Motivation
We believe that any investment portfolio benefits from systematic returns and exposure to CTAs. We use independent return drivers in highly liquid markets to efficiently construct a systematic investment strategy that is an enhancement over CTA beta and offers true portfolio diversification. Thereby we become an integral part of our investors' success.
|
|
|
Why do CTAs matter?
|
This graph shows how CTAs add value to an investor’s portfolio.
CTAs can generate long term positive returns and may offer portfolio protection during significant market down turns. This is the case for a long-term strategic asset allocation to CTAs. Long-term performance of the SG CTA Index (Barclay CTA Index prior to 2000) and the S&P 500, starting with $100 on 31 December 1979. Source: Barclay Hedge, Societe Generale, ICE, J8 Capital Management LLP.
|
|
How and Why
J8 Capital Management (“J8”) was founded in 2012 in London.
We offer highly liquid, diversified, uncorrelated and cost-efficient systematic investment strategies. They focus on portfolio protection, attractive risk-adjusted returns and superior diversification benefits. Our strategies are derived from empirical observations and fundamental economic rationale. Our systematic investment process reduces behavioural bias as well as operational risk.
We gain investment confidence through rigorous research, scientific strategy development and testing with long data histories.
We offer highly liquid, diversified, uncorrelated and cost-efficient systematic investment strategies. They focus on portfolio protection, attractive risk-adjusted returns and superior diversification benefits. Our strategies are derived from empirical observations and fundamental economic rationale. Our systematic investment process reduces behavioural bias as well as operational risk.
We gain investment confidence through rigorous research, scientific strategy development and testing with long data histories.
|
|
|
