Investment Products
The Drury Diversified Trend-Following Program
With a track record of over 25 years, the firm’s award-winning flagship program has been in operation since 1997.
Program Highlights:
Methodology:
The Drury Diversified Trend-Following Program deploys risk capital to capture sustained directional price moves in liquid, highly regulated futures markets in the U.S., Europe, and Asia. The intent is to identify trends that typically last several months. The system relies on the consistent application of proprietary trading models in order to execute a systematic approach to trend following.
Diversification:
A distinguishing feature of the Drury Diversified Trend-Following Program is its portfolio composition. The program has a strong exposure to commodity markets, including energy products, metals and agricultural commodities, while the remainder is in stock indices, fixed income and currency markets. The program applies a top down system of instrument allocations to spread risk across these sectors. Trading multiple parallel sub-systems adds an additional dimension of diversification. Therefore, diversification is achieved across markets, methodologies and geography.
Risk Management:
Proprietary risk control techniques have served to produce attractive risk-adjusted results. Systematic risk control techniques are applied in order to identify the most efficient opportunities to deploy risk capital while protecting investment capital. Achieving this involves real-time evaluation of factors such as momentum, volatility, correlation and changes in liquidity.
Research:
Rigorous research, discipline, industry experience and innovation have been combined to produce a robust, time-proven product that has been trading client assets since 1997. Markets continually evolve and provide new opportunities for productive research.
The Drury Multi-Strategy Program
Program Highlights:
Methodology:
The aim of the Multi-Strategy Program is to achieve a smoothing effect by blending trend-based techniques with buy-and-hold investments in equity and bond markets. Indeed, this is the kind of efficiency that many investors seek when they add trendtrading to their existing equity and fixed income portfolios. Here within Multi, we have taken these principles of diversification and embodied them in a single “one-stop shopping”, futures-only portfolio.
Diversification:
Research suggests that owing to low levels of correlation among equities, bonds, and trend following, gains in risk-adjusted rates of return may be obtained by combining these three asset classes. In pursuit of this goal, Multi combines our dynamic trend following in commodity and financial markets with fixed allocations to global equities and global bonds.
Risk Management:
In addition to risk management gains that may come from diversification – trend trading plus equities and bonds – our Multi-Strat seeks to manage the exposures of the three diverse allocations with great efficiency. A combination of daily and quarterly techniques are used with the aim of achieving optimal balance within the portfolio.
Research:
Over 25 years of rigorous research, discipline, industry experience and innovation have combined to produce a multi-strategy product. Just as we research new aspects of trend following, we continue to research new ways of blending traditional asset classes with trend-type trading.
Custom Products
Drury Capital works with clients to create custom mandates, giving the client the exposure and risk profile that best suits their preferences. Please click on the button below to find out more.
