Trading strategy designed from a Gobal Tactical Asset Allocation perspective based on 5 years research

Constructed to diversify risk with an average of ten trades across fixed income, equities, currencies and commodities

Captures dislocations between markets using an investment process that integrates fundamental and quantitative analysis

Proprietary trading using futures and options such that the magnitude of profits when markets move favourably can be much greater than the amount incurred when markets move unfavourably, resulting in ‘asymmetric’ returns

Focus on maximising returns per unit of risk

Available via both fund structures and managed accounts

Where does this Asymmetric GTAA strategy fit into an investor's allocation matrix?

• This innovative approach has the downside volatility of a multi-strategy fund due to its diversification and portfolio construction - capital preservation is sharply in focus
• At the same time, it offers the upside potential of directional funds due to the asymmetric profile of trade construction and the instruments used - hence significant returns are possible

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