Wed, Jul 27, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

FRM’s managed futures fund Sigma delivers 18% in 2010

Monday, January 31, 2011

Marc Fisher
Opalesque Industry Update – Comment from Marc Fisher, Managing Director, Financial Risk Management (FRM)

FRM’s Managed Futures fund, FRM Sigma, returned approximately 18% in 2010, maintaining its position as one of the industry’s top-performing CTA funds. Sigma’s performance was generated through a dynamic approach that uses managed accounts to invest in a concentrated number of CTA managers and actively vary trade exposures. The results of this approach have been the higher returns and volatility of a top-performing single CTA manager, but through a multi-manager structure that limits single manager risks.

Sigma’s performance in 2010, particularly in the first part of the year, was driven by fixed income and currency trading. In the latter part of the year, exposure to equities and other risk assets drove performance. Sigma will frequently change exposures in order to take advantage of new trends and exit trends coming to a conclusion.

Managed Futures hedge funds (also known as “CTAs”, “trend-followers” or “systematic traders”), utilise rules-based trading programs designed to profit from directional trends in asset classes including equities, fixed income, currencies and commodities. In addition to producing compelling long-term returns, Managed Futures funds can have strong diversification benefits, since their returns are typically uncorrelated to traditional asset classes and other hedge fund sectors. As a result, when added to investor portfolios, Managed Futures tend to reduce a portfolio’s overall volatility and improve its performance characteristics.

(Press release)

Financial Risk Management (FRM) is a global hedge fund investment specialist managing over $9 billion in fund of hedge funds portfolios for institutional and other sophisticated investors. As well as FRM Sigma, an award-winning Managed Futures fund, FRM manages portfolios investing across the hedge fund spectrum and in certain specialised areas including equities, credit and emerging manager seeding. www.frmhedge.com


Bg

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
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. Opalesque Exclusive: California-based manager launches long/short equity hedge fund with unique algorithm[more]

    Benedicte Gravrand, Opalesque London for New Managers: SJL Capital LLC, an investment advisory firm based in California, has launched its maiden fund, the SJL MarketDNA Hedge Fund LP. The fund, which began trading

  2. Manny Roman to move from Man to Pimco[more]

    Benedicte Gravrand, Opalesque London: Emmanuel (Manny) Roman, an investment world veteran, has been hired by PIMCO, the large US bond fund house, as chief executive officer. PIMCO's current CEO Douglas Hodge will assume a new role as managing director and senior advisor when Roman joins P

  3. HFR: Hedge funds post strong gains in mid-July as markets recover from Brexit losses[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted strong gains through mid-July as the equity markets continued the recovery from Brexit losses. The HFRX Market Directional Index gained +2.17% (+4.22% YTD) and the HFRX Global Hedge Fund Index gained +1.03% through mid-month (+0.19%

  4. News Briefs - Carlyle goes on trial for a financial-crisis meltdown, Private equity and venture capital outperformed public markets in 2015, Pippa Middleton gets engaged to hedge fund manager James Matthews[more]

    Carlyle goes on trial for a financial-crisis meltdown Carlyle Group co-founder Bill Conway was in court on this small island last week recounting one of the most bruising episodes in his private-equity firm’s history: the 2008 collapse of mortgage-bond fund Carlyle Capital Corp. Carlyle

  5. …And Finally - Two men fall off cliff playing Pokemon Go[more]

    From BizarreNews.com: Two men who fell from a seaside cliff north of San Diego told authorities they became distracted while playing augmented reality game Pokemon Go. Encinitas fire Battalion Chief Robbie Ford said one of the men fell about 50 feet down the bluff in Encinitas while the other man fe