Multi-Strategy

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Investment Objective

Our objective is long-term growth of principal by diversifying across strategies. This approach is uniquely positioned to generate uncorrelated alpha in that it incorporates the favorable characteristics of each component strategy included in the overall mix while dampening unsystematic risks.

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Strategy

The Multi-Strategy Product simultaneously implements a combination of GPLS strategies that, in our opinion, exhibit a set of high quality characteristics. These characteristics include diversified and sustainable alpha channels, differentiated downside protective measures, and a strong history across the suite of standard performance metrics. Strategies are mixed through a top-down portfolio construction process based on quantitative factors. This process is implemented using in-house algorithms to ensure disciplined execution and to eliminate human error.

 

As with all GPLS strategies, the Multi-Strategy Product can be customized to meet the investment objectives and needs of each individual client.

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