Trend-following global asset allocation strategy lifts ICM

Mon Mar 23, 2009




ICM's systematic macro fund tracks trends in a range of classes across multiple time frames

Systematic macro manager Integral Capital Management has produced a strong start with its ICM Diversified strategy, returning 20.78% last year with relatively low volatility and building a strong track record at a time when CTAs and quant macro funds are high on investors' radar screens.

ICM has produced a total return since launch of about 18% following slight losses this...

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