Managers with more than 100mn, down 2.9%

Below is a summary of managers with more than 100mn under management, with numbers captured in our database. While the average return is negative, -2.9%, there are some bright spots. Macro driven strategies did generally better in a rough month for trend followers.

Photo by Gary Bendig on Unsplash

Sign up for the underlying database here (free).

managerprogramrorytdAUMbn
P/E InvestmentsFX Strategy – Aggressive2.5%24.9%7.5
P/E InvestmentsFX Strategy – Conservative0.8%8.2%7.5
P/E InvestmentsFX Strategy – Standard1.7%16.2%7.5
Graham Capital Mgmt LPTactical Trend-4.4%18.0%6.16
Graham Capital Mgmt LPTactical Trend Capped Equity-5.4%14.8%6.16
Man AHLAHL Dimension-0.4%8.8%6.1
Man AHLAHL Alpha-3.3%9.9%5.5
Lynx Asset ManagementLynx-4.7%23.9%5.23
AlphaSimplex GroupManaged Futures Composite-2.6%13.7%5.1
Transtrend BVEnhanced Risk-5.0%7.8%4.86
IPM Informed Portfolio ManagementIPM Systematic Macro2.4%-5.8%4.6
Millburn Ridegfield CorporationDiversified Program2.1%2.8%4.29
Man AHLAHL Evolution-4.4%8.9%3.8
ISAMISAM Systematic Trend (Levitas)-5.9%4.8%3.76
Campbell & CompanyManaged Futures-2.3%20.3%3.23
Aspect Capital LimitedDiversified Program-3.9%23.0%3.18
ISAMISAM Systematic Trend-11.0%8.7%3.17
Fort LPGlobal Contrarian-0.9%17.6%2.99
Graham Capital Mgmt LPGraham Quant Macro Strategy-0.6%14.8%2.66
Systematica InvestmentsBlueTrend Fund-5.9%16.3%2.54
Fort LPGlobal Futures-3.6%23.0%2.17
Capital Fund ManagementIS Trends Fund-3.6%15.2%2.02
Abbey CapitalAbbey Alternative Fund-6.6%12.4%1.73
Aspect Capital LimitedAspect Core Trend Fund-3.2%10.9%1.73
Crabel Capital MgmtCrabel Multi-Product-1.0%4.4%1.72
Crabel Capital MgmtCrabel Multi-Product 1.5X AA-1.5%5.8%1.72
Man AHLAHL Diversified-6.8%14.7%1.6
Man AHLAHL Diversified Guernsey-6.9%14.7%1.6
Quest PartnersAlphaQuest Original-4.7%9.9%1.44
Graham Capital Mgmt LPK4D-10V-2.4%18.0%1.33
Quantitative Investment ManagementGlobal Program-1.6%-9.0%1.28
BH-DG Systematic TradingBH-DG Systematic Trading Fund-5.0%8.9%1.18
Cantab Capital PartnersCCP Quant Fund Aristarchus-1.8%38.7%1.11
ROW Asset ManagementDiversified Program-4.3%6.3%1.02
Blue Diamond Asset ManagementBlue Diamond Non-Directional Strategy2.0%4.0%0.92
Crabel Capital MgmtCrabel Advanced Trend-4.6%12.3%0.86
Episteme Capital PartnersSystematic Quest-1.9%16.0%0.86
SEB GroupAsset Selection-3.2%5.5%0.86
LGT Capital PartnersLGT Crown Managed Futures-2.6%5.6%0.75
Fort LPGlobal Diversified-2.9%18.6%0.73
Abbey CapitalAbbey Capital Futures Strategy-3.7%10.9%0.71
Rhicon Currency Management PteStrategic Prog-0.4%-4.7%0.61
Dunn Capital ManagementWorld Monetary-9.3%24.3%0.59
Transtrend BVStandard Risk-3.3%6.8%0.56
Welton Investment PartnersGlobal Directional Portfolio-5.4%10.4%0.54
Ramsey Quantitative SystemsRQSI GAA Systematic Global Macro Fund2.3%11.5%0.53
Quantica Capital AGManaged Futures Program-0.7%27.7%0.52
Dunn Capital ManagementWorld Monetary Institutional-5.6%10.5%0.44
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS A-3.8%10.6%0.43
Dunn Capital ManagementDUNN WMA Institutional (ML Capital) UCITS B-3.9%11.3%0.43
