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JOHN W. HENRY & COMPANY
Global Financial & Energy Portfolio |
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- CTA Name : John W. Henry & Company
- Program Name : Global Financial & Energy Portfolio
- Start Date : 1994-06-01
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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 : Yes
- Grains : -
- Meats : -
- Softs : -
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John W. Henry & Company
Global Financial & Energy Portfolio
There is no performance data for this program
The Global Financial and Energy Portfolio seeks to identify and capitalize on long-term price movements in five worldwide market sectors: currencies, energies, global stock indices, interest rates, and metals. This program uses the two-phase investment style meaning long or short positions are always held in the markets included in the portfolio. Beginning in April 1995, the position size in relation to account equity in this program was reduced approximately 50%. Since the change was implemented, the Global Financial and Energy Portfolio has experienced lower volatility. In 1997, the sector allocation for the program was expanded to include metals. The quantitative model underlying the program was not changed. Effective April 1, 2002, the name of this program has been changed to Global Financial and Energy Portfolio from Global Financial Portfolio to reflect more accurately its trading.
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