RCS Investments Global Macro Fund; Aggressive Allocation — April

Portfolio Management

When I published my outlook at the end of last year, I began a portfolio embracing the biases of the report (see positions on the right).

Below is April’s fact sheet. My macro strategy is strongly outperforming its benchmark (HFRX Macro/CTA) by roughly 4%. The general portfolio is slightly trailing its respective benchmark (70% MSCI All Country World Index/ 30% JPM Global Agg. Bond Index).

There is no investment strategy piece accompanying this report. I am focusing on completing my graduate studies at Columbia University. I will post more frequently after my graduation in late May.

Thanks for your support,

Rodrigo

Advertisements
This entry was posted in Investment Strategy and tagged . Bookmark the permalink.