Rotella Capital Management Inc.

Qdeck Systematic Global Macro Program *Pro Forma* *QEP*


Monthly Performance (%)

Date Range: 02/13 - 02/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 1.24 -3.72 -10.61   -12.87 
2019 5.94 0.89 8.59 1.15 0.35 10.68 1.80 3.72 -0.66 -0.86 0.77 -0.13  36.46 
2018 0.30 -5.95 -0.91 1.40 2.66 0.55 3.17 1.23 -3.60 -9.08 4.66 -2.23  -8.36 
2017 0.61 4.01 0.91 1.50 4.90 -3.16 2.83 1.39 0.30 6.59 0.96 -0.38  22.06 
2016 7.07 4.48 -2.07 -3.84 -1.59 6.34 1.55 0.66 -1.41 -4.71 -0.51 2.52  7.98 
2015 8.76 4.17 1.15 -0.53 0.73 -7.07 2.60 -10.47 2.26 -0.26 1.62 -4.80  -3.29 
2014 -1.10 6.56 -1.18 2.05 4.15 2.33 -2.50 4.63 -2.82 2.16 5.30 -1.95  18.44 
2013 -1.42 5.57 -3.70 -12.07 11.19 -4.40 8.69 10.01 6.19 -1.16  17.56 

Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Rotella Capital Management (“RCM”) was founded in 1995. RCM is built on the vision of Robert Rotella, one of the early pioneers in bringing a purely systematic approach to investing in the futures space. RCM has built on that deep experience to create multiple futures and securities strategies. Qdeck Rotella Systematic Global Macro Program (“Program”) is a tactical long only intermediate-term futures program and was formerly known as Rotella Cygnus Program. The Program allocates to equity index and interest rate futures only and trades 30+ contracts across North America, Europe and Asia. The Program picks models with concepts ranging from statistical to machine learning based ideas as it accesses the latest research ideas of Rotella’s research team that fit the overall mandate. The Program targets outperformance over an equal allocation between stock and bond portfolio on a risk-adjusted basis.

Performance Statistics

Date Range: 02/13 - 02/20
  Program S&P 500 Coquest 40 
Total Return 116.35% 128.41% 11.39% 
Annualized Return 11.66% 12.37% 1.53% 
Annualized Std. Deviation 15.19% 11.44% 8.41% 
Correlation 0.47 0.63 
Sharpe Ratio (rf=2.5%) 0.60 0.86 -0.11 
Worst Month -12.07% -9.03% -6.10% 
Date of Worst Month 06/2013 12/2018 02/2018 
Worst Drawdown -15.77% -13.52% -13.63% 
Date of Worst Drawdown 5/15 - 12/15 9/18 - 12/18 3/15 - 1/19 

Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 02/13 - 02/20
Year or YTD Program S&P 500 Coquest 40 
2020 -12.87 -19.60 -0.50 
2019 36.46 31.50 7.53 
2018 -8.36 -4.38 -4.29 
2017 22.06 21.84 1.24 
2016 7.98 11.98 -3.13 
2015 -3.29 1.41 0.09 
2014 18.44 13.69 15.75 
2013 17.56 24.20 -3.71 

Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 02/13 - 02/20
Date: 2/29/2020
Perf: $1,120.42 Date: 1/31/2020
Perf: $1,137.37 Date: 12/31/2019
Perf: $1,125.99 Date: 11/30/2019
Perf: $1,133.02 Date: 10/31/2019
Perf: $1,122.02 Date: 9/30/2019
Perf: $1,147.38 Date: 8/31/2019
Perf: $1,180.07 Date: 7/31/2019
Perf: $1,138.84 Date: 6/30/2019
Perf: $1,101.29 Date: 5/31/2019
Perf: $1,079.69 Date: 4/30/2019
Perf: $1,101.28 Date: 3/31/2019
Perf: $1,071.80 Date: 2/28/2019
Perf: $1,034.66 Date: 1/31/2019
Perf: $1,028.08 Date: 12/31/2018
Perf: $1,047.14 Date: 11/30/2018
Perf: $1,042.76 Date: 10/31/2018
Perf: $1,055.42 Date: 9/30/2018
Perf: $1,082.15 Date: 8/31/2018
Perf: $1,087.04 Date: 7/31/2018
Perf: $1,060.01 Date: 6/30/2018
Perf: $1,068.02 Date: 5/31/2018
Perf: $1,059.13 Date: 4/30/2018
Perf: $1,072.97 Date: 3/31/2018
Perf: $1,061.50 Date: 2/28/2018
Perf: $1,062.46 Date: 1/31/2018
Perf: $1,131.48 Date: 12/31/2017
Perf: $1,094.06 Date: 11/30/2017
Perf: $1,082.27 Date: 10/31/2017
Perf: $1,080.86 Date: 9/30/2017
Perf: $1,037.39 Date: 8/31/2017
Perf: $1,059.76 Date: 7/31/2017
Perf: $1,042.45 Date: 6/30/2017
Perf: $1,038.40 Date: 5/31/2017
Perf: $1,069.63 Date: 4/30/2017
Perf: $1,067.61 Date: 3/31/2017
Perf: $1,074.05 Date: 2/28/2017
Perf: $1,089.96 Date: 1/31/2017
Perf: $1,066.71 Date: 12/31/2016
Perf: $1,080.65 Date: 11/30/2016
Perf: $1,072.50 Date: 10/31/2016
Perf: $1,084.43 Date: 9/30/2016
Perf: $1,113.15 Date: 8/31/2016
Perf: $1,127.69 Date: 7/31/2016
Perf: $1,158.87 Date: 6/30/2016
Perf: $1,147.17 Date: 5/31/2016
Perf: $1,100.40 Date: 4/30/2016
Perf: $1,120.00 Date: 3/31/2016
Perf: $1,148.84 Date: 2/29/2016
Perf: $1,182.78 Date: 1/31/2016
Perf: $1,154.38 Date: 12/31/2015
Perf: $1,115.56 Date: 11/30/2015
Perf: $1,141.82 Date: 10/31/2015
Perf: $1,104.17 Date: 9/30/2015
Perf: $1,123.72 Date: 8/31/2015
Perf: $1,099.86 Date: 7/31/2015
Perf: $1,119.22 Date: 6/30/2015
Perf: $1,077.11 Date: 5/31/2015
Perf: $1,136.19 Date: 4/30/2015
Perf: $1,144.43 Date: 3/31/2015
Perf: $1,190.38 Date: 2/28/2015
Perf: $1,164.64 Date: 1/31/2015
Perf: $1,166.50 Date: 12/31/2014
