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EFTA01086756

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Atorus LLC reATO R U S www.atoruslic.com Investment Objectives Atorus ("the fund") is a global multi-strategy fund with a systematic bias. The Fund's objective is to achieve absolute average returns of 15.25% per annum with unlevered-drawdowns not to exceed 10%, with a volatility target of 10.15% and a Profit Factor of 2.5X with a win ratio of 40%. Atorus employs a risk-conscious and proprietary dynamic trading methodology that aims to minimize downside volatility and generate consistent uncorrelated returns in both up and down markets, with low portfolio turnover. The managers diversify the portfolio with 500+ positions across two main asset classes; global macro instruments (G20 rates, indices, FX and commodities) and G20-listed equities. The Fund's investment approach combines three discrete modules; portfolio construction, directional bias and timing, and risk management. The portfolio is constructed for reasons of neutrality, volatility, and low long-term correlation which collectively mitigate downside volatility. The directional bias of individual positions is the foundation of the strategy. Free from subjective bias, Atorus makes proprietary calculations of changes in realized volatility and price ranges to dynamically alter the timing of entry and exit for positions. This enables Atorus to quickly react on the directionality of individual positions, exploit them, and operate regardless of a high or low volatility environment. Correlation determines the Fund's investment opportunities, not the individual direction of any position. The last stage of the investment process is robust risk control, with particular focus on risk adjusted position sizing, hold periods, leverage, and entry/exit points. Atorus is currently pre-launch, targeting an initial capital raise of $100m for a launch date of Q2 2014. Fund Characteristics and Metrics Max # of positions: 700 Average leverage: 2.35x Max leverage: 4.5x Average Position

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Independent research project. Not affiliated with the U.S. Department of Justice, FBI, any government agency, or Anthropic. All analytical text on this site is AI-generated (Claude, Anthropic) and iteratively fact-checked against source documents, but may contain errors. Verify all claims against linked EFTA sources before citing.
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