Multi Strategy Programs

Pareto's Currency Multi Strategy Programs uniquely combine our 'best of breed' currency alpha and rates strategies and are structured to add value over a wide range of possible environments. Their design aim for low correlation with traditional asset classes.

The Currency Multi Strategy Program runs on a dynamic risk allocation engine.  The individual alpha sources within the program are strategies which invest in a broad range of currencies from the developed and emerging markets space. Each strategy targets a specific market environment so that diversification of alpha sources within the program is achieved by construction.

The alpha sources are chosen for their potential to generate consistent alpha in their target environment. The strategic allocation of risk amongst the alpha sources and downside risk control on individual strategies allows the program to generate sustainable returns across different market environments.   Over the long term, CMS seeks to achieve attractive absolute returns whilst tightly controlling the risk of loss.

Correlation with traditional asset classes has been low across different market environments. For more information Contact Us.

Global Risk Adjusted Alpha strategy is a dynamic, multi-strategy absolute return program that identifies and implements multiple individual alpha sources targeting different market regimes and environments in global currencies and rates via a three-stage investment process. The active risk allocation framework is provided by Pareto's proprietary risk based rebalancing (RBR). The RBR model detects changing states and allocates risk appropriately among the alpha sources, allowing profitable strategies to increase exposure subject to risk considerations and vice versa.

The investment process is disciplined and systematic; seeking to deliver attractive risk-adjusted returns. Risk control is applied at the individual strategy level, specific to a strategy, and at the total portfolio level.

Overall, GRAA is structured to add value whether markets move a lot, a little, or not at all and aims for results that are not correlated to traditional or alternative asset classes. For more information on Pareto's Global Risk Adjusted Alpha Program, please Contact Us.