ReSolve Futures Yield (Carry)

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

Mandate Highlights

Program Assets Managed Futures Yield (Carry)
Region Global
Program Inception 9/1/2021
Program Access Available through Managed Account
Investment Universe Primarily Futures Contracts

Strategy Description

The ReSolve Futures Yield (Carry) Program seeks to harness carry returns from a diversified set of global futures markets across equity indices, bonds, currencies and commodities. The strategy seeks to maximize long exposure to assets with positive carry and maximize short exposure to markets with negative carry, while minimizing the overall risk of the portfolio.

The portfolio is constructed using an advanced optimization method that is designed to overcome the known challenges with conventional approaches, while maximizing portfolio diversity and minimizing unproductive trading.

Strategy Highlights

  • A maximally diversified, global balanced portfolio selecting asset classes based on futures yield (carry) while removing shorting constraints
  • Maximizes carry’s intrinsic value across global equities, bonds, commodities and currencies
  • Strives to protect or profit during equity and bond bear markets
  • Tends to exhibit modestly positive correlations to a global balanced portfolio during normal economic periods and negative correlations during poor economic periods

Monthly Performance Returns since inception

Performance Statistics since inception

1 Month 3 Months 6 Months YTD 1 Year 3 Year 5 Year Annualized Program Return (Inception) Program Total Return (Inception) Annual Standard Deviation
5.56% -3.80% 30.28% 30.28% 40.45% - - 17.57% 58.18% 25.20%

PAST PERFORMANCE IS NOT A GUARANTEE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY INTERESTS IS SUBSTANTIAL. Indicated returns of one year or more are annualized. These results are a carveout of returns for the Program ReSolve Global operates within a third party fund of funds. All performance data is provided by the third party fund administrator less a 0.95% annual fee. These materials do not constitute an offer or solicitation of an offer to make an investment in any of the funds or separately managed accounts ReSolve Global manages. 

How to Invest

  • US and offshore investors can access the program via separately managed accounts with a minimum initial investment of $10 million USD.
  • If interested please schedule a time to speak with us here

Confidential and proprietary information.

The contents hereof may not be reproduced or disseminated without the express written permission of ReSolve Asset Management SEZC (Cayman) (“ReSolve Global”). ReSolve Global is 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”). Further, ReSolve Global is a registered person with the Cayman Islands Monetary Authority. ReSolve Global has claimed an exemption under CFTC Rule 4.7 which exempts ReSolve Global from certain part 4 requirements with respect to offerings to qualified eligible persons in the U.S.

This presentation is intended exclusively for Qualified Eligible Persons and Qualified Purchasers only and is being delivered to prospective investors on a confidential basis. The Program is currently being offered by way of managed account to Qualified Eligible Persons and Qualified Purchasers only.

Performance statistics provided in this presentation have been prepared by way of a carveout for the Program ReSolve Global operates within a third party fund of funds. All performance data (the “Data”) is provided by the third party fund of funds administrator less a 0.95% annual management fee. Although ReSolve Global believes the Data to be reasonable, ReSolve Global has not verified the accuracy of the Data provided and as such does not guarantee its accuracy or completeness. Past performance is not a guarantee of future results.

These materials do 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.

Neither the 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.