- 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

Mixed March for Managed Futures

A sharp escalation in geopolitical tensions set the tone for March, as the US and Israel’s attacks on Iran triggered significant cross-asset volatility. In...

Stop Making Room for Managed Futures

By Corey Hoffstein, Co-Founder, CEO and CIO at Newfound Research: The case for managed futures as a portfolio diversifier is well established. During the...

Othania Positions Trend-Following at the Core of Multi-Asset Portfolios

Not many investors in the Nordics explicitly allocate to trend-following strategies, yet those who do often regard them as an essential building block in...

Muddling Through the Mess: Managed Futures ETFs

By Alexander Mende and Per Ivarsson at RPM Risk & Portfolio Management: Traditionally, Managed Futures (MF) strategies have been limited to hedge funds known...

There Can Only Be One

By Linus Nilsson of NilssonHedge: In the beginning, CTAs were a cottage industry, focusing on HNW, seeking outsized returns, and deploying notionally funded managed...

SMA Capital Drives Protean Select to Lower Capacity Limit

Since launching Protean Select as an opportunistic long/short equity hedge fund in 2022, Pontus Dackmo and his team have emphasized a clear priority: returns...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -