Kettera Strategies' Heat Map for July 2020
In the world of hedge funds, July 2020 was a month marked by significant returns for various strategies. Here's a look at the top-performing strategies across four key categories, as analysed by Kettera Strategies.
Discretionary Macro programs had a successful run, with most profitable programs adopting a short USD position and long positions in EUR, CHF, GBP, or emerging markets, and long positions in precious metals.
Equity Long-Short generalists also saw lucrative returns, particularly those with long positions in the U.S. information technology, healthcare, and industrial sectors.
Spread/RV traders and directional programs in the Metals & Energy Specialists category also reported profitable numbers, with a focus on long positions in precious metals.
Systematic Trend Programs had gains in nearly all asset classes, with particularly strong performances in precious metals, bonds and rates, and North American equities.
It's important to note that these findings are based on research tools created by Kettera Strategies for analysis and comparison purposes. The "style baskets" mentioned are not investible products or index products.
Moreover, it's crucial to remember that hypothetical performance results of these style baskets have many inherent limitations and do not fully account for the impact of financial risk in actual trading.
Indices and other financial benchmarks, such as the CBOE Eurekahedge Relative Value Volatility Hedge Fund Index, the Eurekahedge Long Short Equities Hedge Fund Index, the Eurekahedge-Mizuho Multi-Strategy Index, the Hedge Fund Intelligence Global Macro Index, the HFI Currency Index, the Societe Generale Trend Index, the SG CTA Index, the Societe Generale Short-term Traders Index, the S&P GSCI Metals & Energy Index, the S&P GSCI Ag Commodities Index, the Eurekahedge AI Hedge Fund Index, the BarclayHedge Currency Traders Index, and the BTOP FX Traders Index, are provided for illustrative purposes only.
Index data is reported as of the date of publication and may be a month-to-date estimate if all underlying components have not yet reported. The index providers may update their reported performance from time to time.
For detailed performance data for these specific strategies by Kettera Strategies for July 2020, you may need to consult their official performance reports, investor letters, or industry databases that track hedge fund or CTA (Commodity Trading Advisor) performance metrics directly. The search results mainly cover unrelated financial news, acquisitions, company earnings, and technology developments as of 2025.
If you're interested in understanding the general performance characteristics of these strategy types or require assistance with alternative sources, feel free to ask!
- To maximize returns in the realm of data-and-cloud-computing technology, hedge fund managers might consider investing in sectors like information technology, as demonstrated by the success of Equity Long-Short generalists in July 2020.
- In the spheres of finance and technology, the future of hedge fund strategies could lean towards automated, systematic Trend Programs, like those that reported gains in nearly all asset classes in July 2020.
