Program Performance
Each of our programs is built on the same foundation: a long-term, systematic trend following strategy. Diversified across asset classes and markets, they are designed to deliver consistent, rules-based exposure to global price trends.
Diversified Program
A global managed futures fund driven by Chesapeake Capital’s trend following expertise.
Seeks capital appreciation through long-term trend signals
Trades over 100 global futures markets
Diversified and systematic, with a consistent investment process
Aims to generate uncorrelated returns across market environments
Trend Following Fixed Income Program
Makes fixed income matter again by adapting to all interest rate environments
Invests across four areas of the fixed income asset class: sovereign duration, short-term rates, credit and spread products, and inflation-sensitive and hybrid fixed income
Long/short flexibility allows for significant long positions during strong bond markets like 2020 but can adapt to take advantage of inflationary environments like 2022
Repeatable investing rules maintain discipline during sustained rate environments
Multi-Asset Trend Program
A next-generation program applying Chesapeake Capital’s systematic trend following strategy.
Seeks capital preservation and long-term appreciation
Trades up to 500 instruments across currencies, commodities, fixed income, and equities
Long/short flexibility with global exposure
Adapts to varying market cycles with rules-based consistency
50% allocation to equities
Pure Trend Program
A fully systematic trend-following program targeting global macro trends.
Uses Chesapeake’s proprietary long-term trend signals
Invests long and short in currencies, commodities, fixed income, and equities
Trade decisions are automated using price-based indicators
Manages cash collateral through a quantitative U.S. government securities model
Resources
To learn more about these programs and the philosophy behind them, explore our related resources.