CTA pioneer Millburn builds on 40-year history to extend global footprint, grow strategy range

January 26, 2012  


US-based systematic trading veteran extends reach into Europe and Asia and rolls out innovative new strategies


Barry Goodman
For managed futures and CTA managers, perhaps even more so than for all other hedge funds, the longevity of the track record is a key selling point to potential investors in systematic and quantitative strategies that – by their nature – can sometimes be a little opaque, scientific and hard for the layman to understand.

But few can point to a record stretching back quite as far as Millburn, the $2 billion-plus US-based group that...

TAKE A FREE TRIAL

The full contents of this article are only available to active EuroHedge subscribers and trialists.

To continue reading please,
take a free trialsubscribe or log in to EuroHedge.

Subscribe

Subscribers have unlimited access to all current content, including hedge fund performance Live League Tables. Start your subscription today - click on the button below.

Subscribe now



Data

Indices April 2012 European regional fund

Composite
Index Composite
EuroHedgeApr 12YTD%
Composite-0.13%2.69%78%
Convertible & Equity Arbitrage EUR0.11%4.63%50%
Convertible & Equity Arbitrage USD0.39%5.87%82%
Credit EUR0.36%6.37%84%
Credit USD-0.01%3.58%85%
Currency-0.13%2.07%62%
Emerging Market Debt USD0.04%2.69%86%
Emerging Market Equity USD-0.43%4.65%61%
Equity Market Neutral & Quantitative Strategies EUR0.24%1.12%72%
Equity Market Neutral & Quantitative Strategies USD-0.55%0.96%83%
European Equity EUR0.14%3.62%74%
European Equity GBP0.22%3.80%60%
European Equity Nordic0.20%3.99%78%
European Equity USD0.23%3.77%71%
Event Driven EUR-1.27%4.32%83%
Event Driven USD-0.40%3.52%79%
Fixed Income EUR-0.33%1.57%60%
Fixed Income USD0.10%1.12%93%
Global Equity EUR-0.85%3.81%81%
Global Equity USD-0.38%4.25%74%
Macro EUR-0.02%1.51%75%
Macro USD-0.25%1.44%78%
Managed Futures EUR-0.15%-0.27%85%
Managed Futures USD-0.22%-0.02%90%
Mixed Arbitrage & Multi-Strategy USD-0.56%2.33%82%

More indices