The Evolution Global Macro Strategy's objective is to achieve stable, long-term growth, with lower volatility and smaller drawdowns, regardless of prevailing market environments.   The strategy strives to achieve these objectives with lower correlation to Global Macro Hedge Fund Indexes and traditional investment strategies.  

Our Global Macro Strategy utilizes  our proprietary, quantitative dynamic macro architecture to regularly adjust our portfolios exposure to global assets. Our proprietary quantitative process emphasizes investing in asset classes demonstrating stronger momentum, stable volatility levels and lower correlation to other assets over multiple time frames.

 

SUPERIOR MARKET CYCLE RETURNS AND UPSIDE/DOWNSIDE CAPTURE

The chart above shows the total returns of the HFRI Macro (Total) index and the Evolution Global Macro Strategy during various market environments.

The Evolution Global Macro Strategy demonstrates superior upside capture (1.95 vs 1.00) and downside protection (-0.17 vs -1.00).


Our dynamic macro architecture is driven by the interaction of Momentum, Volatility and Correlation 


MONTHLY PERFORMANCE - Net of Fees

Prior to July 2013 the strategy was back tested. Please see Hypothetical Investment Performance Disclosure page. 

INVESTMENT PERFORMANCE AND SUMMARY STATISTICS


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