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Stark återhämtning för Lynx

Report: Alternative Fixed Income

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Stockholm (HedgeNordic.com) – Efter att under augusti månad noterat en ny max drawdown (se artikel här) så har Managed Futures fonden Lynx, som så många gånger förr, stått för en imponerande återhämtning under de senaste två månaderna. I november noterades en uppgång på 5.32% vilket följer på en uppgång i oktober på motsvarande 4.71%. För helåret är fonden nu upp 8.55%.

De mest vinstgivande positionerna under november var korta positioner i den australiensiska dollarn och den japanska yenen mot us dollarn. Långa positioner i aktieindex bidrog också till den starka avkastningen. Energipositioner hade däremot ett negativt resultatbidrag. Sett över de olika modellgrupper som Lynx handlar så var intermarket- och trendmodellerna de mest vinstgivande. Contrarian modeller var negativa på månaden medan short-term modellerna bidrog svagt positivt till resultatet.

 

Bild: (c) shutterstock—Terry Chan

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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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