BEAM Bayesian Efficient

Asset Mgmt, LLC (Multi-Strat.)

Fund Investment Objectives

The MULTI-STRATEGY Program is a global multi-asset class systematic investment strategy. The program typically has low correlations to other active and passive investment programs because of its use of proprietary Bayesian formulation for forecasting, portfolio optimization and risk management. The program incorporates forecasting errors into its learning process and makes adjustments in the portfolio to adapt to structural changes in the markets. It is designed to provide portable scalable alpha with superior risk-adjusted long-term returns. The portfolio takes positions in futures for stock indices, bonds, currencies, and commodities (energy complex).