CTA database
Summary:
Equity markets took a dive at the start of August, affecting systematic strategies. A webinar is announced for marketing strategies to investors. Trend-following strategies face challenges and struggle to generate returns since April. Other strategies show varying performance. Increased volatility affects risk exposure and bet sizing. Fixed income shifts to a long position, potentially providing more tail protection.
The first quarter of 2024 showed solid performance for liquid alternatives. CTAs led with a 7.1% quarterly result, driven by equity longs and Cocoa’s breakout. Crypto managers had a stellar quarter, especially with the rise of Bitcoin ETFs. Equity long/short strategies benefited from strong equity market trends, while Market Neutral strategies remained consistently stable. Event Driven strategies showed a small pickup in activity.
We have collected returns for 85% of the funds that are expected to report for June 2023 and we are proud to present our “hit… Read More »Best’n’Worst – June 2023
March turned out to be an exciting month, but ultimately it was much ado about nothing. Except for some Macro funds that had a strong… Read More »Flash Report March 2023
With some 1,600 strategies, we note that the events unfolding in Ukraine have had a limited impact on Hedge Funds returns. For February, we note… Read More »Database Update – 1600+ Funds
The database has been updated. 787 managers, 1338 program are reporting to the database. As of this weekly update, 696 programs had reported returns for… Read More »Database updated
A common feature for most business cards collections in the hedge fund space is that the letter A in the Rolodex takes up a disproportional… Read More »Naming your CTA – Start with an A?
Approximately 2% of all CTAs stops reporting per month, mostly due to poor returns or due to being unable to raise assets. Year-to-date, we estimate… Read More »Attrition Rate in the CTA space
You must be logged in to post a comment.