HFGM aims to create a portfolio with similar characteristics but larger notional exposure to the hedge fund industrys Global Macro sector that profits from global economic shifts. The fund seeks to outperform the industry by targeting twice its volatility. The initial universe comprises of broad-based, passively managed ETFs across diverse asset classes. To reach the 2x volatility target, HFGM takes long and short positions in 10-30 ETFs and futures contracts. A proprietary algorithm identifies optimal positions by analyzing historical return and volatility patterns of the Global Macro sector. Portfolio managers choose inputs based on return factors perceived to best capture recent positions. The fund makes frequent adjustments to the portfolio, resulting in significant trading volumes. The fund invests up to 25% in futures contracts and swap agreements through a wholly owned Cayman Islands subsidiary. The actively managed fund does not invest in hedge fund strategies or positions.

資產類別

Alternatives

發行機構

Unlimited

註冊地

US

成立日期

2025年4月14日

ISIN

US8863643636