Years of Experience
Number of Personnel
Total Firm AUM
Graham Capital Management ("GCM") manages assets on behalf of global pensions, sovereign wealth funds, endowments and foundations, investment management advisors, and qualified individual investors. GCM manages quantitative and discretionary trading portfolios with a variety of return and volatility objectives, as well as blended portfolios that include a combination of quantitative and discretionary strategies. Strategies trade a broad range of markets spanning global interest rates, currencies, commodities, and equities and are designed to produce attractive absolute and risk-adjusted returns with low correlation to traditional assets and other alternative strategies.
Quantitative strategies include trend-following, quantitative macro, equity market neutral, and other diversifying strategies which utilize multiple proprietary trading signals to capture alpha. Sophisticated risk management techniques are used to optimize portfolio construction and enhance returns. Investment vehicles offered include private investment funds, managed accounts, sub-advised mutual funds and UCITS vehicles.
GCM employs a multi-portfolio manager approach to discretionary trading, allocating to a diverse roster of internal portfolio managers trading across liquid global markets. The firm does not impose a “house view” and allows its portfolio managers to establish their own views within their trading mandate and the firm’s disciplined risk management infrastructure. Portfolio managers trade tactically and may be macro-oriented, following numerous markets at any given time, or specialized within a single sector or trading style in order to capitalize on niche trading opportunities.
Past performance is not necessarily indicative of future results. The potential for profit is accompanied by the risk of loss.
GCM’s Investment Committee is responsible for the oversight of the firm’s portfolios and manages a thorough process for vetting discretionary and quantitative investment strategies. Investment Committee members manage and oversee the various departments within the firm. The Investment Committee meets formally each month to determine portfolio allocations and meets throughout each month as necessary to discuss ongoing issues that may arise.
The members of the Investment Committee are also members of the firm’s Risk Committee, which meets daily to review position-level information and related risks for each of the firm’s strategies within the context of prevailing market conditions.
The firm’s Compliance Committee reviews all compliance-related issues that require firm-wide cooperation, including trading efficiency and best execution and policies and procedures detailed in the firm's Compliance Manual and Code of Ethics. The members of this committee are also members of GCM’s Valuation Committee, which is responsible for reviewing any deviations from GCM’s valuation and pricing policies.