Funds of Hedge Funds Performance

Crown Managed Futures continues run

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This month, InvestHedge launches a table for the performance of managed futures funds of funds. The $940 million Crown Managed Futures, launched in October 2000, was up 0.61% in February taking its three-month numbers to 4.32% and 17.22% for the past six months. The fund, which has had 60% of positive months, is run by LGT Capital Partners. It was up 20.86% in 2008.

The largest allocation in the fund is 35% to systematic trend-following managers, followed by a 33% allocation to cash. The fund, which does not currently allocate to discretionary trend following managers, has 13% apiece allocated