Quadriga Superfund - Managed Futures

Quote from sese:

what a drawdown they have this month...
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If I'm looking at the right numbers on the quadrigafund.com website it looks like April is down 12.92% so far. That's a lousy month for Quadriga but not unexpected. It's a volatile investment. A lot of risk goes with the chance for big returns. Stay the course and you should do fine.

I don't think there is any serial auto correlation in the Quadriga fund so trading the Quadriga Fund, either buy buying the dips or buying the profitable trends, doesn't make sense. What does make sense is to decide what portion of your portfolio you want to allocate to the Quadriga Fund (e.g. 5%) and then rebalance every so often to get back to that allocation. This is the same advice I give people who invest with my firm and probably goes for all asset classes.

April has been a tough month for trendfollowers. Several markets, most notably bonds, have dramatically reversed course. Quadriga's risk management appears to be working in that the losses haven't gotten out of control. There will be up months and down months but their strategy is robust and over time you should do well.
 
This is a hedge fund going long and short. Does not really make sense to time an equity curve. There is no reason why it can't go stellar forever...

Michael B.

P.S. The only problem might be the amount of influx of capital and execution growing pains. But I find it hard to believe with this multiple commodity strategy. It would take a huge amount of money for it to present fill problems.
 
Quote from ElectricSavant:

The only problem might be the amount of influx of capital and execution growing pains. But I find it hard to believe with this multiple commodity stratregy. It would take a huge amount of money for it to present fill problems.
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Yeah, my biggest concern about Quadriga is growing too large as well. Some futures markets just aren't all that liquid and I would say Quadriga does, in fact, have a "huge amount of money" under management. Has Quadriga's management ever discussed when or if they would close the funds to new investments?
 
Quote from Aaron:

Yeah, my biggest concern about Quadriga is growing too large as well. Some futures markets just aren't all that liquid and I would say Quadriga does, in fact, have a "huge amount of money" under management. Has Quadriga's management ever discussed when or if they would close the funds to new investments?
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They have closed several funds to new investments. In fact there is only a few that are still open.
 
What have they "closed" besides Quadriga AG?
It is only closed to NEW money. It did not shut down.
The other 5 funds are open.
 
Quote from Ebo:

What have they "closed" besides Quadriga AG?
It is only closed to NEW money. It did not shut down.
The other 5 funds are open.
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Yeah, that's what I meant, to new money. The AG is closed, the Caymen superfund is closed and there is another one, can't remember the name, it's a German name, it's closed as well. The GCT is still open, and the Superfund A and B are both open.
 
Quote from Aaron:

Yeah, my biggest concern about Quadriga is growing too large as well. Some futures markets just aren't all that liquid and I would say Quadriga does, in fact, have a "huge amount of money" under management. Has Quadriga's management ever discussed when or if they would close the funds to new investments?
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Now as far as Quadriga getting too big, I don't agree with this. Quadriga has a lot of money in the fixed income markets as well as the foreign exchange markets which are massive. Quadriga could be 100 times larger and still be able to comfortably trade in and out of these markets. The index futures markets are also very liquid, the SP, the Nikkei, and the European index futures are all very liquid. The only markets they are in that might provide a liquidity problem are the metals and the soft commodities.
 
I copied this from the link, I hope I am not doing anything wrong. I will delete this post if someone tells me to. What is so super-fantastic about these results?

Michael B.

P.S. I am not bashing. I am considering an investment with this fund. And I consider this speculative in nature and demand 25% minumum APR per year for this type of investment.

2000 12,05 +20,50 %
2001 15,00 +24,52 %
2002 20,45 +36,29 %
2003 24,22 +18,44 %
2004 24,21 -0,04 %


Quote from Aaron:

I've been asked for the link to the Quadriga performance. It is

http://www.quadrigafund.com/en/fondsQuadrigaHF_IE.asp
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Quote from ElectricSavant:

I copied this from the link, I hope I am not doing anything wrong. I will delete this post if someone tells me to. What is so super-fantastic about these results?

Michael B.

P.S. I am not bashing. I am considering an investment with this fund. And I consider this speculative in nature and demand 25% minumum APR per year for this type of investment.

2000 12,05 +20,50 %
2001 15,00 +24,52 %
2002 20,45 +36,29 %
2003 24,22 +18,44 %
2004 24,21 -0,04 %
More...

Those are the results from the AG fund. The GCT or Superfund B, looks for twice those returns. The B shoots for 40% to 50% a year and the A looks for 20% to 30% a year, net of fees of course.
 
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