This portfolio accesses the full breadth of our systematic investment capabilities. This portfolio is Campbell & Company's most diverse portfolio offering exposure to trend following, quant macro and quant equity strategies. It uses fundamental, econometric and technical analysis and is designed to be lowly correlated to traditional investments.
The Absolute Return Portfolio seeks to generate attractive risk-adjusted returns across a broad range of market conditions through systematic investments in a diversified portfolio of futures and forward contracts in a diverse array of global assets, including global interest rates, stock indices, currencies, commodities and equities. The Absolute Return Portfolio consists of underlying investment strategies that aim for low correlation and are diversified by investment style, investment holding period and instrument