Comments on: Trend Following Wizards – Fund performance

By: Chon

Chon — Thu, 17 Nov 2011 22:31:13 +0000

In reference to JWH… he has a few different funds/strategies.

The numbers shown are for the “Global Analytics” fund/strategy. This is a relatively new product, so the much smaller AUM… although performance for most of the funds are roughly in line with each other.

By: Jez Liberty

Jez Liberty — Thu, 21 Apr 2011 12:28:14 +0000

Hi Marc – as per the latest blog post, this is something on the “to-do” list

By: marc

marc — Thu, 21 Apr 2011 09:40:36 +0000

It would be great to have a historical comparison between the wizards and the “state of trend following” benchmark on monthly data… It seems the SOTF is about 3 times more leveraged than the average of the wizards though, maybe it would need a re-sizing for comparison purposes.
Great blog!

By: Nizar Mahri

Nizar Mahri — Sat, 09 Oct 2010 08:17:37 +0000

Hi Jez,

Good call. Seems like he’s come down a long way.
http://www.finalternatives.com/node/9611

Nizar.

By: Jez Liberty

Jez Liberty — Sat, 09 Oct 2010 04:26:59 +0000

Hi Nizar,
This article is a bit dated and since then Henry’s AUMs have decreased substantially, I seem to remember one of their largest clients pulling out because of the high drawdowns and flat period at the time.
Anyway, the $29M figure is for the Financial and Metal program, which I picked out of his 7 programs, as it is the oldest running one.
I believe JWH manages a few hundred millions through the seven programs (each program’s AUM) is detailed on his website (linked to above).

By: Nizar Mahri

Nizar Mahri — Sat, 09 Oct 2010 01:02:46 +0000

Hi Jez,

Are you sure JWH only manages $29m?
I’m pretty sure it would be considerably more than that.

This article, though its 4 years old, has the company’s assets at $3.1billion.
http://www.bostonmagazine.com/articles/the_50_wealthiest_bostonians/page6

Cheers.
Nizar.