Liquid Alt Strategies


   
Liquid Alt Strategies Summary

The strategies below are leveraged to volatility

Strategies 1-3 are fully systematic, Strategy 4 is discretionary 

The Medium Term CTA strategy will be able to exploit both expanding volatilities as well as increasing macro economic divergences. CTA 2 objective is to outperform the S&P 500 70% of the time in down markets. CTA 3 is a short term FX manager employing a volatility based systematic strategy. Strategy 4 is a global macro manager that expresses concentrated views via exchange traded futures. 

All strategies are most vulnerable to periods of intense volatility compression and low vol of volatility

All Performance is reported Net

Returns below are cumulative annualized returns.  


   CTA 1  Medium Term Diversified Trend Following Manager AUM 111M
  
Net of Fees
YTD 1YR 2YR 3YR 4YYR 5YR 6YR 7YR 8YR 9YR 10YR
 Inception May '05 Total Return 
from Inception
% Ann RoR
 
3.1

 
-0.9

 -3.0

-0.1

9.4

5.9

2.0

1.2

2.9

1.7

5.7

8.4%

192%



CTA 2: Inter Day Specialist S&P Strategy AUM >50M
 Designed to outperform the S&P 500 in Down Markets
Average Margin to Equity <3% Corr with S&P -0.43
The goal of the strategy is to defend your S&P Portfolio from the next bear market 
 
Net of Fees
YTD 1YR 2YR 3YR 4YYR 5YR 6YR 7YR 8YR 9YR 10YR
 Inception Feb '11 Total Return 
from Inception
% AnnRoR
 
-0.15

 
-1.7
 
 -1.9

2.5

4.2

3.1

2.9





4.37%

36.0%


  CTA 3 : Short Term Specialist FX Manager AUM <5M.
Concentrated Portfolio with Volatility based signal generators 
 
Net of Fees
YTD 1YR 2YR 3YR 4YYR 5YR 6YR 7YR 8YR 9YR 10YR
 Inception
Jan '07		 Total Return 
from Inception
% AnnRoR
 
0.26

 
5.0
 
3.2

7.5

7.6

 6.4

5.1

5.0

4.8

5.7

6.2

5.97%

85.75%

Leveraged

0.36

6.96
4.5
11.0
11.3
9.6
7.5
7.5
7.3
9.1
10.2
9.87%
171.4%


  CTA 4 : Discretionary Global Macro AUM >10M
Strategy runs concentrated positions in high conviction themes
Investment process is based on fundamentals with technical overlay 
 
Net of Fees
YTD 1YR 2YR 3YR 4YYR 5YR 6YR 7YR 8YR 9YR 10YR
 Inception
Oct '14		 Total Return 
from Inception
% AnnRoR
 
9.2
 
67.1
 
13.7

17.5



 











25.93%

136.1%



MORE INFORMATION:  

 
If you would like to receive additional information about any of these managers please drop me a note and I would be happy to follow up with more information at your convenience. 
 
Best Regards, 
 
James Rider
FXVOLRESEARCH  

Direct: 604-685-4414
Cell: 778-882-4773
skype: jamesrider1
Liquid Alt Sign Up link
https://goo.gl/cw7Yn6
Past performance should not be interpreted as a guarantee of future results.
Performance is reported NET of all Fees.