Global Macro
A systematic, factor-based investment strategy designed to deliver consistent absolute returns over a market cycle by opportunistically positioning both within and across asset classes to harvest persistent return opportunities generated by risk premia and mispricings.
Table of Contents
Investment Objective
Seeks a return of T-Bills plus 4% to 6% while targeting 6% to 10% volatility over a full market cycle‡
Investment Approach
Systematic, factor-based investment processes harness fundamental drivers of performance, seeking to deliver consistent returns over a market cycle
Key Features
- Invests long and short across global equity, fixed income, commodity and currency markets using highly liquid instruments
- Combines a large number of opportunities using a rigorous risk management approach
- Aims to add returns with a low correlation to traditional asset classes and other hedge fund strategies
- Tends to provide diversified performance during major asset class drawdowns
There can be no guarantee that this objective will be achieved.
‡ A full market cycle is 3-5 years.