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Beverly Chandler

CTA gives dynamic performance

Diversified, systematic manager Dynamic Capital Management has hit the high spots since the move by founder and CIO Camille Hayek and his investment research team from Geneva to London last October.

Dynamic, formally headquartered in St Helier, Jersey has picked up a clutch of awards in the CTA category in the past couple of months and while the firm is chary of detailing its performance, figures obtained by AlphaQ indicate 2015 returns for the Dynamic Offshore Fund Ltd to be 16.08 per cent, a far cry from the -1.47 per cent for the CTA segment last year as recorded by Barclayhedge.

It is apparently this strong showing, coupled with the fact that Dynamic boasts a track record stretching back to the beginning of the millennium, that led Societe Generale to include the firm in its well-followed Newedge Short Term Traders Index, earlier in January.

Dynamic Capital is not a conventional managed futures CTA. The manager’s commitment to diversification has led it, from the outset, to include a substantial portion of cash equities in its investment portfolios. A snapshot from Nasdaq as at end-September 2015, and published on the internet, shows a range of equity sector holdings with Services, Healthcare, Basic Materials, Capital Goods and Technology each occupying between 10.98 per cent and 19.34 per cent of the equity asset mix at that time.

Dynamic does not publish its assets under management total although one performance award was won in the ‘Under USD500 million’ category.

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