The Managed Futures Strategy seeks positive absolute returns over a full market cycle with low correlation to traditional stock and bond markets during periods of dislocation. The composite portfolios take long and/or short positions in a variety of markets using systematic trading disciplines and multi-horizon trend signals to exploit market moves. The portfolios may hold positions in a variety of markets through the use of liquid futures, forward contracts, and other derivative contracts across global equities, fixed income, commodities, and currencies. Portfolio volatility is monitored and actively managed in an effort to maintain a moderate level of long-term annualized volatility. The benchmark is the SG Trend Index.
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