Martin Coward's dormouse Up 1% in January on Credit & FX

Feb 12 2016 | 8:30pm ET

Quantitative investment manager dormouse gained an even 1% in January, reversing losses in the final month of last year, according to an investor update seen by FINalternatives. 

In comparison, Hedge Fund Research’s HFRX Macro/CTA Index gained 0.91% in January. Dormouse, which was founded in 2011 by former IKOS CIO Martin Coward and opened to outside capital in 2014, was up an impressive 30.27% last year, compared to a -1.96% loss in the HFRX Macro/CTA Index. 

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

In the update, the firm also noted that trend, directional macro, reversion and fundamental strategies performed well.

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.


In Depth

PAAMCO: Will Inflation Deflate the Asset Bubble?

Jan 30 2018 | 9:49pm ET

As the U.S. shifts from monetary stimulus to fiscal stimulus, market pricing should...

Lifestyle

CFA Institute To Add Computer Science To Exam Curriculum

May 24 2017 | 9:25pm ET

Starting in 2019, financial industry executives sitting for the coveted Chartered...

Guest Contributor

Boost Hedge Fund Marketing ROI By Raising Your ROO

Feb 14 2018 | 9:57pm ET

Tasked with delivering returns on client capital, a common dilemma for many alternative...

 

FINalternatives Trending

From the current issue of