Liberty Funds Group

Liberty Funds Group currently offers the following investment products:

Liberty Commodity Partners (LCP) provides unique exposure to approximately thirty of the world’s most liquid commodity markets. The quantitative risk management techniques utilized by the Fund allows the strategy to capture commodity prices being driven higher by fundamental market forces, and to preserve investment capital by dynamically moving to a neutral position when those markets move in a prolonged downward direction. The Fund also positions itself to capitalize on investment opportunities that arise in the inefficiencies within a commodity market’s term structure. The strategy employs a disciplined trading approach that is designed to tightly manage volatility to achieve an annualized standard deviation of 15%. The system uses a series of screens that are adaptive and can change with time to reflect the underlying individual dynamics of the different commodity markets being traded. The Fund employs a low use of leverage of typically 1.3 to 1.5 times. The strategy’s returns have little if any correlation to the equity markets, and exhibit low correlation to other Commodity Trading Advisors.

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Liberty Wealth Protection Fund's (LWPF) objective is to protect its partners’ purchasing power by trading interest rate, currency, and commodity interests. To the extent those markets move in a direction that would be harmful to a partner’s global purchasing power, the Partnership expects to be in position to capture attractive rates of return. To the extent those markets move in a prolonged direction that would enhance a partner’s global purchasing power, the Partnership will seek to preserve its investment capital. A bias will exist for trades that would profit from a weaker dollar, higher interest rates, and or higher commodity prices. The Partnership also plans to employ strategies that are designed to capture returns from short-term changes in the volatility of a particular commodity, currency, or interest rate market.

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Liberty Global Fund (Global) engages in trading of futures contracts (both tangible commodities and currencies) and other commodity interests such as options and forward contracts. The fund employs three distinct strategies. LFG Trend Following is a strategy that employs a multi-timeframe trend following “committee” trading approach. Market by market, LFG’s approach examines a universe of timescales ranging from 5 days to 200 days. A genetic algorithm is used to find the most stable portion of this parameter space, while seeking to maintain a high probability of positive return. To avoid the possibility of curve-fitting the data, the genetic algorithm nominates a “committee” of two trend following parameter sets, each of whom “votes” on the intended position which will be either long or short. By adopting this approach, LFG seeks to increase its likelihood of capturing profits in trending markets. If trends break down or markets are not exhibiting a tendency to trend, LFG expects that the members of the committee will become “confused” in their consensus of market direction, thereby canceling out each other’s intended positions. Positions assigned are weighted by each market’s volatility so that equal dollar risk is taken for each market. Market selection is made on a variety of factors, including liquidity and diversification benefits to the overall portfolio. Additionally, the Partnership will employ a quantitative approach to identify opportunistic market situations related to particular market’s volatility (Short-Term). These opportunities may necessitate long or short positions to be taken in an individual commodity market. The resulting trades have an expected duration of one to five days and exhibit low correlation to the directional trades. Additionally, the partnership will employ a Diversified Options strategy related trading strategy to capture time premium from options generally expiring within two months of trade initiation. Many times these options relate to an established trend following position creating a “covered” option position. The average trade duration for the strategy would be 20 to 40 trading days.