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Best’n’Worst September 2023

The time has come for our monthly performance update. For Trend-following strategies, September 2023 was a strong month and brought many managers back to positive numbers for the year. With close to 90% of the managers reporting data for September, we can now provide a near-definitive list of the best and worst-performing strategies for September 2023.

Managers Updated For September

Feel free to explore the additional ranking lists through he links provided below.

 

CTA

Vigo Capital : Fund : 48.55% [0.12]<br> P/E Investments : Liquidity Strategy : 16.40% [177.00]<br> Lynx Asset Management : Lynx 1.5x : 11.48% [7667.00]<br> Quantica Capital AG : Managed Futures Program 2x : 11.40% [45.00]<br> Moddco Capital Associates : MCA : 9.98% [0.10]<br> WG Wealth Guardian : Strategic Enhanced Sp500 : -7.98% [0.15]<br> AG Capital Investments : Discretionary Global Macro : -8.75% [104.20]<br> Quantitative Investment Management : Global Program 3x : -9.10% [116.69]<br> ESI : Macro LS : -12.35% [0.90]<br> Trident Capital Management : Global Macro Enhanced : -19.69% [81.00]<br> >

Mulvaney Capital Management : Global Diversified Program : 6.24% [312.00]<br> Soaring Pelican : Overnight Advantage : -7.81% [0.90]<br> P/E Investments : Liquidity Strategy : 16.40% [177.00]<br> Polar Star Management : Polar Star Spectrum Fund Limited : -0.24% [98.40]<br> ABR : Enhanced Short Volatility : -6.87% [2.24]<br> Superfund Capital Management : Green Gold 1.5x : -4.20% [5.91]<br> Superfund Capital Management : Green SPC 2x : 1.59% [1.55]<br> ESI : Macro LS : -12.35% [0.90]<br> GT Capital CTA : Dynamic Trading : 1.99% [0.17]<br> Vigo Capital : Fund : 48.55% [0.12]<br> >


To explore the full list of CTAs and their rankings, including dynamic updates as new data becomes available, we invite you to visit our website at the Link provided. 

Market Neutral

AQR Capital Management : Equity Market Neutral : 5.86% [0.00]<br> RAM : Long Short European : 4.70% [129.74]<br> Vanguard : Vanguard Market Neutral : 4.49% [0.00]<br> Leibniz Group : Emotion : 3.86% [0.00]<br> RAM : Long Short Global : 3.61% [18.53]<br> Westwood : Westwood Market Neutral Income Instl : -1.07% [0.00]<br> BNP Theam : Quant Dispersion US : -1.27% [104.85]<br> Seven : Fortress Fund : -1.37% [1.93]<br> ECO Advisors : ESG Absolute Return : -1.76% [159.00]<br> Wellington : Climate Market Neutral : -3.25% [28.89]<br> >

Leibniz Group : Dislocation : 3.01% [0.00]<br> AQR Capital Management : Equity Market Neutral : 5.86% [0.00]<br> Blackrock : Asia-Pacific Diversified : -0.23% [39.16]<br> Zest : North America Pairs Trading : 0.42% [38.42]<br> Gondor Capital : Gondor Partners Ltd : 0.75% [10.50]<br> MarshallWace : Systematic Alpha Market Neutral : 1.88% [955.33]<br> Aphilion : Aphilion SIF : -0.67% [29.50]<br> QQM Fund Management : QQM Equity Hedge : 2.03% [63.90]<br> LGT Capital Partners : LGT Sustainable Equity Market : -0.64% [89.49]<br> Wellington : Climate Market Neutral : -3.25% [28.89]<br> >

To explore our extensive list of Market Neutral funds and their dynamic rankings, we invite you to visit our website at the link provided here. 

