The objective of the World Select Program is to deliver high absolute returns in rising or falling markets through systematic long-term positioning in managed futures. The program seeks to dynamically construct long-short portfolios that efficiently allocate risk across 6 distinct sectors – equities, fixed income, currencies, energies, metals, and agricultural markets. The program invests in over 26 futures markets listed on regulated exchanges around the world and takes a long-term approach to capturing momentum by holding positions, on average, for 180 days. This long-term perspective reduces the likelihood of being shaken out of the market by short-term price fluctuations. Portfolio selection is done systematically and position evaluation criteria include absolute and relative momentum, market volatility and correlations, term structure based signals, and relative market/sector valuations.
- Sectors include Fixed Income, Equities, Currencies, Energies, Metals, and Grains.
- Program targets 0.8% of AUM risk per trade with sector and portfolio limits imposed.
- Maximum margin/equity 20% of AUM
- Averages 20-30 trades per year
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Investment terms and additional information are available for investors, upon request, to Bret Williams at 312-379-0290 or email@example.com
- 656 W. Randolph 5E
Chicago, Illinois 60661