About this Strategy

This global strategy seeks to maximise risk-adjusted returns in trending regimes and minimise drawdowns in trendless regimes. The portfolio is managed with end-to-end systematic construction and risk management, with the objective of generating absolute returns with low correlation to traditional asset classes through the cycle. The strategy is diversified across asset classes (interest rates, bonds, currencies, stock indices and commodities) and time horizons.

The value of an investment and the income from it can fall as well as rise as a result of market and currency fluctuations and you may not get back the amount originally invested. Past Performance is not a guide to future performance. No investment strategy, including a protection strategy, can ensure a profit or eliminate the risk of loss.

Investment Approach

Systematic strategy that seeks to capture trends across a diverse range of individual markets, asset classes and macroeconomic regimes

Multi-dimensional approach to portfolio construction with the aim to capture a broader universe of trends

Utilising multiple price series and trend time horizons with the aim to minimise the ‘negative carry’ typically associated with trendless market environments