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...

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Data

Indices January 2012 Global indices

Composite
Index Composite
GlobalJan 12YTD%
Composite1.59%1.59%86%
Emerging Market Debt1.14%1.14%94%
Emerging Market Equity2.83%2.83%93%
Equity2.53%2.53%82%
Event Driven2.93%2.93%81%
Macro0.78%0.78%92%
Managed Futures0.32%0.32%81%
Single Manager African0.82%0.82%97%

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