Martin Coward's dormouse Up 1.67% in February on Commodity & Credit Calls

Mar 8 2016 | 7:39pm ET

Quantitative investment manager dormouse gained 1.67% in February and is now up nearly 2.7% for the year to date, according to an investor update seen by FINalternatives.

In comparison, Hedge Fund Research’s HFRX Macro/CTA Index gained 0.30% in February. 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. 

The month’s solid performance came primarily from correct calls in commodities and fixed-income while FX and index strategies were less successful, according to dormouse, which intentionally spells its name with a lower-case “d”.

In the update, the firm noted that trend, fundamental and what it terms idiosyncratic strategies were largely responsible for the month’s gains, while macro and statistical arbitrage fared less 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.

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