Strategy

SPAG I, LP utilizes a top down, global macro approach in a Dynamic All-Weather fund strategy. The Fund invests in liquid fixed income securities, exchange traded equities, as well as options, currencies, commodities and futures.

The manager strategically and tactically allocates assets to those markets and market sectors that will perform in accordance with its directional view formulated at the global macro level. The investment style consists of two components. First, the fixed income portfolio is designed to generate income while limiting credit and interest rate risk. The second component is an alpha overlay equity strategy which is designed to generate performance using a top down approach that relies upon in depth fundamental analysis and technical indicators to identify potential market opportunities.

Strict risk controls and trading disciplines enhance investment performance and maximize risk adjusted returns in a diversified investment program. Our keen focus on downside protection ultimately leads to a reduced level of return volatility.