Perf: $1,114.56 Date: 11/30/2014
Perf: $1,095.29 Date: 10/31/2014
Perf: $1,033.78 Date: 9/30/2014
Perf: $1,018.80 Date: 8/31/2014
Perf: $1,003.84 Date: 7/31/2014
Perf: $963.10 Date: 6/30/2014
Perf: $970.87 Date: 5/31/2014
Perf: $962.59 Date: 4/30/2014
Perf: $938.57 Date: 3/31/2014
Perf: $931.49 Date: 2/28/2014
Perf: $945.48 Date: 1/31/2014
Perf: $937.79 Date: 12/31/2013
Perf: $962.92 Date: 11/30/2013
Perf: $964.27 Date: 10/31/2013
Perf: $947.13 Date: 9/30/2013
Perf: $925.93 Date: 8/31/2013
Perf: $931.51 Date: 7/31/2013
Perf: $949.75 Date: 6/30/2013
Perf: $958.09 Date: 5/31/2013
Perf: $995.83 Date: 4/30/2013
Perf: $1,040.57 Date: 3/31/2013
Perf: $1,014.40 Date: 2/28/2013
Perf: $1,000.00 Date: 3/31/2020
Perf: $1,975.16 Date: 2/29/2020
Perf: $2,253.46 Date: 1/31/2020
Perf: $2,455.55 Date: 12/31/2019
Perf: $2,456.53 Date: 11/30/2019
Perf: $2,384.52 Date: 10/31/2019
Perf: $2,300.99 Date: 9/30/2019
Perf: $2,252.12 Date: 8/31/2019
Perf: $2,210.78 Date: 7/31/2019
Perf: $2,246.27 Date: 6/30/2019
Perf: $2,214.38 Date: 5/31/2019
Perf: $2,068.55 Date: 4/30/2019
Perf: $2,208.81 Date: 3/31/2019
Perf: $2,122.84 Date: 2/28/2019
Perf: $2,082.44 Date: 1/31/2019
Perf: $2,017.67 Date: 12/31/2018
Perf: $1,868.04 Date: 11/30/2018
Perf: $2,053.47 Date: 10/31/2018
Perf: $2,012.41 Date: 9/30/2018
Perf: $2,160.17 Date: 8/31/2018
Perf: $2,147.93 Date: 7/31/2018
Perf: $2,080.12 Date: 6/30/2018
Perf: $2,005.51 Date: 5/31/2018
Perf: $1,993.15 Date: 4/30/2018
Perf: $1,946.25 Date: 3/31/2018
Perf: $1,938.88 Date: 2/28/2018
Perf: $1,989.41 Date: 1/31/2018
Perf: $2,065.63 Date: 12/31/2017
Perf: $1,953.69 Date: 11/30/2017
Perf: $1,932.24 Date: 10/31/2017
Perf: $1,874.69 Date: 9/30/2017
Perf: $1,832.00 Date: 8/31/2017
Perf: $1,795.02 Date: 7/31/2017
Perf: $1,789.48 Date: 6/30/2017
Perf: $1,753.36 Date: 5/31/2017
Perf: $1,742.55 Date: 4/30/2017
Perf: $1,718.32 Date: 3/31/2017
Perf: $1,700.81 Date: 2/28/2017
Perf: $1,698.77 Date: 1/31/2017
Perf: $1,633.90 Date: 12/31/2016
Perf: $1,603.44 Date: 11/30/2016
Perf: $1,572.30 Date: 10/31/2016
Perf: $1,516.21 Date: 9/30/2016
