The fund seeks capital appreciation in the long term by investing in companies in the United States.
The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.
Next, the research team allocates the fund’s net assets in three principal strategies, namely an Equity Strategy, a Futures Strategy and a Fixed Income Strategy.
In the Equity Strategy, the team invests in domestic equity securities and equity-related derivative instruments.
The team takes long and short positions in equity securities, as well as in an equity derivative instrument.
The Futures Strategy employs a trend following strategy (identifying opportunities as prices trend up and down).
In furtherance of the Futures Strategy, the fund may invest up to 25% of its net assets in the Subsidiary. The Subsidiary is a wholly-owned and controlled subsidiary of the fund, organized under the laws of the Cayman Islands as an exempted company.
Generally, the Subsidiary will invest primarily in commodity futures and swaps on commodity futures but it may also invest in financial futures, option and swap contracts, fixed income securities, and pooled investment vehicles.
The Fixed Income Strategy is designed to generate absolute returns from interest income with less volatility by investing primarily in U.S. dollar-denominated fixed income securities.
Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.
The fund seeks positive absolute returns by investing in companies in the United States.
The investment process starts with a list of companies in the benchmark index and the research team utilizes quantitative techniques and fundamental analysis to identify investment opportunities.
Next, the research team allocates the fund’s net assets in two principal strategies, namely a Futures Strategy and a Fixed Income Strategy.
The Futures Strategy employs a trend following strategy (identifying opportunities as prices trend up and down).
In furtherance of the Futures Strategy, the fund may invest up to 25% of its net assets in the Subsidiary. The Subsidiary is a wholly-owned and controlled subsidiary of the fund, organized under the laws of the Cayman Islands as an exempted company.
Generally, the Subsidiary will invest primarily in commodity futures and swaps on commodity futures but it may also invest in financial futures, option and swap contracts, fixed income securities, and pooled investment vehicles.
The Fixed Income Strategy is designed to generate absolute returns from interest income with less volatility by investing primarily in U.S. dollar-denominated fixed income securities.
Then the manager constructs a portfolio of stocks from a list of companies favored by the research team and allocates capital based on its conviction level.
