CTAs Go Up Again in February. Another Good Performance Month
Results further show that Stock Trading CTA strategies topped all other strategies in Febaruary with 4.2% return. Option Strategy Index which are usually related to stocks also achieved a great return at 3%. iscretionary Traders had 1.56%. Trend Following Strategies achieved 1.16% for 7.07% in 2015 – the best of all other strategies.
January proved to be a difficult month for most hedge funds but CTAs achieved great returns in Febaruary 2014.
All forms of CTAs posted positive growth in January with the following figures:
• Discretionary CTAs 0.91%
• Systematic CTAs 3.78%
• US Dollar Denominated CTAs 3.57%
• Euro Denominated CTAs 2.07%
Preqin is the leading source of data and information on hedge funds, private equity and real estate among others accessible through online databases and publications. It was founded in 2003 and has offices in New York, San Francisco, London and Singapore.
Preqin’s January 2015 Hedge Fund Performance Benchmarks recorded 0.07%increase following a -0.08%performance in December. A 12month result posted a 4.21% increase.
Funds of hedge funds or FOHF reported a 0.4% increase in January for a 3 consecutive month run. This is their first quarter of positive returns since December 2013. Emerging markets suffered their fifth consecutive loss with a negative 1.20% return January. The same 12 Month benchmark shows that FOHF was up at 4.44% and UCITS at 3.23%.
UCITS also posted positive results for January as follows:
• UCITS Equity Strategies 0.95%
• UCITS Macro Strategies 2.99%
• UCITS Relative Value Strategies 0.43%
• UCITS US Dollar Denominated 0.53%
• UCITS Euro Denominated 1.73%
Hedge funds posted the following returns in the same month:
• HF Equity Strategies -0.09%
• HF Macro Strategies 0.84%
• HF Event Driven -1.10%
• HF Credit Strategies 0.11%
• HF Relative Value Strategies 0.42%
• HF Multi Strategy 0.43%
Funds of Hedge Funds results:
• FOHF Equity Strategies -0.14%
• FOHF Multi Strategy 0.24%
• FOHF Funds of CTAs 5.91%
• FOHF US Dollar Denominated -0.08%
• FOHF Euro Denominated 1.47%
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