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Best’n’Worst October 2023

26 November 2023 at 18:01

Based on the most recent return data that we have available, we can provide a comprehensive overview of the top-performing and bottom-performing strategies for each category, taking into account both monthly and yearly results. Our analysis is based on proprietary composite data streams that we have compiled, but we must note that there is always the possibility of errors or inaccuracies in our calculations.

CTA

GT Capital CTA : Systematic Day Trading : 15.55% [0.14]<br> Black Tango : VIX Program : 8.34% [0.04]<br> Mayfair Capital Investments : MES555 : 8.31% [0.05]<br> AG Capital Investments : Discretionary Global Macro : 7.53% [110.90]<br> Parizek Capital : Futures Trading Program : 6.89% [1.42]<br> Trident Capital Management : Global Macro Enhanced : -10.76% [81.00]<br> QTS Capital Management : Tail Reaper : -11.34% [9.93]<br> Katonah Eve : Long-Short Commodity Program - Accelerated : -12.55% [1.00]<br> DUNN Capital Management : Managed Futures Strategy (Arrow) : -14.77% [0.00]<br> Quantitative Investment Management : Global Program 3x : -14.88% [116.69]<br> >

Mulvaney Capital Management : Global Diversified Program : -3.21% [302.00]<br> Soaring Pelican : Overnight Advantage : -3.33% [1.00]<br> Polar Star Management : Polar Star Spectrum Fund Limited : -0.66% [97.90]<br> First Eye Partners : First Eye Partners Macro L/S (gross) : 6.20% [6.50]<br> INSCH Kintore : CrossBorder Kintore XAU/FX : 4.62% [51.55]<br> Quantitative Investment Management : Global Program 3x : -14.88% [116.69]<br> Trident Capital Management : Global Macro Enhanced : -10.76% [81.00]<br> GT Capital CTA : Dynamic Trading : -1.28% [0.17]<br> Vigo Capital : Fund : 0.28% [0.12]<br> ESI : Macro LS : -4.23% [0.70]<br> >

To explore the full list of CTAs and their rankings, including dynamic updates as new data becomes available, we invite you to visit our website at the Link provided.

Market Neutral

Crossmark Steward : Equity MN Instl : 4.54% [0.00]<br> Aenaon Markets : Syncro Equities - Absolute Return : 3.78% [2.00]<br> JPMorgan : Europe Equity Absolute : 2.96% [419.11]<br> KLP Kapitalforvaltning AS : KLP Alfa Global Energi : 2.42% [291.00]<br> Cognios : Cognios Market Neutral Large Cap : 2.26% [0.00]<br> Exane : Overdrive : -1.00% [135.29]<br> Candriam Investors Group : Absolute Return Equity Market Neutral : -1.30% [774.95]<br> Seven : Fortress Fund : -2.02% [1.91]<br> Seven Seas : Alpha Japan Neutral (Permal) : -2.36% [38.89]<br> Wellington : Climate Market Neutral : -3.05% [28.91]<br> >

To explore our extensive list of Market Neutral funds and their dynamic rankings, we invite you to visit our website at the link provided here.

Equity Long/Short

Pensum Asset Management : Global Opportunities : 7.93% [14.80]<br> Argonaut : Absolute Return : 7.53% [101.98]<br> Gersemi Asset Management AS : Shipping Fund : 5.60% [0.00]<br> Blackrock : Asia-Pacific Absolute : 4.89% [94.29]<br> Alcur : Alcur Select : 4.37% [324.40]<br> Merian : UK Dynamic Equity : -8.41% [107.08]<br> Proxy P Management : Proxy Renewable LongShort Energy : -11.13% [0.00]<br> Cobia Capital : Long/Short : -11.36% [0.00]<br> Proxy P Management : Energy Transition : -11.61% [30.61]<br> BNP : Environmental Absolute Return : -15.05% [22.29]<br> >

HELSINKI CAPITAL PARTNERS : HCP Focus Fund : -5.76% [10.80]<br> Oslo Asset Management : AAM Absolute Return Fund : -0.02% [167.00]<br> Pareto Asset Management AS : Pareto Total : 0.73% [837.90]<br> RiverPark : RiverPark Long/Short Opportunity : -0.33% [0.00]<br> AQR Capital Management : Long-Short Equity : 1.04% [0.00]<br> Disciplined Alpha : U.S. Long Short : -1.55% [4.40]<br> Proxy P Management : Energy Transition : -11.61% [30.61]<br> Cobia Capital : Long/Short : -11.36% [0.00]<br> BNP : Environmental Absolute Return : -15.05% [22.29]<br> Accendo Capital : Accendo Capital : -8.00% [154.80]<br> >

