Imperium Fund

Net Portfolio*

CAGR 43.89%

Worst Month -0.36%

Volatility 11.29%

Sharpe 2.98

Sortino 6.37

Calmar 10.30

Data 5/1/25 - 5/31/26

Pre-Fund Executive Summary

• Uncorrelated Alpha

• Monthly Liquidity

• Institutional-Grade

Rothguard's Imperium Multi-Manager Liquid Strategies platform is designed to address one of the central challenges in portfolio construction: reducing aggregate portfolio drawdowns without relying solely on traditional diversification or passive market exposure. The platform seeks to accomplish this by combining multiple differentiated trading sleeves with historically distinct return drivers, drawdown cycles, and market sensitivities across global liquid markets.

The portfolio integrates systematic and discretionary strategies spanning equities, ETFs, futures, options, and macro trading within a dynamically weighted framework emphasizing low inter-manager correlation, regime diversification, and active risk management. By balancing managers and strategies that have historically experienced differing periods of strength and weakness, the platform seeks to reduce concentrated downside exposure while maintaining diversified upside participation across changing market environments.

Rather than depending primarily on market beta, Imperium focuses on generating returns through manager selection, portfolio construction, and diversified alpha streams. The objective is to create a more resilient portfolio with a smoother aggregate return profile, improved risk-adjusted performance, and the flexibility of monthly liquidity without sacrificing access to institutional-caliber alternative strategies.

*Illustrative pro forma portfolio of five managers’ actual live monthly NAV returns (set weights, net of all fees). Monthly TWR with 365-day annualization. Short history (10–41 months). This material is provided for informational purposes only and is intended solely for the person to whom it is delivered. It does not constitute investment advice, an offer, or a solicitation to invest in any financial product or service. Accuracy and future performance are not guaranteed and may differ materially from historical outcomes. Past performance is not indicative of future results. All investments involve substantial risk of loss. Compiled by Rothguard LLC for internal use. Data 5/1/2025 - 5/31/2026. ⓒ May 31, 2026 Rothguard LLC, Rothguard.com