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SDM Global Macro

The SDM Global Macro Strategy (“SDM”) utilizes a systematic investment process that is built around a proprietarily developed quantitative valuation model. This model takes economic/macro data, factor data, and asset price data and then calculates and ranks forward return estimates for assets within the strategy investment universe in real-time. The long/short positioning and sizing is optimized based on forward return estimates and liquidity, and is also constrained by exposure limits and targeted annualized volatility.

SDM aims to generate positive returns through all market cycles with a low correlation to macro asset class benchmarks.

Why SDM Global MACRO?

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Historical Performance

Please fill out the contact form by clicking the button below for more information including performance statistics and historical returns.

 
 

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*There is an unlimited risk of loss associated with selling options. The Volatility Capture strategy involves the selling of naked put options or put option credit spreads. There is considerable risk in such transactions if the underlying should fall by a large amount in a short period of time. The premium from the written options will most likely not be able to completely compensate for that risk. Risk management strategies in the form of long volatility derivatives are employed, but there is no guarantee that the risk protection will actually work. In other words, the ownership of volatility is designed to protect the naked puts in the case of a sharp, sudden drop in the stock market. However, there is no guarantee that volatility will, in fact, increase when the stock market drops.

**By completing the contact form, you are agreeing to our privacy policy.