CTAs/Managed FuturesManager News

Quantica performance turns negative for the year

Quantica Capital’s managed futures program returned -5.2% in February, bringing the systematic trend-following strategy’s annual net performance to -3.8%, according to a monthly investor letter obtained by Alternatives Watch. These returns follow an outstanding 2019 with gains of 24.7%. The program’s risk-based relative approach to trend following was able to detect and capitalize on both …


Continue reading this article with an annual or monthly subscription. One low price gets you instant access to:

  • All new and archived articles
  • Mandate charts
  • Daily, weekly & monthly newsletters

Start Reading

Related Articles

Back to top button