AIS Futures fund II LP
Description Description of Trading Approach. In trading for the Partnership, AIS employs its MAAP (Multi Asset Allocation Portfolio) strategy. MAAP is a discretionary, long-term oriented investment strategy. The MAAP investment process begins with a global macro-economic analysis and then uses a technical and systematic study of current trends and futures contract valuation to determine the direction and size of positions to be taken in MAAP. Once in a position, the MAAP investment process includes consideration of both trend-following strategies and the valuation levels of the underlying futures contracts in making adjustments to position size and direction. The principals of AIS have used the MAAP investment process for over 17 years. The following description of MAAP is general and is not intended to be a complete description. , , MAAP maintains long, short or neutral positions in markets within each of the following six asset classes:, , 1. Equities, , 2. Fixed Income, , 3. Currency, , 4. Metals, , 5. Agricultural Products, , 6. Energy Products, , AIS believes that these six asset classes represent major economic/financial sectors of the global economy and that historically the performance of many of these asset classes has been non-correlated or negatively correlated to each other. AIS believes that a portfolio combining these six asset classes has the potential for a higher risk-adjusted return than would be achieved by a portfolio consisting of any one of these classes managed individually., , MAAP allocates approximately 1/6 of the portfolios potential total contract value (when fully invested) to each of the six asset classes described above. Approximately 1/6 of the portfolios potential value is allocated to each of the following three financial markets: equities, represented by positions in the S&P 500 futures contract and the Japanese Nikkei 225 To view the detailed information, you need to SUBSCRIBE with us. |
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