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Secured Participating Note

  • CTA Name : SARRIS
  • Program Name : Secured Participating Note
  • Start Date : 1986-09-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • 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


Secured Participating Note

There is no performance data for this program

Program Description: The Institutional Balanced Portfolio Program as used in RXR's Secured Participating Note is an alternative investment strategy designed and managed by the Advisor since 1986. The Program is a globally diversified portfolio of futures representing a broad range of markets. Its strategic allocation is based, in part, on the pioneering work of Professor Harry Markowitz and Dr. William Sharpe, winners of the Nobel Prize in economics in 1991. Professor Markowitz and Dr. Sharpe, who are not affiliated with the Advisor, validated the efficiency of adding a non-correlated asset class to a traditional stock and bond portfolio. The Program has been designed to produce consistent performance over a wide range of economic and political conditions and incorporates elements of several of the Advisor's proprietary trading strategies utilizing both technical and fundamental analyses. The Program uses a multi-strategy approach that includes hedged equity, hedged fixed income and long/short global asset components.

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