Campbell's Dynamic Trend Portfolio is designed to identify and follow trends occurring within a variety of global markets and asset classes. It leverages the same market-based trend-following strategies that are traded as a core part of Campbell's flagship Managed Futures Portfolio, which began trading in 1972. The portfolio uses a tiered, bottom-up approach to portfolio construction that forces diversification along key risk dimensions. The portfolio is also designed to be lowly correlated to traditional investments.
The Dynamic Trend Portfolio seeks to generate attractive risk-adjusted returns by exploiting the tendency of asset markets to exhibit persistent trends. The Dynamic Trend Portfolio is diversified across approximately 80 global futures and forward markets and can be either long or short, resulting in historically low long-term correlation to traditional investments. The Dynamic Trend Portfolio inherits its forecasting methods, risk management processes, and execution capabilities from Campbell’s flagship managed futures portfolio.