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
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.