Katonah EvE LLC

Global Tactical Allocation Program (GTAP)

Minimum Investment
$ 2,000,000
Management Fee 1.00%
Performance Fee 10.00%


The Global Tactical Allocation Program (GTAP) is a systematic managed futures program. It combines a risk parity methodology to form a balanced core portfolio together with a dynamic multi-strategy overlay to control absolute asset exposure.

The tactical overlay component of the program gives GTAP the ability to exit the entire exposure of an individual asset or sector from the core portfolio with the objective of protecting returns together with helping avoid negative tail events in risk-off environments.