February was generally a less than stellar month in macro, with most strategies making either modest gains or small losses.
Top of the outliers on the upside was Vega Select Opportunities, which returned 5.77%, while Melchior Global Macro gained 3.71%, North’s Max Q was up 3.34% and Camomille Global Opportunities made 3.64%.
CCP Quantitative was up 2.62% in its ‘Aristarchus’ class, and 1.23% in its ‘Babbage’ class. LGIM Global Macro gained 2.62% and Harmonic Alpha Plus Macro was up 1.67%.
CDAM Global Opportunities put on 2.07%, while GLG Emerging Markets made 1.55% and Episode was up 1.49%.