Spectrum Asset Management LLC

United States-flagUnited States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0191600
Program Past 12 Months Sep YTD CAROR WDD AUM Min Inv Visits
Global Diversified archived programs chart thumbnail 3.06 -33.89 $ 2,000k 9650

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

CTA Introduction

Spectrum’s Global Diversified Program uses a portfolio of conceptually diverse computerized trading systems to trade a wide variety of global futures and forward markets across short, intermediate and long term time horizons. The program is active in 80 different global futures markets, including, bonds, interest rates, currencies, grains, metals, softs, energies, meats and stock indices. Over 50% of total exposure is in commodities. Statistical price pattern analysis is used to identify profit opportunities from trend, counter-trend and volatility characteristics of price movement. Spectrum maintains an extensive database and uses a proprietary research platform to develop adaptive filters and trade signals which are designed to navigate noisy markets. The trade signals are combined with a portfolio level risk management system. The investment goal is to provide high risk-adjusted returns with a low correlation to traditional asset classes. Spectrum’s management team consists of investment professionals with many years of experience and diverse backgrounds ranging from the U.S. Department of Agriculture to quantitative finance and aerospace engineering. Spectrum is a research driven firm with a disciplined investment process and a dedication to continuous improvement. Our clients include top tier banks, fund of funds, family offices and wealthy individuals. Spectrum was founded in 2002 by Michael E. Songer and the office is located in the historic Chicago Board of Trade.