Tue, Mar 3, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Rotella Molinero quant fund up 6.25% in July (+13.61% YTD) as short term strategies did 'particularly well’

Tuesday, August 28, 2012

From Komfie Manalo, Opalesque Asia:

Rotella Molinero LLC, a joint venture formed by Rotella Capital Management Inc. and Molinero Capital Management LLP, reported that its Rotella Molinero MultiQuant Futures Fund LLC was up 13.61% year-to-date as at end July (and up 6.25% in July) despite experiencing a continuation of the so-called "risk on/risk off" market environment during the month.

The HFRX Macro Systematic Diversified CTA Index gained +3.23% in July. It declined by -0.68% through mid-August (-1.54% YTD) on mixed performance and trend reversals across commodity, fixed income and currency exposures.

In its monthly communication to investors, Rotella Molinero said "Most sectors and sub-sectors contributed positively to the performance with one exception, commodities and more particularly metals. The report added that short term strategies had done particularly well by taking advantage of the month's sideway moves and the long bonds exposure profited across all maturities due to weakening interest rates.

"Despite V shapes and sometimes W shapes moves in equities, strategies in our portfolio, were able to take advantage in various ways of the intra-month whipsaws o......................

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 - Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched, Myriad hedge fund sold bulk of its Alibaba stake last year[more]

    Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched From Valuewalk.com: As hedge fund manager Seth Klarman, leader of the $28 billion Baupost Group, reviews 2014 performance and considers investors gained near 7 percent on the year, he cons

  2. Investing - As rig count falls, hedge funds pile into long crude futures, Parus tactically shifts long/short exposure ratios, Mario Draghi outflanking Kuroda as bearish euro bets surge, Prime Capital’s 500.com bet derailed after 41% drop[more]

    As rig count falls, hedge funds pile into long crude futures From 247wallst.com: In the week ended February 27, the total number of rigs drilling for oil in the United States came in at 986, compared with 1,019 in the prior week and 1,430 a year ago. Including 281 other rigs mostly drill

  3. Opalesque Exclusive: dbSelect’s top ten FX strategies average almost 10% in January[more]

    Benedicte Gravrand, Opalesque Geneva: In one of Deutsche Asset & Wealth Management (AWM)’s hedge fund platforms, called dbSelect, a number of FX Strategies did very well in January. dbSelect is a managed investment platform for unf

  4. Opalesque Exclusive: SEC’s Mark J. Flannery warns hedge funds against valuation misconduct[more]

    Komfie Manalo, Opalesque Asia: Securities and Exchange Commission chief economist and director of Division of Economic and Risk Analysis (DERA) Mark J. Flannery has warned of the risks posed by market misconduct, particularly in the true valuation of assets by hedge fund managers. In his

  5. Dymon Asia's $3bn macro hedge fund lost 10.45% in January[more]

    From Reuters.com: Dymon Asia's $3.1 billion macro hedge fund lost 10.45 percent in January, performance data seen by Reuters showed, a month where many peers lost heavily after a surprise rise in the Swiss franc. Singapore-based Dymon, set up by Danny Yong, a former founding partner and chie