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The MLM Macro Strategy combines a broadly diversified quantitative macro portfolio with a strategic discretionary trading solution. Our goal is to produce competitive absolute returns with a clear risk profile.  We have used this same strategy for 25 years, with returns that exhibit only modest correlation with typical asset class benchmarks.

Field of Wheat
Different money bills

Importantly, results tend to be positively skewed and have the return profile of an option buyer. Such portfolios do not seek to maximize Sharpe ratio but accept higher levels of short-term volatility with well-defined risk. This contrasts to negatively skewed asset classes and strategies that trade upside consistency for downside uncertainty. Finally, our strategy is extraordinarily liquid, with the majority of exposures held in exchange traded instruments.

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