MODEL NAME
data as of —Investment Objective
Global Macro Strategy emphasizes systematic allocation between equities and gold, using quantitatively assessed market-risk regimes to guide exposure. It integrates macro indicators, volatility dynamics, and cross-asset signals to adjust positioning, aiming to capture upside in supportive conditions while mitigating drawdowns during periods of elevated uncertainty. The objective is to deliver a smoother, more resilient return profile across market cycles.
Statistics
Daily-derived metrics. CAGR, drawdown, and volatility are calculated from the full daily strategy series, while charts and tables display month-end snapshots. Intramonth highs or lows can therefore drive these metrics beyond what adjacent month-end values imply.
Return Comparison
| Index | 1M | 1Q | 2Q | YTD | 1Y | 3Y | 5Y | 10Y |
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Beta uses 5 years of monthly data. Sharpe uses 5 years of monthly data.
Drawdown Comparison
| Index | 1M | 1Q | 2Q | YTD | 1Y | 3Y | 5Y | 10Y |
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Volatility Comparison
| Index | 1Y | 2Y | 3Y | 4Y | 5Y |
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