Our multi-manager, focused strategy alternative portfolio serves as strong satellite investments for existing equity-heavy investment portfolios. Investing in our single strategy alternative portfolios has the potential to increase the expected return of traditional asset class investments through improved diversification benefits and downside risk mitigation. The multi-manager approach creates a more consistent return profile, and reduces overall portfolio risk relative to single managers.
CGWM Diversified Futures Portfolio [DEP]
|Our CGWM DFP Portfolio blends best of breed managed futures and pure trend following funds to create a diversified strategy capable of producing strong total returns and attractive risk-adjusted returns over a full market cycle. The strategy is well diversified, as the sub-managers collectively trade over 150 independent global futures markets across currencies, commodities, equities, fixed income, and interest rates. Historically, the strategy has delivered strong performance in both up and down markets, exhibiting low correlation to traditional asset classes over full market cycles. The strategy makes for an exceptional satellite investment for equity-centric portfolios, as its directional flexibility has allowed it to generate strong positive returns in periods of equity market turmoil such as the 2008 Global Financial Crisis and the 2000 Tech Bubble. Subsequently, allocations to managed futures and trend following strategies tend to increase overall portfolio performance and reduce risk.|