Perf: $1,544.31 Date: 8/31/2016
Perf: $1,544.00 Date: 7/31/2016
Perf: $1,541.84 Date: 6/30/2016
Perf: $1,486.97 Date: 5/31/2016
Perf: $1,483.12 Date: 4/30/2016
Perf: $1,456.89 Date: 3/31/2016
Perf: $1,451.23 Date: 2/29/2016
Perf: $1,359.09 Date: 1/31/2016
Perf: $1,360.86 Date: 12/31/2015
Perf: $1,431.88 Date: 11/30/2015
Perf: $1,454.87 Date: 10/31/2015
Perf: $1,450.51 Date: 9/30/2015
Perf: $1,337.62 Date: 8/31/2015
Perf: $1,371.50 Date: 7/31/2015
Perf: $1,459.50 Date: 6/30/2015
Perf: $1,429.48 Date: 5/31/2015
Perf: $1,457.76 Date: 4/30/2015
Perf: $1,439.20 Date: 3/31/2015
Perf: $1,425.51 Date: 2/28/2015
Perf: $1,448.40 Date: 1/31/2015
Perf: $1,369.64 Date: 12/31/2014
Perf: $1,412.00 Date: 11/30/2014
Perf: $1,415.54 Date: 10/31/2014
Perf: $1,378.46 Date: 9/30/2014
Perf: $1,345.63 Date: 8/31/2014
Perf: $1,364.74 Date: 7/31/2014
Perf: $1,312.25 Date: 6/30/2014
Perf: $1,330.61 Date: 5/31/2014
Perf: $1,303.62 Date: 4/30/2014
Perf: $1,273.69 Date: 3/31/2014
Perf: $1,264.34 Date: 2/28/2014
Perf: $1,253.80 Date: 1/31/2014
Perf: $1,199.01 Date: 12/31/2013
Perf: $1,241.98 Date: 11/30/2013
Perf: $1,211.33 Date: 10/31/2013
Perf: $1,175.48 Date: 9/30/2013
Perf: $1,123.79 Date: 8/31/2013
Perf: $1,089.58 Date: 7/31/2013
Perf: $1,122.12 Date: 6/30/2013
Perf: $1,067.77 Date: 5/31/2013
Perf: $1,082.27 Date: 4/30/2013
Perf: $1,057.52 Date: 3/31/2013
Perf: $1,037.50 Date: 2/28/2013
Perf: $1,000.00 Date: 3/31/2020
Perf: $1,933.98 Date: 2/29/2020
Perf: $2,163.53 Date: 1/31/2020
Perf: $2,247.12 Date: 12/31/2019
Perf: $2,219.60 Date: 11/30/2019
Perf: $2,222.49 Date: 10/31/2019
Perf: $2,205.51 Date: 9/30/2019
Perf: $2,224.64 Date: 8/31/2019
Perf: $2,239.42 Date: 7/31/2019
Perf: $2,159.10 Date: 6/30/2019
Perf: $2,120.93 Date: 5/31/2019
Perf: $1,916.27 Date: 4/30/2019
Perf: $1,909.58 Date: 3/31/2019
Perf: $1,887.87 Date: 2/28/2019
Perf: $1,738.53 Date: 1/31/2019
Perf: $1,723.20 Date: 12/31/2018
Perf: $1,626.58 Date: 11/30/2018
Perf: $1,663.68 Date: 10/31/2018
Perf: $1,589.60 Date: 9/30/2018
Perf: $1,748.35 Date: 8/31/2018
Perf: $1,813.64 Date: 7/31/2018
Perf: $1,791.61 Date: 6/30/2018