Metori Capital ManagementEpsilon Managed Futures (Lyxor)-3.3%29.9%0.43
GCI Asset ManagementGCI Systematic Macro Strategy-1.1%8.9%0.43
Winton Capital ManagementWinton Futures Fund (Lyxor)-1.0%13.6%0.42
Metori Capital ManagementEpsilon Global Trend (Lyxor)-1.1%18.8%0.41
Campbell & CompanyCore Trend w/ Dynamic Risk Targeting-3.5%15.8%0.41
Greenwave Capital ManagementFlagship Plus-1.7%-3.2%0.39
Greenwave Capital ManagementFlagship Plus 2X-3.5%-6.6%0.39
ROW Asset ManagementDiversified 2X-8.6%13.0%0.38
SCT Capital ManagementAdaptive Quant Trading-1.1%5.3%0.38
Tiber CapitalTiber Diversified Prog-3.4%-8.2%0.37
Global Sigma GroupPlus Program0.9%5.5%0.37
KeyQuant SASKey Trends 15 Composite-4.6%18.2%0.36
Tudor Investment CorpTudor Momentum Fund Ltd.-2.9%12.3%0.36
Campbell & CompanyAbsolute Return Portfolio-1.2%18.4%0.35
Crabel Capital MgmtCrabel Gemini-1.5%5.8%0.34
Kaiser Trading GroupKaiser Trading Group Pty. Ltd.-6.0%13.5%0.33
Winton Capital ManagementWinton Futures Fund-2.7%4.8%0.33
Trigon Investment AdvisorsDiscretionary Macro0.5%-4.5%0.3
Gresham Investment ManagementG Plus Fund LLC1.6%9.2%0.3
Millburn Ridegfield CorporationCommodity Program-0.3%2.3%0.29
First Quadrant LPEssential Beta0.3%18.3%0.29
Lynx Asset ManagementLynx 1.5x-6.8%37.6%0.28
Mondiale Asset ManagementLeveraged Trading Proram0.1%0.3%0.27
Fort LPGlobal Trend-4.9%15.2%0.25
Fulcrum Asset ManagementMulti Asset Trend Fund A-USD-2.9%9.8%0.25
Equinox Fund ManagementMutualHedge Futures Strategy-2.2%14.8%0.25
Eagle Trading SystemsEagle Global-2.6%11.6%0.25
dormouse LimitedDormouse Futures Program0.7%12.3%0.25
Eagle Trading SystemsEagle Global Financials-2.6%11.6%0.23
Welton Investment PartnersWelton Trend Program-3.5%10.7%0.22
Greenwave Capital ManagementFlagship Plus (lag)-1.7%-3.2%0.21
Revolution Capital ManagementGlobal Alpha Program-4.0%13.9%0.2
EMC Capital AdvisorsAlpha Program-2.7%12.6%0.19
Drury CapitalDiversified Trend-Following Program-6.8%5.5%0.18
Polar Star ManagementPolar Star Fund0.9%3.2%0.17
Transtrend BVTulip Trend Fund-10.5%8.3%0.16
Alder CapitalAlder Global 200.1%-5.3%0.16
Efficient Capital ManagementEfficient Diversified Fund – Alpha III-2.2%17.7%0.16
Goldman ManagementNavigator Fund1.2%15.1%0.16
Independent VIew BVIV Quantitative Futures Fund1.8%8.3%0.14
Cambridge Strategy (Asset Mgmt )Global Emerging Markets Alpha Programme2.8%18.1%0.14
Revolution Capital ManagementMosaic Institutional Program-6.0%5.4%0.13
Tianyou Asset ManagementTianyou Fund1.7%12.5%0.13
Eckhardt Trading CompanyEvolution Strategy-6.2%-1.5%0.12
IPM Informed Portfolio ManagementIPM Systematic Currency3.0%9.0%0.12
Metolius CapitalDiversified Master Fund-4.2%-3.6%0.12
Mulvaney Capital ManagementGlobal Diversified Program-23.0%-6.3%0.11
Estlander & PartnersAlpha Trend-5.6%4.6%0.11
AquantumCommodity Spread-6.2%-11.5%0.11
Vivienne InvestissementOuessant UCITS A-0.4%12.9%0.11


Categories: NilssonHedge

Leave a Reply

Please log in using one of these methods to post your comment:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: