Investment Constraints. The key investment constraint of the Program as applied to a Fund is that it does not invest in equities (although it may gain indirect exposure to equity markets via investments in equity index futures). It may invest long and short using leverage in non-equity markets that Winton believes are s▇▇▇▇▇▇ently liquid, and for which there is sufficient data available. The Program is subject to a long-term gross volatility target of 10%.
Appears in 2 contracts
Sources: Management Agreement (Managed Futures Premier Abingdon L.P.), Management Agreement (Orion Futures Fund Lp)
Investment Constraints. The key investment constraint of the Program as applied to a Fund is that it does not invest in equities (although it may gain indirect exposure to equity markets via investments in equity index futures). It may invest long and short using leverage in non-equity markets that Winton believes are s▇▇▇▇▇▇ently ▇ believes are sufficiently liquid, and for which there is sufficient data available. The Program is subject to a long-term gross volatility target of 10%.
Appears in 1 contract