FRM Global Macro
The FRM Global Macro Strategy is a concentrated multi-manager portfolio that offers access to a potentially diversifying, risk-adjusted return stream through a blend of highly liquid, directional, multi-asset class managers. Man FRM has extensive experience in Global Macro investing since 1998.
The key features of the strategy are:
- Aims to provide low correlation to traditional asset classes with positive skew and optionality in exposure
- Focuses on liquidity through the use of most liquid market instruments (i.e. swaps, forwards, futures)
- Seeks to preserve capital in down equity months as managers can scale in and out of trades and look to cut risk quickly to limit outsized downward moves
- Designed to provide diversification in environments of increasing uncertainty about equity valuations and higher interest rate volatility
- Invests in a comprehensive mix of fundamental and quantitative strategies in both developed and emerging markets, attempting to capture trading opportunities from different angles
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