Perf: $1,736.56 Date: 5/31/2018
Perf: $1,727.06 Date: 4/30/2018
Perf: $1,682.31 Date: 3/31/2018
Perf: $1,659.08 Date: 2/28/2018
Perf: $1,674.32 Date: 1/31/2018
Perf: $1,780.24 Date: 12/31/2017
Perf: $1,774.92 Date: 11/30/2017
Perf: $1,781.69 Date: 10/31/2017
Perf: $1,764.75 Date: 9/30/2017
Perf: $1,655.64 Date: 8/31/2017
Perf: $1,650.69 Date: 7/31/2017
Perf: $1,628.06 Date: 6/30/2017
Perf: $1,583.25 Date: 5/31/2017
Perf: $1,634.92 Date: 4/30/2017
Perf: $1,558.55 Date: 3/31/2017
Perf: $1,535.52 Date: 2/28/2017
Perf: $1,521.67 Date: 1/31/2017
Perf: $1,463.00 Date: 12/31/2016
Perf: $1,454.13 Date: 11/30/2016
Perf: $1,418.39 Date: 10/31/2016
Perf: $1,425.66 Date: 9/30/2016
Perf: $1,496.13 Date: 8/31/2016
Perf: $1,517.52 Date: 7/31/2016
Perf: $1,507.57 Date: 6/30/2016
Perf: $1,484.56 Date: 5/31/2016
Perf: $1,396.05 Date: 4/30/2016
Perf: $1,418.61 Date: 3/31/2016
Perf: $1,475.26 Date: 2/29/2016
Perf: $1,506.44 Date: 1/31/2016
Perf: $1,441.85 Date: 12/31/2015
Perf: $1,346.64 Date: 11/30/2015
Perf: $1,414.54 Date: 10/31/2015
Perf: $1,391.99 Date: 9/30/2015
Perf: $1,395.62 Date: 8/31/2015
Perf: $1,364.77 Date: 7/31/2015
Perf: $1,524.37 Date: 6/30/2015
Perf: $1,485.75 Date: 5/31/2015
Perf: $1,598.78 Date: 4/30/2015
Perf: $1,587.19 Date: 3/31/2015
Perf: $1,595.65 Date: 2/28/2015
Perf: $1,577.51 Date: 1/31/2015
Perf: $1,514.36 Date: 12/31/2014
Perf: $1,392.39 Date: 11/30/2014
Perf: $1,420.08 Date: 10/31/2014
Perf: $1,348.60 Date: 9/30/2014
Perf: $1,320.09 Date: 8/31/2014
Perf: $1,358.39 Date: 7/31/2014
Perf: $1,298.28 Date: 6/30/2014
Perf: $1,331.57 Date: 5/31/2014
Perf: $1,301.25 Date: 4/30/2014
Perf: $1,249.40 Date: 3/31/2014
Perf: $1,224.31 Date: 2/28/2014
Perf: $1,238.92 Date: 1/31/2014
Perf: $1,162.65 Date: 12/31/2013
Perf: $1,175.59 Date: 11/30/2013
Perf: $1,189.38 Date: 10/31/2013
Perf: $1,120.05 Date: 9/30/2013
Perf: $1,018.14 Date: 8/31/2013
Perf: $936.73 Date: 7/31/2013
Perf: $979.85 Date: 6/30/2013
Perf: $881.24 Date: 5/31/2013
Perf: $1,002.20 Date: 4/30/2013
Perf: $1,040.71 Date: 3/31/2013
Perf: $985.80 Date: 2/28/2013
Perf: $1,000.00

