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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......................

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