- Advertisement -

Related

IPM’s Macro Strategy Named Best Among Large Players

- Advertisement -

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)!

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

Our newsletter is sent once a week, every Friday.

Eugeniu Guzun
Eugeniu Guzun
Eugeniu Guzun serves as a data analyst responsible for maintaining and gatekeeping the Nordic Hedge Index, and as a journalist covering the Nordic hedge fund industry for HedgeNordic. Eugeniu completed his Master’s degree at the Stockholm School of Economics in 2018. Write to Eugeniu Guzun at eugene@hedgenordic.com

Latest Articles

The Hidden Beta in LLM Recommendations

By Victor Brassart and Dan Edelstein at Hafnium: As LLMs become useful in coding, copywriting, and even mathematics, it is natural to ask whether...

Edge Hunting Across Eras

“I have always looked for an advantage or an edge in markets, and I still do,” says Peter Warren. Over more than four decades...

Finding Alpha: Strategy vs. Manager Selection. What Actually Drives Returns?

By Alexander Mende and Per Ivarsson at RPM Risk & Portfolio Management AB: For many investors, manager selection ultimately comes down to intuition, whether...

Dispersion – High or Low? It Depends

By Linus Nilsson at NilssonHedge: Dispersion matters. If dispersion is high, there are two strategies for a fund selector. The first is to try...

Horse Racing and Maretocracy

By Thomas Babbedge at GreshamQuant: I first went to the Exeter Racecourse when I was thirteen years old with the girl next-door. I don't remember where...

Systematic Strategies 2026

HedgeNordic’s Systematic Strategies & Quant Trading report explores how systematic investing continues to evolve in an increasingly complex, data-driven, and rapidly changing market environment....

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -