Summary

The Altavest Multi-Strategy program is a liquid, transparent CTA program that targets attractive tax-efficient non-correlated returns with a high Sortino Ratio. The goal of the Altavest Multi-Strategy overlay (Altavest Short Gamma, RLS and RID) is to try to optimize alpha returns from various negatively correlated strategies to hopefully achieve a higher return, but more importantly, lower risk by minimizing monthly or periodic drawdowns resulting from any single strategy. The Altavest Multi-Strategy program is balanced to optimally neutralize short gamma risk with directional futures trading systems. So far, our hypothetical model has generated an annualized return of 34.78% for the Altavest Multi-Strategy Program versus 20.38% for the Altavest Short Gamma Program alone.