Mon, Sep 26, 2016
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. North America - Acela fight splits hedge fund Connecticut and old money enclaves[more]

    From Bloomberg.com: Connecticut’s residential coastline is two worlds, the one of newcomer millionaires and one whose wealth and New England roots span generations. Now, their differences over a rail route threaten to gum up plans for the U.S. Northeast’s fastest-ever trains. About 30 miles from Man

  2. Activist News - Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership, Activist investors double chance of CEO exits[more]

    Caesars offers creditors another $1.6bn, would spell end of hedge fund ownership From Calvinayre.com: Casino operator Caesars Entertainment has improved its offer to junior creditors to over $5b, but the offer is only good until Friday. On Wednesday, Caesars added an extra $1.6b to the $

  3. Opalesque Exclusive: Modern investor tools (2): A platform that does the job for you[more]

    Benedicte Gravrand, Opalesque Geneva: A new series on technology providers that assist asset allocators. There is disruption in the investor part of the world of hedge funds, coming from platforms that can replace traditionally-run search and analysis. Here is one of them. L

  4. Hedge funds saw four consecutive months of outflows in August, but assets still up by $17.6bn YTD[more]

    Komfie Manalo, Opalesque Asia: Hedge funds witnessed four consecutive months of outflows with investor redemptions totaling $23.8bn as of end of August, data provider Eurekahedge said in its monthly report. But total hedge fund assets grew by

  5. Trend reversals lead to losses as managed futures drops 1.52% in August[more]

    Komfie Manalo, Opalesque Asia: Trend reversals in August have led managed futures traders to lose 1.52% last month according to the Barclay CTA Index compiled by BarclayHedge. The Index is up 0.62% year to dat