Category: Flash Report

  • April Flash Report

    | | Flash Report

    Mostly a subdued month despite continued volatility across almost all asset classes. As we await the outcome of the pandemic and us getting back to some sort of new semblance of normal we can almost assuredly expect volatility to remain. With this much Federal Reserve intervention in the markets we are really in unprecedented times. All the broader equity indexes rallied quite a bit in April despite record levels of unemployment and more people looking for work than ever before.  Perhaps the market thinks we will dig out of this and go back to pre crisis spending by Q4 of … Read more April Flash Report
  • March & April Intra-Month Performance Updates

    | | Flash Report

    Wow what a month March turned out to be on the heels of February. During the COVID-19 outbreak we saw a huge volatility surge again in March across almost all asset classes from equities to rates to commodities. We showed a brief intra-month view of several managers we track and, good, bad or indifferent wanted to update you on the final numbers they produced. Shorter term strategies and tail risk strategies stole the show for March with the ability to capture much of the volatility on both up and down days. Also in the mix was the showdown between Saudi … Read more March & April Intra-Month Performance Updates
  • February & March Intra-Month Performance Updates

    | | Flash Report

    What is up? Indexes across the board are showing position returns for February. This heightened volatility has given way to many strategies particularly Systematic Managers with a 1.03% number posted for February. The overall IASG CTA Index is up 0.70% and focuses in on managers with at least 36 months of history. What is down? The IASG Option Index has only a few reported numbers so although showing positive as of today – we anticipate this number to be negative as more managers report. A few managers did perform during February that trade option strategies. Global Sigma BondVol strategy posted a … Read more February & March Intra-Month Performance Updates
  • February Flash Report

    | | Flash Report

    What’s Up The Trend Following Strategy Index rose above the other indexes last month at 1.58% with the Superfund Group taking the 4 top spots and their Green Gold SICAV program reaching a new high at 8.70% for the month. What’s Down The Discretionary Trader Index was down -0.72% for January followed closely by managers focused on Stock Indexes with a reported loss of -0.20%. The Coronavirus outbreak wreaked havoc in global markets erasing much of the early index gains in the month. Commodities: A Range of Opportunities for 2020 A decline in the U.S. dollar will be an essential … Read more February Flash Report
  • January Flash Report

    | | Flash Report

    What’s Up The Ag trader index beat out the other indexes last month at 1.12% as trade tensions with China eased potentially providing some clarity on demand going into 2020. The Option Strategy index lead the list for 2019 at 8.05% as traders did not have many significant short term moves that provide the biggest challenges to their strategies. Meanwhile, the IASG Trend Following and Systematic Trader indices posted their highest annual returns since 2014. CTA Spotlight Adalpha Asset Management continued their solid performance for the year in December with a 0.68% return to finish the year up over 12%.  Investors are finally taking notice of the 16 years of steady … Read more January Flash Report