MODEL NAME
data as of —Investment Objective
Global Macro Ultra Strategy is a 2x leveraged version of the Global Macro Strategy. It applies the same systematic allocation framework between equities and gold, using quantitatively assessed market-risk regimes to guide exposure. The strategy integrates macro indicators, volatility dynamics, and cross-asset signals to adjust positioning, aiming to capture amplified upside in supportive conditions while maintaining risk management during periods of elevated uncertainty. The objective is to deliver enhanced returns with higher volatility and drawdowns, suitable for investors seeking amplified returns with higher risk tolerance.
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 | Beta | Sharpe |
|---|
Beta and Sharpe use 3 years of monthly data. Only complete, End-of-Month
(EOM) returns are used, excluding any incomplete current month.
Drawdown Comparison
| Index | 1M | 1Q | 2Q | YTD | 1Y | 3Y | 5Y | 10Y |
|---|
Volatility Comparison
| Index | 1Y | 2Y | 3Y | 4Y | 5Y |
|---|