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Graham Absolute Return Ltd.

  • CTA Name : Graham Capital Management, L.P.
  • Program Name : Graham Absolute Return Ltd.
  • Start Date : 2002-05-01
  • Trading Strategy
  • Systematic : 50%
  • Discretionary : 20%
  • Fundamental : Yes
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Graham Capital Management, L.P.

Graham Absolute Return Ltd.

There is no performance data for this program

Program Description: Graham Absolute Return Ltd. provides exposure to a diverse portfolio of GCM’s discretionary and quantitative investment strategies, including global macro, fixed income, equity, foreign currency, futures, and options strategies. The fund pursues profit opportunities across a broad array of markets, time frames, and trading styles, including relative value, arbitrage, long- short, market neutral, trend-based, momentum-based, high frequency, and mean reversion – all of which are designed to produce attractive absolute and risk-adjusted returns while maintaining low correlation to traditional investments, as well as to other alternative investment strategies. GCM utilizes its expertise with respect to strategy selection and portfolio construction to allocate capital across a broad spectrum of the firm’s alternative investment strategies, considering such factors as cross- correlation among strategies, individual strategy and portfolio volatility, and overall performance consistency.

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