STRATEGY
GCM's investment strategy aims to take advantage of global opportunities in fixed income, equity, precious metals, commodity and currency markets by implementing a number of systematic strategies. A balance is sought between strategic investments and tactical allocations in order to obtain optimal diversification and to maximize returns. Currently four programs are implemented;
Returns of the four programs have a low correlation between each other, which results in very compelling risk/reward characteristics for the overall strategy.
These four strategies are implemented in whole or in part in the compartments of GCM SICAV-FIS S.A., a Luxembourg domiciled fund for well-informed investors. The two compartments are currently GCM Strategic Allocation and GCM Total Return.
- Strategic Allocation Program (SAP): core allocation program to equities and fixed income based on relative strength and business cycle analysis, using both price and fundamental economic data inputs. Different quantitative techniques, parameters and time frames are used in the process. Investments are done through Smart Beta ETF's and index futures.
- Tactical Allocation Program (TAP): tactical exposure to fixed income, equities, precious metals, commodities and currencies based on relative strength analysis with risk parity overlay. Exposure is obtained through futures.
- European Market Neutral Program (EMNP): captures the potential long term out-performance of market's risk premia while offsetting the European equity markets' movements.
- Global Market Neutral Program (GMNP): captures the potential long term out-performance of market's risk premia while offsetting the global equity markets' movements.
Returns of the four programs have a low correlation between each other, which results in very compelling risk/reward characteristics for the overall strategy.
These four strategies are implemented in whole or in part in the compartments of GCM SICAV-FIS S.A., a Luxembourg domiciled fund for well-informed investors. The two compartments are currently GCM Strategic Allocation and GCM Total Return.