The Global Tactical Allocation Program (GTAP) is a long-asset, systematic managed futures program. It utilizes a dynamic risk parity approach to core model portfolio together with a multi-strategy tactical overlay to control individual asset positioning and overall portfolio risk exposure. EVE term for this: Tactical Parity. GTAP's objective is to produce superior risk-adjusted returns over that of traditional long-only investments by capturing the positive market structure and capital flows in-and-between economic centers and market sectors.
Created as a high capacity portfolio, GTAP takes positions in only the most liquid exchange traded futures contracts covering Asia, Europe, and the USA, with exposure in stock indices, bonds, interest rates, currencies, energies, and metals. GTAP targets long-term annualized volatility of 7%, while having an average margin-to-equity ratio of approximately 5%.
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RCM Alternatives (“RCM”) is a registered commodity brokerage firm which helps high net worth individuals, registered investment advisors, and institutional investors identify and access top alternative investments focused in commodities and managed futures.
In addition to assisting end investors, RCM’s low-cost, consultative, education-based approach to alternative investments is a natural fit with investment advisors, while a professional services desk assists hedge funds, commodity trading advisors, and mutual funds set up and efficiently access markets around the world.
RCM’s asset management arm, registered Commodity Pool Operator Attain Portfolio Advisors, aids investors and their advisors in accessing select managers which have been filtered through our real-time due diligence process at lower investment levels via institutional grade fund vehicles structured as Limited Liability Companies.
RCM Alternatives is a registered DBA of Reliance Capital Markets II LLC.
Performance figures provided by Resolve Asset Management
You should fully understand the risks associated with trading futures, options on futures, retail off-exchange foreign currency transactions (“Forex”), and investing in managed futures. Trading futures, options on futures, Forex and managed futures involve substantial risk of loss and are not suitable for all investors. You may lose all or more than your initial investment. The ability to withstand losses and to adhere to a particular trading program in spite of trading losses are material points which can adversely affect investor returns.
Opinions and recommendations are subject to change without notice. Past performance is not necessarily indicative of future results. Commodity Futures Trading Commission (CFTC) rules require delivery of a disclosure document at or prior to the time an advisory or subscription agreement is delivered. The disclosure document includes the principal risk factors and costs of participating in a particular CTA or CPO program including the potential impact of fees and expenses, the “break-even point” expressed both as a dollar amount and as a percentage return necessary to recover one’s initial investment, if applicable. The CFTC has not passed upon the merits of participating in any one particular investment or on the adequacy or accuracy of any one disclosure document.