Strategies

Lynx has been developing innovative and dynamic models since 1999. We offer commingled investment programs and bespoke solutions using our broad set of proprietary systems, deep research team and robust infrastructure.

The lynx program

The Lynx Program is our original strategy that was launched in May 2000. It is a broadly diversified managed futures program that aims to deliver high risk-adjusted returns with attractive portfolio characteristics. While the primary approach is systematic trend-following, a portion of the risk is allocated to complementary models that are designed to enhance performance in non-trending market environments. The Lynx Program has historically performed particularly well in perceived flight-to-safety environments.

Lynx Active Balanced Program

The Lynx Active Balanced Program is an actively managed long-only strategy that invests across a broad spectrum of global markets including equity indices, fixed income instruments and commodities. The program allocates capital across markets and sectors based on risk rather than nominal value resulting in increased portfolio diversification. Systematic models developed for the Lynx Program have been revised and adapted to Lynx Active Balanced enabling the program to tactically shift allocations based on perceived market opportunities; as an example, the exposure to equity indices can range from 0 to 100 percent.