CTA pioneer Millburn builds on 40-year history to extend global footprint, grow strategy range

January 26, 2012  


US-based systematic trading veteran extends reach into Europe and Asia and rolls out innovative new strategies


Barry Goodman
For managed futures and CTA managers, perhaps even more so than for all other hedge funds, the longevity of the track record is a key selling point to potential investors in systematic and quantitative strategies that – by their nature – can sometimes be a little opaque, scientific and hard for the layman to understand.

But few can point to a record stretching back quite as far as Millburn, the $2 billion-plus US-based group that...

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Data

Indices April 2012 Global indices

Composite
Index Composite
GlobalApr 12YTD%
Composite-0.11%3.26%96%
Emerging Market Debt0.10%2.92%98%
Emerging Market Equity0.00%6.58%98%
Equity-0.53%4.68%92%
Event Driven-0.12%5.28%79%
Macro-0.56%1.00%96%
Managed Futures-0.09%-0.21%98%
Single Manager African0.79%3.27%100%

More indices