agility to navigate changing markets. We adopt a rigorous approach in our investment management, as well as in our organisation. This rigour in research, in portfolio construction and in methodologies is the best guarantee to deliver robust and reliable investment strategies, ready to tackle complex and changing markets. This discipline also facilitates transparent relations with investors: solid processes and reasoned decisions have nothing to hide.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.16% | – | – | – | – | – | – | – | – | – | – | – | 3.16% | 0.00% |
| 2025 | -1.70% | -1.37% | -13.23% | -9.75% | -4.26% | 0.82% | -7.81% | 0.20% | 2.06% | 0.64% | -0.66% | -2.50% | -32.65% | -32.65% |
| 2024 | 0.71% | 6.14% | 4.01% | 3.51% | 2.06% | -0.86% | -5.58% | -3.88% | 5.53% | -4.52% | 2.35% | -5.38% | 3.11% | -12.21% |
| 2023 | -2.36% | 2.06% | -6.89% | 2.92% | -0.62% | 8.55% | -2.26% | -2.27% | 1.34% | 1.12% | -1.37% | -2.02% | -2.56% | -7.21% |
| 2022 | -3.73% | -1.47% | 15.15% | 4.47% | -2.27% | 5.88% | -3.63% | 1.85% | 6.64% | -1.59% | -4.81% | -2.88% | 12.44% | -9.02% |
| 2021 | -6.27% | 2.55% | 0.10% | -1.69% | 0.86% | -1.34% | 5.95% | -0.59% | -4.27% | 4.06% | -3.29% | -1.57% | -5.99% | -6.27% |
| 2020 | 2.91% | 2.42% | 3.51% | 0.74% | -1.69% | -0.17% | 4.03% | -0.99% | -5.90% | -2.98% | -4.08% | 4.69% | 1.86% | -13.30% |
| 2019 | -3.29% | -2.88% | 6.71% | 0.58% | 8.72% | 1.07% | 5.09% | 2.47% | -0.44% | -2.69% | 0.83% | -0.96% | 15.41% | -6.08% |
| 2018 | 8.56% | -5.01% | -4.61% | -2.78% | -0.85% | -1.47% | -0.03% | 3.77% | -2.39% | 2.06% | -4.79% | 0.42% | -7.68% | -15.32% |
| 2017 | -3.11% | 6.54% | -0.80% | 2.92% | 3.05% | -0.69% | 3.74% | 0.28% | -1.40% | 4.34% | 0.87% | 0.59% | 17.12% | -3.11% |
| 2016 | 11.23% | 5.51% | -3.68% | -0.38% | -3.29% | 8.03% | 1.74% | -3.71% | -5.29% | -4.73% | 5.98% | 3.90% | 14.51% | -13.12% |
| 2015 | 6.16% | 1.52% | -0.17% | -3.19% | 0.12% | -7.02% | -1.33% | -1.59% | 2.08% | -5.05% | 1.52% | -3.67% | -10.76% | -17.19% |
| 2014 | -3.14% | 4.37% | -3.52% | -0.93% | 3.05% | 2.88% | -0.14% | 6.17% | 3.48% | 0.98% | 8.40% | 2.42% | 26.00% | -4.42% |
| 2013 | -0.82% | -0.88% | 1.12% | 4.47% | -1.84% | -3.13% | -2.90% | -2.28% | -1.16% | 2.05% | 4.44% | 1.33% | 0.02% | -10.82% |
| 2012 | -0.76% | 1.37% | -3.35% | 0.80% | 4.90% | -5.49% | 6.54% | -1.47% | -2.97% | -5.05% | -0.51% | 1.55% | -5.04% | -9.69% |
| 2011 | -3.00% | 1.18% | -3.96% | 2.66% | -4.23% | -2.89% | 4.81% | 2.88% | 2.67% | -7.54% | -1.85% | 0.36% | -9.27% | -10.01% |
| 2010 | -2.21% | -0.80% | 0.45% | -0.57% | 0.98% | 1.16% | -1.33% | 5.13% | 0.96% | 2.37% | -3.99% | 5.25% | 7.22% | -3.99% |
| 2009 | -1.09% | -0.24% | -4.96% | -4.87% | 6.93% | -0.59% | 0.56% | -0.13% | 0.65% | -3.40% | 3.63% | -3.48% | -7.38% | -10.79% |
| 2008 | 4.79% | 6.95% | 0.55% | -0.07% | 2.62% | -1.05% | -4.11% | 6.71% | -0.04% | 6.48% | 1.10% | 1.66% | 28.00% | -5.12% |
| 2007 | 0.92% | -2.14% | -1.15% | 0.49% | -2.45% | 5.24% | 0.66% | -0.23% | 7.01% | 2.47% | 4.02% | 0.53% | 15.98% | -5.17% |
| 2006 | 5.28% | -3.33% | -1.49% | 16.24% | 1.62% | -8.02% | -2.60% | 0.66% | 0.42% | -0.26% | 1.75% | -5.44% | 2.92% | -13.10% |
| 2005 | -9.69% | 6.93% | -4.85% | -1.42% | 2.91% | 3.13% | -0.77% | 5.98% | -1.16% | 1.99% | 5.46% | 0.13% | 7.62% | -9.69% |
| 2004 | 2.12% | 6.42% | 0.80% | 2.50% | 1.44% | -5.89% | 2.26% | 2.10% | -3.56% | 0.43% | 3.89% | -2.84% | 9.42% | -5.89% |
| 2003 | 3.01% | 2.72% | -4.52% | -5.12% | 9.63% | -1.94% | 5.11% | -2.67% | 8.29% | 2.45% | -6.88% | 4.29% | 13.58% | -9.41% |
| 2002 | -2.04% | -8.94% | 5.90% | -1.76% | -1.74% | 11.77% | 4.10% | -0.40% | 3.58% | -6.03% | -1.72% | 9.10% | 10.29% | -10.80% |
| 2001 | 2.75% | -0.15% | 6.25% | -3.03% | 2.28% | -2.63% | -2.77% | 4.01% | 2.08% | 4.63% | -4.03% | -0.42% | 8.67% | -6.10% |
| 2000 | – | – | – | – | – | – | -4.39% | 1.13% | -3.31% | -2.82% | 4.43% | 11.93% | 6.20% | -9.15% |
Track Record Compiled By: N/A
Accounting Notes: Prior to July 2011, the performance presented here is the performance of the FCIMT Cyril Systematic Fund adjusted to reflect the current risk structure and fee structure of 1.5% management fee and 20% performance fee. For the period from August 2011 until December 2017, the above table reflects actual performance adjusted with a fee structure of 1.5% management fee and 20% performance fee
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.