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According an investor communication obtained by Opalesque, London based Amplitude Capital Management's fund returned +6.44% in December and clocked in a net return of just under 47% for 2008.

Manager Karsten Schroeder wrote that "since the inception of Amplitude, we have spoken tirelessly about the protective qualities afforded by the Fund’s investment strategy in more volatile conditions. It was therefore, pleasing to see the Fund register 6 consecutive strong months through to year end."

Since July, net returns have neared 40% and prospects remain excellent for 2008, according to Amplitude. Schroeder added that "even on a stand-alone basis, the returns for 2007 have been attractive but we continue to focus on the diversification characteristics that the Fund offers a well balanced portfolio. We are currently trading at about 50% of capacity having seen a sharp acceleration in the assets managed. Optimism is running high at Amplitude with a strong line up of new investments for the next quarter and the hope that the Fund will near closure early in 2008."

The fund has returned 6.42% in 2006 and 11.87% from June (launch) to December 2005. It seems Amplitude, which has had only two down-months in 2007 (March with -0.77% and June with -3.79%), can indeed excel when other quant funds may falter. The Amplitude strategy trades highly liquid exchange-traded futures in- cluding equity indices, foreign exchange and commodities/energies. The strategy is based on a systematic......................

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