Algorithmic Multi-Strategy

The Algorithmic Multistrategy program is an algorithmically traded managed futures program that trades long and short positions in equity index, treasury, gold and currency futures. The portfolio is diversified by trading strategy, market and time-frame to provide more consistent performance with lower expected drawdowns. Trading strategies include intraday mean reversion, intraday momentum, asset rotation, seasonality and relative value trades. The portfolio is constructed to provide positive convexity and negative correlation to equity markets during periods of market crisis and volatility.

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Note: The SG CTA Index is a non-investible index and is not representative of the entire population of CTAs or any particular CTA.

Monthly Performance

Risk-Return Statistics

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Note: PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Trading futures and options involves substantial risk of loss and is not suitable for all investors. An investor must read and understand the CTA’s current Disclosure Document before investing. Risk-Return statistics are calculated since inception (Apr-19 to Jul-21).