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Marc Levitt Benedicte Gravrand, Opalesque Geneva:

SVQuant’s investment program called US Quantitative Portfolio (UQP) is holding up the good reputation that systematic funds are making for themselves this year - yet again after '08.

With a gain of 12% in September 2011 and 29.9% YTD – compared to -8.7% YTD for the S&P500 and -9.3% YTD for the GSCI – it is even outperforming some indices closer to home, such as the Barclay Systematic Traders Index (+0.11% est. in Sept., -0.73% YTD) or the Barclay CTA Index (+0.33% est. in Sept., -0.43% YTD).

UQP trades a diversified portfolio of commodities and futures on US regulated exchanges. The program concentrates its futures trading activities to interest rate sensitive instruments, metals, softs, energy products, and currencies. For September, four out of the five sectors it trades were profitable with only softs posting a loss. The top two sectors were currencies and metals.

"The third quarter went out on a positive note with September turning in the best performance for the year to date with volatility reigning throughout the month as expected," said founder and CIO Marc Levitt in a written commentary received by Opalesque. "Markets seesawed as the Eurozone oscillated between contagion and containment, the US economy between recovery and double dip, Bernanke decided to do the twist, and we pondered what the world would look like with China in slow growth mode.

"Overall the portfolio is positioned f......................

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