Note: All performance data is since program inception.

Monthly Returns

Date Range: 02/13 - 02/20
Date: 3/31/2020
Return: -10.61 % Date: 2/29/2020
Return: -3.72 % Date: 1/31/2020
Return: 1.24 % Date: 12/31/2019
Return: -0.13 % Date: 11/30/2019
Return: 0.77 % Date: 10/31/2019
Return: -0.86 % Date: 9/30/2019
Return: -0.66 % Date: 8/31/2019
Return: 3.72 % Date: 7/31/2019
Return: 1.80 % Date: 6/30/2019
Return: 10.68 % Date: 5/31/2019
Return: 0.35 % Date: 4/30/2019
Return: 1.15 % Date: 3/31/2019
Return: 8.59 % Date: 2/28/2019
Return: 0.89 % Date: 1/31/2019
Return: 5.94 % Date: 12/31/2018
Return: -2.23 % Date: 11/30/2018
Return: 4.66 % Date: 10/31/2018
Return: -9.08 % Date: 9/30/2018
Return: -3.60 % Date: 8/31/2018
Return: 1.23 % Date: 7/31/2018
Return: 3.17 % Date: 6/30/2018
Return: 0.55 % Date: 5/31/2018
Return: 2.66 % Date: 4/30/2018
Return: 1.40 % Date: 3/31/2018
Return: -0.91 % Date: 2/28/2018
Return: -5.95 % Date: 1/31/2018
Return: 0.30 % Date: 12/31/2017
Return: -0.38 % Date: 11/30/2017
Return: 0.96 % Date: 10/31/2017
Return: 6.59 % Date: 9/30/2017
Return: 0.30 % Date: 8/31/2017
Return: 1.39 % Date: 7/31/2017
Return: 2.83 % Date: 6/30/2017
Return: -3.16 % Date: 5/31/2017
Return: 4.90 % Date: 4/30/2017
Return: 1.50 % Date: 3/31/2017
Return: 0.91 % Date: 2/28/2017
Return: 4.01 % Date: 1/31/2017
Return: 0.61 % Date: 12/31/2016
Return: 2.52 % Date: 11/30/2016
Return: -0.51 % Date: 10/31/2016
Return: -4.71 % Date: 9/30/2016
Return: -1.41 % Date: 8/31/2016
Return: 0.66 % Date: 7/31/2016
Return: 1.55 % Date: 6/30/2016
Return: 6.34 % Date: 5/31/2016
Return: -1.59 % Date: 4/30/2016
Return: -3.84 % Date: 3/31/2016
Return: -2.07 % Date: 2/29/2016
Return: 4.48 % Date: 1/31/2016
Return: 7.07 % Date: 12/31/2015
Return: -4.80 % Date: 11/30/2015
Return: 1.62 % Date: 10/31/2015
Return: -0.26 % Date: 9/30/2015
Return: 2.26 % Date: 8/31/2015
Return: -10.47 % Date: 7/31/2015
Return: 2.60 % Date: 6/30/2015
Return: -7.07 % Date: 5/31/2015
Return: 0.73 % Date: 4/30/2015
Return: -0.53 % Date: 3/31/2015
Return: 1.15 % Date: 2/28/2015
Return: 4.17 % Date: 1/31/2015
Return: 8.76 % Date: 12/31/2014
Return: -1.95 % Date: 11/30/2014
Return: 5.30 % Date: 10/31/2014
Return: 2.16 % Date: 9/30/2014
Return: -2.82 % Date: 8/31/2014
Return: 4.63 % Date: 7/31/2014
Return: -2.50 % Date: 6/30/2014
Return: 2.33 % Date: 5/31/2014
Return: 4.15 % Date: 4/30/2014
Return: 2.05 % Date: 3/31/2014
Return: -1.18 % Date: 2/28/2014
Return: 6.56 % Date: 1/31/2014
Return: -1.10 % Date: 12/31/2013
Return: -1.16 % Date: 11/30/2013
Return: 6.19 % Date: 10/31/2013
Return: 10.01 % Date: 9/30/2013
Return: 8.69 % Date: 8/31/2013
Return: -4.40 % Date: 7/31/2013
Return: 11.19 % Date: 6/30/2013
Return: -12.07 % Date: 5/31/2013
Return: -3.70 % Date: 4/30/2013
Return: 5.57 % Date: 3/31/2013
Return: -1.42 % Date: 2/28/2013
Return: 0.00 %

Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 02/13 - 02/20
Return: -11.00 %
Count: 1 Return: -9.00 %
Count: 1 Return: -6.00 %
Count: 1 Return: -5.00 %
Count: 2 Return: -10.00 %
Count: 1 Return: 3.00 %
Count: 5 Return: -7.00 %
Count: 1 Return: 1.00 %
Count: 15 Return: -3.00 %
Count: 2 Return: 5.00 %
Count: 4 Return: -2.00 %
Count: 5 Return: 4.00 %
Count: 5 Return: 2.00 %
Count: 7 Return: 7.00 %
Count: 3 Return: 10.00 %
Count: 1 Return: 9.00 %
Count: 3 Return: 11.00 %
Count: 2 Return: -12.00 %
Count: 1 Return: -4.00 %
Count: 5 Return: 6.00 %
Count: 4 Return: -1.00 %
Count: 10 Return: 0.00 %
Count: 7

Note: All performance data is since program inception.

Underwater Curve

Date Range: 02/13 - 02/20
Date: 3/31/2020
Drawdown: -13.94 % Date: 2/29/2020
Drawdown: -3.72 % Date: 1/31/2020
Drawdown: 0.00 % Date: 12/31/2019
Drawdown: -0.89 % Date: 11/30/2019
Drawdown: -0.76 % Date: 10/31/2019
Drawdown: -1.51 % Date: 9/30/2019
Drawdown: -0.66 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: 0.00 % Date: 6/30/2019
Drawdown: 0.00 % Date: 5/31/2019
Drawdown: 0.00 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: 0.00 % Date: 2/28/2019
Drawdown: -4.14 % Date: 1/31/2019
Drawdown: -4.99 % Date: 12/31/2018
Drawdown: -10.31 % Date: 11/30/2018
Drawdown: -8.27 % Date: 10/31/2018
Drawdown: -12.35 % Date: 9/30/2018
Drawdown: -3.60 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: -2.53 % Date: 5/31/2018
Drawdown: -3.07 % Date: 4/30/2018
Drawdown: -5.58 % Date: 3/31/2018
Drawdown: -6.88 % Date: 2/28/2018
Drawdown: -6.03 % Date: 1/31/2018
Drawdown: -0.08 % Date: 12/31/2017
Drawdown: -0.38 % Date: 11/30/2017
Drawdown: 0.00 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: 0.00 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: -0.42 % Date: 6/30/2017
Drawdown: -3.16 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: -2.52 % Date: 3/31/2017
Drawdown: -3.96 % Date: 2/28/2017
Drawdown: -4.82 % Date: 1/31/2017
Drawdown: -8.49 % Date: 12/31/2016
Drawdown: -9.05 % Date: 11/30/2016
Drawdown: -11.28 % Date: 10/31/2016
Drawdown: -10.83 % Date: 9/30/2016
Drawdown: -6.42 % Date: 8/31/2016
Drawdown: -5.08 % Date: 7/31/2016
Drawdown: -5.70 % Date: 6/30/2016
Drawdown: -7.14 % Date: 5/31/2016
Drawdown: -12.68 % Date: 4/30/2016
Drawdown: -11.27 % Date: 3/31/2016
Drawdown: -7.73 % Date: 2/29/2016
Drawdown: -5.78 % Date: 1/31/2016
Drawdown: -9.82 % Date: 12/31/2015
Drawdown: -15.77 % Date: 11/30/2015
Drawdown: -11.52 % Date: 10/31/2015
Drawdown: -12.93 % Date: 9/30/2015
Drawdown: -12.71 % Date: 8/31/2015
Drawdown: -14.64 % Date: 7/31/2015
Drawdown: -4.65 % Date: 6/30/2015
Drawdown: -7.07 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: -0.53 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -1.95 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: -0.72 % Date: 9/30/2014
Drawdown: -2.82 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -2.50 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: -1.18 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: -2.25 % Date: 12/31/2013
Drawdown: -1.16 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: 0.00 % Date: 9/30/2013
Drawdown: -2.17 % Date: 8/31/2013
Drawdown: -9.99 % Date: 7/31/2013
Drawdown: -5.85 % Date: 6/30/2013
Drawdown: -15.32 % Date: 5/31/2013
Drawdown: -3.70 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -1.42 %

Note: All performance data is since program inception.

Manager Information

Manager Name:  Rotella Capital Management Inc.
Address: One North Wacker Drive, Suite 4000
City: Chicago
State: IL
Zip: 60606
Country: USA

Key People

Name:  Robert P. Rotella
Position:  Principal
Biography: 

Robert Rotella established Rotella Capital Management, Inc. in 1995 to formalize the management of the Rotella Polaris Program, which was launched via an allocation from Commodities Corporation in 1991. Mr. Rotella has since evolved the firm into an institutional class business trading a diversified suite of managed futures investment strategies. In addition to his role as Fund Manager of the Polaris and Orion programs, Mr. Rotella currently leads the research efforts of the firm, and as CEO is responsible for providing the strategic direction to the Board of Directors and staff. Mr. Rotella graduated from Rensselaer Polytechnic Institute with a Bachelor of Science Degree in Chemical Engineering and received a Masters of Business Administration Degree at Temple University.


Name:  Veeru Perianan
Position:  Portfolio Manager
Biography: 

Veeru Perianan is the Portfolio manager for the Rotella TEXO Program. Prior to joining Rotella Capital in 2003, Veeru worked in finance for over 7 years focused on the areas of structured finance, equity trading and portfolio management. During his early years at Rotella he worked in a variety of research areas spanning risk management, portfolio construction and system analysis. His interest in pairs trading led him to spearhead the relative value research efforts at Rotella, an area where he has concentrated his efforts since 2005. The Rotella TEXO (Global RV) Program began trading proprietary capital under the direction of Mr. Perianan in June 2007 and was launched to the public in September 2009. Education: BA Economics; Master’s Degree Financial Markets / Financial Engineering; MBA.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Investment Methodology
 Systematic Yes 
 Sector Specialist Yes 
 Long Bias Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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