Institutional Investors

The Mandate Has Evolved

Campbell has been managing systematic investments on behalf of global Institutional Investors for over 30 years. Our multi-strategy portfolios incorporate more relative-value strategies and faster short-term strategies than our industry peers, leading to more alpha in a global macro construct.

The multi-strategy portfolios are designed to generate alpha, using both directional and relative value techniques, that is uncorrelated to global equity and fixed income markets. Importantly, these portfolios attempt to generate high sharpe returns on meaningful and stable risk, leading to normally distributed returns.

The Core Trend strategy is a liquid, scalable risk-mitigation strategy designed to provide uncorrelated alpha during equity market crises. Core Trend applies a systematic dynamic risk targeting (DRT) technique to address the challenges of 1) allocation size; and 2) allocation timing that can be difficult to implement as a discretionary allocator during periods of market stress.

Campbell has been a thought leader in alternative investing for decades.

Please contact us to explore our white paper library, Open IC videos, Macro Themes videos, and to learn how Campbell can impact your investment outcomes.

Campbell Absolute Return (CAR)

Absolute Return is Campbell’s most diversified strategy incorporating directional and relative value techniques across global derivatives, Fx, and single-name equity markets. CAR aggregates the collaborative efforts of research teams analyzing short-term, quantitative macro, equity market-neutral, and momentum strategies.

Inception: 2002
Annualized risk: 10%
Structure: Onshore Fund, Offshore Fund, SMA, F1

Campbell Managed Futures (CMF)

Managed Futures mirrors the derivatives and Fx portion of the Absolute Return portfolio, with risk allocated to higher momentum and quant macro exposures.

Inception: 1998
Annualized risk: 14%
Structure: Onshore Fund, Offshore Fund, SMA, F1

Campbell Equity Market Neutral Strategy (EMN)

Campbell’s pioneering strategy applies statistical arbitrage, momentum, and fundamental approaches to over 5,000 single-name equities across 17 countries. Our robust approach utilizes innovative techniques to generate returns from less crowded areas of the market microstructure.

Inception: 2001
Annualized risk: 7%
Structure: Offshore Fund, SMA, F1

Campbell Core Trend with DRT

Core Trend with DRT was designed to address the need for liquid diversifying strategies during periods of equity crisis. A systematic dynamic risk targeting (DRT) technique addresses the challenges of 1) allocation size; and 2) allocation timing that can be difficult to implement as a discretionary allocator during periods of market stress.

Inception: 2017
Annualized risk: 10-30%
Structure: Offshore Fund, SMA, F1