Gresham’s flagship strategies use proprietary benchmarks to develop long-only, diversified, exchange-traded futures and forwards. Fully collateralized, these strategies are built on three decades of research and boast a substantial track record.
TAP® is a broadly diversified, long-only commodity futures strategy, providing exposure across more than 30 commodity markets and an actual track record of over 30 years. TAP® is based on an evolving portfolio construction that reflects changes in global commodity markets, with opportunistic and discretionary active implementation through both fundamental and quantitative analysis. TAP® is intended to complement an investor's holdings in traditional asset classes by providing a non-correlated source of returns and a powerful inflation hedge.
ATAP is a broadly diversified, long-bias commodity futures strategy which seeks to provide a powerful inflation hedge paired with superior volatility and drawdown characteristics. ATAP uses three decades of research for the TAP strategy as its foundation, with the added ability to adapt individual commodity exposure levels in hostile commodity markets. Trading signals are derived systematically, seeking to decrease exposure in unfavorable markets with the dual objective of increasing returns and decreasing overall volatility.
Gresham's RDP strategy is our multi-asset global futures strategy that seeks to provide stable risk-adjusted returns in excess of inflation over full economic cycles. The Risk Dispersing Portfolio (RDP) strategy was originally developed and implemented by Gresham's founder Dr. Henry Jarecki in the 80's at his family office, The Falconwood Corporation. It utilizes a number of proprietary portfolio engineering techniques that have been tested and refined over the years in order to provide investors a dynamic asset allocation model that incorporates active protection against significant drawdowns while enhancing collateral return.