Equity Long/Short

Pensum Asset Management : Global Opportunities : 9.28% [14.80]<br> Ennismore : Global Equity Fund : 4.87% [96.03]<br> AQR Capital Management : Long-Short Equity : 4.06% [0.00]<br> LF Brook : Absolute Return : 3.98% [464.66]<br> Fenrir : Fenrir Fund : 3.73% [2147.48]<br> Prior & Nilsson Fond och Kapitalforvaltning : PriorNilsson Fastighet : -6.47% [1.90]<br> Toews : Toews Tactical Defensive Alpha : -6.79% [0.00]<br> Thames : Absolute Return : -9.90% [114.00]<br> Accendo Capital : Accendo Capital : -11.35% [169.20]<br> BNP : Environmental Absolute Return : -13.02% [31.92]<br> >

HELSINKI CAPITAL PARTNERS : HCP Focus Fund : -4.36% [10.80]<br> Oslo Asset Management : AAM Absolute Return Fund : 2.68% [173.00]<br> RiverPark : RiverPark Long/Short Opportunity : -4.27% [0.00]<br> Incline : Global Long Short : -3.95% [9.51]<br> Pareto Asset Management AS : Pareto Total : -3.30% [828.00]<br> Finlabo : Dynamic US Equity : 0.66% [3.73]<br> Norron : Norron Select : -1.24% [47.10]<br> BNP : Environmental Absolute Return : -13.02% [31.92]<br> Disciplined Alpha : U.S. Long Short : 1.44% [4.47]<br> Accendo Capital : Accendo Capital : -11.35% [169.20]<br> >

To explore our extensive Equity Long/Short list, with dynamic rankings, please see Link

Event Driven

Driehaus : Event Driven : 2.22% [0.00]<br> Burren : Global Arbitrage (ML) : 2.08% [8.84]<br> PrivilEdge : Amber Event Europe : 1.91% [137.56]<br> Alpine : Merger Arbitrage : 1.77% [195.07]<br> UBS : Event Driven : 1.29% [271.20]<br> CIAM : Satellite Event Driven : -2.74% [12.08]<br> Gabelli : Mergers & Acquisitions : -3.93% [0.00]<br> Portland : Hill Catalyst Driven : -4.25% [16.81]<br> Third Point : Third Point : -4.67% [0.00]<br> Neuberger Berman : Distressed Debt Extended Life Shares : -10.76% [0.00]<br> >


Neuberger Berman : Distressed Debt Extended Life Shares : -10.76% [0.00]<br> Hadron : Alpha Select : -1.14% [7.18]<br> RBC GAM : BlueBay Event Driven Credit Fund (EDCF) : 0.85% [110.18]<br> Portland : Hill Catalyst Driven : -4.25% [16.81]<br> Driehaus : Event Driven : 2.22% [0.00]<br> Cheyne : Cheyne Arbitrage (U Access) : 0.48% [36.63]<br> Oceanwood : Opportunities : -1.65% [127.99]<br> Neuberger Berman : Distressed Debt Global Shares : 0.00% [0.00]<br> Third Point : Third Point : -4.67% [0.00]<br> Abrax : Merger Arbitrage : -0.02% [17.54]<br> >

To explore our extensive Event-Driven list, with dynamic rankings, please see Link

Fixed Income

CQS : New City High Yield Fund : 11.92% [0.00]<br> GCP : Asset Backed Income : 6.59% [0.00]<br> CABA Capital : CABA Flex : 4.79% [26.00]<br> Nordea Asset Management : Nordic Rates Opportunity : 4.42% [84.00]<br> Capital Four Management : Capital Four Structured Credit Opportunities Fund : 3.62% [112.80]<br> GAM International Management : Star Emerging Market : -3.67% [82.47]<br> Stadion : Trilogy Alternative Return : -3.79% [0.00]<br> Legg Mason : Brandywine Global Fixed Income Absolute Return : -4.20% [361.60]<br> Numen : Credit (HI) : -4.35% [119.79]<br> Legg Mason : Western Asset Macro Opp : -6.72% [1246.88]<br> >

Fair Oaks Capital : Income : -1.85% [0.00]<br> Capital Four Management : Capital Four Structured Credit Opportunities Fund : 3.62% [112.80]<br> Danske Bank Asset Management : Danske Invest Fixed Income Global Value : 0.49% [884.40]<br> RBC GAM : BlueBay Global Securitized Credit Opportunities Fund (CSCOF) : 1.15% [48.42]<br> Danske Bank Asset Management : Danske Invest Fixed Income Relative Value : 1.91% [436.60]<br> Nordea Asset Management : European Rates Opportunity : 1.14% [344.40]<br> Marble Point : Loan Financing : 0.00% [0.00]<br> VPC : Specialty Lending Investments : -1.82% [0.00]<br> GCP : Asset Backed Income : 6.59% [0.00]<br> Highbridge : Credit Fund : 0.00% [0.00]<br> >

