Perry Kaufman

January 2020 Performance Report

Lower returns for the hedge funds was well below the returns for the major equity index ETFs. CTAs did better, generally posting small gains. Volatility has increased in the U.S. with Europe following. It seems likely that some gains were made in the interest rates, but the FX markets have been sideways for the past three months and Brexit has not made much of a different.

September 2019 Performance Report

Industry Benchmark Performance Fractional gains for equities funds, moderate losses for futures, larger for trend-following systems. Equities have been exceptionally volatile given both economic and political news, although the economic news, the lowest manufacturing numbers released at the end of September, seems to have had the most affect. Futures, which normally profit from interest rate …

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