Investment Objective
FORT Global Diversified is a systematic multi-strategy trading program. It invests in U.S. cash equities and trades a spectrum of futures contracts in the global markets that includes: interest rates, bonds, currencies, and equity indices. Global Diversified is a proprietary blend off our strategies as follows: Trend-Following; Trend-Anticipating (Global Contrarian); Short-Term Mean Reversion; and Value Market Neutral.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.8 | 0.5 | 0.3 | 0.2 | 0.2 | 0.1 | 0.3 | 0.1 | 0.0 | 0.7 | 0.3 | 0.5 | 0.1 | |
| 2020 | 0.2 | 0.5 | 0.3 | 0.5 | 0.6 | 1.0 | 0.9 | 0.3 | 0.0 | 0.1 | 0.6 | 1.0 | 0.5 |
