Mon, Apr 24, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

May’s market dramas suit Conquest Capital’s investment approach

Thursday, June 07, 2012

Beverly Chandler, Opalesque London: The $755m investment firm Conquest Capital Group has reported returns for the $612m Conquest Macro of 14.95% in May while the $136m Conquest Managed Futures Select returned 12.59% over the month. The figures gave the Macro fund a year to date return of a loss of 2.96% and the Managed Futures Select fund now stands at a gain of 5.72%. Rolling five year returns for the two funds show Macro at 56.65% and Managed Futures Select at 44.75%.

In a monthly fund report an investor forwarded to Opalesque, Conquest’s Mark H Malek commented that in terms of Conquest Macro’s performance, it generated gains trading each of its asset classes, with foreign exchange proving the most lucrative. Malek also reported that the program realised significant profits in fixed-income and equities.

"This broad-based fund appreciation stemmed from a concerted and uniform change in sentiment, wherein investors sold equities and Euros while purchasing fixed-income securities. These moves proved favorable for the short-term long-volatility and short-term trend-following models. The program saw smaller gains in physical commodities, with the momentum models' participation in dollar appreciation offset by losses in the risk capture sub-strategy" Malek wrote.

For Conquest, their short-term long-volatility models were by far the most successful in May, benefiting from the rapid and violent expansion in volatility from previously-oversold levels. "......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - Hedge fund Ecofin says EDP bid for renewable energy unit 'egregiously low', Asia CIOs say "non" to Europe, Billionaire Mike Novogratz says he has 10% of his money in Bitcoin and Ether[more]

    Hedge fund Ecofin says EDP bid for renewable energy unit 'egregiously low' From Reuters.com: London hedge fund firm Ecofin said an offer from Portugal's largest company EDP to buy 22.47 percent of subsidiary EDP Renovaveis "significantly undervalues" the company, in a letter to EDPR's bo

  2. Alternative asset firm YieldStreet surpasses $100m of loans funded in less than 8 quarters[more]

    Komfie Manalo, Opalesque Asia: Alternative asset investment platform YieldStreet reported that it has surpassed $100m in loans funded in less than eight quarters from accredited investors and single family offices. YieldStreet was founded by Milind Mehere and Michael Weisz. In a

  3. Investing - Investor appetite for high-growth IPOs to be tested, Apollo boosts fund's stock allowance for 'diamonds in the rough', Hedge funds uncertain over outlook for Hargreaves Lansdown[more]

    Investor appetite for high-growth IPOs to be tested From FT.com: The US listings market is poised for a busy week with deals that will test investors' appetite for high-growth - but lossmaking - companies. Eight new listings are scheduled for this week, the most since October of 2016,

  4. Aris Wealth' quant indices fare well[more]

    Benedicte Gravrand, Opalesque Geneva: Last year, Geneva-based Aris Wealth Management launched indices sponsored by Societe Generale Corporate & Investment Banking. These indices replic

  5. Opalesque Exclusive: Gold Sail diversifies into PE and real estate[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: The five Purdue University students who set up a hedge fund last year have become four and have diversified int