Managed Futures Strategy

The Managed Futures Strategy seeks positive absolute returns over a full market cycle with low correlation to equity markets during periods of dislocation. The portfolios take long and/or short positions in a variety of markets using systematic trading disciplines and multi-horizon trend signals designed to exploit market moves. The portfolios may hold positions in a variety of markets through instruments such as equities, ETFs, futures, forwards, fixed-income securities, and other instruments. 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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