Opalesque Solutions

Metolius Diversified (Master) Fund

Metolius Capital LLC

Company Overview

Metolius Capital LLC is a commodity trading advisor serving the investment needs of institutional investors, family offices and qualified private investors. The firm manages a diversified portfolio constructed using major, liquid, global futures markets. The partners are Tom Mazza and Ross Crotinger. With its office in Wheaton, Chicago,Metolius implements it's program using an innovative systematic approach combining multiple trend, mean reversion and volatility models with a series of systematic global macro strategies. The firm has a robust, multi-market, model and timeframe approach that is designed to deliver superior risk adjusted returns at any point in an economic cycle. It has invested significantly in infrastructure and resources to meet the exacting standards of the institutional investor. The models are diversified across markets, sectors and timeframes. The strategy represents a unique combination of uncorrelated logical and quantitative ideas. As positions are established, risk is dynamically and continually monitored at the market, market sector, model and portfolio level.

Fund Strategy

The strategy encompasses highly liquid futures only, providing transparency and scalability through a small team of individuals. The combination of a macro/fundamental approached combined with trend following and price statistics to trigger trades, expressed entirely through a systematic fund, gives a robust return profile that differs from the majority of CTA's. While price is always the final arbiter, the fund believe's the unique mix of its approach to the analysis of the market, predominantly from a fundamental focus provides diversification and less concentration risk than the traditional CTA model. The fund deploy's a combination of 7 or more strategies, employing numerous individual macro/fundamental models, the combination and weightings of which will be monitored dynamically and maybe adjusted periodically according to the market shifts in sentiment.

Quick Facts

  • CTA » Multi-Asset
Inception Date: 2010-06
Monthly Performance Data:
Jan 4.5%

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