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
40.9%
Cumulative Return
156.9%
Risk
Annualized Volatility
31.9%
Maximum Drawdown
14.2%
Calmar Ratio
3.04
Risk-Adjusted / Distribution
Sharpe Ratio
1.18
Positive Months (%)
69.7%
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% | -1.62% | -2.31% | |||||||||
| 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
Past performance is not necessarily indicative of future results. All investments involve risk, including the possible loss of principal.
Performance shown is derived from trading activity associated with the ART strategy and is provided for informational purposes only to qualified prospective investors. Results may not represent the experience of any specific investor account.
Returns may differ materially among investors due to fees, expenses, timing of investment, account structure, and other factors. Additional information is available upon request.
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.