Strategies Across Multiple Disciplines
Discover how multi-asset research frameworks bring together currencies, commodities, and options models.
At Morgan Group
Combined Portfolio Overview
These strategies can be combined into a hypothetical portfolio. The returns/risk profile becomes very attractive due to the low correlation between the strategies.
Correlation of the Strategies
The actual performance becomes limited only by the desired risk profile, drawdown comfort, and margin limitations. Below is one example of a combined return profile where all four strategies are traded together in a hypothetical portfolio, for the 10-year period shown.
Combined Return Profile
All the results shown are model results. “Model results” are backtested (calculated by math) from existing market data and do not represent in any way a forecast for future returns. In our modeling, we have attempted to include an estimate of real holding costs, commissions, etc.
Disclaimer
All model results are hypothetical and based on back-tested historical data. Past performance is not indicative of future results. This website does not constitute an offer of any security or investment opportunity. See the full disclaimer above.