Global Macro Investing

With our global macro strategy, we build hedged portfolios spanning global equities, bonds, currencies and commodities. We track risk premia for equities, bonds, commodities and real assets over time using proprietary tools. Based on this analysis, we decide when to initiate concentrated long or short positions in those asset classes.

The portfolio exposure ranges from +200 to -100% exposure and returns are uncorrelated with global equity or bond markets. We do not use significant leverage and we meticulously monitor risk factor exposures to assure a diversified portfolio.