|Overview (vs Benchmark: Newedge CTA Index)
The RQSI GAA Systematic Global Macro program (“GAA”) is a purely systematic, global futures strategy designed to provide attractive risk-adjusted returns with little or no correlation to traditional asset classes. At its core, this program seeks to take advantage of multiple levels of diversification by leveraging a deep understanding how markets and sectors interrelate and the optimal frequencies of basic market anomalies.
RQSI has been engaged in developing investment strategies based on econometric, quantitative and technical trading factors for over 20 years. The Fund represents a fusion of our expertise and experience into a single investment product that combines a strong econometric based asset allocation process to proven quantitative and technical inputs. The Fund invests in Global Equities, Global Fixed Income, Commodities and Currencies and uses a multi-factor approach. Each factor falls under one of three silos: Econometric, Technical, & Relative Value.
The Fund recognizes that at times there are inherent conflicts and contradictions between these three drivers of return and allows the interaction of these drivers to develop on a continuum basis taking into account the fact that the four asset classes – Global Equities, Global Fixed Income, Commodities and Currencies, provide differing return streams under different economic scenarios.
We think of our opportunity set for research as the intersection of Economic Theory, Market Knowledge and Statistical Methods.
Disclosures: Nothing on this factsheet shall be considered a solicitation to buy or an offer to sell a security, or any other product or service, to any person in any jurisdiction where such offer, solicitation, purchase or sale would be unlawful under the laws of such jurisdiction. Neither RQSI nor any of its licensors makes any warranties or representations, express or implied, to the user with respect to any of the data contained herein. The performance shown above is hypothetical and NET of all associated fees and expenses. You cannot invest directly in this series. Hypothetical or model performance results have certain limitations including, but not limited to: hypothetical results do not take into account actual trading and market factors (such as liquidity disruptions, etc.). Simulated performance is designed with the benefit of hindsight and there can be no assurance that the strategy presented would have been able to achieve the results shown. There are frequently large differences between hypothetical performance results and actual results from any investment strategy. While data was obtained from sources believed to be reliable, RQSI and its affiliates provide no assurances as to its accuracy or completeness.