EVOLUTION MULTI-STRATEGY FUTURES PROGRAM

“It’s not the strongest of species that thrives, nor the most intelligent. It is the one that is most adaptable to change.”

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EVOLUTION MULTI-STRATEGY FUTURES PROGRAM

MANDATE HIGHLIGHTS

Program Access
Available through Managed Account or the ReSolve Evolution Fund for Canadian accredited investors only
Program Objective
To generate consistent capital appreciation by employing a diversified ensemble of systematic alpha strategies.
Investment Universe
Primarily Futures Contracts
Style
100% Systematic.

Strategy Description

Markets are marginally inefficient in many small ways that can be profitably hunted, validated, and exploited through novel quantitative methods. These inefficiencies primarily arise from investors expressing non-wealth maximizing investment preferences; regulatory constraints and frictions; agency effects; institutional rigidity; commercial hedging; and the inertia of traditional investment heuristics.

The Evolution Program takes the other side of these wealth compromising trades by deploying a diversified ensemble of long/short systematic strategies derived from advanced statistical methods and machine learning tools.

Monthly Performance Returns 2

Performance Statistics

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. These returns are calculated from gross returns of the ReSolve Evolution Fund (Canada) net of 2% management fee and 20% incentive fee as well as all trading and administrative expenses assuming an investor began investing on December 1, 2018.

Risk Allocation 3

Sector Performance

Top 5 Long Positions (Risk Weighted) 4 
Top 5 Short Positions (Risk Weighted) 4

Top 5 Markets (Performance)

Bottom 5 Markets (Performance)

1 Program assets include all monies invested in the ReSolve Evolution Program.

2  The returns calculated refer to the A Class fund series and are net of 2% management fee and 20% incentive fee as well as all trading and administrative expenses assuming an investor began investing in ReSolve Evolution Fund on Dec. 1st, 2018.

3  Risk Allocation estimates the proportional volatility of daily returns by sector averaged over the past month.

4  Top long and short risk weighted positions are as of month end.

Fund Facts

Confidential and proprietary information.

Confidential and proprietary information. The contents hereof may not be reproduced or disseminated without the express written permission of ReSolve Asset Management Inc. (“ReSolve”). ReSolve is registered as an Investment Fund Manager in Ontario, Quebec and Newfoundland and Labrador, and as a Portfolio Manager and Exempt Market Dealer in Ontario, Alberta, British Columbia and Newfoundland and Labrador. ReSolve is also registered as a Commodity Trading Manager in Ontario and Derivatives Portfolio Manager in Quebec. Additionally, ReSolve is a non-resident Registered Investment Adviser with the SEC. ReSolve is also registered with the Commodity Futures Trading Commission as a Commodity Trading Advisor and a Commodity Pool Operator. This registration is administered through the National Futures Association (“NFA”). Certain of ReSolve’s employees are registered with the NFA as Principals and/or Associated Persons of ReSolve if necessary or appropriate to perform their responsibilities. ReSolve has claimed an exemption under CFTC Rule 4.7 which exempts ReSolve from certain part 4 requirements with respect to offerings to qualified eligible persons in the U.S.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

This document is intended exclusively for accredited investors (as defined in National Instrument 45-106 – Prospectus Exemptions) and is being delivered to prospective investors on a confidential basis so that they may consider an investment in the ReSolve Osprey Fund. This document does not purport to be exhaustive or to contain all the information that a prospective investor may desire in investigating any investment opportunity. These materials are for preliminary discussion only and may not be relied upon for making any investment decision. Rather, prospective investors should review the Offering Memorandum (OM) and rely on their own independent investigation of the fund. In the event that any of the terms of this presentation are inconsistent with or contrary to the fund’s OM, the OM and account opening documents shall prevail.

 Any fund units will be issued under exemptions from the prospectus requirements of applicable securities laws and will be subject to certain resale restrictions. Neither Securities and Exchange Commission nor the National Futures Association or any other securities regulatory authority of any jurisdiction has passed upon the accuracy or adequacy of this presentation, and any representation to the contrary is unlawful. 

This presentation does not constitute an offer to sell or a solicitation of interest to purchase any securities or investment advisory services in any jurisdiction in which such offer or solicitation is not authorized.