To explore our extensive Fixed Income list, with dynamic rankings, please see Link

Risk Premia

AQR Capital Management : Style Premia Alternative : 8.60% [0.00]<br> AQR Capital Management : Alternative Risk Premia : 7.03% [0.00]<br> BNP Theam : Quant Equity : 6.28% [17.47]<br> AQR Capital Management : Style Premia : 6.00% [342.88]<br> Allianz Global Investors : Multi Asset Risk Premia : 4.45% [65.70]<br> Nordea Asset Management : Nordea 1 Alpha 10 MA Fund : -1.35% [5442.00]<br> Lumyna : Merrill Lynch MCLX : -2.12% [251.35]<br> Nordea Asset Management : Nordea 1 Alpha 15 MA Fund : -2.19% [5325.60]<br> Neuberger Berman : US Equity Put Write : -2.54% [535.08]<br> Catalyst Funds : Systematic Alpha : -2.64% [0.00]<br> >

AQR Capital Management : Style Premia Alternative : 8.60% [0.00]<br> Catalyst Funds : Systematic Alpha : -2.64% [0.00]<br> AQR Capital Management : Style Premia : 6.00% [342.88]<br> AQR Capital Management : Alternative Risk Premia : 7.03% [0.00]<br> Blackrock : Style Advantage : 1.76% [96.98]<br> Fortem Capital : Alternative Growth : 0.77% [42.60]<br> Nordea Asset Management : Nordea 1 Alpha 10 MA Fund : -1.35% [5442.00]<br> Credit Suisse Multialternative : Credit Suisse Multialternative : 0.72% [0.00]<br> Lumyna : Merrill Lynch MCLX : -2.12% [251.35]<br> Nordea Asset Management : Nordea 1 Alpha 15 MA Fund : -2.19% [5325.60]<br> >

Crypto

DeFi Core : DeFi Core : 18.66% [0.00]<br> BitcoinTradingStrategy : BITCOINTRADINGSTRATEGY : 12.98% [0.00]<br> Fenerator Com : FENERATORCRYPTO : 12.83% [0.00]<br> Principles Karlheinz Niebuhr Funk : PRINCIPLES : 11.88% [0.00]<br> Bituni Network : BITUNINETWORK1 : 11.88% [0.00]<br> ANB Investments US : Full Strategy Fund : -7.29% [15.00]<br> napfton : NAPFTON : -8.31% [0.00]<br> Jan Sander Tabak : GRAZZP GRAZZP : -8.40% [0.00]<br> AbacusBlock Index : ABACUSBLOCK : -8.40% [0.00]<br> Sustainable Profit Strategy : LUCKYMAN : -21.67% [0.00]<br> >

TheCryptoOwl Strategy : THECRYPTOOWL : 9.58% [0.00]<br> Hole in One Josch : 554BC485571344C890D16DC3BE4460 : 6.20% [0.00]<br> Magnus Core : MAGNUSCORE : 1.58% [0.00]<br> Princess : BOSTI22 : 7.59% [0.00]<br> Crush : CCC Crush Crypto Core : 8.08% [0.00]<br> GAMECHANGER FUND : GMFUND GAMECHANGER FUND : -0.26% [0.00]<br> INVESTMOX : INVESTMOXROLLERCOASTER INVESTMOX Rollercoaster : -2.02% [0.00]<br> Sustainable Crypto Selection : SCS Sustainable Crypto Selection : 1.44% [0.00]<br> Low Fees Top Fundamentals : Low Fees Top Fundamentals : -0.09% [0.00]<br> PlainText : Master Fund : -7.22% [0.00]<br> >

To explore our extensive Crypto Strategy list, with dynamic rankings, please see Link

Past performance is not indicative of future results.

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