To explore our extensive Equity Long/Short list, with dynamic rankings, please see Link

Event Driven

Neuberger Berman : Distressed Debt Extended Life Shares : 4.31% [0.00]<br> Formue Nord : Fokus : 0.80% [62.80]<br> TreeCap : Arbitrage Fund (Composite) : 0.56% [0.00]<br> Vivaldi : Vivaldi Merger Arbitrage : 0.46% [0.00]<br> Highland : Highland Merger Arbitrage : 0.46% [0.00]<br> CIAM : Satellite Event Driven : -3.92% [10.71]<br> Portland : Hill Catalyst Driven : -3.94% [9.23]<br> Advent Global : Advent Global Partners (ML) : -3.95% [117.41]<br> Neuberger Berman : Distressed Debt Ordinary Shares : -4.82% [0.00]<br> First Private : Systematic Flows : -4.88% [18.59]<br> >

To explore our extensive Event-Driven list, with dynamic rankings, please see Link

Fixed Income

Marble Point : Loan Financing : 4.51% [0.00]<br> Chenavari : Toro Income Fund : 3.83% [0.00]<br> Nordea Asset Management : European Rates Opportunity : 3.07% [344.40]<br> Fair Oaks Capital : Income : 1.88% [0.00]<br> GAM International Management : Star Cat Bond : 1.75% [2107.86]<br> Pareturn : Gladwyne Absolute Credit : -3.67% [36.45]<br> Boussard Gavaudan : Convertible : -3.76% [36.34]<br> Numen : Credit (HI) : -6.77% [113.26]<br> Highbridge : Credit Fund : -8.23% [0.00]<br> GCP : Asset Backed Income : -11.40% [0.00]<br> >

Fair Oaks Capital : Income : 1.88% [0.00]<br> Capital Four Management : Capital Four Structured Credit Opportunities Fund : 0.37% [114.00]<br> Danske Bank Asset Management : Danske Invest Fixed Income Global Value : 0.61% [888.00]<br> Danske Bank Asset Management : Danske Invest Fixed Income Relative Value : 1.19% [435.70]<br> RBC GAM : BlueBay Global Securitized Credit Opportunities Fund (CSCOF) : 0.57% [50.12]<br> Numen : Credit (HI) : -6.77% [113.26]<br> EJF Investments : Event Driven : 0.00% [0.00]<br> VPC : Specialty Lending Investments : -0.43% [0.00]<br> GCP : Asset Backed Income : -11.40% [0.00]<br> Highbridge : Credit Fund : -8.23% [0.00]<br> >

To explore our extensive Fixed Income list, with dynamic rankings, please see Link

Risk Premia

Oxeye Capital Management : Oxeye (BOPS) 5X : 5.04% [5.13]<br> Future Value Capital : Equity Dispersion : 2.28% [87.76]<br> Man AHL : Alternative Style Premia : 2.12% [252.09]<br> Fortem Capital : Alternative Growth : 2.00% [29.45]<br> Allspring : Alternative Risk : 1.94% [0.00]<br> First Private : Private Wealth : -2.86% [86.92]<br> AQR Capital Management : Style Premia Alternative : -3.11% [0.00]<br> Allianz Global Investors : Multi Asset Risk Premia : -3.28% [62.59]<br> Catalyst Funds : Systematic Alpha : -3.50% [0.00]<br> Quadriga : Stable Return : -6.50% [4.83]<br> >

Blackrock : Style Advantage : 1.35% [119.32]<br> AQR Capital Management : Style Premia Alternative : -3.11% [0.00]<br> Oxeye Capital Management : Oxeye (BOPS) 5X : 5.04% [5.13]<br> Catalyst Funds : Systematic Alpha : -3.50% [0.00]<br> AQR Capital Management : Style Premia : -2.16% [410.17]<br> Credit Suisse Multialternative : Credit Suisse Multialternative : 1.50% [0.00]<br> Nordea Asset Management : Nordea 1 Alpha 10 MA Fund : 0.76% [5442.00]<br> Nordea Asset Management : Nordea 1 Alpha 15 MA Fund : 1.01% [5325.60]<br> Lumyna : Merrill Lynch MCLX : -0.32% [250.21]<br> >

To explore our extensive Risk Premia list, with dynamic rankings, please see Link

Crypto

To explore our extensive Crypto Strategy list, with dynamic rankings, please see Link

Past performance is not indicative of future results.