As highlighted earlier, there is large dispersion for CTAs throughout March. Some programs have done exceptionally well, others have returns that are (probably) below expectations. For larger managers, we note that there is dispersion and that “old school” trend only programs seem to have done better. On the positive side, CTAs look to have delivered … Continue reading Early Estimates March 2020
A summary of the best and worst performing funds for 2020, based on collected data as the end of February. March will bring a slew of interesting numbers for sure. Cyber Capital BV – Cyber Capital Fund A 78% World Cup Advisor – Michael Cook Nexus 63% Solidum Capital – Solidum Actio 49% 3iQ Corp … Continue reading Top 10/Bottom 10 YTD 2020
While March numbers will probably trump any returns that were generated in February, we are now able to present a somewhat delay top 10/bottom 10 list for February. As usual, there is a mix of strategies and managers. Stay diversified. Orion Capital Advisors – Beta Opportunity Strategy 25% Tomas Capital Pty – The GCAF Program … Continue reading Top 10 / Bottom 10 February 2020
The Database contains 1796 different managers, representing 3579 different investment strategies.For the current reporting month, 1722 managers have reported returns. For the prior month, we have 1875 live managers.In total, the database contains 25578 years of manager data.
A quick check on the performance for CTA/Macro strategies. It seems as we are witnessing large dispersion across the field. More to follow as we are getting closer to the end of March. Some of the classic names have to done great and delivered strong offsetting returns. Some have not been able to catch the … Continue reading March Intra-Month Results for CTAs
The Database contains 1561 different managers, representing 2860 different investment strategies. For the current reporting month, 1004 managers have reported returns. For the prior month, we have 1178 live managers. In total, the database contains 21606 years of manager data.