IPM’s Macro Strategy Named Best Among Large Players

Stockholm (HedgeNordic) – IPM Systematic Macro Fund received the title of the “5-year best large cap CTA” at the 2019 Managed Futures Pinnacle Awards last week, beating Bridgewater Associates’ Pure Alpha Fund I and Man AHL’s AHL Dimension in this award category. Presented by CME Group and BarclayHedge, the Managed Futures Pinnacle Awards recognizes excellence in the managed futures space.

“Proud to receive this recognition given the challenging investing environment over the last five years,” says Serge Houles, Head of Client Portfolio Management at IPM, on this achievement. “Thank you BarclayHegde, CME and above all, investors, for granting us this award,” he adds.

With $5.4 billion in assets under management, the IPM Systematic Macro Strategy is the flagship strategy of Stockholm-based systematic asset manager Informed Portfolio Management (IPM). The fund’s A share class included in the Nordic Hedge Index delivered an annualized return of six percent in the past five years through the end of 2018, a challenging period for most players in the managed futures space. Although the IPM Systematic Macro Strategy is systematic and fundamental and not based on trends typical CTAs seek to exploit, the strategy is often grouped into broader CTA indices because it uses similar instruments and also because IPM is registered as a CTA.

The NHX CTA, of which IPM Systematic Macro Fund is a member, delivered an annualized return of 1.2 percent in the previous five years. The SG CTA Index, which reflects the performance of a pool of CTAs selected from the largest managers, gained 1.6 percent per year on average over the same period. IPM Systematic Macro Fund and two other members of the Nordic Hedge Index are constituents of the 20-member SG CTA Index.


Congratulations Informed Portfolio Management (IPM)!


About Author

Eugeniu Guzun serves as a data analyst responsible for maintaining and gatekeeping the Nordic Hedge Index (NHX), as well as being a novice columnist covering the Nordic hedge fund industry for HedgeNordic. Prior to joining HedgeNordic, Eugeniu had served as a columnist for a U.S. journal covering insider trading activity, activist campaigns and hedge fund moves. Eugeniu completed his Master’s degree at the Stockholm School of Economics in 2018.

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