Fri, Mar 29, 2024
A A A
Welcome Guest
Free Trial RSS pod
Get FREE trial access to our award winning publications
Alternative Market Briefing

Swiss CTA Amplitude provides smooth short-term trading outperformance

Tuesday, September 18, 2012

amb
Karsten Schroeder
Benedicte Gravrand, Opalesque Geneva:

Swiss CTA shop Amplitude Capital has a lot to be happy about. It is celebrating the three-year anniversary of its second Cayman-domiciled managed futures fund with a 21.6% YTD performance (3.89% in August, 2012) and some awards to boot.

The fund in question is called Amplitude Klassik. Launched in September 2009, it has annualised 4.14% p.a. (to end-August). The fund trades liquid exchange-traded futures across equities, FX, fixed income and commodities and its strategy is based on a systematic and fully automated directional short-term program.

Amplitude’s flagship fund, the Dynamic Trading fund, launched in June 2005, is up 5.50% YTD (-2.77% in August). Sinfonie, the firm’s third fund and a blended version of both programs, returned 1.95% in August and is up 16.10% YTD.

The Klassic and Dynamic programs started going long on equities at the end of July, benefitted from the upward trend, and slightly reduced those longs throughout August. Bonds were down that month but the Dynamic system made small gains there and the Klassik program some losses. Currencies were also a difficult segment to navigate and the worst-performing one. Commodities, on the other hand, led to positive results, especially with long trades in energy.

According to BarclayHedge, managed futures funds reported on average lukewarm performance YTD. They did well ......................

To view our full article Click here

Previous Opalesque Exclusives                                  
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. KKR raises $6.4bn for the largest pan-Asia infrastructure fund[more]

    Laxman Pai, Opalesque Asia: The New York-based global investment firm KKR has raised a record $6.4bn for its second Asia-focused infrastructure fund, underlining investors' continued appetite for private markets. According to a media release from the alternative assets manager, the figure top

  2. Bucking the trend, top hedge fund makes plans for a second SPAC[more]

    From Institutional Investor: SPACs aren't dead. At least not to the folks at Cormorant Asset Management. The life sciences firm, whose hedge fund topped its peers in 2023, is confident it will match the success of its first blank-check company. Last week, the life sciences and biopharma speciali

  3. Benefit Street Partners closes fifth fund on $4.7 billion[more]

    Bailey McCann, Opalesque New York: Benefit Street Partners has closed its fifth flagship direct lending vehicle, BSP Debt Fund V, with $4.7 billion of investable capital across the strategy. Benefit Street invests primarily in privately originated, floating rate, senior secured loans. The fun

  4. 4 hedge fund themes that are working in 2024[more]

    From The Street: A poor earnings report from Tesla (TSLA) has not hurt the indexes on Thursday. The decline in Tesla stock, which is losing its position in the Magnificent Seven pantheon, is more than offset by strong earnings from IBM (IBM) and ServiceNow (NOW) . In addition, the much higher-t

  5. Opalesque Exclusive: A global macro fund eyes opportunities in bonds[more]

    Bailey McCann, Opalesque New York for New Managers: Munich-based ThirdYear Capital rebounded in 2023, following a tough year for global macro. The firm's flagship ART Global Macro strategy finished the year up 1