Consolidated Strategic Analysis - September 2020 by Kettera Strategies
In the world of hedge funds and managed futures, September 2021 presented a diverse landscape of returns. A guest article published by AlphaWeek, under the guidance of The Sortino Group, offers an insightful analysis of this month.
Systematic Trend Programs, for instance, found themselves in moderate negative territory, primarily due to positioning in foreign exchange and industrial commodities. On the other hand, Kettera Strategies' tracked quant macro programs managed to outperform benchmarks during the same period.
The performance of short-term programs and high-frequency traders was varied, with returns showing significant differences. Currencies, metals, and energies emerged as sectors where programs reaped the most return. This trend was further emphasized by the success of Agricultural Commodities Specialists, who capitalized on strong rallies in grains on the last day of the month.
The CBOE Eurekahedge Relative Value Volatility Hedge Fund Index, the BarclayHedge Currency Traders Index, the BTOP FX Traders Index, and the S&P GSCI Metals & Energy Index are among the financial benchmarks mentioned in the article. The Eurekahedge-Mizuho Multi-Strategy Index, the Eurekahedge Long Short Equities Hedge Fund Index, the Hedge Fund Intelligence Global Macro Index, the HFI Currency Index, the Societe Generale Trend Index, the SG CTA Index, and the Eurekahedge AI Hedge Fund Index are also benchmark sources that were highlighted.
It's worth noting that the views expressed in this article are not necessarily those of AlphaWeek or The Sortino Group. The article is copyrighted by The Sortino Group Ltd, and no part of it can be reproduced without written permission.
While Kettera Strategies is known for its analysis of hedge fund trends, including quant macro fund performance and asset class returns, the article does not provide explicit data or reports specifying the top performing asset classes for September 2021. Without such specific information, a direct answer regarding the top performing asset classes for that month cannot be provided.
However, if you're interested, I can offer a general overview of typical top-performing asset classes for quant macro funds around that period based on market conditions. Let me know if that would be helpful. Lastly, the Barclay Crypto Traders Index was also mentioned as a financial benchmark in the article.
In conclusion, September 2021 was a month of varied returns for hedge funds and managed futures, with currencies, metals, energies, and agricultural commodities emerging as sectors where programs saw success. For a more detailed analysis, it's recommended to refer to the original article published by AlphaWeek.
- Technology played a significant role in the performance of quant macro programs, as currencies, metals, energies, and agricultural commodities emerged as sectors where programs reaped the most return.
- Investors seeking to understand the top-performing asset classes for September 2021 in the context of hedge funds and managed futures might find insights in the analysis of Kettera Strategies, which focuses on quant macro fund performance and asset class returns.
