Dormouse Limited
Dormouse Managed Account Program
Principals:
Hans Drescher, Eric Westphal, George Dowdye
Short Term / Systematic / Diversified | Trend Following, Contrarian, Macro, Reversion, Fundamental
Interested in this program? Request Additional Information →
Month Performance
+2.98%
Aug 2026
YTD Return
+14.18%
Through Aug 2026
AUM
$367,400,000
Assets Under Management
Overview
dormouse applies statistical arbitrage methodology to the futures markets. By neutralizing exposures to the beta risk factors typical of most futures managers and modeling the relationships between markets, this approach has enabled dormouse to produce consistent returns with a low correlation to CTA indices. These techniques are applied to a diverse set of the most liquid futures markets in fixed income, equity indices, currencies and commodities.
Program Details
| Inception Date | May 2015 |
| Trading Style | Trend Following, Contrarian, Macro, Reversion, Fundamental |
| Holding Period | Long Term, Medium Term, Short Term |
| Markets Traded | Stock Indices, Currencies, Financials, Commodities |
| Margin | 21 -23% |
| Minimum Investment | $20,000,000 |
| Management Fee | 1.00% |
| Performance Fee | 20.00% |
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the 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.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | -7.28% | +11.44% | -0.57% | -1.76% |
Maximum Drawdown Since Inception
-14.78%
Past performance is not indicative of future results.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the eligibility requirements described in CFTC Regulation 4.7. The applicable requirements vary by investor type and may include financial, portfolio, professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.