Campbell Systematic Macro Fund, Class C (EBSCX)

Overview

The Campbell Systematic Macro Fund, Class C, is an innovative alternative mutual fund that adopts a systematic, multi-strategy approach to macro trading. Its key objective is to achieve capital appreciation over the medium to long term while striving for returns that demonstrate low correlation to traditional asset classes, such as equities and bonds. The fund utilizes a diversified combination of over 120 unique alpha sources to strategically allocate capital across various trading strategies, including momentum, quantitative macro, and short-term trading.

The strategies are executed across approximately 100 global futures and forward markets, which encompass crucial sectors, including equity index futures, fixed income, commodities, and foreign exchange. The fund is structured with a tiered risk management framework designed to limit exposure and mitigate potential drawdowns at multiple levels—by time horizon, portfolio, and risk factor. Consequently, the Campbell Systematic Macro Fund, Class C, acts as a diversifier within a broader investment portfolio, offering access to systematic macro returns while emphasizing volatility control and global market exposure.

Products and Services

• Systematic Macro Trading Strategies:

  The fund employs a blend of systematic trading approaches that leverage various market behaviors and trends. By using multiple strategies, including momentum and quantitative methods, the fund seeks to capitalize on different macroeconomic conditions and market opportunities.

• Diverse Alpha Sources:

  With access to over 120 unique alpha sources, the fund diversifies its investment strategies to enhance return potential while controlling risk. This diversified approach includes the utilization of insights from various market segments and data analytics, allowing the fund to identify opportunities across a wide array of asset classes.

• Global Futures and Forward Markets:

  The fund systematically engages in trading across approximately 100 global futures and forward markets. This includes key sectors such as equity indexes, fixed income, commodities, and foreign exchange, providing the fund with comprehensive market coverage and the ability to respond swiftly to global market events.

• Risk Management Framework:

  The Campbell Systematic Macro Fund employs a structured risk management framework designed to minimize exposure and cap potential losses. This multi-tiered approach assesses risk by time horizon, overall portfolio, and specific risk factors to ensure that the fund maintains a prudent level of risk allocation.

• Capital Appreciation Focus:

  The fund is committed to achieving significant capital appreciation over the medium to long term. By focusing on methods with historically low correlations to traditional equities and bonds, the fund aims to enhance overall portfolio performance and provide greater stability in varying market conditions.