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JACOBSON FUND MANAGERS LIMITED
Multi-Strategy

  • CTA Name : Jacobson Fund Managers Limited
  • Program Name : Multi-Strategy
  • Start Date : 2003-02-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • Fundamental : -
  • Technical : -
  • 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 : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Jacobson Fund Managers Limited

Multi-Strategy


There is no performance data for this program

Program Description: A uniquely balanced diversified relative value strategy, using a combination of the Jacobson Currency, Global Macro and Market Neutral strategies, substantially uncorrelated to each other as well as to the markets Launched in February 2003, the Jacobson Multi-Strategy strategy evolved from proven research into the complexities of sustaining long-term, consistent returns in a multi-strategy product, without the waning performance so noticeable over time in over-diversified funds of funds products in the market place. Formalising the market connections revealed by this research into an investment strategy is a concept unique to Jacobson. Jacobson Multi-Strategy benefits from research which has: Independently verified that many diversified strategies, including some funds of hedge funds, provide diminishing returns versus the levels of risk being taken with investors' money Demonstrated that the difference between risk-adjusted returns of the market and those of many multi-strategy products reveals a growing hurdle to be overcome in order to equalise or achieve break-even point from investing Concludes that some strategies over-diversify risk at the expense of being able to achieve increased returns Jacobson Multi-Strategy avoids this "over-diversification" trend, and concentrates instead on exploiting "true volatility" in the portfolio. The core tenets of our strategy are as follows: Trading decisions are based neither on historic performance or optimisation, which has little bearing on today's ability to generate returns, nor on minimising volatility as the over-riding factors Rather, it is the dynamic asset allocation that produces risk-adjusted returns consistent with levels of risk in the market The strategy recognises that true diversification comes from diversifying the combined effect of performance and market volatility, not simply from reducing volatility Systematic application of the noted research generates returns in excess of those achieved by funds or strategies that concentrate on achieving large diversification at the expense of lower return.



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