3EDGE Institutional Solutions: Risk/Return Profiles:
3EDGE offers a full suite of investment solutions to meet a wide variety of investment objectives, including several strategies tailor-made for institutional investors. Below are just two examples of how our strategies have performed compared to their benchmarks.
3EDGE Systematic Strategy
The 3EDGE Systematic strategy is the most tactical of the range of solutions 3EDGE offers and follows the latest research of the model most closely. This is achieved by a portfolio designed with very few constraints, allowing the model’s projections to drive the portfolio’s allocations. The Systematic Strategy is a long/short solution with an absolute return focus and relatively low beta to traditional equity markets.
3EDGE Global Equity Strategy
The 3EDGE Global Equity Strategy is a globally diversified equity portfolio invested across a wide variety of geographies. The Strategy may be appropriate for investors looking to allocate to global equities and seeking a higher return with lower volatility than the MSCI ACWI. Investment exposure is achieved primarily through the use of exchange traded funds (ETFs).
If you are interested in learning more, please reach out to our Relationship Manager, Peter McManus.
firstname.lastname@example.org | (617) 406-7855
We welcome your questions on how 3EDGE can meet your Institutional investment needs.
DISCLOSURES: Investors should only seek investment advice from their individual financial adviser. Information provided on this page includes information from sources 3EDGE believes to be reliable, but the accuracy of such information cannot be guaranteed. Investments including common stocks, fixed income, commodities, ETNs and ETFs involve the risk of loss that investors should be prepared to bear. Past performance is not indicative of future results. Performance for the 3EDGE Strategies featured is for the respective composites and is shown net of an 0.80% annual management fee and all other expenses and includes reinvestment of dividends and other earnings. The Systematic and Global Equity composites’ creation date is 1/1/2020.
^Assets Under Advisement (AUA) includes non-discretionary assets managed by other registered investment advisers using 3EDGE's model portfolios. AUA numbers do not include certain model portfolio assets with significant lag in data reporting.
BENCHMARKS: The Systematic benchmark is the HFRI Macro (Total) Index. The Global Equity benchmark is the Morgan Stanley Capital International All Country World Index (MSCI ACWI TR). 3EDGE Asset Management’s investment objective is to seek to earn attractive risk-adjusted returns over full market cycles. We do not actively seek to outperform any specific benchmark index on a relative basis for the Systematic and Global Equity Strategies (“the Strategies”). The Strategies are not index funds and the portfolio holdings, country exposure, portfolio characteristics and performance will differ from that of the Benchmarks. The Benchmarks are simply a baseline against which we monitor the Strategies. They are intended to represent a passive, global, multi-asset class portfolio with similar risk characteristics to the Strategies. The Benchmarks have not been selected as a specific benchmark to compare to the performance of the respective Strategy but have been provided to allow for comparison of the performance of the Strategy to that of well-known and widely recognized indices. The Indices used in the Benchmarks are represented by total return prices. Indexes are unmanaged and therefore do not include fees and expenses typically associated with investments in managed accounts. One cannot invest directly in an index. Benchmark Data Source: Bloomberg, HFRI.
1. Annualized Net Return since inception is based on a period of 12 months using monthly returns; 2. Standard Deviation measures the degree of variation of investment returns around the mean (or average) return and is calculated as the square root of the variance; 3. Maximum Drawdown is a measure of risk that captures the worst cumulative peak-to-trough decline of an investment or portfolio from any month- end data point to any other month-end data point. It shows in percentage terms how much money an investment portfolio would have lost before returning to its breakeven point; 4. Beta is a measure of the volatility of the portfolio in comparison to the market as a whole. Calculated as realized values vs. S&P 500 TR.