ART Short-Term Systematic Strategy
Performance Overview
The ART Short-Term Systematic Strategy is designed to combine short-term systematic futures trading with a rules-based volatility premium component. This page provides a summary of historical performance and selected risk statistics to help qualified investors evaluate the strategy’s return profile and downside characteristics.
Return
Annualized Return
43.3%
Cumulative Return
161.1%
Risk
Annualized Volatility
32.2%
Maximum Drawdown
14.2%
Calmar Ratio
3.04
Risk-Adjusted / Distribution
Sharpe Ratio
1.24
Positive Months (%)
71.9%
Average Monthly Return
7.6%
Portfolio Characteristics
The strategy exhibits positive skew, with return outcomes characterized by larger gains relative to losses.
Return dispersion is driven by short-term futures trading and volatility-based positioning.
The strategy is expected to maintain low correlation to traditional asset classes, including equities and fixed income.
Net of Fees Monthly Data
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -8.37% | 8.38% | -0.70% | ||||||||||
| 2025 | -7.49% | 6.24% | 2.58% | -14.24% | 6.17% | -3.38% | -0.34% | 3.20% | 5.66% | 3.16% | 4.32% | 1.77% | 5.55% |
| 2024 | 0.10% | 6.15% | 12.82% | 1.59% | -6.20% | 4.08% | 13.58% | 12.63% | -7.09% | 7.78% | 2.14% | 13.86% | 77.12% |
| 2023 | -10.36% | 34.74% | 9.22% | 1.32% | -7.89% | 14.26% | 40.67% |
Important Disclosure
The performance table above represents the live performance of the ART Strategy as derived from a fund account, sub-advised by Advanced Alpha Advisers. performance figures include manager fees but do not include fund specific fees. See Access section of page 2 of the ART Strategy Live tear sheet for a detailed description of the fund. Past performance is not necessarily indicative of future results. All investments involve risk, including the possible loss of principal. Performance results shown are net of applicable fees and expenses unless otherwise stated. Returns are provided for informational purposes only and are intended solely for qualified prospective investors. Additional information, including important risk disclosures and offering terms, is available upon request.
Note:
Performance fee calculation is influenced by start date of individual investors. management fee is charged monthly to individual pool participants by the Pool operator and fully distributed to Advanced Alpha Advisers.
Time Window Analysis (Since Inception)
Metric
Best Month
Best 3 Month Period
Worst Month
Worst 3 Month Period
Return
34.74%
43.19%
-14.24%
-5.8%
Period
August 2023
August 2023 – October 2023
April 2025
April 2025 – June 2025
Drawdown and Risk Profile
Understanding downside behavior is a critical part of evaluating any trading strategy. In addition to return metrics, the ART Short-Term Systematic Strategy should be reviewed through the lens of drawdowns, volatility, and recovery characteristics. The statistics presented here are intended to provide additional context around the strategy’s historical risk profile.
Full strategy documentation, including the Disclosure Document and Due Diligence materials, is available upon request or via the Investor Data Room for qualified investors.