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Hedge Fund

Global Diversified Macro Fund

0.53%
MTD ROR (May 31st)
0.0%
YTD ROR (May 31st)
51.5%
ITD ROR (Apr-2017)
10.49%
ANN ROR
13.3%
ANN STDV
0.8
SHARPE RATIO

Investment Overview

Strategy Description

First Quadrant’s Global Diversified Macro strategy seeks to deliver double-digit annualized return, net of fees, while targeting a Sharpe Ratio of 1.0 or more. The highly liquid portfolio is fundamentally based, systematically implemented, and driven by consistent, repeatable ideas backed by economic insights. The strategy targets low correlation to traditional and alternative assets and is diversified across market influencer objectives, market environments, assets and time horizons.
Investment Highlights

Investment Category

Hedge Fund

Investment Strategy

Macro

Investment Structure

Fund

Objective

Our Performance Goal
Sharpe Ratio > 1.0, Double-Digit Returns

Investment Opportunity

What We Believe
The highly liquid portfolio is fundamentally based, systematically implemented, and driven by consistent, repeatable ideas backed by economic insights

Return Driver - Alpha

Our Edge
Research, Experience, Education
Implementation of Strategy
Tactical Approach

Market Sector Exposure

Equities, Currencies, Bonds, Commodities

Instruments Traded

Futures, FX - Forwards

Geographical Exposure

Global
Investment Structure

Legal Structure

Limited Parnership

Domicile

United States

Fund Minimum Investment

$5MM

Strategy AUM

$89MM

Firm AUM

$16.5B

Management Fee (%)

Incentive Fee (%)

Service Providers

Administrator

HedgeServ

Auditor

KPMG

Legal

Paul Hastings