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Enhancing portfolio performances: the Lexington trading programme - Interview with Drew Day, Chief Operating Officer of Lexington Asset Management

12 Maggio 2010 - Autore: Redazione

Enhancing portfolio performances: the Lexington trading programme
Interview with Drew Day, Chief Operating Officer of Lexington Asset Management

Drew Day, Chief Operating Officer of Lexington Asset Management, has spent the majority of his career working with alternative investment advisors. Mr. Day joined Lexington Asset Management in March 2008, to lead the firms operational due diligence and help launch the manager’s new Cayman Islands domiciled master feeder structure.

He has also served as the Chief Operating Officer, Vice President of Finance, and Treasurer of MicroQuantitative, a trading technology development firm he co-founded with other principals of Lexington Asset Management in September 2008. Prior thereto, Mr. Day served as a relationship manager for Branch Banking & Trust Company and office manager for Landmark Asset Management, a registered commodity trading advisor and commodity pool operator.

In addition to his operational responsibilities, Mr. Day currently serves as independent director to two offshore funds and leads Lexington Asset Management’s offshore fund marketing and business development initiatives. Mr. Day graduated from Union University in Jackson, Tennessee with a Bachelor of Science in Business Administration degree in Management (B.S.B.A.), and graduated from Liberty University in Lynchburg, Virginia with a Master of Arts (M.A.).

Lexington Asset Management: which types of activities are you more focused on at this moment?

We are currently focusing our efforts on education investors in regards to the value of managed futures in diversifying portfolios. In addition, we are currently building a global trading technology development platform that will drastically enhance risk management measures.

How do you diversify and enhance asset investments portfolios?

The award winning Lexington Keystone trading program is one of the premier investment strategies in regards to risk adjusted performance in the world since its inception in 2006.  Not only has the program enhanced our clients’ portfolios absolute performance, but it has also reduced the volatility of their overall portfolios (including equities and fixed income). Our program’s returns have shown virtually no correlation to traditional markets, which we expect to continue going forward. Therefore, a true believer in Harry Markowitz’s Nobel Prize winning “Market Portfolio Theory” would agree that our strategy can continue to reduce overall portfolio market value fluctuation and simultaneously enhance returns over time. (Past performance is not necessarily indicative of future results). 


The article continues to International Alternative Investment Review - n.1, 2010


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