15.09.2023 Opalesque Exclusive: Trend-following CTA profits from crisis alpha
B. G., Opalesque Geneva:

As of September 8, smn Diversified Futures Fund, which employs a systematic long-term trend-following strategy, is up 15.5% YTD.

This is the fund's institutional share class, called i14, which started in February 2015 and has annualised 9% up to the end of August with only three down years.

The Luxembourg SICAV's original share class was launched in No

Print