GMO Systematic Global Macro Major Markets
Referent: Martin Emery
Unternehmensüberblick / Kernkompetenz
Strategy: Macro
Geography: Global
AUM: $2,502m
The SGM Major Markets Investment Fund seeks long-term total return. The Fund’s benchmark is the FTSE 3-Month Treasury Bill Index. The Fund typically takes long and short positions in a range of global equity, bond, currency, and commodity markets using exchange-traded futures and forward non-U.S. exchange contracts, as well as making other investments. The Fund seeks annualized returns of 5% (gross of fees) above the FTSE 3-Month Treasury Bill Index and annualized volatility of approximately 6-10%, each over a complete market cycle.
Besonderheiten Research- / Investmentprozess
- $2,502MM preliminary as of 31/3/2019
VV-Fonds / Strategiefonds
- GMO Systematic Global Macro Major Markets Strategy
