Investment Overview
Strategy Description
The Asset Allocation Program seeks to profit from capital gains achieved by holding long futures positions in variety of asset classes including stocks, bonds, commodity indices, currencies, precious metals, and real estate. This program does not hold net short positions. It aims to achieve better risk adjusted returns than investing in stocks alone.
Rather than using market timing algorithms to make investment decisions, the program holds assets passively. Re-balancing and re-weighting of the contents of the portfolio occurs periodically seeking to achieve optimal diversification, minimizing variance at the target level of return. Re-balancing allows the program to divert capital from over-performing into under-performing assets.
