Trium Multi-Strategy is a diversified, liquid offering targeting mid to high single digit volatility. It blends both discretionary and quantitative investment styles across a number of sub-strategies, which are structurally different and expected to yield low levels of cross correlation.
Each sub-strategy is managed by a dedicated team with their own distinct approach to portfolio construction and risk management.
Designed from the ground up, Trium Multi-Strategy has been structured to meet a number of key operational best practices as desired by leading industry organizations and investors.
It charges a single portfolio-level performance fee with no pass-through of individual portfolio manager bonuses.
The objective is to construct a diverse portfolio of hedge fund strategies which generates stable returns over a market cycle. The portfolio construction process incorporates signals from both quantitative and qualitative analysis which helps predict how each strategy is likely to perform through different macro-economic conditions and market-microstructure changes.
Each sub-strategy is run with its own bespoke approach to portfolio construction, enabling the incorporation of multiple approaches within the overall portfolio, which is a non-traditional source of diversification.