Macro and real-asset model portfolios

What distinguishes these approaches?

Macro strategies connect economic conditions to portfolio decisions. Energy and commodity-linked approaches focus more narrowly on particular markets and businesses. The permitted instruments matter: a stock in a producer and a fund tracking an asset can behave differently even when both express a similar economic view.

Global Macro examines growth, inflation, policy, and cross-asset conditions. Energy Rotation focuses on the energy complex; Commodity Hedge Allocator examines exposures including gold, energy, and materials. Compare the economic driver behind each decision, the instrument used, and the evidence that would change the strategy's posture.

Compare the published strategies

Listed alphabetically, not ranked by recent returns. Risk and horizon describe each published strategy, not its suitability for you.

• Commodity Hedge Allocator

  Moderate · 1–12 Months

  This approach examines gold, energy, and materials exposures as responses to changing economic conditions. A hedge is evaluated in the context of the whole portfolio.

  →
• Energy Rotation

  Moderate · 1–8 Weeks

  This energy approach evaluates companies and funds across the energy complex, using the commodity cycle as context for changing exposure.

  →
• Global Macro

  Moderate · 1–12 Months

  This approach connects growth, inflation, policy, and liquidity assessments to its permitted portfolio instruments. The macro thesis must be translated into actual exposures.

  →

Risks and evidence to inspect

Forecasts can be wrong or already priced in. Currency effects, rates, business leverage, and changing correlations can make an exposure behave differently from its intended role. A hedge label is a hypothesis to evaluate, not a guaranteed offset to another loss.

The profiles show simulated aggregate records and eligible delayed portfolio evidence. Compare matching dates, benchmark returns, drawdowns, and record length. No result guarantees future performance.