The Global Edge: Why WaveFront’s Managed Futures Strategy Leads the Pack
In the realm of liquid alternatives, several funds (in Canada) have made their mark, including products like HRAA, NALT, Auspice, and of course WaveFront.
Author: wfgam
WaveFront Global Diversified gains +6.5% in February, year-to-date return of +8.4%.
The WaveFront Global Investment Program posted a 6.49% net return in February, outperforming the SocGen CTA Index* by +160 bps.
WaveFront Global Diversified – January 2024 Update
The WaveFront Global Investment Program posted a 1.79% net return in January, outperforming the SocGen CTA Index** by +78 bps. January returns were led by strong performance in softs, grains and equities.
WaveFront 2023 Year-end Commentary
In 2023, Global Diversified displayed its characteristic ‘convexity’ in returns – resilience in bear markets, moderate success in bull markets, and challenges in sideways markets.
The Best Strategies for Current Times’ (2024-25 Federal Reserve Edition)
At WaveFront, we always say that past performance isn’t necessarily indicative of what’s to come; however, no market event is sole and solitary – market events repeat themselves in dissimilar ways, and they may be responding to things which have happened before, and sometimes often.
Revisiting Previous Insights ‘The Best Strategies for Inflationary Times’
You may recall that in August 2021, we shared with you a research paper from Duke University by Harvey and colleagues, titled “The Best Strategies for Inflationary Times”.
October 2023 Commentary – WaveFront’s Global Investment Program
WaveFront’s Global Investment Program returned -1.00% in October, versus the benchmark SocGen CTA Index return of -1.02%.
August 2023 Commentary – WaveFront’s Global Investment Program
WaveFront’s Global Investment Program returned -3.69% in August, versus the benchmark SocGen CTA Index of -0.52%.
WaveFront Global Investment Program July 2023 Commentary
WaveFront’s Global Investment Program returned -0.51% in July, outperforming the benchmark SocGen CTA Index for the second consecutive month (by +56 bps) which returned -1.07%.
WaveFront’s Global Investment Program Outperforms with Strong Q2 2023 Performance
WaveFront’s Global Investment Program realized a gain of 1.34% in June, propelling our 2nd quarter return to an impressive 7.88%
