ReSolve Futures Yield (Carry) Program
“It’s not the strongest of species that thrives, nor the most intelligent. It is the one that is most adaptable to change.”
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.
Why Carry
- 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
ReSolve Futures Yield (Carry) 20% Volatility – Expanded Universe
Mandate Highlights
Region
Global
Program Inception
9/1/2021
Program Access
Available through Managed Accounts
Investment Universe
Strategy Documents
Expanded Universe – Monthly Performance Returns Since Inception Using Excess Returns
(Includes estimated data*)
*Figures marked with an asterisk (*) include estimated data for August 2026 that has not been independently verified or confirmed by the third-party fund administrator and may differ materially from the final return. All figures incorporating this estimate, including year-to-date, are subject to revision. PAST PERFORMANCE IS NOT A GUARANTEE OF FUTURE RESULTS.
Expanded Universe – Performance Statistics Since Inception Using Excess Returns
(All figures are preliminary and subject to revision. Incorporated estimated performance data for August 2026 *)
| 1 Month | 3 Months | 6 Months | YTD | 1 Year | 3 Year | 5 Year | Annualized Program Return (Inception) | Program Total Return (Inception) | Annual Standard Deviation |
|---|---|---|---|---|---|---|---|---|---|
| -6.85% | -11.85% | -12.13% | -5.82% | -12.68% | 3.43% | - | 5.94% | 33.44% | 22.05% |
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 and are excess returns (calculated prior to any yield on posted collateral). All performance data, except where indicated as estimated, is provided by the third-party fund administrator (the “Administrator”) less a 0.95% annual fee. The return for August 2026, indicated with an asterisk (*) in the monthly performance table, is an estimated return prepared by ReSolve Global and has not been prepared or confirmed by the Administrator. This estimated return is subject to change, and the final Administrator-calculated return may differ materially from the estimate presented herein. All summary statistics and cumulative performance figures that incorporate this estimated return are also preliminary and subject to revision. 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.
ReSolve Futures Yield (Carry) 10% Volatility – Liquid Universe
Mandate Highlights
Region
Global
Program Inception
6/1/2024
Program Access
Available through Managed Accounts
Investment Universe
Approximately 25 global markets (primarily futures contracts) across commodities, currencies, equity indices and government bonds
Strategy Documents
Liquid Universe – Simulated Monthly Performance Returns Since Inception
Using Excess Returns
Liquid Universe – Simulated Performance Statistics since inception
Using Excess Returns
| 1 Month | 3 Months | 6 Months | YTD | 1 Year | 3 Year | 5 Year | Annualized Program Return (Inception) | Program Total Return (Inception) | Annual Standard Deviation |
|---|---|---|---|---|---|---|---|---|---|
| 0.62% | 0.45% | 9.35% | 17.19% | 12.77% | - | - | -5.73% | -12.44% | 12.39% |
These composite results are extracted from actual trading returns for the Program ReSolve Global operates within third party multi-strategy funds and as such are considered SIMULATED performance. The results are excess returns (calculated prior to any yield on posted collateral) and less a 0.95% annual fee. Please see below for Important Information regarding SIMULATED or HYPOTHETICAL performance. 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. Past performance is not indicative of future results. The risk of loss in trading commodity interests is substantial.
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
Important Disclaimer
Past performance is not indicative of future results.
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.
For US Residents:
This presentation is intended exclusively for Qualified Eligible Persons and Qualified Purchasers only and is being delivered to prospective investors on a confidential basis. 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.
For International Residents:
This presentation is intended exclusively for institutional, sophisticated and/or accredited investors as defined by their local country regulator and is being delivered to prospective investors on a confidential basis. 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.
For Canadian Residents:
This presentation is intended exclusively for Accredited Investors as defined by CSA NI 45-106 with sophisticated investment knowledge and is being delivered to prospective investors on a confidential basis. 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.
Important Information regarding SIMULATED OR HYPOTHETICAL performance and results.
SIMULATED OR HYPOTHETICAL RESULTS HAVE CERTAIN INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD SPECIFIC TO THE PROGRAM, THE RESULTS PRESENTED REPRESENT THE COMPOSITE OF ONLY PORTIONS OF BROADER, MORE DIVERSIFIED STRATEGIES PROVIDED TO THIRD PARTY FUNDS AND INCLUDE THE USE OF CERTAIN ESTIMATES AND ASSUMPTIONS AS TO PORTFOLIO ALLOCATIONS, EXPENSES AND RETURN ON CASH BALANCES. YOU SHOULD NOT TAKE SIMULATED OR HYPOTHETICAL PERFORMANCE AS AN INDICATION OF ACTUAL OR FUTURE PERFORMANCE. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THAT SHOWN. Detailed information as to assumptions and estimates used are available upon request.
Performance statistics provided for the Expanded Universe have been prepared by way of a carveout for the Program ReSolve Global operates within a third-party fund of funds and are excess returns (calculated prior to any yield on posted collateral). All performance data, except where indicated, (the “Data”) is provided by the Administrator less a 0.95% annual management fee. Although ReSolve Global believes the Data to be reasonable, ReSolve Global has not independently verified the accuracy of the Data provided by the Administrator and as such does not guarantee its accuracy or completeness. Past performance is not a guarantee of future results.
Where indicated, performance data for the most recent period (“Estimated Data”) is based on estimates prepared by ReSolve Global, net of a 0.95% annual fee, and has not been independently calculated or verified by the Administrator. Estimated Data is preliminary and subject to revision upon finalization by the Administrator. ReSolve Global believes the Estimated Data to be reasonable; however, there can be no assurance that the final performance figures will not differ materially from the estimates presented. Investors and prospective investors should not place undue reliance on Estimated Data.
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.