Skip to main content

Alternative Credit News, Hedge Fund News, Private Equity News

Large Trend Following Managed Futures Programs Enjoy Strong October

The Bridge Institutional Trend Index, an index of five large trend following managed futures programs that don't charge incentive fees, added +4.14% last month, padding 2021 gains to +8.58%.

The constituents of the index are AlphaSimplex Groups Managed Futures Strategy, Aspect Capital's Core Trend Fund, Crabel Capital Managements Advanced Trend program, Graham Capital Management's Tactical Trend program and GSA Capital Partners' Trend Fund.

Bridge Alternatives' also produces a Commodity Hedge Fund Index, which tracks the performance of the largest commodity-focused hedge funds. That was also in the green last month, up +2.77%, good for gains of +16.15% on an equal weighted basis for 2021 so far.

Content role

© The Sortino Group Ltd

All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency or other Reprographic Rights Organisation, without the written permission of the publisher. For more information about reprints from AlphaWeek, click here.