Summary

FORT Global Futures is a systematic multi-strategy trading program. It trades a spectrum of futures contracts in the global markets that includes: interest rates, bonds, currencies, equity indices, energy and metals. Global Futures is a proprietary blend of three strategies with dates of implementation as follows: (i) trend-following (inception); (ii)trend-anticipating (Global Contrarian,Oct. 2002); and (iii) short-term mean reversion (Dec.2009). The addition of each of these components is designed to reduce the volatility of returns. FORT Global Futures is also designed to have a low correlation with broad equity indices as well as dynamically and systematically shifts risk allocations among asset classes and underlying parameter choices.