Kettera Strategies Heat Map - July 2024
It was a challenging month for most trend following programs, as July was peppered with surprise developments
Hedge Funds - Managed Futures
Hedge Funds - Managed Futures
AlphaWeek's coverage of the managed futures space
Strong First Half for Managed Futures Hedge Funds but Investors Yet To Return Significantly
Through the end of May, the average return was +9.86% according to Nasdaq eVestment, but $2.05bn of assets have left the space this year so far
Kettera Strategies Heat Map - June 2024
Longer-term trend programs finished the month mixed, although with more negatives than positives - pulling this strategy bucket down into negative territory
Kettera Strategies Heat Map - May 2024
It appears that nearly all types of quantitative (or “model based”) macro programs had a difficult month in May
Kettera Strategies Heat Map - April 2024
Discretionary global macro managers generally performed well in April. Those programs that generated outsized gains appeared to have done so in commodities and currencies
Kettera Strategies Heat Map - March 2024
Long-term systematic trend followers had a profitable March with several notable “risk-on” market trends driving performance
Kettera Strategies Heat Map - February 2024
February was an extremely profitable month for many, if not most, long-term trend programs
Kettera Strategies Heat Map - January 2024
FX programs were all over the map last month. The consensus view by traders of US dollar weakness coming into January turned out to be misguided
Kettera Strategies Heat Map - December 2023
Discretionary Global Macro performance was positive in December, although there was wide dispersion between the best and worst performers
Kettera Strategies Heat Map - November 2023
Long term trend followers had a difficult month with the reversal of several long-standing trends simultaneously
Kettera Strategies Heat Map - September 2023
Long-term trend followers had a nicely positive month, driven by a few rather strong trends
Kettera Strategies Heat Map - August 2023
August was a tricky month for trend-based systems, where several prevailing trends reversed mid-month and proved difficult for such programs
Managed Futures Back in Vogue for Investors in July
$2.08bn added to managed futures category a rare bright spot as investors withdraw $5.6bn overall
Kettera Strategies Heat Map - July 2023
Trend programs were generally unprofitable in July, with most programs struggling in fixed income and currencies
Managed Futures Has Difficult First Half But Optimism Abounds for H2
Investors that have either come back into the space, or added to existing exposure, may have bought at just the right time
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