Description

The fund focuses on positive returns by holding long and short positions in futures contracts of global assets such as bonds, currencies, equities, and commodities. The fund uses a quant-rules based strategy to evaluate expected risks, returns and correlation of assets available to NALT. The portfolio manager uses computer models to execute this strategy, in a way to minimize human bias to the analysis. The positions proposed by the models are reviewed continuously and the required trades are done weekly. The portfolio manager has discretionary investment decisions and may opt to trade more often depending on market conditions, which may cause higher trading costs. NALTs aggregate exposure to leverage is capped at 300% of its NAV.