OUR INVESTMENT STRATEGY

A Principled Approach 

Taaffeite Capital Management Liquid Alpha Program is a macro multi-strategy, allocating to 100-200 opportunities across global equities, fixed income, commodities and currencies.

This broad diversification aims to give investors exposure to a broad set of global opportunities, and Taaffeite selects the highest quality assets within each asset class to produce significant returns.

For example, instead of buying just US Treasuries, Taaffeite selects a portfolio of the highest quality government debt bonds that are the most underpriced. The portfolio is also globally diversified and risk neutral to absorb market volatility.

OUR INVESTMENT STRATEGY 

Macro strategies, strategies that invest broadly across asset classes and geographies, are built on the concept of Market Portfolio Theory. The aim is to identify high-quality investments, that are also uncorrelated. As positions are uncorrelated, collectively they reduce the portfolio's risk and allows the use of moderate leverage to enhance returns.​

Desk Globe

Taaffeite's Investable
Asset Universe

Our fund systematically allocates to leading 100-200 opportunities across global equities, fixed income, commodities and currencies. This global portfolio is rebalanced frequently to ensure it is always positioned to optimize returns on a risk-adjusted basis.

Equities

Australia SPI 200

Canada S&P 60

Euro STOXX 50

France CAC 4O

FTSE Kuala Lumpur CI

Germany DAX

Hong Kong Hang Seng

Hong Kong H-Shares

India CNX Nifty

Italy MIB

Japan Nikkei 225

Korea Kospi 200

MSCI EAFE

MSCI EM

MSCI Singapore

Netherland AEX

SGX FTSE China A50

S.A. FTSE/JSE Top 40

Spain IBEX 35

Sweden OMX

Switzerland SMI

Taiwan Taiex

Thai Set 50

UK FTSE 100

US Russell 2000

US DJIA

US S&P 500

US Nasdaq 100

US MidCap 400

FTSE 100 Dividend

Stoxx 50 Dividend

Bonds

Australia 3-Year Live Cattle

Australia 10-Year

Canada 10-Year

France OAT

Germany Schatz

Germany BOBL

Germany BUND

Germany BUXL

Italy 3-Year

Italy 10-Year

Japan 10-Year

Korea 3-Year

Korea 10-Year

UK Gilt

US 2-Year Note

US 5-Year Note

US 10-Year Note

US Treasury Bond

US Ultra T-Bond

Australian Dollar IRS

British Pound IRS

Canadian Dollar IRS

Czech Koruna IRS

Euro IRS

Hong Kong Dollar IRS

Israeli New Shekel IRS

Japanese Yen IRS

Korean Won IRS

Swiss Franc IRS

UAE Dirham IRS

US Dollar IRS

Commodities

Aluminium

Copper

Gold

Iron Ore

Lead

Nickel

Palladium

Platinum

Silver

Zinc

Crude Oil

Gasoline

Heating Oil

Natural Gas

Crude Palm Oil

Canola

Cocoa

Coffee

Corn

Cotton

Rubber

Soybean

Soybean Meal

Soybean Oil

Sugar

Wheat

Feeder Cattle

Lean Hogs

Live Cattle

Currencies

Australian Dollar

Brazilian Real

British Pound

Canadian Dollar

Chinese Yuan

Czech Koruna

Danish Krone

Euro

Hong Kong Dollar

Hungarian Forint

Indian Rupee

Indonesian Rupiah

Israeli New Shekel

Japanese Yen

Korean Won

Malaysian Ringgit

Mexican Peso

New Taiwanese Dollar

New Zealand Dollar

Norwegian Krone

Philippines Peso

Polish Zloty

Russian Rouble

Saudi Riyal

Singapore Dollar

South African Rand

Swedish Krona

Swiss Franc

Thai Baht

Turkish Lira

UAE Dirham

Quantitative Techniques

Since 2013, Taaffeite Capital has developed quantitative techniques to make high-quality price predictions and build high-quality global portfolios to outperform our peers. Over a 3 year rolling window, all asset classes are expected to contribute to returns, and outperform a common index like the S&P 500.​

 

Our fund aims to take less risk than an equity index, however provide 2X the returns of equities. Whilst the portfolio may occasionally experience 10-20% drawdowns lasting 6-12 months from broad market systemic sell-offs, Taaffeite expects to produce significant returns for investors invested over 2-3 year periods.

Wild Pond

OUR FUND'S PERFORMANCE

TCM Global Index Fund's Performance 

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Disclaimer: Past performance is not a reliable indicator of future performance. 

Sand Dunes

Discover Taaffeite Capital Management on Bloomberg

© Taaffeite Capital Management LLC. All Rights Reserved. 

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