In the hedge fund industry, one lesser-known player making its mark is Graticule Macro. This global macro fund takes a distinct approach to analyzing macroeconomic trends across asset classes. For investors exploring alternative investments, understanding Graticule Macro’s philosophy and performance can provide valuable insight.
Introducing Graticule Macro
Based in London and founded in 2014, Graticule Macro runs over $5 billion in assets under management. The fund deploys systematic algorithms to detect emerging macroeconomic patterns and capitalize on opportunities globally.
The fund’s investment process focuses on four key strengths:
- Proprietary data analysis of prevailing economic conditions
- Macroeconomic modeling and signal generation
- Efficient trade construction and execution
- Robust risk management protocols
This systematic methodology allows the fund to adapt nimbly across market environments.
Macroeconomic Diversification Graticule Macro spreads its holdings widely across global markets to balance exposures. Current segment allocations include:
- 32% Currencies
- 29% Short Term Interest Rates
- 22% Long Term Interest Rates
- 9% Equity Indices
- 8% Commodities
The fund also balances directional and relative value strategies. This diversity provides downside protection when certain markets underperform.
Strong Track Record
Since inception, Graticule Macro has produced solid risk-adjusted returns:
- Annualized return of 8% after fees
- Low correlation to traditional asset classes
- One of the top-performing macro funds compared to peers
For institutional investors and family offices, Graticule Macro offers an intriguing option combining systematic strategies with true global diversification. As macroeconomic uncertainties rise, systematic macro funds like this could shine.
