Metolius Capital LLC

(Diversified Master Fund)

Fund Investment Objectives

METOLIUS CAPITAL LLC is a commodity trading advisor managing diversified portfolios constructed using the major, liquid, global futures markets. 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. We have a robust, multi-market, multi-model and multi-timeframe approach that is designed to deliver superior risk adjusted returns at any point in an economic cycle. The models are diversified across market, market sector and timeframe. 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.