Based on a larger subset of funds, we present a larger selection of the best and worst funds for March. On the upside, we see a number of volatility driven strategies, while the downside is dominated by strategies that are to some extent liquidity driven. We have captured approximately 74% of the funds for March.
World Cup Advisor – Michael Cook Nexus | 101% |
McMillan Asset Management – Volatility Capture Program | 77% |
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% |
World Cup Advisor – Paige Williams Day Trader | 43% |
Tomas Capital Pty – The GCAF Program | 38% |
WG Wealth Guardian – QT Program | 36% |
Matisse – Matisse Discounted Cl-End Fd Strat | -29% |
World Cup Advisor – Eduardo Ramos Volatility Cycles | -30% |
Algebris – Financial Equity Fund | -31% |
Hornsby & Company – Sadanand Kalasabail Advait | -35% |
H2O – Global LS | -36% |
Symmetry Invest – Symmetry Invest AS | -37% |
H2O – Allegro | -45% |
Algebris – Quant Arbitrage | -49% |
RMB Mendon – Mendon Financial Long/Short | -57% |
H2O – Vivace | -64% |
