VEGA PORTFOLIO –
Robert J. Ogilvie, Portfolio Manager
The MULTI-MARKET VEGA program (MMV) is designed for investors seeking portfolio allocation to the non-correlated alternative markets without succumbing to the wide return variance and peak drawdown exposure typically seen in many absolute return programs.
The MMV program was constructed with risk management as the primary objective and is designed with a goal of reducing return volatility while targeting high risk-adjusted returns. The strategy's inherent mechanical nature utilizes dynamic measurements to develop volatility adjusted
trade and risk management models.
The MMV program executes trades in the S&P 500 Index, EURO FX Currency, US Treasury Bond, Crude Oil and Gold futures markets utilizing multiple long and short strategies at expansion and contraction points in sentiment. A multitude of strategy parameters for entry and exit signals
are automatically executed according to these pre-defined parameters without user intervention removing human emotions that may hinder the consistency and returns of the strategy.