Investment Overview
Strategy Description
The Multi-Strategy Program is a systematic global macro absolute return strategy which seeks to generate absolute return, regardless of the economic environment. The Program is built upon the firm’s investment philosophy of going beyond simple asset and sub-strategy diversification by dividing investment strategies into two primary categories convergent and divergent strategies. Convergent strategies seek to perform best when markets are rational and calm, while divergent strategies seek to perform best during irrational periods of higher risk and volatility.
MSP seeks to avoid the pitfall of constructing a portfolio based upon historical correlations that do not persist during crisis events.
