Fri, Jan 19, 2018
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

CTA fund of funds FRM Sigma gains momentum as assets approach $1 billion

Friday, June 10, 2011
FRM Sigma, the CTA fund of funds managed by Financial Risk Management (FRM), continues to build momentum as one of the leading and most compelling ways for investors to access CTA returns.

The fund has been gaining increasing traction with investors, with assets doubling in the last twelve months, reaching nearly $700 million at the end of April 2011. Based on the current rate of inflows, Sigma is projected to reach $1 billion in assets by the end of 2011.

In addition, on 26 May, Sigma was named best 'Fund of Hedge Funds Sector Specialist over $500m’ at the HFMWeek European Performance Awards. This is the second time in three years that Sigma has won the sector specialist category.

Over its five year track record, Sigma has consistently demonstrated its ability to outperform other CTA funds of funds as well as many premier single manager CTAs. Since inception in November 2005, Sigma has generated total net returns of over 103%, including a net return of 17.5% in 2010 and 36.4% in 2008.

Marc Fisher, Managing Director at FRM, stated: “Sigma’s outperformance is directly linked to our distinctive approach. The fund performs more like a premier CTA than a traditional fund of funds.”

“We comprehensively evaluate the CTA universe to find the best advisors and invest in an active basket of these CTAs using managed accounts. This provides transparency, liquidity and control, and allows us to dynamically adjust allocations to maximise performance.

“Sigma helps give CTA investors peace of mind. It targets the performance of a world-class single CTA, but mitigates many of the risks of investing with a single CTA.”

(press release)

Source

kb

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. Legal - Former Och Ziff hedge fund executive indicted for fraud in Africa investment scheme, prosecutor says, Hedge fund blasts defense of Puerto Rico restructuring law[more]

    Former Och Ziff hedge fund executive indicted for fraud in Africa investment scheme, prosecutor says From CNBC.com: A former hedge fund executive faces federal charges for defrauding a UK-based charity over investments in Africa, according to a grand jury indictment made public Wednesday.

  2. U.S. economy, inflation and alternative investments to dominate 2018 markets, says family office Wilmington Trust[more]

    Komfie Manalo, Opalesque Asia: The emergence of a late-cycle economy in the U.S., the mystery of inflation and growth from a domestic and global perspective, and the potential for alternative investments to prosper against a backdrop of rich valuations, low yields, and higher volatility are the t

  3. Performance - Some hedge funds deliver double-digit gains for 2017, Brevan Howard's hedge fund suffers biggest annual loss in 2017, Crispin Odey's flagship hedge fund plummeted about 20% in 2017, Profits fall 90% at ex-Morgan Stanley banker's hedge fund, Fannie-Freddie overhaul might mint hedge fund riches, losses[more]

    Some hedge funds deliver double-digit gains for 2017 From Reuters/Investing.com: A handful of hedge funds ended 2017 with double digit returns, their investors said, at a time the $3 trillion industry took in fresh money and posted its best returns in years, industry data show. Act

  4. Investing - Hedge funds start 2018 with record $19 billion bet on the euro, Hedge fund Kora Management invests in Satin Creditcare[more]

    Hedge funds start 2018 with record $19 billion bet on the euro From Reuters.com: Hedge funds have kicked off 2018 with their biggest bet ever on the euro rising, a clear vote of confidence in the single currency but, with positioning so stretched, one which could backfire in the near ter

  5. News Briefs - Mobius to retire from Franklin Templeton, Authorities decrypt smart phone of Princeton grad charged with killing Manhattan hedge fund dad, Investigators seize (more) antiques from hedge-fund billionaire Michael Steinhardt's collection[more]

    Mobius to retire from Franklin Templeton Emerging markets pioneer Mark Mobius will be stepping down as executive chairman of the Templeton Emerging Markets Group (TEMG) and formally retire from Franklin Templeton on 31 January. He will also be relinquishing his post as portfolio manager