Wellfield's Systematic Diversified strategy is an actively managed portfolio which takes long and short positions in over forty distinct markets. The strategy utilizes Wellfield's proprietary, systematic process to identify and exploit trends in currencies, interest rates and commodity futures.
The target volatility is 12% per annum with a target return of at least 15% per annum net of transaction costs, fees and interest on the underlying capital. It is anticipated that the strategy's returns will have a low level of correlation with traditional asset classes and major hedge fund indices.
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