Based on a limited sample of Hedge Fund that we capture, we present the hit parade for March 2020. We note that there is large dispersion and that some strategies have done exceptionally well throughout the turbulence that was prevalent throughout March. QCAM and QTS had multiple programs on the best performing funds.
|Purple Valley Capital – Diversified Trend 1||56%|
|QCAM Currency Asset Management AG – Systematic Intelligence Vol 30||55%|
|Glenhaven Capital – Glenhaven Global II||53%|
|QTS Capital Management – Chimera||45%|
|QTS Capital Management – Tail Reaper||45%|
|WG Wealth Guardian – QT Program||36%|
|ABR – Dynamic Blend Equity & Volatil||35%|
|QCAM Currency Asset Management AG – Systematic Intelligence Vol 20||33%|
|Covenant Capital Management – Total Volatility Program||32%|
|Mulvaney Capital Management – Global Diversified Program||31%|
|ACR – Multi-Strategy Quality Ret (MQR)||-21%|
|ecamos Capital AG – ecamos Core Strategy 2X||-21%|
|Probabilities – Probabilities||-22%|
|Nykredit Asset Management – Nykredit EVIRA Hedge Fund||-23%|
|Formuepleje Fund Management – Formuepleje Penta||-24%|
|Caldwell & Orkin – Caldwell & Orkin – Gator Capital L/S||-25%|
|Algebris – Financial Equity Fund||-31%|
|Matisse – Matisse Discounted Cl-End Fd Strat||-31%|
|Algebris – Quant Arbitrage||-49%|
|RMB Mendon – Mendon Financial Long/Short||-57%|
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