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JOHN W. HENRY & COMPANY
Financial & Metals Portfolio |
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- CTA Name : John W. Henry & Company
- Program Name : Financial & Metals Portfolio
- Start Date : 1984-10-01
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- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : Yes
- Mid-Term : Yes
- Short-Term : -
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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John W. Henry & Company
Financial & Metals Portfolio
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
The Financial and Metals Portfolio is JWH's second-longest running program. The program seeks to identify and capitalize on intermediate-term price movements in four worldwide market sectors: currencies, interest rates, metals, and non-US stock indices. This program uses the three-phase investment style, meaning that the program can hold long positions, short positions or, if no trend is detected, the program can hold no position in a given market. Beginning in August 1992, the position size in relation to account equity in this program was reduced approximately 50%. Since the changes were implemented in 1992, the Financial and Metals Portfolio has experienced lower volatility. The quantitative model underlying the program was not changed.
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