A multi-manager investment construct designed to deliver absolute, risk-adjusted returns with low correlation to traditional markets through systematic alpha generation across diverse strategies.
This portfolio is a multi-manager investment construct designed to deliver absolute, risk-adjusted returns with low correlation to traditional markets. The fund sources alpha from across a broad spectrum of uncorrelated and diversifying investment strategies, targeting systematic inefficiencies, behavioral patterns, macro dislocations, and volatility premiums.
Each strategy is institutionally vetted, employs robust risk controls, and is selected for its ability to generate consistent performance across different market regimes. The overarching goal is to combine these strategies into a single, volatility-managed, drawdown-aware fund that performs through trend, chop, crisis, and recovery.
Convex Payoff: Systematic approach to "cut losses, let winners run," ensuring asymmetric returns that buffer downside risks and magnify upside potential.
Convex alpha generation with asymmetric risk-reward profile
A core allocation is made to short-term quantitative trading programs that use signals derived from momentum, mean reversion, and volatility across global futures markets. These programs are fully systematic and frequently recalibrate based on market conditions.
Core alpha driver and volatility-managed growth anchor
This segment includes strategies specifically designed to profit from market dislocations, volatility spikes, and systemic stress. Some utilize machine learning to detect early warning signs of corrections.
Volatility hedge, regime insurance
Exposure is taken in concentrated macro strategies that focus on key inflection points, market narratives, and macroeconomic catalysts across sovereign bonds, FX, and equity indices.
Opportunistic alpha, convexity, fundamental reactivity
This allocation targets strategies that sell short-dated, deep out-of-the-money options and/or manage volatility spreads with systematic or discretionary overlays.
Steady cashflow, uncorrelated alpha, volatility curve arbitrage
A niche but high-conviction sleeve dedicated to strategies that trade commodities and global ag markets based on deep, fundamental research incorporating supply/demand analysis and geopolitical dynamics.
Fundamental dislocation alpha, non-financial macro exposure
| Objective | Target |
|---|---|
| Annual Return (Net) | 13–18% |
| Volatility | <7% |
| Max Monthly Drawdown | < 2.5% |
| Max Annual Drawdown | ~0.0% |
| Sharpe Ratio | 2.0-2.5 |
| Beta to S&P 500 | ~0.0 to -0.2 |