World Select Program

Global

Diversified

Scalable

The objective of the World Select Program is to deliver absolute returns in rising or falling markets through systematic long-term positioning in managed futures. The program seeks to dynamically construct long-short portfolios that efficiently allocate risk across 6 distinct sectors – equities, fixed income, currencies, energies, metals, and agricultural markets. This long-term perspective reduces the likelihood of being shaken out of the market by short-term price fluctuations.

Portfolio selection is done systematically and position evaluation criteria include absolute and relative momentum, market volatility and correlations, term structure based signals, and relative market/sector valuations.