Mon, Apr 27, 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. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Hedge funds looking to continue their rally in Q2[more]

    Komfie Manalo, Opalesque Asia: Hedge funds finished the first quarter on a strong note and are looking to continue the rally in the second quarter, said Lyxor Asset Management in its Weekly Brief. The Lyxor Hedge Fund Index is up 0.4% over the week

  4. Hedge funds down -0.17% in March (+1.23%YTD)[more]

    Bailey McCann, Opalesque New York: The hedge fund industry produced an aggregate return of –0.17% in March to end Q1 2015 up 1.23%, compared to the S&P 500 which increased 0.96%, according to the latest data from eVestment. Hedge fund performance returns were mixed in March amid increased equity

  5. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both

 

banner