Managed futures now Europe's biggest strategy

Date: Friday, March 4, 2011
Author: Wendy Chothia, HedgeWeek

Managed futures has become the largest hedge fund strategy in Europe by asset size – making up almost a fifth of USD382 billion European market. The strategy outperformed the average hedge fund by 1.5% over five years (on an annualised basis).

The five-year track record for Qbasis Invest, a specialist in systematic managed futures, has put it firmly among the top-performing CTAs in the industry. According to a new analysis from Newedge prime brokerage (the Nelson Report 14/02/2011) Qbasis, a Lichtenstein-based CTA with USD45m in AUM, is rated number three on the CTA & Quantitative Global Macro chart, with a compound annual return since inception in March 2006 of 35.35%. Nearly 300 CTAs were surveyed by Nelson, all with at least a four-year track record.