Summary

At Campbell we believe that diversification across strategies and time-horizons are a valuable tool for navigating rapidly changing markets. Diversification presents greater opportunity for returns because it eliminates dependency upon any one strategy, market, or macroeconomic environment. Our systematic approach to diversification allows us to search for and exploit return potential across a variety of asset classes. Our research team uses sophisticated techniques and experience to understand existing market conditions and to implement strategies that recognize changes in these conditions. Portfolios are comprised of both trend following and non-trend following models that trade across multiple time horizons in a variety of instruments and sectors across North America, Europe and Asia. The goal of strategy diversification is to perform well across a broad range of market conditions and volatility states rather than to focus on any specific set of conditions.