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SMA Inception Date: 08/1/2010
Objective: Pursues an absolute return strategy that seeks to provide capital appreciation.

Why Choose This SMA?

  • As a strategy with the potential for positive returns under a variety of market conditions
  • To maintain a stable risk profile across changing markets
  • As a multi-model trend-following strategy

Investment Strategy

  • Seeks to benefit from both rising and falling asset prices through a trend-following strategy that takes long positions in assets determined to be in an up trend and short positions in assets determined to be in a down trend.
  • Uses a multi-model approach that considers trends over time horizons ranging from several days to a year or more.
  • Uses exchange-traded futures and currency forward contracts to implement desired long and short positions in over 70 different assets across global equity, bond, currency and commodity markets.
  • As market risk levels change, position sizes are adjusted as often as daily, with the goal of maintaining a stable risk profile.

Portfolio Managers

Alexander D. Healy, PhD

Chief Investment Officer, Portfolio Manager

Kathryn M. Kaminski, PhD, CAIA®

Chief Research Strategist, Portfolio Manager

Full Bio

Philippe P. Lüdi, PhD, CFA®

Senior Research Scientist, Portfolio Manager

John C. Perry, PhD

Senior Research Scientist, Portfolio Manager

Robert S. Rickard

Portfolio Manager

Investment Risks: All securities are subject to risk, including possible loss of principal. Please read the risks associated with each investment prior to investing. Detailed discussions of each investment’s risks are included in Part 2A of each firm's respective Form ADV. The investments highlighted in this presentation may be subject to certain additional risks. The views and opinions expressed may change based on market and other conditions. This material is provided for informational purposes only and should not be construed as investment advice. There can be no assurance that developments will transpire as forecasted. Actual results may vary. This document may contain references to third party copyrights, indexes, and trademarks, each of which is the property of its respective owner. Such owner is not affiliated with Natixis Investment Managers or any of its related or affiliated companies (collectively “Natixis”) and does not sponsor, endorse or participate in the provision of any Natixis services, funds or other financial products. The index information contained herein is derived from third parties and is provided on an “as is” basis. The user of this information assumes the entire risk of use of this information. Each of the third party entities involved in compiling, computing or creating index information disclaims all warranties (including, without limitation, any warranties of originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for a particular purpose) with respect to such information.

Investment Risks: All securities are subject to risk, including possible loss of principal. Please read the risks associated with each investment prior to investing. Detailed discussions of each investment’s risks are included in Part 2A of each firm's respective Form ADV. The investments highlighted in this presentation may be subject to certain additional risks. The views and opinions expressed may change based on market and other conditions. This material is provided for informational purposes only and should not be construed as investment advice. There can be no assurance that developments will transpire as forecasted. Actual results may vary. This document may contain references to third party copyrights, indexes, and trademarks, each of which is the property of its respective owner. Such owner is not affiliated with Natixis Investment Managers or any of its related or affiliated companies (collectively “Natixis”) and does not sponsor, endorse or participate in the provision of any Natixis services, funds or other financial products. The index information contained herein is derived from third parties and is provided on an “as is” basis. The user of this information assumes the entire risk of use of this information. Each of the third party entities involved in compiling, computing or creating index information disclaims all warranties (including, without limitation, any warranties of originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for a particular purpose) with respect to such information.


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