Hedge funds play a critical role in diversified portfolios, offering strategies designed to generate returns independent of traditional equity and bond markets. At GPM, we provide access to carefully selected hedge fund managers with proven track records, sourced exclusively from developed markets.

Value Proposition

Diversified Strategies

Global macro, market-neutral, and absolute return approaches.

Institutional Access

Exclusive mandates typically reserved for large allocators.

Rigorous Due Diligence

Every manager independently assessed and stress-tested.

Why Hedge Funds?

Hedge funds are designed to exploit inefficiencies, manage risk actively, and pursue absolute returns. By employing long/short, macro, relative value, and event-driven approaches, they offer flexibility and the potential for uncorrelated performance.

Our Approach

GPM partners with established institutional managers in the US, UK, Europe, and Asia-Pacific. Each strategy undergoes multi-layered due diligence, from investment philosophy to operational infrastructure, ensuring only the most robust opportunities are presented.

Who It’s For

These strategies are tailored for financial advisors seeking to offer their clients access to sophisticated, institutional-grade alternatives, as well as qualified high-net-worth investors who understand the complexity and risks of hedge fund investments.

Hedge Funds vs. Arbitrage — Why GPM Offers Both

Hedge Funds Arbitrage
Definition Broad category of actively managed strategies designed to deliver returns uncorrelated with traditional markets. Narrower, systematic strategies that capture temporary mispricings and inefficiencies between assets or markets.
Common Approaches Global Macro, Long/Short Equity, Event-Driven, Relative Value, Market Neutral. FX arbitrage, equity pairs trading, derivatives mispricing, cross-market spreads.
Risk/Return Profile Aims for absolute returns; may involve directional risk depending on mandate. Seeks consistent, uncorrelated returns with minimal market exposure.
Liquidity Varies by strategy; often quarterly or annual redemption windows. Typically shorter trade horizons, but liquidity depends on market and structure.
Diversification Role Provides broad exposure to alternative return drivers; complements equities and bonds. Provides pure uncorrelated return streams; enhances portfolio resilience.
Investor Fit Advisors seeking established, institutional strategies with a range of mandates. Advisors and HNWIs seeking systematic, market-neutral opportunities focused on inefficiency capture.
GPM’s Value Add Exclusive access to developed-market hedge fund managers, vetted through rigorous due diligence. Institutional arbitrage mandates selected for systematic execution and robust risk controls.
Hedge Funds and Arbitrage serve different purposes, and together, they strengthen portfolio diversification.

Hedge funds remain one of the most effective ways to deliver diversification and absolute return potential.

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