Hedge Funds

Trend-following global asset allocation strategy lifts ICM

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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 year. The fund, which has been up and running for 15 months, operates a systematic, global asset allocation strategy with a focus on trend-following.