FGI Asset Management

FGI Global Diversified

Year-to-Date
N/A
Minimum Investment
0
Management Fee 0.00%
Performance Fee 0.00%
Annualized Volatility 0.00%
Sharpe (RFR=1%) 0.00
CAROR

Summary

-Assets calculated in NZ$ Performance does not include interest income. FGI Asset Management Limited ("FGI AM") objective is to provide world class risk adjusted returns on equity for its investors. FGI AM is a total return manager. It executes trades in exchange traded derivatives (futures and options in the financial, currency, metals, energy and soft commodity sectors) on behalf of clients following its proprietary trading rules. The object is to offer managed futures as an investment option for investors without the time or expertise to do so themselves. FGI AM relies primarily on computer based technical market models designed to signal potentially profitable trades. FGI AM periodically reviews the trading systems it uses, the markets traded, and the amount traded and will implement any changes it deems appropriate purely at FGI AM's discretion. To develop our trading models FGI AM tests trading theories over historical data to derive a range of expected results. Care is taken to create rules that are not tailored to each markets behavior (which could change) but that capture price behavior that is true to markets in general. Using its own proprietary asset allocation models we strive to create a portfolio that offers diversification and flexibility rather than one that simply produces the best historical returns. FGI AM believes that markets do trend and that disciplined trading can capture this dynamic. A portfolio that contains a mix of currency exposure, fixed income (bond) exposure, and commodity exposure across different global regions achieves good diversity and captures certain pervading dynamics be they business cycles in bond's, Government/central bank involvement in currencies (e.g. moderating exchange rate moves), and or weather patterns in commodities. However FGI AM also believes there are underlying patterns in prices across a wide range of time periods that provide good risk adjusted trading returns irrespective of longer term trends and overall market dynamics. Hence FGI AM will continue to develop systems to capture this. The benefits that derive from diversifying markets should accrue also to diversifying systems and time frames.