Summary

The Sentiment Program is a unique managed futures Alpha overlay program designed to complement existing portfolios of CTA’s, Hedge Funds, and Traditional (Stock/Bond) investments. The program is uncorrelated with both alternative and traditional investments making it the ideal diversification tool to boost absolute & risk-adjusted performance. The program operates a behavioral finance-based, sentiment-driven counter-trend algorithm which generates returns precisely when most other investment strategies are experiencing a drawdown. Program returns tend to be negatively-correlated with other investment strategies during their worst drawdown periods. The addition of the Sentiment Program may create higher, smoother absolute performance, with a simultaneous decrease in maximum drawdown. In short, you get paid to hedge. Returns are SMA Composite. AUM is firm-wide.