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Adam Tomas Benedicte Gravrand, Opalesque Geneva for New Managers: Adam Tomas, Australia-based Portfolio Manager of the Global Capital Allocation Fund (GCAF), started designing systematic trading strategies in 2004.
Now his $1.3m managed futures fund, which he launched in July 2011, is a top earner. It gained 112% in the last three years, supported by a return of almost 90% in 2014 and 37% in January 2015, annualizing 23.4% with a volatility of 25.5%.
"January was a standout month," Tomas recently told Opalesque, with "trends in currencies, interest rates and energy, and we captured much of the EUR/CHF event."
The HFRX Macro/CTA Index posted a gain of +1.99% for January (+5.24% in 2014), its best monthly performance since November 2009 and the 9th consecutive monthly gain, with positive contributions from systematic trend-following managers and discretionary currency funds. The HFRX Macro: Systematic Diversified/CTA Index gained +3.36% for January (+3.16% in 2014), the 8th gain in nine months and the best gain since July 2011, as the Swiss Franc and global fixed income surged, while Oil and the Euro posted steep declines.
The program captures the long-term price trends that are characteristic of all markets from time to...................... To view our full article Click here
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