Martin Coward's dormouse Up 3.71% in November, Ahead 32.12% YTD

Dec 8 2015 | 7:31pm ET

Quantitative investment manager dormouse gained 3.71% in November, reversing losses in October and September, according to an investor update seen by FINalternatives

Dormouse, which was founded in 2011 by former IKOS CIO Martin Coward and opened to outside capital in 2014, is now up an impressive 32.12% for the year to date. In comparison, Hedge Fund Research’s HFRX Macro/CTA Index gained 1.97% in November and remains down 0.94% YTD. 

Most of the month’s performance came from commodity and FX-related positions, according to dormouse, which intentionally spells its name with a lower-case “d”.

In the update, the firm noted that a correction has been made to its published October performance; its original -0.7% loss has been revised to -1.24%. 

Malta-based dormouse is systematic multi-strategy fund focusing on identifying under- or over-priced liquid securities across stock indices, fixed income, rates, FX and commodities, and exploiting increased correlation between asset classes.

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