- Advertisement -

Related

A different approach to trend following

- Advertisement -

Stockholm (HedgeNordic-Teaser) – Vienna-based CTA, SMN, has been running their SMN Diversified Futures Fund for close to 20 years. Continued research along the way has resulted in a trend following approach that uses a core momentum strategy with a risk overlay that ensures robustness and drawdown control. The approach has generated above industry returns and had the manager nominated for best CTA below 500 MUSD at this year’s EuroHedge Awards as already the year before.

With its roots in the Austrian asset management industry and with clients being primarily local institutions, insurance companies, pension funds, wealth managers and banks, SMN has been a somewhat unknown player in the global Managed Futures space. Despite being one of the pioneers within the Managed Futures industry, only a fraction of the assets is from investors outside the home market.

After the launch of a new share class,”i14”, which carries a lower fee compared to the original program, SMN are now looking to tap into the international pool of CTA investors.

You can read the full article on pages 26-28 in the Special Report on CTA & Macro Strategies 2016.

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

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

Latest Articles

Equity Strategies Lead as Hedge Funds Deliver Strong First Half

Global hedge funds extended their winning streak in June, posting a third consecutive monthly gain and completing their strongest first half of the year...

Healthcare Rally Fuels Rhenman Healthcare Equity L/S

After two strong months for broader equity markets in April and May, investors took a breather in June. The healthcare sector, however, bucked the...

BlackRock Unveils Tactical Opportunities Plus for Macro Alpha

BlackRock has launched the BSF Tactical Opportunities Plus Fund, a new liquid alternatives UCITS strategy designed to meet growing investor demand for macro strategies...

Stronger Dollar Offsets Challenging Trend-Following Environment

The NHX CTA Index, tracking Nordic managers employing managed futures, trend-following, and systematic macro strategies, gained 0.6 percent in June, lifting its return for...

Meriti Launches Smart Ränta as Alternative to Bank Savings

A year after fixed-income boutique Carlsson Norén Asset Management and its investment team joined Meriti Capital, the Swedish asset manager is expanding its fixed-income...

Simplicity to Acquire Norron’s Fund Management Business

Varberg-headquartered asset manager Simplicity AB has agreed to acquire Norron’s fund management business, taking over the management of the five UCITS funds that comprise...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -