Dixon Midland Diversified
We manage a multi-strategy hedge fund that seeks to
 deliver attractive long-term returns with low correlation to
traditional investments.
Our Strategy
Dixon Midland Diversified is a multi-strategy hedge fund comprised of two systematic, risk-managed strategies designed to have low correlation to each other and to major global equity and bond indices. The combination of our long/short U.S. equity strategy and our long-term trend following strategy creates a "best ideas" product that seeks to produce long-term absolute returns in any market environment.
  • Long/Short U.S. Equity

    Fifty percent of the fund's assets are invested in our systematic, long/short U.S. equity strategy. This strategy seeks to profit from long and short exposures to "factors" in U.S. equity markets that have historically provided excess returns. These factors include value, quality, cash flow yield, momentum, and low volatility, among others.

  • Long-Term Trend Following

    Fifty percent of the fund's assets are invested in our systematic, long-term trend following strategy. This strategy seeks to profit by identifying medium and long-term trends in global futures markets using a set of statistically-derived investment rules within an overall risk management framework.​

Fund Information

Month-end Fact Sheet

Jul 06, 2020

This recent month-end fact sheet shows detailed historical performance information and statistics for our fund. It also summarizes our month-end investment positions.

Third Party Research

Understanding Managed Futures

Jun 16, 2017

Investment firm AQR introduces readers to the managed futures asset class. They show how managed futures can enhance the risk-return profile of a traditional portfolio.


A Century of Evidence on Trend-Following Investing

Jun 15, 2017

Investment firm AQR studies the performance of trend-following investing across global markets since 1903. They find strong positive returns each decade.


Historical Perspectives

Jun 14, 2017

Authors Alex Greyserman and Kathryn Kaminski tell the tale of trend-following throughout the centuries. They study a simple model using 800 years of financial data.


A Five-Factor Asset Pricing Model

Jun 13, 2017

Academics Fama and French introduce their famous “five factor model” capturing size, value, profitability, and capital investment patterns in average stock returns.


Deploying Multi-Factor Models in Investment Portfolios

Jun 12, 2017

Investment analytics firm MSCI introduces a framework for how investors might implement multi-factor equity allocations to potentially improve portfolio performance.


Buffett’s Alpha

Jun 11, 2017

Authors Frazzini, Kabiller, and Pedersen dissect Warren Buffett’s investment performance to show that Buffett’s success can be attributed to disciplined equity factor investing.