A couple of late reporting funds this month, but here is the update for March’s Wizards performance. A fairly positive month to increase the yearly gains.
Entries Tagged as 'wizards'
April 22nd, 2015 · No Comments · Trend Following, Trend Following Wizards
March 27th, 2015 · No Comments · Trend Following, Trend Following Wizards
Not a great month. Neither for the Wizards or for this blog, with such a long delay publishing this month’s report. Apologies for reporting the February figures so close to… April. For various reasons I was unable to get to this earlier than now. Here it is finally. A negative return, but only slightly. This […]
February 20th, 2015 · No Comments · Trend Following, Trend Following Wizards
Good start of the year for the Wizards, who started the year with a collective +5.63% in January. Please see below for full individual results.
January 16th, 2015 · No Comments · Trend Following, Trend Following Wizards
Collectively, the Wizards added another good month to an already very good 2014 (the come-back year for trend following). A near-100% of positive results for the year, with an average just shy of +25% and a handful of strong performers. Average return for December: +3.56% Full results below:
December 18th, 2014 · No Comments · Trend Following, Trend Following Wizards
One of the best months of the year for our Trend Following Wizards. Not so surprisingly after the strong performance of the State of Trend Following Index (nearing +10% return for November). The overall return for the Wizards was +6.80% for the month with the YTD performance just a fraction off the typical 20% threshold […]
November 18th, 2014 · 1 Comment · Trend Following, Trend Following Wizards
A mixed set of results for the Wizards in October. Slightly positive overall, the performance for the year is still quite strong.
October 20th, 2014 · 2 Comments · Trend Following, Trend Following Wizards
We suspected that the Trend Following Wizards would have a good month of September after seeing the State of Trend Following reports post their best performance of the year. The Wizards did not disappoint with an average return of 6.07% for the month and 11.64% YTD. Some of the more aggressive managers are now showing […]
September 17th, 2014 · No Comments · Trend Following, Trend Following Wizards
Strong results for the Trend Following Wizards in August with 100% of positive returns. The index consolidates its positive performance for the year with the YTD result now at +5.36%. August average return: +4.30% Full results below:
August 22nd, 2014 · No Comments · Trend Following, Trend Following Wizards
Summer Holiday season means the report is here a bit later than usual. I hope you all had a nice Summer (for those in the Northern hemisphere anyway). Autumn is quickly gaining the (early) fight over Summer here in London. The report for the Trend Following Wizards is mixed this month. July is overall positive […]
July 21st, 2014 · No Comments · Trend Following, Trend Following Wizards
The Wizards index moves back into positive territory for the year, with a month of June that was positive overall – showing an average gain of +1.46% and only a handful of funds in the red. YTD performance just breaking above water at +0.41%. Please see full results below:
June 20th, 2014 · No Comments · Trend Following, Trend Following Wizards
A mixed bag for the Wizards last month. The index was positive overall last month but still slightly in the red for the year. Full results below: Organisation / Fund Return YTD * AUM ** Abraham Trading1 -0.34% 2.46% $160M Altis Partners2 -1.78% -10.40% $350M Aspect Capital3 2.39% -1.83% $4,824M Beach Horizon4 2.78% 5.35% $43M […]
May 21st, 2014 · No Comments · Trend Following, Trend Following Wizards
Positive month but negative year to date. In a few words, this is the status for the Trend Following Wizards four month into 2014. Please see full results below:
April 24th, 2014 · No Comments · Trend Following, Trend Following Wizards
A late report of the Trend Following Wizards performance for March shows a lot of red, both for the month and the year-to-date. Not a first good quarter for trend followers. The monthly aggregate return is -1.51% and less than a third of the Wizards are in the black for 2014, with an aggregate YTD […]
March 18th, 2014 · No Comments · Trend Following, Trend Following Wizards
A globally positive month of February for the Wizards. Not enough to make up for the bad start in January: the YTD performance stays in the red. February average return: +1.76% YTD return: -1.61% Full results below:
February 21st, 2014 · No Comments · Trend Following, Trend Following Wizards
Tough start of the year for the trend following Wizards, with just two of them posting positive results.. As a result, lots of red in the table. Additions: New Wizards Thanks to all the readers who submitted suggestions for additions into the list. I added four new managers, taking the list to 30 constituents: Covenant […]
January 20th, 2014 · 2 Comments · Trend Following, Trend Following Wizards
We can say that 2013 was flat for our Trend Following Wizards: they closed the year by posting a minuscule collective yearly gain of +0.04% (with a December return of 0.64%). However, a closer inspection reveals a greater disparity than usual in the results. The standard deviation in the 2013 yearly performance is over 15%, […]
December 18th, 2013 · 1 Comment · Trend Following, Trend Following Wizards
November saw the Wizards post a fairly strong positive result and coming close to break-even on a Year-To-Date basis. One month left to finish the year in the black… Unfortunately, it does not look like it’s headed that way. Peeking into the “future” by checking the current value of the Newedge Trend index, which is […]
November 18th, 2013 · No Comments · Trend Following, Trend Following Wizards
A positive October for the Trend Following Wizards. Still in the red year-to-date though. See full results below:
October 18th, 2013 · 2 Comments · Trend Following, Trend Following Wizards
Another month (unsurprisingly) dominated by the colour red (unsurprising as the State of Trend Following reports, both on this site and Wisdom Trading’s site, indicated a down trend relatively clearly). Please check the full results below, with a few funds still managing to post positive results for the year.
September 19th, 2013 · 14 Comments · Trend Following, Trend Following Wizards
+0.66% is the only positive return for this month’s report. The rest of the Wizards are down, as illustrated by the near-uniform shade of red in the August return column in the table below (the YTD column is not that much better). The composite return of the index is -2.13% for the month and -3.17% […]