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CTAs studsar tillbaka i oktober

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Stockholm (HedgeNordic.com) – Efter ett svagt tredje kvartal verkar CTAs vinna tillbaka förlorad terräng under oktober månad. Enligt preliminär data från BarclayHedge var Barclay BTOP50, som reflekterar industrins största namn, upp 1.4% under månaden per den 29 oktober.

Även bland de nordiska CTA-förvaltarna verkar tongångarna varit positiva under månaden. Brummer Lynx var upp dryga 4% per 29 oktober, motsvarande siffra för SEB Asset Selection var +1.9%. Bland de mindre nordiska Managed Futures programmen var Alfa Commodity Fund upp dryga 2% vid månadens slut medan Ålandsbanken Commodity Fund adderade 0.4%. Spektrum var ned 1.1%, vilket potentiellt kan förklaras av att fonden inte handlar aktier med momentum-modeller. Aktier var den tillgångsklass som uppvisade starkast trender under månaden.

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Jonathan Furelid
Jonathan Furelid
Jonathan Furelid is editor and hedge fund analyst at HedgeNordic. Having a background allocating institutional portfolios of systematic strategies at CTA-specialist RPM Risk & Portfolio Management, Mr. Furelid’s focus areas include sytematic macro and CTAs. Jonathan can be reached at: jonathan@hedgenordic.com

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