ReSolve Trend Replication
Program
“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
| GENERAL INFORMATION | |
|---|---|
| Program | Managed Futures Trend Following |
| Region | Global |
| Program Access | Available through Managed Account |
| Minimum Investment Size | US$10 million |
| Investment Universe | Primarily Futures Contracts |
Strategy Description
The ReSolve Trend Replication Program offers investors a compelling way to access the time-tested benefits of trend following strategies, which have historically delivered strong returns with low correlation to traditional asset classes.
Key benefits of the program include:
- Sophisticated replication of leading Trend Following strategies in the Managed Futures space, using machine learning techniques
- Highly diversified exposure across global markets and asset classes to pursue returns in both up and down markets
- Two complementary approaches that combine top-down portfolio construction with bottom-up strategy selection to enhance diversification and improve consistency of returns
- Potential to reduce overall portfolio volatility and provide downside protection during equity market drawdowns, as trend following has historically performed well in turbulent markets
- Systematic, rules-based approach that removes emotion and behavioral biases from the investment process
With a long and impressive track record, trend following has shown it can be a powerful diversifier for investor portfolios. The ReSolve Trend Replication Program aims to make this innovative strategy more accessible than ever through a robust, cost-effective solution designed to replicate the performance of leading trend following managers.
Strategy Highlights
- Aims to replicate the performance of leading Trend Following strategies in the Managed Futures space, using advanced modeling techniques
- Provides diversified exposure across global markets and asset classes including equities, fixed income, currencies, and commodities
- Combines top-down portfolio construction to match index exposures with bottom-up strategy selection to replicate underlying trading models
- Trend models utilized focus on medium-to-long-term trends of 90 days and greater to match the approach of funds in the index
- Target benchmark has delivered returns competitive with stocks and bonds with lower correlation, offering potential diversification benefits
- Systematic, rules-based approach removes discretionary decision making and behavioral biases from the investment process
Simulated Monthly Performance Returns since inception
Using Excess Returns, minus a 0.95% annual fee
Simulated Performance Statistics since inception
Using Excess Returns, minus a 0.95% annual fee
| 1 Month | 3 Months | 6 Months | YTD | 1 Year | 3 Year | 5 Year | Annualized Program Return (Inception) | Program Total Return (Inception) | Annual Standard Deviation |
|---|---|---|---|---|---|---|---|---|---|
| 1.77% | -1.21% | -0.94% | 6.76% | 18.78% | 2.55% | - | -2.76% | -9.35% | 11.67% |
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.
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.
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.