Altis Global Futures

Portfolio - Composite

Fund Investment Objectives

The ALTIS GLOBAL FUTURES PORTFOLIO (GFP) is a diversified systematic managed futures programme. The GFP trades over 100 exchange-traded futures markets across a wide range of sectors using the Altis proprietary trading system. The GFP aims to deliver consistently high risk-adjusted returns over the long term, largely independent of market movements. The Altis trading system incorporates a wide array of price-based forecasting techniques designed to capture a variety of generic and persistent market behaviours across multiple timeframes. The system's Advanced Asset Allocator rebalances the portfolio dynamically on a daily basis using an evolved mean/variance optimisation approach. The Altis trading system is the outcome of rigorous research into markets combining established scientific principles and advanced technology. The components of the Altis system are seamlessly integrated with robust inbuilt risk controls, and operations are 100% automated using highly advanced, scalable infrastructure.