Investment Overview

Strategy Description

The Acclivity Program is a diversified managed futures approach which trades an evolving portfolio of quantitative strategies. By applying rules based investment strategies the Acclivity Program has the ability to capture both up and down price trends in global futures markets, allowing the program to capitalize on and navigate a broad range of market environments. The Acclivity Program offers diversification benefits by exhibiting no or low correlation with popular equity and fixed income indices such as the S&P 500 Index or Barclays Capital U.S. Aggregate Bond Index.
Investment Highlights

Investment Category

Managed Futures

Investment Strategy

Systematic, Managed Futures, Quantititative

Investment Structure

Managed Account

Return Driver - Alpha

Our Edge
Research, Trading System Design, Analytics, Repeatable Process, Uncorrelated Strategies
Implementation of Strategy
Tactical Approach

Market Sector Exposure

Energy, Currencies, Stock Indices, Agricultural Markets, Interest Rates, Metals

Instruments Traded

Futures

Geographical Exposure

Global

Risk Management

Systematic Processes, Dynamic Position Sizing, Active management, Multi-Model
Investment Structure

Legal Structure

Managed Accounts

Management Fee (%)

2%

Incentive Fee (%)

20%
Service Providers