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MLM Macro-Peak™
MLM Macro-Peak™ is a global macro strategy that trades in the world's major asset classes and financial markets. Of the strategies offered by Mount Lucas, MLM Macro-Peak™ offers the broadest diversification of asset classes, geographic markets, and trading styles.
Sector Exposure
MLM Macro-Peak™ invests in all major markets in the equity, global fixed income, currency and commodity sectors.
Investment Philosophy
At Mount Lucas, we believe that diversification and liquidity are essential for the effective management of risk. These two features are the hallmarks of the MLM Macro-Peak™ strategy, which primarily trades highly liquid instruments in the G-7 markets.
Methodology
MLM Macro-Peak™ relies on both quantitative and discretionary methods to drive returns. The quantitative component of the strategy uses our proprietary trading models to construct a core portfolio. This core portfolio is then supplemented through the collaborative, discretionary trading activity of our principals. By combining quantitative and discretionary methods, MLM Macro-Peak™ seeks to anticipate and capture returns in a wide range of markets and economic environments. MLM Macro-Peak™ primarily derives its profits from medium-to-longer-term price movements, and is thereby designed for investors with a 3 – 5 year time horizon.

Our quantitative models are a mix of long-only value and momentum strategies in equities, yield-curve models and trend following in global fixed income, trend following and value in currencies, and trend following in commodities. The quantitative basket is designed to capture long term hedge fund "alpha" while limiting drawdown risk.

Our discretionary trading consists of individual trading ideas, and global risk and exposure management. Our principals apply a top-down, macro viewpoint in developing their trading ideas. Discretionary-based trades are typically structured with an option-like payout, and have limited (known) downside risk, with unlimited (unknown) upside potential.

To learn more about MLM Macro-Peak™, including funds under this strategy and historical performance, please complete a registration form.