Global Macro Strategy
Diversified Analysis
The Global Macro Strategy is a global, quantitative investment strategy — we use statistical and mathematical models to analyze the behavior of stocks, commodities, currencies and fixed income. The rigor of our quantitative analysis is what differentiates us.
More than 150 assets are evaluated in order to develop our portfolio of approximately 25 Exchange-Traded Fund (ETF) positions.
Our Strategy is a focused, opportunistic combination of liquid strategies blended together in a tested quantitative framework and actively managed by our team of investment professionals who apply 60+ years of combined investment industry experience in:
Fundamental economic analysis
Tactical and strategic trading
Technical trend-following and momentum trading
Overview: The HCM Quantitative Global Macro Strategy consists of 4 core (sub) strategies blended into a single framework using quantitative methodologies and economic analysis. We aim to invest the fund’s capital equally across the core strategies, however we may need to adjust allocations on a discretionary basis, according to marketing conditions and quantitative methods. The fund applies active risk management and active portfolio performance monitoring.
Key Features
Portfolio Holdings
Equities, Commodities, Fixed Income, Currencies
Investment Process
Quantitative, Global Macro
Directional Positions
Long and Short
Max Position
2%
Sector Focus
Varies
Country or Regional Focus
Global
Source of Profits
Momentum, Trend-Following
Use of Leverage
Yes
YTD: 2024 Performance
Chief Investment Officer:
Sidney Hardee
Chief Compliance Officer:
Grace Huang
Chief Operating Officer:
Serge Pedro
High-water Mark:
Yes
Management Fee/Performance Fee:
Yes/No
%
Global Macro Fund * Net of Fees
%
Barclay’s Global Macro Index Total Return
%
Credit Suisse Multi-Strategy Index TR
Take the Next Step in Your Investment Journey
Sign up for our newsletter or schedule a consultation to discover how CPR PRO INVEST can help you optimize your investments. Stay informed with the latest strategies and insights tailored to your financial goals.