Macro Momentum Global Fund

MMGF

Global Macro

Net Asset Value

$198.76

+2.14 (1.09%)

Assets Under Management

$892M

Inception: 1/15/2021

Fund Objective

Absolute returns through systematic global macro strategies combining economic cycle analysis with quantitative momentum signals.

Key Highlights

Multi-asset momentum strategies across equities, bonds, currencies, and commodities
Economic cycle-aware positioning with systematic trend following
Global diversification across 15+ markets and asset classes
Dynamic risk allocation based on volatility regime detection

Performance History

Fund

Benchmark

Fund Facts

StrategyGlobal Macro

RebalancingWeekly

DistributionAnnual distribution of net gains

StructureMaster-Feeder Fund

AuditorEY LLP

AdministratorNorthern Trust

CustodianJPMorgan Chase

Management Fee2.00%

Performance Fee20% over LIBOR + 5%

Min. Investment$1M

Performance & Risk Metrics

YTD Return

+16.2%

1 Month

+3.4%

3 Month

+8.9%

6 Month

+12.7%

1 Year

+19.8%

Annualized

+15.6%

Volatility

12.4%

Max Drawdown

-8.9%

Sharpe Ratio

1.26

Beta

0.31

Top Holdings

SPY

SPDR S&P 500 ETF

15.2%

+11.3%

TLT

iShares 20+ Year Treasury

12.8%

-2.1%

GLD

SPDR Gold Trust

11.4%

+8.7%

EWJ

iShares MSCI Japan ETF

9.6%

+5.8%

DXY

US Dollar Index Fund

8.9%

+3.4%

Sector Exposure

Equities

45.8%

Fixed Income

28.2%

Commodities

16.7%

Currencies

9.3%

Performance Attribution

Execution Edge: Cross-asset execution across multiple venues reducing transaction costs by 12bps

Risk & Insights

Key Risks

Interest rate volatility affecting bond positions
Currency hedging effectiveness across global positions
Model regime change during market stress periods
Correlation breakdown during tail risk events

Upcoming Catalysts

Federal Reserve policy meetings and guidance updates
European Central Bank monetary policy divergence
Chinese economic reopening momentum
Commodity supply chain normalization