Investment Objective
Niederhoffer Smart Alpha is a short-term managed futures strategy that trades 16 global fixed income and FX markets. The strategy is systematic in nature but is grounded in computational neuroscience, based on the principle that markets are predictable in the short term because their movements are impacted by the psychology and biases of market participants. The strategy aims to deliver stable absolute returns regardless of market environment, with zero correlation to fixed Income, equities and hedge funds, whilst providing strong, consistent downside protection for portfolios containing traditional and alternative assets.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.4 | 0.9 | 0.5 | 1.0 | 0.4 | 0.0 | 0.2 | 0.6 | 0.5 | 0.5 | 0.3 | 0.5 | 0.8 | |
| 2019 | 0.2 | 0.3 | 0.9 | 0.3 | 0.3 | 0.5 | 0.7 | 0.0 | 1.0 | 0.9 | 0.4 | 0.4 | 1.0 |
